fix(live): 恒等式逐票对账补负向幻影——09-04 收盘联检实证:002633买缺100(正向孤儿,已列)+002836卖缺300(负向幻影,漏列),旧代码unattr_positions只遍历snap_pos.items(),快照没有的票永不被遍历到,单看票单会把修账做成半拉子(只补孤儿不补幻影);修=双端键并集sorted(set(snap_pos)|set(inst_pos)),正向孤儿/负向幻影都入列(002836当日在报告里只有MV差对不上数才现形);残差拆腿同步定性:-1535=100×002633收盘15.35-300×002836收盘10.23,100%来自两笔引擎未报成交,修账后应归零;TDD 1新测先红后绿+21全过 [vps]

sanguo_trader/shadow/reconcile_report.py

@@ -264,12 +264,14 @@ def build_identity_report(db: str, date: Optional[str] = None) -> Dict[str, Any]
                         "WHERE account_id=?", (inst["id"],)):
                     inst_pos[_norm_symbol(r[0])] = inst_pos.get(
                         _norm_symbol(r[0]), 0.0) + float(r[1] or 0)
+            # 双端键并集:快照独有=正向孤儿(遗留/手动仓),实例独有=负向幻影
+            # (09-04 002836 实证:只遍历快照会漏幻影,导致修账只补一半)
             unattr_positions = [
-                {"symbol": s, "snapshot_volume": v,
+                {"symbol": s, "snapshot_volume": snap_pos.get(s, 0.0),
                  "instance_volume": inst_pos.get(s, 0.0),
-                 "diff": v - inst_pos.get(s, 0.0)}
-                for s, v in sorted(snap_pos.items())
-                if abs(v - inst_pos.get(s, 0.0)) > 0.5
+                 "diff": snap_pos.get(s, 0.0) - inst_pos.get(s, 0.0)}
+                for s in sorted(set(snap_pos) | set(inst_pos))
+                if abs(snap_pos.get(s, 0.0) - inst_pos.get(s, 0.0)) > 0.5
             ]
             if snap is None:
                 status = "snapshot_missing"

tests/trader/test_shadow_reconcile_report.py

@@ -380,6 +380,23 @@ def test_identity_unattributed_position_listed(db):
     assert r["identity_passed"] is False
 
 
+def test_identity_phantom_position_listed(db):
+    """实例账本有快照没有的票(幻影仓,如卖出迟到未记账)→ 负差票单列(09-04 002836 实证)。"""
+    _add_live_account(db, aid=5)
+    _seed_snapshot(db, mv=1_000_000, positions=[
+        {"symbol": "600036.SH", "volume": 1000, "can_use": 1000,
+         "avg_price": 38, "mv": 38000}])
+    _seed_inst_mv(db, 5, mv=997_000,
+                  positions={"600036.XSHG": 1000, "002836.XSHE": 300})  # 幻影 300 股
+    r = build_identity_report(db)
+    row = r["rows"][0]
+    unattr = row["unattributed_positions"]
+    assert [p["symbol"] for p in unattr] == ["002836"]
+    assert unattr[0]["snapshot_volume"] == 0
+    assert unattr[0]["instance_volume"] == 300
+    assert unattr[0]["diff"] == -300
+
+
 def test_identity_instance_over_snapshot_negative(db):
     """Σ实例>快照(旧全账户行叠加期)→ 未归因为负,如实呈现 FAIL。"""
     _add_live_account(db, aid=5)