feat(data): 恢复双源(task#79)—撮合raw+策略qfq, 分红除权准确

用户要模拟=回测准确: raw除权缺口致MA假信号, 必须双源。
- data_source: qfq→qfq_dir(干净qfq), raw→raw_dir; _check_adjust_cfg(cfg提供才校验)
- engine 双bar流: step(raw_bars,qfq_bars)撮合/盯市raw+策略on_bar qfq; run zip(raw,qfq)
- live_orchestrator: warmup用qfq(信号am); 去adjust参数(双源固定)
- raw_redownload --adjust(''raw/'qfq'); config qfq_dir
- 113/113通过

sanguo_trader/engine.py

@@ -1,10 +1,9 @@
 """PaperEngine 模拟盘主循环（逐根 bar 重放 + 双层记账 + 持久化，spec §4/§9）。
 
-run()：逐 bar → T+1 解冻 → 撮合上一根 next_open pending（用当前 bar）→ 喂策略
-on_bar 收新单 → current_close 当根撮合 / next_open 缓冲到下根 → 盯市 → 入库。
-
-adjust 默认 raw（真实价）：撮合/涨跌停/成交价/信号共用一套真实价 bar。
-除权缺口对 MA 信号的影响留分期项（分红除权）处理。
+双源（分红除权准确方案，task #79 恢复）：
+- 撮合/涨跌停/盯市用 **raw**（真实价，涨跌停/成交真实）
+- 策略 on_bar 信号用 **qfq**（前复权，无除权缺口 → MA 信号准）
+run() 双迭代器 zip(raw, qfq) 同日期对齐；step(raw_bars, qfq_bars)。
 """
 import logging
 
@@ -41,7 +40,7 @@ class PaperEngine:
     def __init__(self, account: Account, runners: list[StrategyRunner],
                  data_source, cfg, db_path: str, account_id: int,
                  symbols: list[str], start: str, end: str,
-                 interval: str = "d", adjust: str = "raw") -> None:
+                 interval: str = "d") -> None:
         self.account = account
         self.runners = runners
         self.data_source = data_source
@@ -52,34 +51,34 @@ class PaperEngine:
         self.start = start
         self.end = end
         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）。
+    def step(self, bar_date, raw_bars, qfq_bars, prev_close, pending):
+        """单根 bar 推进（回放 run 循环调；实走 live_step 调）。
 
-        返回 (新 pending, 当根 closes)——实走每日喂当日 bar 调一次。
+        撮合/盯市用 raw_bars（真实价）；策略 on_bar 用 qfq_bars（信号准）。
+        返回 (新 pending, 当根 closes)。
         """
         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）
+        # 1. 撮合上一根 pending（next_open，用当日 raw bar）
         if pending:
             for order, runner in pending:
-                self._match(order, runner, bars, prev_close, bar_date)
+                self._match(order, runner, raw_bars, prev_close, bar_date)
             pending = []
-        # 2. 喂策略 on_bar → 收新单
+        # 2. 喂策略 on_bar（qfq 信号）→ 收新单 → 当根撮合 raw / 缓冲 next_open
         for runner in self.runners:
             sym = runner.symbol
-            if sym and sym in bars:
-                runner.paper_cta_engine.on_bar(bars[sym])
+            if sym and sym in qfq_bars:
+                runner.paper_cta_engine.on_bar(qfq_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}
+                    else:   # current_close 当根撮合（raw）
+                        self._match(order, runner, raw_bars, prev_close, bar_date)
+        # 3. 盯市 raw + 入库
+        closes = {s: raw_bars[s].close_price for s in raw_bars}
         self.account.mark_to_market(closes)
         save_daily_balance(
             self.db_path, self.account_id, str(bar_date),
@@ -90,12 +89,17 @@ class PaperEngine:
         return pending, closes
 
     def run(self) -> None:
+        """双源 zip(raw, qfq) 同日期对齐，逐根 step。"""
         prev_close: dict[str, float] = {}
         pending: list = []   # [(order, runner)] next_open 待下根撮合
-        for bar_date, bars in self.data_source.iter_bars(
-            self.symbols, self.start, self.end, self.interval, self.adjust, None
-        ):
-            pending, closes = self.step(bar_date, bars, prev_close, pending)
+        raw_iter = self.data_source.iter_bars(
+            self.symbols, self.start, self.end, self.interval, "raw", None
+        )
+        qfq_iter = self.data_source.iter_bars(
+            self.symbols, self.start, self.end, self.interval, "qfq", None
+        )
+        for (rdate, raw_bars), (_qdate, qfq_bars) in zip(raw_iter, qfq_iter):
+            pending, closes = self.step(rdate, raw_bars, qfq_bars, prev_close, pending)
             prev_close = closes
 
     def _match(self, order, runner, bars, prev_close, bar_date) -> None: