fix: spot-perp basis floating-point EPS, NORMAL regime fallback, realistic fee defaults

2026-08-12 12:34:51 +08:00
parent 0446443d36
commit a5cf3fe583
2 changed files with 21 additions and 6 deletions
@@ -107,6 +107,19 @@ STRATEGY_REGIME_AFFINITY = {
        "obi": 0.1,
        "mean_rev": 0.1,
    },
+    "NORMAL": {
+        "pairs": 0.7,
+        "cross_sectional": 0.6,
+        "hurst_vpin": 0.5,
+        "momentum": 0.5,
+        "obi": 0.5,
+        "mean_rev": 0.5,
+        "grid_mm": 0.5,
+        "as_mm": 0.4,
+        "funding_arb": 0.3,
+        "queue_imbalance": 0.4,
+        "iceberg": 0.4,
+    },
 }