refactor(portfolio): TET副本类名对齐策略库扫描约定—*StrategyEx→*ExStrategy(AllWeatherExStrategy等8类):strategy_registry._extract_class_names只认endswith('Strategy')的类名,Ex结尾类被判'无策略类'整文件跳过→策略库/代码编辑器看不到副本;改名后_scan_self_owned自动识别4文件(type=portfolio);CLI/API/前端选项值(all_weather_ex等)不变;328绿 [vps]

sanguo_portfolio/runner_backtest.py

@@ -185,28 +185,28 @@ def _build_strategy(args: argparse.Namespace, provider: Any) -> Any:
         return ChannelTestStrategy(provider=provider, config=ChannelTestConfig())
     # TET Phase 2 验证副本(issue #19):取数走 _ex strict 接口,逻辑与原策略同源 copy
     if name == "all_weather_ex":
-        from .strategies import AllWeatherConfigEx, AllWeatherStrategyEx
-        return AllWeatherStrategyEx(
+        from .strategies import AllWeatherExConfig, AllWeatherExStrategy
+        return AllWeatherExStrategy(
             provider=provider,
-            config=AllWeatherConfigEx(max_pool=args.max_pool),
+            config=AllWeatherExConfig(max_pool=args.max_pool),
         )
     if name == "momentum_timing_ex":
-        from .strategies import MomentumTimingConfigEx, MomentumTimingStrategyEx
-        return MomentumTimingStrategyEx(
+        from .strategies import MomentumTimingExConfig, MomentumTimingExStrategy
+        return MomentumTimingExStrategy(
             provider=provider,
-            config=MomentumTimingConfigEx(max_pool=args.max_pool),
+            config=MomentumTimingExConfig(max_pool=args.max_pool),
         )
     if name == "value_selection_ex":
-        from .strategies import ValueSelectionConfigEx, ValueSelectionStrategyEx
-        return ValueSelectionStrategyEx(
+        from .strategies import ValueSelectionExConfig, ValueSelectionExStrategy
+        return ValueSelectionExStrategy(
             provider=provider,
-            config=ValueSelectionConfigEx(max_pool=args.max_pool),
+            config=ValueSelectionExConfig(max_pool=args.max_pool),
         )
     if name == "small_cap_ex":
-        from .strategies import SmallCapConfigEx, SmallCapStrategyEx
-        return SmallCapStrategyEx(
+        from .strategies import SmallCapExConfig, SmallCapExStrategy
+        return SmallCapExStrategy(
             provider=provider,
-            config=SmallCapConfigEx(max_pool=args.max_pool),
+            config=SmallCapExConfig(max_pool=args.max_pool),
         )
     raise ValueError(
         f"未知 strategy: {name}(支持: all_weather / momentum_timing / value_selection / small_cap"
@@ -225,28 +225,28 @@ def _register_schedule(strategy: Any) -> None:
     try:
         from .strategies import (
             AllWeatherStrategy,
-            AllWeatherStrategyEx,
+            AllWeatherExStrategy,
             MomentumTimingStrategy,
-            MomentumTimingStrategyEx,
+            MomentumTimingExStrategy,
             SmallCapStrategy,
-            SmallCapStrategyEx,
+            SmallCapExStrategy,
             ValueSelectionStrategy,
-            ValueSelectionStrategyEx,
+            ValueSelectionExStrategy,
         )
-        if isinstance(strategy, (AllWeatherStrategy, AllWeatherStrategyEx)):
+        if isinstance(strategy, (AllWeatherStrategy, AllWeatherExStrategy)):
             run_daily(strategy.prepare_stock_list, "9:05")
             run_monthly(strategy.monthly_adjustment, 1, "9:30")
             run_daily(strategy.stop_loss, "14:00")
             return
-        if isinstance(strategy, (MomentumTimingStrategy, MomentumTimingStrategyEx)):
+        if isinstance(strategy, (MomentumTimingStrategy, MomentumTimingExStrategy)):
             # 原策略 handle_data 单位时间触发 → 每日 9:30
             run_daily(strategy.handle_data, "9:30")
             return
-        if isinstance(strategy, (ValueSelectionStrategy, ValueSelectionStrategyEx)):
+        if isinstance(strategy, (ValueSelectionStrategy, ValueSelectionExStrategy)):
             # 原策略 run_monthly 第 5 个交易日(月度调仓)
             run_monthly(strategy.monthly_adjustment, 5, "9:30")
             return
-        if isinstance(strategy, (SmallCapStrategy, SmallCapStrategyEx)):
+        if isinstance(strategy, (SmallCapStrategy, SmallCapExStrategy)):
             # 原策略 handle_data 单位时间触发 → 每日 9:30
             # 5 日调仓周期由 handle_data 内部 day_count % tc == 0 控制(对齐 g.t % g.tc)
             run_daily(strategy.handle_data, "9:30")

