fix(vps验收五问题之四): ①#84个股回测/回放提交秒败——L2校验end>latest且end<=today(周末/节假日/当日未灌)不再400,引擎区间过滤自然截到latest;新增start>latest仍400(必空跑);VPS实况=结束默认今天周日>最新周五,首提即败 ②#85组合任务标的列永远000300.XSHG——worker symbol=benchmark改pool(spec透传,benchmark已在params);内存任务两处symbol回退symbol→pool→benchmark ③#42影子拉起即崩——live_strategy工厂表补4个TET副本映射(all_weather_ex等,01184c2改名后回测认得但影子/实盘runner不认,VPS shadow#42实录) ④#88影子快照刷垃圾行——_snapshot_loop每30s无条件写date=''行(40号半天97行),改_should_write_balance同日一行+空行情不写(+3测试) ⑤可观测性——supervisor子进程stdout/stderr落logs/shadow_{aid}.log(>5MB重置)+主管自身日志落logs/shadow_supervisor.log(原schtask控制台=黑洞,41/42崩因至今零线索);933绿 [vps]

sanguo_api/routes.py

@@ -420,7 +420,7 @@ def list_tasks(type: str | None = None, status: str | None = None,
             "type": ttype,
             "status": st,
             "strategy": strat,
-            "symbol": spec.get("symbol", "") or spec.get("benchmark", ""),
+            "symbol": spec.get("symbol", "") or spec.get("pool", "") or spec.get("benchmark", ""),
             "start": spec.get("start", ""),
             "end": spec.get("end", ""),
             "created_at": _to_bj(submissions.get(tid)),
@@ -509,7 +509,7 @@ def task_params(task_id: str):
             "type": getattr(task, "task_type", "") or "",
             "status": st,
             "strategy": strat,
-            "symbol": spec.get("symbol", "") or spec.get("benchmark", ""),
+            "symbol": spec.get("symbol", "") or spec.get("pool", "") or spec.get("benchmark", ""),
             "params": spec.get("params") or spec.get("grid") or {},
             "start": spec.get("start", ""),
             "end": spec.get("end", ""),

sanguo_api/routes_portfolio.py

@@ -70,6 +70,7 @@ async def run_portfolio_backtest(req: PortfolioBacktestRequest):
         benchmark=req.benchmark,
         strategy=req.strategy,
         max_pool=req.max_pool,
+        pool=req.pool,
         provider_config=None,
         commission_rate=req.commission_rate,
         stamp_duty_rate=req.stamp_duty_rate,

sanguo_api/validation.py

@@ -42,8 +42,12 @@ def validate_backtest_range(start: str, end: str, min_days: int = _MIN_SPAN_DAYS
     if end > today:
         raise HTTPException(400, f"结束日期 {end} 在未来,请选择历史日期(今天: {today})")
     latest = get_latest_daily_date()
-    if latest and end > latest:
-        raise HTTPException(400, f"结束日期 {end} 超出数据范围:日线数据最新到 {latest}")
+    # 2026-08-16 口径修正:end>latest 但 end<=today(周末/节假日/当日未灌)不再 400——
+    # 用户意图「测到今天」,引擎按区间过滤自然截到 latest,静默放行(原 400 把
+    # 周末默认提交全拦,VPS 实况:结束默认=今天周日 > 最新周五,首提即败)。
+    # start>latest 仍拦:开始就在数据之外,回测必空跑,属明确错误输入。
+    if latest and start > latest:
+        raise HTTPException(400, f"开始日期 {start} 超出数据范围:日线数据最新到 {latest}")
 
 
 def validate_capital(name: str, value: float) -> None:

sanguo_orchestrator/portfolio_worker.py

@@ -108,7 +108,8 @@ def run_portfolio_task(spec: dict) -> Any:
         type="portfolio",
         status="done",
         strategy=data.get("strategy", ""),
-        symbol=benchmark,
+        # #85 标的列显示标的池(hs300_subset/all);benchmark 已存 params 不丢
+        symbol=spec.get("pool") or benchmark,
         # params 全量存任务参数(含资金/费用),供任务列表「点ID跳参数页」完整预填
         params={
             "benchmark": benchmark,

sanguo_orchestrator/runner.py

@@ -140,6 +140,7 @@ class Orchestrator:
     async def submit_portfolio(self, start: str, end: str, cash: float,
                                benchmark: str, strategy: str = "all_weather",
                                max_pool: int = 30,
+                               pool: str = "hs300_subset",
                                provider_config=None,
                                commission_rate: float = 0.0003,
                                stamp_duty_rate: float = 0.001,
@@ -166,6 +167,7 @@ class Orchestrator:
             benchmark=benchmark,
             strategy=strategy,
             max_pool=max_pool,
+            pool=pool,
             provider_config=provider_config,
             commission_rate=commission_rate,
             stamp_duty_rate=stamp_duty_rate,

