feat(data): vintage自检扩涨停池缺日防线——策略session共识「断档=不可逆损失须尽快」;per-date家族语义=每工作日(含节假日,空数据也写空文件)应有1个parquet,文件缺=当晚schtask漏跑=洞;洞≤42日历日(≈30交易日回补窗)→告警点名缺日+手动--start/--end回补指引,滑出窗=永久缺只入json不刷告警(防永久exit3疲劳);检查窗=首文件日→昨天(当日19:30才落盘不算洞);panel块进vintage_status.json契约(additive零破坏);+4测试(近窗洞告警/连续无洞/永久洞静默入json/目录缺不崩)13绿 [vps]

scripts/data_platform/static_vintage_check.py

@@ -29,6 +29,11 @@ DEFAULT_ROOT = r"C:\sanguo_vnpy_v2\data\static"
 STATEMENT_TABLES = ("balance", "income", "cashflow")  # 有 REPORT_DATE 列
 VALUATION_STALE_HOURS = 48.0  # 估值表(每日19:00 ak-eod)最新mtime超此数=断更
 EMPTY_PARQUET_MIN_BYTES = 1024  # 与 akshare_static_download 同口径
+# 涨停池三件套 (2026-09-02 入列 ak-events): per-date 家族每个工作日(含节假日,
+# 空数据也写空文件)应有 1 个 parquet, 文件缺 = 当晚 schtask 漏跑 = 洞。
+# 端点只支持最近 ~30 交易日 → 洞滑出窗口 = 永久缺 (不可逆), 09-02 与策略侧共识防线。
+PANEL_TYPES = ("zt_pool", "zt_pool_zbgc", "zt_pool_dtgc")
+PANEL_BACKFILL_CALENDAR_DAYS = 42  # ≈30 交易日回补窗的日历日近似
 
 
 def _norm_period(v) -> str:
@@ -100,6 +105,42 @@ def valuation_freshness(root: Path) -> dict:
     return info
 
 
+def panel_gap_check(root: Path) -> dict:
+    """涨停池三件套缺日检查: 枚举首文件日 → 昨天的工作日, 文件缺 = 洞。
+
+    可回补洞 (≤PANEL_BACKFILL_CALENDAR_DAYS 天) → check_all 出告警; 更老的洞
+    判永久缺, 只入 json 不刷告警 (避免永久 exit 3 告警疲劳)。当日 19:30 才
+    落盘, 检查窗不含今天。
+    """
+    out = {}
+    today = datetime.date.today()
+    for t in PANEL_TYPES:
+        dates = set()
+        d = root / t
+        if d.is_dir():
+            for m in d.glob(f"*_{t}.parquet"):
+                try:
+                    dates.add(
+                        datetime.datetime.strptime(m.name[:8], "%Y%m%d").date())
+                except ValueError:
+                    continue
+        entry = {"n_files": len(dates), "first_date": None,
+                 "holes_backfillable": [], "holes_permanent": []}
+        if dates:
+            first = min(dates)
+            entry["first_date"] = first.isoformat()
+            cur = first
+            while cur < today:
+                if cur.weekday() < 5 and cur not in dates:
+                    key = ("holes_backfillable"
+                           if (today - cur).days <= PANEL_BACKFILL_CALENDAR_DAYS
+                           else "holes_permanent")
+                    entry[key].append(cur.isoformat())
+                cur += datetime.timedelta(days=1)
+        out[t] = entry
+    return out
+
+
 def check_all(root: Path) -> Tuple[dict, list]:
     """盘点三报表 + 估值新鲜度。返 (status, alerts); alerts 非空 → 退出码 3。"""
     status = {
@@ -139,6 +180,14 @@ def check_all(root: Path) -> Tuple[dict, list]:
         alerts.append(
             "估值表断更: 最新 mtime %s 距今 %.1fh (>%.0fh, ak-eod 未跑成?)"
             % (v["newest_mtime"], v["age_hours"], VALUATION_STALE_HOURS))
+    # 涨停池三件套缺日 (09-02 入列): 可回补洞告警, 永久缺只入 json
+    status["panel"] = panel_gap_check(root)
+    for t, e in status["panel"].items():
+        if e["holes_backfillable"]:
+            alerts.append(
+                "[%s] 缺日(回补窗内): %s (当晚 schtask 漏跑; 30 交易日内手动 "
+                "--start 缺日 --end 缺日 可补, 滑出窗=永久缺)" % (
+                    t, ",".join(e["holes_backfillable"])))
     return status, alerts
 