sanguo_portfolio/strategies/__init__.py

@@ -1,13 +1,13 @@
 """sanguo_portfolio 策略层。"""
 from .all_weather import AllWeatherConfig, AllWeatherStrategy, BrokerFacade
-from .all_weather_ex import AllWeatherConfigEx, AllWeatherStrategyEx
+from .all_weather_ex import AllWeatherExConfig, AllWeatherExStrategy
 from .channel_test import ChannelTestConfig, ChannelTestStrategy
 from .momentum_timing import MomentumTimingConfig, MomentumTimingStrategy
-from .momentum_timing_ex import MomentumTimingConfigEx, MomentumTimingStrategyEx
+from .momentum_timing_ex import MomentumTimingExConfig, MomentumTimingExStrategy
 from .small_cap import SmallCapConfig, SmallCapStrategy
-from .small_cap_ex import SmallCapConfigEx, SmallCapStrategyEx
+from .small_cap_ex import SmallCapExConfig, SmallCapExStrategy
 from .value_selection import ValueSelectionConfig, ValueSelectionStrategy
-from .value_selection_ex import ValueSelectionConfigEx, ValueSelectionStrategyEx
+from .value_selection_ex import ValueSelectionExConfig, ValueSelectionExStrategy
 
 __all__ = [
     "AllWeatherStrategy",
@@ -22,12 +22,12 @@ __all__ = [
     "ValueSelectionStrategy",
     "ValueSelectionConfig",
     # TET Phase 2 验证副本(issue #19,验证后 Phase 3 删)
-    "AllWeatherStrategyEx",
-    "AllWeatherConfigEx",
-    "MomentumTimingStrategyEx",
-    "MomentumTimingConfigEx",
-    "SmallCapStrategyEx",
-    "SmallCapConfigEx",
-    "ValueSelectionStrategyEx",
-    "ValueSelectionConfigEx",
+    "AllWeatherExStrategy",
+    "AllWeatherExConfig",
+    "MomentumTimingExStrategy",
+    "MomentumTimingExConfig",
+    "SmallCapExStrategy",
+    "SmallCapExConfig",
+    "ValueSelectionExStrategy",
+    "ValueSelectionExConfig",
 ]

