diff --git a/sanguo_trader/live_orchestrator.py b/sanguo_trader/live_orchestrator.py
index bbb119d..03a7f76 100644
--- a/sanguo_trader/live_orchestrator.py
+++ b/sanguo_trader/live_orchestrator.py
@@ -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 bar（Mac 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, [