feat(shadow-desk): 通路测试策略channel_test+模拟盘列表改造: 策略=每日等权轮换ETF/蓝筹(卖旧买新走全买卖通路)+T+1当日卖探针(两端应一致拒单,验证拒单通路),注册backtest/live/前端,默认universe 5只高流动ETF,4单测(坑:BrokerFacade是dataclass,子类方法被父类__init__实例属性遮蔽须实例注入); 模拟盘列表:加类型列(个股/组合)+创建时间列,标的去JSON中括号,列宽重排,模式筛选加影子 [vps]

frontend/src/api/paper.ts

@@ -37,6 +37,7 @@ export interface PaperAccount {
   initial_capital?: number
   start_date?: string
   end_date?: string
+  created_at?: string
   last_run_date?: string | null
   next_run_at?: string | null
   checkpoint_date?: string | null

frontend/src/styles/chips.css

@@ -40,6 +40,11 @@
   border-color: rgba(0, 229, 255, 0.3);
   margin-left: 4px;
 }
+.chip-cta {
+  color: #6ee7a8;
+  background: rgba(110, 231, 168, 0.1);
+  border-color: rgba(110, 231, 168, 0.3);
+}
 .chip-portfolio {
   color: var(--amber);
   background: rgba(255, 176, 0, 0.08);

frontend/src/views/backtest/PortfolioBacktest.vue

@@ -83,6 +83,7 @@ const strategyOptions = [
   { label: '牛熊动量', value: 'momentum_timing' },
   { label: '价值精选', value: 'value_selection' },
   { label: '小市值轮动', value: 'small_cap' },
+  { label: '通路测试(影子vs实盘双轨)', value: 'channel_test' },
 ]
 const BENCHMARK_OPTIONS = [
   { label: '沪深300', value: '000300.XSHG' },

frontend/src/views/paper/List.vue

@@ -57,11 +57,22 @@ function num(v: number | null | undefined): string {
 }
 function symbolsShort(s: string | undefined): string {
   if (!s) return '—'
-  const arr = typeof s === 'string' ? s.split(',') : []
-  return arr.length > 3 ? arr.slice(0, 3).join(',') + ` +${arr.length - 3}` : s
+  let arr: string[] = []
+  try {
+    arr = JSON.parse(s)
+  } catch {
+    arr = String(s).split(',').map((x) => x.trim())
+  }
+  if (!arr.length) return '—'
+  return arr.length > 3 ? arr.slice(0, 3).join(',') + ` +${arr.length - 3}` : arr.join(',')
+}
+const typeLabel: Record<string, string> = { cta: '个股', portfolio: '组合' }
+function createdShort(v: string | undefined): string {
+  if (!v) return '—'
+  return v.replace('T', ' ').slice(0, 16)
 }
 function open(a: PaperAccount): void {
-  router.push(a.mode === 'live' ? `/paper/live/${a.id}` : `/paper/result/${a.id}`)
+  router.push(a.mode === 'replay' ? `/paper/result/${a.id}` : `/paper/live/${a.id}`)
 }
 function goNew(): void {
   router.push('/paper/new')
@@ -170,6 +181,7 @@ async function saveEdit(): Promise<void> {
       <el-select v-model="modeFilter" placeholder="全部模式" clearable style="width: 130px">
         <el-option label="回放" value="replay" />
         <el-option label="实走" value="live" />
+        <el-option label="影子" value="shadow" />
       </el-select>
       <el-select v-model="statusFilter" placeholder="全部状态" clearable style="width: 130px">
         <el-option label="运行中" value="running" />
@@ -181,51 +193,55 @@ async function saveEdit(): Promise<void> {
 
