refactor(engine): 抽出step()单根推进(C-S3实走入口,task2基础)

run()循环体抽为step(bar_date,bars,prev_close,pending)→(pending,closes);
run()改为调step。实走scheduler每日喂当日bar调step单步推进。
- 回放行为不变(test_engine原3用例pass)
- 加test_engine_step_single_bar_advances: day1信号缓冲/day2撮合
- trader全量111/111通过

sanguo_trader/engine.py

@@ -54,41 +54,48 @@ class PaperEngine:
         self.interval = interval
         self.adjust = adjust
 
+    def step(self, bar_date, bars, prev_close, pending):
+        """单根 bar 推进（回放 run 循环调；C-S3 实走 scheduler 每日调）。
+
+        返回 (新 pending, 当根 closes)——实走每日喂当日 bar 调一次。
+        """
+        self._bar_count = getattr(self, "_bar_count", 0) + 1
+        self.account.unfreeze_all()
+        for r in self.runners:
+            r.unfreeze_all()
+        # 1. 撮合上一根 pending（next_open，用当前 bar）
+        if pending:
+            for order, runner in pending:
+                self._match(order, runner, bars, prev_close, bar_date)
+            pending = []
+        # 2. 喂策略 on_bar → 收新单
+        for runner in self.runners:
+            sym = runner.symbol
+            if sym and sym in bars:
+                runner.paper_cta_engine.on_bar(bars[sym])
+                for order in runner.paper_cta_engine.pop_orders():
+                    if order.match_session == MatchSession.NEXT_OPEN:
+                        pending.append((order, runner))
+                    else:   # current_close 当根撮合
+                        self._match(order, runner, bars, prev_close, bar_date)
+        # 3. 盯市 + 入库
+        closes = {s: bars[s].close_price for s in bars}
+        self.account.mark_to_market(closes)
+        save_daily_balance(
+            self.db_path, self.account_id, str(bar_date),
+            self.account.cash, self.account.market_value, self.account.equity,
+            is_checkpoint=(self._bar_count % 500 == 0),
+        )
+        update_checkpoint(self.db_path, self.account_id, str(bar_date))
+        return pending, closes
+
     def run(self) -> None:
         prev_close: dict[str, float] = {}
         pending: list = []   # [(order, runner)] next_open 待下根撮合
-        bar_count = 0
         for bar_date, bars in self.data_source.iter_bars(
             self.symbols, self.start, self.end, self.interval, self.adjust, None
         ):
-            bar_count += 1
-            self.account.unfreeze_all()
-            for r in self.runners:
-                r.unfreeze_all()
-            # 1. 撮合上一根 pending（next_open，用当前 bar）
-            if pending:
-                for order, runner in pending:
-                    self._match(order, runner, bars, prev_close, bar_date)
-                pending = []
-            # 2. 喂策略 on_bar → 收新单
-            for runner in self.runners:
-                sym = runner.symbol
-                if sym and sym in bars:
-                    runner.paper_cta_engine.on_bar(bars[sym])
-                    for order in runner.paper_cta_engine.pop_orders():
-                        if order.match_session == MatchSession.NEXT_OPEN:
-                            pending.append((order, runner))
-                        else:   # current_close 当根撮合
-                            self._match(order, runner, bars, prev_close, bar_date)
-            # 3. 盯市 + 入库
-            closes = {s: bars[s].close_price for s in bars}
-            self.account.mark_to_market(closes)
-            save_daily_balance(
-                self.db_path, self.account_id, str(bar_date),
-                self.account.cash, self.account.market_value, self.account.equity,
-                is_checkpoint=(bar_count % 500 == 0),
-            )
-            update_checkpoint(self.db_path, self.account_id, str(bar_date))
+            pending, closes = self.step(bar_date, bars, prev_close, pending)
             prev_close = closes
 
     def _match(self, order, runner, bars, prev_close, bar_date) -> None:

tests/trader/test_engine.py

@@ -91,3 +91,23 @@ def test_engine_daily_balance_and_consistency(tmp_path):
     # 总账持仓 = 分户持仓（day2+day3 各买100 = 200）
     assert account.positions["600000"].volume == 200
     assert runner.positions["600000"].volume == 200
+
+
+def test_engine_step_single_bar_advances(tmp_path):
+    """engine.step 单根推进（C-S3 实走每日入口）：day1 信号缓冲，day2 撮合。"""
+    sections = [
+        ("2024-01-01", {"600000": _bar("2024-01-01", 10.0, 10.5, 9.5, 10.0)}),
+        ("2024-01-02", {"600000": _bar("2024-01-02", 10.5, 11.0, 10.0, 10.8)}),
+    ]
+    pe, db, aid, account, runner = _build(tmp_path, sections)
+    # day1 step：_AlwaysBuyStrategy 买单（NEXT_OPEN）→ 进 pending，当根不撮合
+    pending, closes = pe.step("2024-01-01", sections[0][1], {}, [])
+    assert len(pending) == 1
+    assert account.positions.get("600000") is None
+    assert closes["600000"] == 10.0
+    # day2 step：撮合 day1 pending @ open 10.5；策略 on_bar(day2) 又发单进 pending 等 day3
+    pending2, closes2 = pe.step("2024-01-02", sections[1][1], closes, pending)
+    assert len(pending2) == 1   # day2 新信号（无 day3 不撮合）
+    assert account.positions["600000"].volume == 100   # day1 单 day2 open 10.5 撮合 100 股
+    # step 入库（day1+day2 各一条余额）
+    assert len(list_daily_balance(db, aid)) == 2