fix(backtest): A股适配层—定寸/做空拦截/真实费用/口径统一(Phase1+2)

审计发现包装层系统性失真(2 CRITICAL+7 HIGH)，vnpy底座可信但A股场景未适配：
- C1 定寸: engine.size=N(满仓手数)，策略volume=1手=N股，开平对称(pos归零)
- C2 做空拦截: SHORT+OPEN拒单，long-only，SHORT+CLOSE平多允许
- H3 A股费用: AShareDailyResult重算(佣金保底5元/印花税卖方/过户费沪市)
- H4 收益口径: simple return从balance算(不再用vnpy log return喂empyrical)
- H5+口径: benchmark ffill对齐不缩样本; sizing_shares_per_lot暴露
- H7 退化检测: 零成交/空数据标degenerate不静默done
- H8 task_id: optimize/factor用uuid4(原id()内存地址)
- 静默except改warning

验证: 容器内真实vnpy DoubleMa 600000 2022-2024, total_return 1e-6→42.3%,
end_balance 100万→142万, SHORT+OPEN成交0笔, N=7800股/手.
22 backtest测试全绿(含集成测试), API健康200.

sanguo_api/routes.py

@@ -76,7 +76,9 @@ async def submit_cta(req: CtaBacktestRequest):
         start=req.start,
         end=req.end,
         cfg=None,
-        benchmark=req.benchmark
+        benchmark=req.benchmark,
+        capital=req.capital,
+        position_pct=req.position_pct
     )
     return {"task_id": tid}
 

sanguo_api/schemas.py

@@ -12,6 +12,13 @@ class CtaBacktestRequest(BaseModel):
     start: str
     end: str
     benchmark: str = "hs300"
+    capital: float = 1_000_000
+    position_pct: float = 0.95
+    # A 股费用参数（可选，前端先不暴露，给默认值）
+    commission_rate: float = 0.00025  # 万 2.5
+    min_commission: float = 5.0  # 最低 5 元
+    stamp_duty_rate: float = 0.0005  # 卖方 0.05%
+    transfer_fee_rate: float = 0.00001  # 沪市 0.001%
 
 
 class OptimizeRequest(BaseModel):

sanguo_api/strategy_registry.py

@@ -7,8 +7,11 @@ Task S1.3.
 from __future__ import annotations
 
 import importlib
+import logging
 import pkgutil
 
+logger = logging.getLogger(__name__)
+
 # Fallback strategy names (when vnpy_ctastrategy import fails).
 STRATEGY_NAMES: list[str] = ["DoubleMaStrategy", "BollChannelStrategy", "AtrRsiStrategy"]
 
@@ -25,10 +28,11 @@ def _load_strategy_classes() -> dict[str, type]:
                     obj = getattr(m, attr)
                     if isinstance(obj, type) and attr.endswith("Strategy") and hasattr(obj, "parameters"):
                         classes[attr] = obj
-            except Exception:
+            except Exception as e:
+                logger.warning("导入策略模块 %s 失败: %s", name, e)
                 continue
-    except Exception:
-        pass
+    except Exception as e:
+        logger.warning("加载 vnpy_ctastrategy 策略列表失败（降级为静态列表）: %s", e)
     return classes