fix(live): live_step传qfq_bars对齐step双源签名(端到端跑通)

live_step当日补fetch_day qfq + step(today,raw,qfq,prev,pending)5参数对齐.
修前 step5参数 vs live_step4参数 missing pending(预存, c6b19f4双源后未对齐).
容器verify_live_step端到端跑通(live_step@2026-07-07, _restore_ledger不崩,
分红/占用成本加载OK). 139 passed.
This commit is contained in:
2026-07-10 08:49:58 +08:00
parent 7c7976221b
commit 0656108b9e
+9 -5
View File
@@ -106,12 +106,16 @@ def live_step(db_path: str, account_id: int, data_source, cfg, today: str | None
runner.paper_cta_engine.on_bar(wbars[runner.symbol])
runner.paper_cta_engine.pop_orders() # warmup 单丢弃(不撮合)
# 4. 当日 raw barMac launchd 已推 NAS
# 4. 当日 raw bar撮合)+ qfq bar(策略 on_bar 信号
bars = {}
qfq_bars = {}
for sym in symbols:
bar = data_source.fetch_day(sym, today, interval, adjust="raw", cfg=cfg)
if bar is not None:
bars[sym] = bar
rbar = data_source.fetch_day(sym, today, interval, adjust="raw", cfg=cfg)
if rbar is not None:
bars[sym] = rbar
qbar = data_source.fetch_day(sym, today, interval, adjust="qfq", cfg=cfg)
if qbar is not None:
qfq_bars[sym] = qbar
if not bars:
logger.info("live_step %s: 当日无 raw bar%s 非交易日或未推?),跳过", account_id, today)
return
@@ -141,7 +145,7 @@ def live_step(db_path: str, account_id: int, data_source, cfg, today: str | None
pe = PaperEngine(account, runners, data_source, acc_cfg, db_path, account_id,
symbols, acc.get("start_date") or today, today, interval,
risk_free_rate=getattr(cfg, "risk_free_rate", 0.0))
pending_new, _closes = pe.step(today, bars, prev_close, pending)
pending_new, _closes = pe.step(today, bars, qfq_bars, prev_close, pending)
# 6. 存状态(pending + positions
save_pending_orders(db_path, account_id, [