fix(portfolio): 前端回测MVP链路5处bug(VPS同步/routes命令/max-pool/filter/日期)

Layer1-3 链路验证发现并修复:

1. VPS runner_backtest旧版(tar同步,修 from bullet_trade.core import BacktestEngine ImportError)
2. routes shlex.quote对Windows路径产POSIX单引号cmd不认 -> 手动拼远端命令
3. routes 'set X=Y &&' 尾空格进value致bullet_trade provider名匹配失败 -> 删set(runner自带setdefault)
4. 加 --max-pool 参数(默认前端30)避免HS300+中小综指1258只基本面下载超时
5. filter_st/filter_new对全成分逐只 -> max_pool slice提前到filter前;
   _coerce_datetime加YYYYMMDD解析(原fromisoformat不认miniQMT日期格式)

sanguo_api/routes_portfolio.py

@@ -8,7 +8,6 @@ POST /portfolio/backtest: SSH 触发 VPS 跑 BulletTrade + all_weather,
 from __future__ import annotations
 
 import logging
-import shlex
 import subprocess
 from typing import Any, Optional
 
@@ -51,25 +50,22 @@ def run_portfolio_backtest(req: PortfolioBacktestRequest):
     - 没有 tail/head/grep:用 python 后处理(本函数在 Mac 端直接解析 stdout)
     - 中文路径:VPS_WORKDIR / userdata_mini 走 env(DEFAULT_DATA_PROVIDER=miniqmt)
     """
-    # 在 VPS 上跑的命令:cd workdir && set ENV && python -m sanguo_portfolio.runner_backtest --json
-    # Windows cmd: set X=Y&&cmd2 (注意 & 必须紧贴前一条,不能有空格,否则 set 会把尾部空格算进 value)
-    cmd_parts = [
-        "set", "DEFAULT_DATA_PROVIDER=miniqmt", "&&",
-        "cd", _VPS_WORKDIR, "&&",
-        _VPS_PYTHON, "-X", "utf8", "-m", "sanguo_portfolio.runner_backtest",
-        "--json",
-        "--start", req.start_date,
-        "--end", req.end_date,
-        "--cash", str(req.initial_cash),
-        "--benchmark", req.benchmark,
-    ]
-    # 用 ssh host "cmd string" 形式;argv 在 ssh 远端走 cmd /c 解析
+    # 远端命令手动拼接(不用 shlex.quote:它产 POSIX 单引号,Windows cmd 不认单引号致 cd 失败;
+    # 且不用 set X=Y:runner_backtest 顶部 os.environ.setdefault 已自处理 env,早于 bullet_trade import,
+    # 避免 cmd "set X=Y &&" 尾空格进 value(变 "miniqmt ")致 bullet_trade provider 名匹配失败)。
+    remote_cmd = (
+        f"cd {_VPS_WORKDIR} && "
+        f"{_VPS_PYTHON} -X utf8 -m sanguo_portfolio.runner_backtest --json "
+        f"--start {req.start_date} --end {req.end_date} "
+        f"--cash {req.initial_cash} --benchmark {req.benchmark} "
+        f"--max-pool 30"
+    )
     ssh_argv = [
         "ssh",
         "-o", "ConnectTimeout=15",
         "-o", "StrictHostKeyChecking=no",
         _VPS_HOST,
-        " ".join(shlex.quote(p) if p != "&&" else "&&" for p in cmd_parts),
+        remote_cmd,
     ]
 
     logger.info("[portfolio] SSH 触发: %s", ssh_argv[-1])

sanguo_portfolio/filters.py

@@ -212,6 +212,13 @@ def _coerce_datetime(value: Any) -> Optional[datetime]:
         try:
             return datetime.fromisoformat(value[:10])
         except ValueError:
+            pass
+        # YYYYMMDD 8位纯数字(provider/miniQMT 用此格式,fromisoformat 不认)
+        if len(value) >= 8 and value[:8].isdigit():
+            try:
+                return datetime.strptime(value[:8], "%Y%m%d")
+            except ValueError:
+                pass
         return None
     return None
 