sanguo_portfolio/strategies/all_weather_ex.py

@@ -1,11 +1,11 @@
 """聚宽"全天候轮动"策略(post48819)翻译到 BulletTrade 框架。
 
 聚宽源码完整保留在原仓库 transcript,这里做**结构等价**翻译:
-- ``initialize``        → ``AllWeatherStrategyEx.initialize``
-- ``prepare_stock_list`` → ``AllWeatherStrategyEx.prepare_stock_list``
-- ``stop_loss``         → ``AllWeatherStrategyEx.stop_loss``
-- ``monthly_adjustment`` → ``AllWeatherStrategyEx.monthly_adjustment``
-- ``SMALL/BIG/ROIC_BIG/BM`` → ``AllWeatherStrategyEx.small/big/roic_big/bm``
+- ``initialize``        → ``AllWeatherExStrategy.initialize``
+- ``prepare_stock_list`` → ``AllWeatherExStrategy.prepare_stock_list``
+- ``stop_loss``         → ``AllWeatherExStrategy.stop_loss``
+- ``monthly_adjustment`` → ``AllWeatherExStrategy.monthly_adjustment``
+- ``SMALL/BIG/ROIC_BIG/BM`` → ``AllWeatherExStrategy.small/big/roic_big/bm``
 - ``filter_*``          → ``sanguo_portfolio.filters``
 
 策略层不直接 import bullet-trade 顶层 API(避免 Mac dev 环境装不全崩),通过两个注入点接入:
@@ -57,7 +57,7 @@ class BrokerFacade:
 
 # ------------------------ 策略 ------------------------
 @dataclass
-class AllWeatherConfigEx:
+class AllWeatherExConfig:
     """全天候策略参数(聚宽 initialize 的硬编码抽出来便于调参)。"""
 
     stock_num: int = 3                  # g.stock_num
@@ -79,7 +79,7 @@ class AllWeatherConfigEx:
     max_pool: int = 0               # 0=不限;MVP/验证用,限制 _stock_pool 返回前 N 只(避免全成分基本面下载过慢)
 
 
-class AllWeatherStrategyEx:
+class AllWeatherExStrategy:
     """聚宽"全天候轮动"策略(动态选股 + 大小盘轮动 + 海外 ETF 兜底 + 涨停盯盘)。
 
     实例化时不连数据/不下单,所有 IO 走注入的 ``provider`` 和 ``broker``。
@@ -90,11 +90,11 @@ class AllWeatherStrategyEx:
         self,
         provider: Any,
         broker: Optional[BrokerFacade] = None,
-        config: Optional[AllWeatherConfigEx] = None,
+        config: Optional[AllWeatherExConfig] = None,
     ) -> None:
         self.provider = provider
         self.broker = broker or BrokerFacade()
-        self.config = config or AllWeatherConfigEx()
+        self.config = config or AllWeatherExConfig()
 
         # 聚宽 g.* 全局变量映射到实例属性
         self.hold_list: List[str] = []
@@ -603,4 +603,4 @@ def _shift_date(date_str: str, days: int) -> str:
     return (dt + datetime.timedelta(days=days)).strftime("%Y-%m-%d")
 
 
-__all__ = ["AllWeatherStrategyEx", "AllWeatherConfigEx", "BrokerFacade"]
+__all__ = ["AllWeatherExStrategy", "AllWeatherExConfig", "BrokerFacade"]

sanguo_portfolio/strategies/momentum_timing_ex.py

@@ -2,12 +2,12 @@
 
 聚宽源码完整保留在 ``docs/research/joinquant_strategies/03_momentum_timing/source.py``,
 这里做**结构等价 + bug 修复**翻译:
-- ``initialize``     → ``MomentumTimingStrategyEx.initialize``
-- ``calRPS``         → ``MomentumTimingStrategyEx._cal_rps``  (**修复取数区间**)
-- ``findStockPool``  → ``MomentumTimingStrategyEx._find_stock_pool``
-- ``selectStocks``   → ``MomentumTimingStrategyEx._select_stocks``
-- ``calBuySign``     → ``MomentumTimingStrategyEx._cal_buy_sign``
-- ``handle_data``    → ``MomentumTimingStrategyEx.handle_data``  (**修复 date.today()**)
+- ``initialize``     → ``MomentumTimingExStrategy.initialize``
+- ``calRPS``         → ``MomentumTimingExStrategy._cal_rps``  (**修复取数区间**)
+- ``findStockPool``  → ``MomentumTimingExStrategy._find_stock_pool``
+- ``selectStocks``   → ``MomentumTimingExStrategy._select_stocks``
+- ``calBuySign``     → ``MomentumTimingExStrategy._cal_buy_sign``
+- ``handle_data``    → ``MomentumTimingExStrategy.handle_data``  (**修复 date.today()**)
 