     <el-card class="table-card" shadow="never">
       <el-table :data="filtered" size="small" empty-text="暂无模拟盘">
-        <el-table-column label="名称 / ID" min-width="160">
+        <el-table-column label="名称 / ID" min-width="150">
           <template #default="{ row }">
             <div class="cell-name">{{ row.name }}</div>
             <div class="cell-id mono">#{{ row.id }}</div>
           </template>
         </el-table-column>
-        <el-table-column label="模式" width="80">
+        <el-table-column label="类型" width="76">
+          <template #default="{ row }">
+            <span class="chip" :class="row.strategy_type === 'portfolio' ? 'chip-portfolio' : 'chip-cta'">
+              {{ typeLabel[row.strategy_type] || row.strategy_type || '个股' }}
+            </span>
+          </template>
+        </el-table-column>
+        <el-table-column label="模式" width="92">
           <template #default="{ row }">
             <span class="chip chip-paper" :class="{ 'chip-shadow': row.mode === 'shadow' }">{{ modeLabel[row.mode] || row.mode }}</span>
             <span v-if="row.strategy_type === 'portfolio' && row.mode === 'live'" class="chip chip-shadow" title="日终回放=每晚 20:30 全量重放结算">日终</span>
           </template>
         </el-table-column>
-        <el-table-column label="频率" width="70">
-          <template #default="{ row }"><span class="mono">{{ row.interval }}</span></template>
+        <el-table-column label="频率" width="64">
+          <template #default="{ row }"><span class="mono muted">{{ row.interval }}</span></template>
         </el-table-column>
-        <el-table-column prop="instance" label="实例" min-width="160">
-          <template #default="{ row }"><span class="mono">{{ row.instance || '—' }}</span></template>
-        </el-table-column>
-        <el-table-column label="标的" min-width="120">
+        <el-table-column label="标的" min-width="130">
           <template #default="{ row }"><span class="mono">{{ symbolsShort(row.symbols) }}</span></template>
         </el-table-column>
-        <el-table-column label="收益率" width="100" align="right">
+        <el-table-column label="收益率" width="86" align="right">
           <template #default="{ row }">
             <span class="mono" :class="(row.total_return ?? 0) >= 0 ? 'up' : 'down'">{{ pct(row.total_return) }}</span>
           </template>
         </el-table-column>
-        <el-table-column label="最新净值" width="120" align="right">
+        <el-table-column label="最新净值" width="104" align="right">
           <template #default="{ row }"><span class="mono">{{ num(row.latest_equity) }}</span></template>
         </el-table-column>
-        <el-table-column label="起止" min-width="180">
-          <template #default="{ row }"><span class="mono muted">{{ row.start_date }} ~ {{ row.end_date }}</span></template>
+        <el-table-column label="创建时间" width="142">
+          <template #default="{ row }"><span class="mono muted">{{ createdShort(row.created_at) }}</span></template>
         </el-table-column>
-        <el-table-column label="状态" width="84">
+        <el-table-column label="状态" width="80">
           <template #default="{ row }"><span class="chip" :class="`st-${row.status}`">{{ statusLabel[row.status] || row.status }}</span></template>
         </el-table-column>
-        <el-table-column label="操作" width="200" fixed="right">
+        <el-table-column label="操作" width="176" fixed="right">
           <template #default="{ row }">
             <el-button link type="primary" @click="open(row)">查看</el-button>
             <el-button
-              v-if="row.mode === 'live' && row.status === 'running'"
+              v-if="row.mode !== 'replay' && row.status === 'running'"
               link type="warning" :loading="actionLoading === row.id"
               @click="onStop(row)"
             >停止</el-button>
             <el-button
-              v-if="row.mode === 'live' && row.status === 'stopped'"
+              v-if="row.mode !== 'replay' && row.status === 'stopped'"
               link type="success" :loading="actionLoading === row.id"
               @click="onResume(row)"
             >恢复</el-button>

frontend/src/views/paper/New.vue

@@ -32,6 +32,7 @@ const PORTFOLIO_LABELS: Record<string, string> = {
   momentum_timing: '牛熊动量',
   value_selection: '价值精选',
   small_cap: '小市值轮动',
+  channel_test: '通路测试(影子vs实盘双轨)',
 }
 
 onMounted(async () => {

sanguo_portfolio/live_strategy.py

@@ -23,6 +23,7 @@ def _build_live_strategy(provider):
     """env 配置 → StrategyTemplate 实例(对齐 runner_backtest._build_strategy)。"""
     from sanguo_portfolio.strategies import (
         AllWeatherConfig, AllWeatherStrategy,
+        ChannelTestConfig, ChannelTestStrategy,
         MomentumTimingConfig, MomentumTimingStrategy,
         SmallCapConfig, SmallCapStrategy,
         ValueSelectionConfig, ValueSelectionStrategy,
@@ -39,6 +40,8 @@ def _build_live_strategy(provider):
             provider=provider, config=ValueSelectionConfig(max_pool=max_pool)),
         "small_cap": lambda: SmallCapStrategy(
             provider=provider, config=SmallCapConfig(max_pool=max_pool)),
+        "channel_test": lambda: ChannelTestStrategy(
+            provider=provider, config=ChannelTestConfig()),
     }
     if name not in factories:
         raise ValueError(

sanguo_portfolio/runner_backtest.py

@@ -56,8 +56,8 @@ def parse_args() -> argparse.Namespace:
     p.add_argument("--slippage", type=float, default=0.0, help="滑点比率(万10=0.001,0=不加)")
     p.add_argument(
         "--strategy", default="all_weather",
-        choices=["all_weather", "momentum_timing", "value_selection", "small_cap"],
-        help="策略: all_weather(全天候轮动) / momentum_timing(牛熊分界+取强舍弱+均线动量) / value_selection(价值精选6条月度调仓) / small_cap(小市值20只轮动,无对冲)",
+        choices=["all_weather", "momentum_timing", "value_selection", "small_cap", "channel_test"],
+        help="策略: all_weather / momentum_timing / value_selection / small_cap / channel_test(通路测试,影子vs实盘双轨验证)",
     )
     p.add_argument(
         "--provider", default="local", choices=["local", "baostock", "miniqmt", "unified"],
@@ -176,6 +176,9 @@ def _build_strategy(args: argparse.Namespace, provider: Any) -> Any:
             provider=provider,
             config=SmallCapConfig(max_pool=args.max_pool),
         )
+    if name == "channel_test":
+        from .strategies import ChannelTestConfig, ChannelTestStrategy
+        return ChannelTestStrategy(provider=provider, config=ChannelTestConfig())
     raise ValueError(
         f"未知 strategy: {name}(支持: all_weather / momentum_timing / value_selection / small_cap)"
     )

sanguo_portfolio/strategies/__init__.py

@@ -1,5 +1,6 @@
 """sanguo_portfolio 策略层。"""
 from .all_weather import AllWeatherConfig, AllWeatherStrategy, BrokerFacade
+from .channel_test import ChannelTestConfig, ChannelTestStrategy
 from .momentum_timing import MomentumTimingConfig, MomentumTimingStrategy
 from .small_cap import SmallCapConfig, SmallCapStrategy
 from .value_selection import ValueSelectionConfig, ValueSelectionStrategy
@@ -8,6 +9,8 @@ __all__ = [
     "AllWeatherStrategy",
     "AllWeatherConfig",
     "BrokerFacade",
+    "ChannelTestStrategy",
+    "ChannelTestConfig",
     "MomentumTimingStrategy",
     "MomentumTimingConfig",
     "SmallCapStrategy",