sanguo_portfolio/runner_backtest.py

@@ -31,6 +31,7 @@ def parse_args() -> argparse.Namespace:
     p.add_argument("--end", default="2024-12-31", help="回测结束日期 YYYY-MM-DD")
     p.add_argument("--cash", type=float, default=1_000_000.0, help="初始资金(元)")
     p.add_argument("--benchmark", default="000300.XSHG", help="基准代码")
+    p.add_argument("--max-pool", type=int, default=0, help="限制选股池前N只(0=不限,MVP验证用)")
     p.add_argument("--frequency", default="day", help="回测频率 day/minute")
     p.add_argument(
         "--provider-config", default="{}",
@@ -103,7 +104,7 @@ def run_backtest(args: argparse.Namespace) -> Dict[str, Any]:
     from bullet_trade import BacktestEngine  # type: ignore
     from bullet_trade.data.api import set_data_provider  # type: ignore
 
-    from .strategies import AllWeatherStrategy
+    from .strategies import AllWeatherStrategy, AllWeatherConfig
 
     provider = build_provider(args.provider_config)
     set_data_provider(provider)
@@ -112,7 +113,10 @@ def run_backtest(args: argparse.Namespace) -> Dict[str, Any]:
     holder: Dict[str, Any] = {}
 
     def initialize(context):
-        strategy = AllWeatherStrategy(provider=provider)
+        strategy = AllWeatherStrategy(
+            provider=provider,
+            config=AllWeatherConfig(max_pool=args.max_pool),
+        )
         holder["strategy"] = strategy
 
         # bullet-trade 的 run_daily/run_monthly 接受全局函数;把 method 暴露为模块级
@@ -144,6 +148,7 @@ def run_backtest(args: argparse.Namespace) -> Dict[str, Any]:
             order_value=lambda c, v: bt_ov(c, v),
         )
 
+    print("[runner] ENGINE_BUILD_PRE", flush=True)
     engine = BacktestEngine(
         initialize=initialize,
         start_date=args.start,
@@ -152,7 +157,9 @@ def run_backtest(args: argparse.Namespace) -> Dict[str, Any]:
         initial_cash=args.cash,
         benchmark=args.benchmark,
     )
+    print("[runner] RUN_START", flush=True)
     result = engine.run()
+    print("[runner] RUN_DONE type=%s" % type(result).__name__, flush=True)
 
     # 输出结果摘要到 markdown(JSON 模式时 result_file="" 跳过)
     if getattr(args, "result_file", ""):
@@ -220,6 +227,7 @@ def run_backtest_json(params: Dict[str, Any]) -> Dict[str, Any]:
         frequency="day",
         provider_config="{}",
         result_file="",  # JSON 模式不写 md
+        max_pool=int(params.get("max_pool", 0)),
     )
     raw = run_backtest(args)
 

sanguo_portfolio/strategies/all_weather.py

@@ -73,6 +73,7 @@ class AllWeatherConfig:
     benchmark: str = "000300.XSHG"
     roic_threshold: float = 0.08        # filter_roic 的 ROIC > 阈值
     new_stock_days: int = 375
+    max_pool: int = 0               # 0=不限;MVP/验证用,限制 _stock_pool 返回前 N 只(避免全成分基本面下载过慢)
 
 
 class AllWeatherStrategy:
@@ -397,6 +398,10 @@ class AllWeatherStrategy:
             logger.warning("get_index_stocks(%s) 失败: %s", index_symbol, exc)
             return []
         stocks = filters.filter_kcbj_stock(stocks)
+        # max_pool 提前到 filter_st/filter_new 前:这俩对全成分(HS300+中小综指 1200+只)逐只
+        # get_security_info 极慢,先 slice 到 N 只再过滤(验证用子集,语义略变但提速百倍)
+        if self.config.max_pool > 0:
+            stocks = stocks[: self.config.max_pool]
         stocks = filters.filter_st_stock(stocks, self.provider)
         stocks = filters.filter_new_stock(stocks, self.provider, previous_date, self.config.new_stock_days)
         return stocks