sanguo_portfolio/live_strategy.py

@@ -23,10 +23,14 @@ def _build_live_strategy(provider):
     """env 配置 → StrategyTemplate 实例(对齐 runner_backtest._build_strategy)。"""
     from sanguo_portfolio.strategies import (
         AllWeatherConfig, AllWeatherStrategy,
+        AllWeatherExConfig, AllWeatherExStrategy,
         ChannelTestConfig, ChannelTestStrategy,
         MomentumTimingConfig, MomentumTimingStrategy,
+        MomentumTimingExConfig, MomentumTimingExStrategy,
         SmallCapConfig, SmallCapStrategy,
+        SmallCapExConfig, SmallCapExStrategy,
         ValueSelectionConfig, ValueSelectionStrategy,
+        ValueSelectionExConfig, ValueSelectionExStrategy,
     )
 
     name = os.environ.get("SANGUO_LIVE_STRATEGY", "all_weather")
@@ -42,6 +46,16 @@ def _build_live_strategy(provider):
             provider=provider, config=SmallCapConfig(max_pool=max_pool)),
         "channel_test": lambda: ChannelTestStrategy(
             provider=provider, config=ChannelTestConfig()),
+        # TET Phase2 副本(issue#19):影子/实盘账户可用 _ex 副本发起
+        # (2026-08-16 VPS 实况:shadow#42=all_weather_ex 因工厂表缺项拉起即崩)
+        "all_weather_ex": lambda: AllWeatherExStrategy(
+            provider=provider, config=AllWeatherExConfig(max_pool=max_pool)),
+        "momentum_timing_ex": lambda: MomentumTimingExStrategy(
+            provider=provider, config=MomentumTimingExConfig(max_pool=max_pool)),
+        "value_selection_ex": lambda: ValueSelectionExStrategy(
+            provider=provider, config=ValueSelectionExConfig(max_pool=max_pool)),
+        "small_cap_ex": lambda: SmallCapExStrategy(
+            provider=provider, config=SmallCapExConfig(max_pool=max_pool)),
     }
     if name not in factories:
         raise ValueError(

sanguo_trader/shadow/__main__.py

@@ -46,6 +46,16 @@ def main() -> int:
         format="%(asctime)s %(levelname)s %(name)s: %(message)s",
     )
     if "--auto" in sys.argv:
+        # supervisor 自身日志落文件(schtasks 控制台输出是黑洞,拉起/重启决策无处可查)
+        try:
+            _log_dir = Path(__file__).resolve().parents[2] / "logs"
+            _log_dir.mkdir(parents=True, exist_ok=True)
+            _fh = logging.FileHandler(_log_dir / "shadow_supervisor.log")
+            _fh.setFormatter(logging.Formatter(
+                "%(asctime)s %(levelname)s %(name)s: %(message)s"))
+            logging.getLogger().addHandler(_fh)
+        except Exception:
+            pass  # 日志失败不挡主管
         from .supervisor import run_auto_supervisor
 
         run_auto_supervisor()

sanguo_trader/shadow/runner.py

@@ -134,11 +134,21 @@ def _paper_on_trade(db: str, account_id: int, strategy_id: str):
     return hook
 
 
+def _should_write_balance(as_of: str, last_written: str) -> bool:
+    """#88:有行情日期且与上次已写日期不同才写(同日一行;空日期=无行情不写)。
+
+    原实现每 30s 无条件写一行,VPS 实况 40 号账户半天刷 97 行 date='' 垃圾
+    (周末无行情 as_of='',净值恒 100 万),把「日净值表」刷成流水账。
+    """
+    return bool(as_of) and as_of != last_written
+
+
 def _snapshot_loop(broker: Any, db: str, account_id: int,
                    interval_sec: float = 30.0) -> None:
     """后台线程:定期把影子账户快照落 paper_positions/paper_daily_balance。"""
     from sanguo_trader.persistence import save_daily_balance, save_positions
 
+    last_as_of = ""
     while True:
         time.sleep(interval_sec)
         try:
@@ -150,11 +160,14 @@ def _snapshot_loop(broker: Any, db: str, account_id: int,
             }
             save_positions(db, account_id, "account", positions,
                            date=broker.trades[-1]["datetime"][:10] if broker.trades else "")
-            save_daily_balance(
-                db, account_id, info.get("as_of", ""),
-                cash=info["available_cash"], market_value=info["market_value"],
-                total_equity=info["total_value"],
-            )
+            as_of = info.get("as_of", "")
+            if _should_write_balance(as_of, last_as_of):
+                save_daily_balance(
+                    db, account_id, as_of,
+                    cash=info["available_cash"], market_value=info["market_value"],
+                    total_equity=info["total_value"],
+                )
+                last_as_of = as_of
         except Exception as exc:  # noqa: BLE001 - 落库失败不中断柜台
             logger.warning("[shadow-snapshot] 落库失败 (account=%s): %s", account_id, exc)
 