 策略层不直接 import bullet-trade 顶层 API(避免 Mac dev 环境装不全崩),
 通过两个注入点接入(照 all_weather 模式):
@@ -66,7 +66,7 @@ _DEFAULT_INDEX_LIST: List[str] = [
 
 
 @dataclass
-class MomentumTimingConfigEx:
+class MomentumTimingExConfig:
     """牛熊分界+取强舍弱+均线动量 策略参数(聚宽 g.* 全局变量抽出便于调参)。"""
 
     # 板块列表(默认 10 个中证行业指数 000928-000937,G1 补全后切回原版,见模块顶部说明)
@@ -82,7 +82,7 @@ class MomentumTimingConfigEx:
 
 
 # ------------------------ 策略 ------------------------
-class MomentumTimingStrategyEx:
+class MomentumTimingExStrategy:
     """牛熊分界+取强舍弱+均线动量策略(纯量价,无基本面)。
 
     实例化时不连数据/不下单,所有 IO 走注入的 ``provider`` 和 ``broker``。
@@ -93,11 +93,11 @@ class MomentumTimingStrategyEx:
         self,
         provider: Any,
         broker: Optional[BrokerFacade] = None,
-        config: Optional[MomentumTimingConfigEx] = None,
+        config: Optional[MomentumTimingExConfig] = None,
     ) -> None:
         self.provider = provider
         self.broker = broker or BrokerFacade()
-        self.config = config or MomentumTimingConfigEx()
+        self.config = config or MomentumTimingExConfig()
 
     # =================== initialize ===================
     def initialize(self, context: Any) -> None:
@@ -440,4 +440,4 @@ def _shift_date(date_str: str, days: int) -> str:
     return (dt + datetime.timedelta(days=days)).strftime("%Y-%m-%d")
 
 
-__all__ = ["MomentumTimingStrategyEx", "MomentumTimingConfigEx"]
+__all__ = ["MomentumTimingExStrategy", "MomentumTimingExConfig"]

sanguo_portfolio/strategies/small_cap_ex.py

@@ -14,10 +14,10 @@
   - statsmodels 回归 import(原代码 import 但未实际用)
 
 翻译对照:
-- ``initialize``     → ``SmallCapStrategyEx.initialize``
-- ``pick_stocks``    → ``SmallCapStrategyEx._pick_stocks``  (**py2→py3**: df.sort→sort_values)
-- ``compute_signals``→ ``SmallCapStrategyEx.handle_data``  (**5 日计数器**替代 g.t)
-- ``rebalance``      → ``SmallCapStrategyEx._rebalance``   (**仅保留股票部分**,
+- ``initialize``     → ``SmallCapExStrategy.initialize``
+- ``pick_stocks``    → ``SmallCapExStrategy._pick_stocks``  (**py2→py3**: df.sort→sort_values)
+- ``compute_signals``→ ``SmallCapExStrategy.handle_data``  (**5 日计数器**替代 g.t)
+- ``rebalance``      → ``SmallCapExStrategy._rebalance``   (**仅保留股票部分**,
                      去掉期货/账户调配/保证金,等权调仓)
 - ``compute_hedge_ratio`` / ``get_next_month_future`` / SubPortfolio → **删除**
 
@@ -54,7 +54,7 @@ logger = logging.getLogger(__name__)
 
 # ------------------------ Config ------------------------
 @dataclass
-class SmallCapConfigEx:
+class SmallCapExConfig:
     """小市值 20 只轮动策略参数(聚宽 g.* 全局变量抽出便于调参)。
 
     默认值严格对齐原策略 ``set_params`` (source.py 第 38-48 行):
@@ -87,7 +87,7 @@ class SmallCapConfigEx:
 