sanguo_portfolio/strategies/channel_test.py

@@ -0,0 +1,116 @@
+"""通路测试策略（影子柜台 vs 实盘 双轨验证专用，docs/design/paper-shadow-desk-design.md §8）。
+
+不是为赚钱，是为**把买卖全通路在真实 miniQMT 数据上跑通**，让 ShadowBroker 与
+QmtBroker 在同一段时间、同一批订单上各自成交，事后对账验证通路正确性。
+
+设计目标（每个调仓日都尽量触发）：
+- 买：用 order_target_value 等权买入若干只 → 走买入 + 整手(100) + 资金扣减 + 均价
+- 卖：次日先清掉上轮非目标持仓 → 走卖出 + 印花税 + T+1 可卖
+- 轮换：目标集每个周期偏移一格 → 既有卖(旧)又有买(新)，长期跑必两端都覆盖
+- T+1 拒单探针：买入后立即试卖同一只(当日) → 两端都应被 T+1 拒，验证拒单通路一致
+- 上涨/下跌/停牌/涨跌停：靠自然行情出现，差异进双轨对账报告（P1.3 涨跌停拦截随影子柜台完善）
+
+universe 默认几只高流动性 ETF/蓝筹（miniQMT 必有数据、好成交），可经 env/max_pool 调。
+"""
+from __future__ import annotations
+
+import logging
+from dataclasses import dataclass, field
+from typing import Any, List, Optional
+
+from .all_weather import BrokerFacade, _available_cash, _get_positions
+
+logger = logging.getLogger(__name__)
+
+# 默认 universe：流动性好的 ETF + 蓝筹，miniQMT 必有数据，实盘也容易成交
+_DEFAULT_UNIVERSE: List[str] = [
+    "510300.XSHG",   # 沪深300ETF
+    "510050.XSHG",   # 上证50ETF
+    "159915.XSHE",   # 创业板ETF
+    "510500.XSHG",   # 中证500ETF
+    "588000.XSHG",   # 科创50ETF
+]
+
+
+@dataclass
+class ChannelTestConfig:
+    universe: List[str] = field(default_factory=lambda: list(_DEFAULT_UNIVERSE))
+    hold_n: int = 2          # 每轮等权持有几只
+    period: int = 1          # 每 N 个交易日轮换一次（1=每日）
+    probe_t1: bool = True    # 是否做 T+1 当日卖探针（验证拒单通路）
+    benchmark: str = "000300.XSHG"
+
+
+class ChannelTestStrategy:
+    """通路测试策略：周期性等权轮换 + T+1 拒单探针。"""
+
+    def __init__(
+        self,
+        provider: Any,
+        broker: Optional[BrokerFacade] = None,
+        config: Optional[ChannelTestConfig] = None,
+    ) -> None:
+        self.provider = provider
+        self.broker = broker or BrokerFacade()
+        self.config = config or ChannelTestConfig()
+        self._day = 0
+
+    def initialize(self, context: Any) -> None:
+        b = self.broker
+        b.set_benchmark(self.config.benchmark)
+        b.set_option("use_real_price", True)
+        b.set_option("avoid_future_data", True)
+        b.run_daily(self.rotate, "9:30")
+
+    # ---------------- 轮换主流程 ----------------
+    def _target_set(self) -> List[str]:
+        """按 day 偏移在 universe 里取 hold_n 只(循环),保证每轮目标变。"""
+        u = self.config.universe or _DEFAULT_UNIVERSE
+        n = max(1, self.config.hold_n)
+        if len(u) <= n:
+            return list(u)
+        offset = (self._day // max(1, self.config.period)) % len(u)
+        # 取从 offset 起的 n 只(环绕)
+        return [u[(offset + i) % len(u)] for i in range(n)]
+
+    def rotate(self, context: Any) -> None:
+        self._day += 1
+        if (self._day - 1) % max(1, self.config.period) != 0:
+            return
+        positions = _get_positions(context)
+        target = self._target_set()
+        target_set = set(target)
+        logger.info("[channel_test] day=%d target=%s holding=%s",
+                    self._day, target, list(positions.keys()))
+
+        # 1) 卖：清掉不在目标里的持仓（走卖出通路）
+        for code in list(positions.keys()):
+            if code not in target_set:
+                logger.info("[channel_test] 卖出 %s", code)
+                self.broker.order_target_value(code, 0)
+
+        # 2) 买/调：目标等权（走买入通路 + 整手）
+        cash = _available_cash(context)
+        total = cash + sum(_safe_value(p) for p in positions.values())
+        per = total / max(1, len(target))
+        for code in target:
+            logger.info("[channel_test] 调仓 %s → target_value=%.2f", code, per)
+            self.broker.order_target_value(code, per)
+
+        # 3) T+1 拒单探针：当日买入立即试卖 → 两端都应 T+1 拒（验证拒单通路）
+        if self.config.probe_t1 and target:
+            probe_code = target[0]
+            try:
+                self.broker.order_target_value(probe_code, 0)
+                logger.info("[channel_test] T+1 探针 %s 当日卖已提交(预期被拒)", probe_code)
+            except Exception as exc:  # noqa: BLE001 - 探针失败不阻断主流程
+                logger.debug("[channel_test] T+1 探针异常(正常): %s", exc)
+
+
+def _safe_value(pos: Any) -> float:
+    """从 position 对象取市值，兼容多种属性名。"""
+    for attr in ("value", "market_value", "total_value"):
+        v = getattr(pos, attr, None)
+        if isinstance(v, (int, float)):
+            return float(v)
+    return 0.0