sanguo_trader/shadow/supervisor.py

@@ -70,7 +70,22 @@ def spawn_child(acc: dict[str, Any], db_path: str) -> subprocess.Popen:
             "--account", str(acc["id"])]
     logger.info("[shadow-supervisor] 拉起账户 #%s(%s) 影子柜台",
                 acc["id"], env["SANGUO_LIVE_STRATEGY"])
-    return subprocess.Popen(argv, env=env)
+    # #88 可观测性:子进程 stdout/stderr 落 logs/shadow_{aid}.log(>5MB 轮转截断)。
+    # 原实现继承 schtask 控制台(=黑洞),子进程秒崩时零线索——2026-08-16
+    # VPS 实况 41/42 拉不起,连一行报错都没有,只能瞎猜。
+    from pathlib import Path as _P
+    log_dir = _P(__file__).resolve().parents[2] / "logs"
+    log_dir.mkdir(parents=True, exist_ok=True)
+    log_path = log_dir / f"shadow_{acc['id']}.log"
+    try:
+        if log_path.exists() and log_path.stat().st_size > 5 * 1024 * 1024:
+            log_path.write_text("", encoding="utf-8")  # 超限重置,避免崩溃循环刷爆盘
+        fh = open(log_path, "ab")
+        fh.write(f"\n==== spawn {time.strftime('%Y-%m-%d %H:%M:%S')} ====\n".encode())
+        return subprocess.Popen(argv, env=env, stdout=fh, stderr=subprocess.STDOUT)
+    except Exception:
+        logger.warning("[shadow-supervisor] 日志重定向失败,退回继承控制台", exc_info=True)
+        return subprocess.Popen(argv, env=env)
 
 
 def _maybe_daily_reconcile(db_path: str, done_dates: set,

tests/api/test_portfolio_live.py

@@ -142,6 +142,11 @@ def test_live_strategy_adapter_builds_all_strategies(monkeypatch):
         ("momentum_timing", "MomentumTimingStrategy"),
         ("value_selection", "ValueSelectionStrategy"),
         ("small_cap", "SmallCapStrategy"),
+        # TET Phase2 副本:影子/实盘同样可发起(2026-08-16 VPS shadow#42 因缺项拉起即崩)
+        ("all_weather_ex", "AllWeatherExStrategy"),
+        ("momentum_timing_ex", "MomentumTimingExStrategy"),
+        ("value_selection_ex", "ValueSelectionExStrategy"),
+        ("small_cap_ex", "SmallCapExStrategy"),
     ):
         monkeypatch.setenv("SANGUO_LIVE_STRATEGY", name)
         s = live_strategy._build_live_strategy(_FakeProvider())

tests/api/test_validation.py

@@ -61,11 +61,21 @@ def test_capital_and_rate_checks():
 
 # ===== L2 数据最新日 =====
 
-def test_end_beyond_latest_data_rejected(monkeypatch):
-    # end 是过去日期(过 L1)但超过 mock 的数据最新日 → L2 拦
-    monkeypatch.setattr(V, "get_latest_daily_date", lambda: "2026-07-31")
+def test_end_beyond_latest_but_past_allowed(monkeypatch):
+    """2026-08-16 口径修正:end>latest 但 end<=today(周末/当日未灌)放行。
+
+    VPS 实况:结束默认=今天(周日) > 数据最新(周五),原 400 首提即败;
+    引擎按区间过滤自然截到 latest,无需拦。
+    """
+    monkeypatch.setattr(V, "get_latest_daily_date", lambda: "2026-08-14")
+    assert V.validate_backtest_range("2026-01-01", "2026-08-16") is None
+
+
+def test_start_beyond_latest_data_rejected(monkeypatch):
+    # 开始日期在数据最新日之后 → 必空跑,明确错误输入,L2 拦
+    monkeypatch.setattr(V, "get_latest_daily_date", lambda: "2026-06-30")
     with pytest.raises(HTTPException) as e:
-        V.validate_backtest_range("2026-01-01", "2026-08-05")
+        V.validate_backtest_range("2026-07-01", "2026-08-05")
     assert "数据最新到" in e.value.detail
 
 

tests/trader/test_shadow_snapshot_dedupe.py

@@ -0,0 +1,19 @@
+"""#88 影子快照结算行去重:同日一行/空行情日期不写。"""
+from sanguo_trader.shadow.runner import _should_write_balance
+
+
+def test_empty_as_of_never_writes():
+    """周末/未开盘 as_of='' → 不写(原实现每 30s 刷一行 date='' 垃圾)。"""
+    assert _should_write_balance("", "") is False
+    assert _should_write_balance("", "2026-08-14") is False
+
+
+def test_same_day_written_once():
+    """同一天只写第一行,后续轮询跳过。"""
+    assert _should_write_balance("2026-08-14", "") is True
+    assert _should_write_balance("2026-08-14", "2026-08-14") is False
+
+
+def test_new_day_writes_again():
+    """跨交易日再写一行(日净值语义)。"""
+    assert _should_write_balance("2026-08-17", "2026-08-14") is True