 
 # ------------------------ 策略 ------------------------
-class SmallCapStrategyEx:
+class SmallCapExStrategy:
     """小市值 20 只轮动策略(纯选股,无对冲)。
 
     实例化时不连数据/不下单,所有 IO 走注入的 ``provider`` 和 ``broker``。
@@ -103,11 +103,11 @@ class SmallCapStrategyEx:
         self,
         provider: Any,
         broker: Optional[BrokerFacade] = None,
-        config: Optional[SmallCapConfigEx] = None,
+        config: Optional[SmallCapExConfig] = None,
     ) -> None:
         self.provider = provider
         self.broker = broker or BrokerFacade()
-        self.config = config or SmallCapConfigEx()
+        self.config = config or SmallCapExConfig()
 
         # 聚宽 g.* 全局变量映射到实例属性
         self.day_count: int = 0           # g.t:运行天数
@@ -446,4 +446,4 @@ def _shift_date(date_str: str, days: int) -> str:
     return (dt + datetime.timedelta(days=days)).strftime("%Y-%m-%d")
 
 
-__all__ = ["SmallCapStrategyEx", "SmallCapConfigEx"]
+__all__ = ["SmallCapExStrategy", "SmallCapExConfig"]

sanguo_portfolio/strategies/value_selection_ex.py

@@ -2,8 +2,8 @@
 
 聚宽源码完整保留在 ``docs/research/joinquant_strategies/01_value_selection/source.py``,
 这里做**结构等价 + bug 修复 + py2→py3** 翻译:
-- ``initialize``            → ``ValueSelectionStrategyEx.initialize``
-- ``get_stock_list``        → ``ValueSelectionStrategyEx._get_stock_list``
+- ``initialize``            → ``ValueSelectionExStrategy.initialize``
+- ``get_stock_list``        → ``ValueSelectionExStrategy._get_stock_list``
 - ``get_check_stocks_sort`` → **删除**(排序后不截断+全买的死代码,KISS)
 - ``buy`` / ``sell``        → 调仓逻辑合入 ``monthly_adjustment``
 - ``get_data`` (pd.Panel)   → ``provider.get_value_metrics`` 接口替代
@@ -56,7 +56,7 @@ logger = logging.getLogger(__name__)
 
 # ------------------------ Config ------------------------
 @dataclass
-class ValueSelectionConfigEx:
+class ValueSelectionExConfig:
     """价值精选 6 条策略参数(聚宽 g.* 全局变量抽出便于调参)。
 
     6 条过滤阈值严格对齐原策略 source.py 第 91-97 行注释 + 第 105-171 行代码。
@@ -97,7 +97,7 @@ class ValueSelectionConfigEx:
 
 
 # ------------------------ 策略 ------------------------
-class ValueSelectionStrategyEx:
+class ValueSelectionExStrategy:
     """价值精选 6 条策略(全市场横向比较 + 月度调仓)。
 
     实例化时不连数据/不下单,所有 IO 走注入的 ``provider`` 和 ``broker``。
@@ -115,11 +115,11 @@ class ValueSelectionStrategyEx:
         self,
         provider: Any,
         broker: Optional[BrokerFacade] = None,
-        config: Optional[ValueSelectionConfigEx] = None,
+        config: Optional[ValueSelectionExConfig] = None,
     ) -> None:
         self.provider = provider
         self.broker = broker or BrokerFacade()
-        self.config = config or ValueSelectionConfigEx()
+        self.config = config or ValueSelectionExConfig()
 
     # =================== initialize ===================
     def initialize(self, context: Any) -> None:
@@ -455,4 +455,4 @@ def _is_valid_number(v: Any) -> bool:
     return not math.isnan(fv) and not math.isinf(fv)
 
 
-__all__ = ["ValueSelectionStrategyEx", "ValueSelectionConfigEx"]
+__all__ = ["ValueSelectionExStrategy", "ValueSelectionExConfig"]