tests/portfolio/test_channel_test.py

@@ -0,0 +1,86 @@
+"""通路测试策略(ChannelTestStrategy)单元测试。
+
+验证轮换目标集 + 卖旧买新调度 + T+1 探针,用 mock broker 记录下单调用。
+"""
+from __future__ import annotations
+
+from sanguo_portfolio.strategies import ChannelTestConfig, ChannelTestStrategy
+from sanguo_portfolio.strategies.all_weather import BrokerFacade
+
+
+class _MockBroker(BrokerFacade):
+    def __init__(self) -> None:
+        # 注意:BrokerFacade 是 dataclass,父类 __init__ 会用字段默认值覆盖同名
+        # 实例属性,子类方法重写会被遮蔽 → 必须在 super().__init__() 之后
+        # 用实例属性注入记录函数。
+        self.calls: list[tuple[str, str, float]] = []  # (method, code, value)
+        super().__init__()
+        self.order_target_value = self._record_otv
+
+    def _record_otv(self, code: str, value: float):
+        self.calls.append(("otv", code, value))
+        return None
+
+
+class _Pos:
+    def __init__(self, value: float) -> None:
+        self.value = value
+
+
+class _Ctx:
+    def __init__(self, positions: dict, cash: float) -> None:
+        self.portfolio = type("P", (), {"positions": positions,
+                                        "available_cash": cash,
+                                        "total_value": cash + sum(p.value for p in positions.values())})()
+
+
+def test_target_set_rotates_with_day():
+    s = ChannelTestStrategy(provider=None, config=ChannelTestConfig(
+        universe=["A", "B", "C", "D"], hold_n=2, period=1))
+    s._day = 0
+    assert set(s._target_set()) <= {"A", "B", "C", "D"}
+    s._day = 1
+    t1 = s._target_set()
+    s._day = 2
+    t2 = s._target_set()
+    assert len(t1) == 2 and len(t2) == 2
+    assert t1 != t2  # 不同周期目标偏移
+
+
+def test_rotate_sells_non_target_and_buys_target():
+    broker = _MockBroker()
+    s = ChannelTestStrategy(provider=None, broker=broker, config=ChannelTestConfig(
+        universe=["A", "B", "C", "D"], hold_n=2, period=1, probe_t1=False))
+    # rotate#1 → day=1 → offset=1 → target=[B,C];当前持仓 C,D
+    # → 卖出 D(C 在目标内保留),对 B,C 调仓(买入)
+    ctx = _Ctx({"C": _Pos(1000), "D": _Pos(1000)}, cash=8000)
+    s.rotate(ctx)
+    zero_calls = {c for m, c, v in broker.calls if m == "otv" and v == 0}
+    assert zero_calls == {"D"}                    # 只卖非目标的 D
+    buys = {c for m, c, v in broker.calls if m == "otv" and v > 0}
+    assert buys == {"B", "C"}                     # 买新 B + 调仓 C
+
+
+def test_rotate_t1_probe_fires():
+    broker = _MockBroker()
+    s = ChannelTestStrategy(provider=None, broker=broker, config=ChannelTestConfig(
+        universe=["A", "B"], hold_n=1, period=1, probe_t1=True))
+    ctx = _Ctx({}, cash=10000)
+    s.rotate(ctx)
+    # rotate#1 → target=[B];探针对 target[0]=B 再次 order_target_value(0)(当日卖,预期被 T+1 拒)
+    otv_calls = [c for m, c, v in broker.calls if m == "otv"]
+    assert otv_calls.count("B") >= 2  # 一次买入调仓 + 一次 T+1 探针
+
+
+def test_period_skips_off_cycle_days():
+    broker = _MockBroker()
+    s = ChannelTestStrategy(provider=None, broker=broker, config=ChannelTestConfig(
+        universe=["A", "B"], hold_n=1, period=3, probe_t1=False))
+    ctx = _Ctx({}, cash=10000)
+    s.rotate(ctx)              # day1 → 触发
+    n1 = len(broker.calls)
+    s.rotate(ctx)              # day2 → 跳过
+    s.rotate(ctx)              # day3 → 跳过
+    assert len(broker.calls) == n1
+    s.rotate(ctx)              # day4 → 触发
+    assert len(broker.calls) > n1