 
@@ -177,6 +226,10 @@ def main() -> int:
     v = status["valuation"]
     print("[vintage] valuation   newest=%s age=%sh" % (
         v.get("newest_mtime"), v.get("age_hours")))
+    for t, e in status["panel"].items():
+        print("[vintage] %-13s files=%d 洞(可回补)=%d 洞(永久)=%d first=%s" % (
+            t, e["n_files"], len(e["holes_backfillable"]),
+            len(e["holes_permanent"]), e["first_date"]))
     print("[vintage] json → %s" % args.json_out)
     if alerts:
         for a in alerts:

tests/data_platform/test_static_vintage_check.py

@@ -2,8 +2,10 @@
 """静态表 vintage 一致性自检测试 (2026-09-01 洗库撕裂事故防线④)。
 
 核心契约: 跨表最大报告期不一致 → 告警 (退出码 3) + vintage_status.json
-落盘 (策略侧盘前预判数据源); 一致 → OK (退出码 0); 估值断更 → 告警。
+落盘 (策略侧盘前预判数据源); 一致 → OK (退出码 0); 估值断更 → 告警;
+涨停池三件套缺日 (09-02 入列): 可回补洞 → 告警, 永久缺 → 只入 json。
 """
+import datetime
 import json
 import os
 import time
@@ -27,6 +29,34 @@ def _mk_table(root, name, stocks_periods):
     return d
 
 
+def _mk_ok_statements(root):
+    for t in ("balance", "income", "cashflow"):
+        _mk_table(root, t, {"a": ["2026-06-30"]})
+
+
+def _recent_weekdays(n, drop_dates=()):
+    """最近 n 个「昨天及以前」的工作日 (不写死日期), drop_dates 命中则跳过。"""
+    out = []
+    cur = datetime.date.today() - datetime.timedelta(days=1)
+    while len(out) < n:
+        if cur.weekday() < 5 and cur not in drop_dates:
+            out.append(cur)
+        cur -= datetime.timedelta(days=1)
+    return out
+
+
+def _weekdays_since(days_back):
+    """今天-days_back → 昨天 区间内全部工作日 (含边界对齐)。"""
+    out = []
+    cur = datetime.date.today() - datetime.timedelta(days=days_back)
+    end = datetime.date.today() - datetime.timedelta(days=1)
+    while cur <= end:
+        if cur.weekday() < 5:
+            out.append(cur)
+        cur += datetime.timedelta(days=1)
+    return out
+
+
 # ======================== 单表扫描 ========================
 
 class TestScanStatementTable:
@@ -101,6 +131,58 @@ class TestCheckAll:
         assert any("估值表断更" in a for a in alerts)
 
 
+class TestPanelGapCheck:
+    """涨停池三件套缺日检查 (30 交易日回补窗, 滑出=永久缺不可逆)。"""
+
+    def _mk_dated_files(self, root, panel_type, dates):
+        d = root / panel_type
+        d.mkdir(parents=True, exist_ok=True)
+        for dt in dates:
+            (d / f"{dt.strftime('%Y%m%d')}_{panel_type}.parquet").write_bytes(b"x" * 10)
+
+    def test_hole_within_window_alerts(self, tmp_path):
+        """近窗工作日缺 1 天 → 告警点名缺日 (schtask 漏跑)。"""
+        _mk_ok_statements(tmp_path)
+        hole = _recent_weekdays(5)[-1]  # 5 个工作日前的那天挖掉
+        dates = _recent_weekdays(30, drop_dates=(hole,))
+        self._mk_dated_files(tmp_path, "zt_pool", dates)
+        _, alerts = svc.check_all(tmp_path)
+        assert any("zt_pool" in a and "缺日" in a
+                   and hole.isoformat() in a for a in alerts)
+
+    def test_all_present_no_alert(self, tmp_path):
+        """连续工作日全有 → 无缺日告警 (节假日空文件语义=文件存在)。"""
+        _mk_ok_statements(tmp_path)
+        self._mk_dated_files(tmp_path, "zt_pool", _recent_weekdays(30))
+        _, alerts = svc.check_all(tmp_path)
+        assert not any("缺日" in a for a in alerts)
+
+    def test_permanent_hole_no_alert_but_in_json(self, tmp_path):
+        """滑出回补窗的老洞 → 不刷告警 (避免永久 exit 3), 但入 json。
+
+        构造: 首文件=120 天前的工作日, 近 45 天工作日全有, 中段全缺 →
+        中段洞均 >42 天 = 永久, 回补窗内无洞。
+        """
+        _mk_ok_statements(tmp_path)
+        old = datetime.date.today() - datetime.timedelta(days=120)
+        while old.weekday() >= 5:
+            old -= datetime.timedelta(days=1)  # 对齐到工作日才是「应有文件」日
+        dates = [old] + _weekdays_since(45)
+        self._mk_dated_files(tmp_path, "zt_pool_dtgc", dates)
+        status, alerts = svc.check_all(tmp_path)
+        assert not any("zt_pool_dtgc" in a and "缺日" in a for a in alerts)
+        assert old.isoformat() not in status["panel"]["zt_pool_dtgc"]["holes_permanent"]
+        assert status["panel"]["zt_pool_dtgc"]["holes_permanent"]  # 中段洞在列
+        assert status["panel"]["zt_pool_dtgc"]["holes_backfillable"] == []
+
+    def test_missing_dir_no_crash_no_alert(self, tmp_path):
+        """目录不存在 (从未入列的环境) → 不崩不告警, json 记 n_files=0。"""
+        _mk_ok_statements(tmp_path)
+        status, alerts = svc.check_all(tmp_path)
+        assert not any("缺日" in a for a in alerts)
+        assert status["panel"]["zt_pool"]["n_files"] == 0
+
+
 # ======================== main / JSON 契约 ========================
 
 class TestMain: