feat(trader): 影子账户 params 透传 factor 系 env——挑战者实例换因子通路(#69 影子A/B) [vps] [no-doc]

sanguo_trader/shadow/supervisor.py

@@ -61,6 +61,17 @@ def account_env(acc: dict[str, Any], db_path: str) -> Dict[str, str]:
         "SANGUO_SHADOW_MIN_COMM": _num(acc.get("min_commission") or 5),
         "SANGUO_SHADOW_SLIPPAGE": repr(float(acc.get("slippage") or 0.001)),
     })
+    # #69 影子A/B 挑战者换因子:params 因子五键存在则透传,缺键不设 env
+    # (不传时 live_strategy.py 代码内默认值兜底,在位者行为不变)
+    for key, env_key, conv in (
+        ("factor_name", "SANGUO_LIVE_FACTOR_NAME", str),
+        ("factor_dir", "SANGUO_LIVE_FACTOR_DIR", str),
+        ("top_n", "SANGUO_LIVE_FACTOR_TOP_N", _num),
+        ("reb_days", "SANGUO_LIVE_FACTOR_REB_DAYS", _num),
+        ("band", "SANGUO_LIVE_FACTOR_BAND", _num),
+    ):
+        if key in params:
+            env[env_key] = conv(params[key])
     return env
 
 

tests/trader/test_shadow_supervisor.py

@@ -62,3 +62,34 @@ def test_account_env_defaults_on_sparse_row():
     assert env["SANGUO_LIVE_STRATEGY"] == "all_weather"
     assert env["SANGUO_LIVE_CASH"] == "1000000"
     assert env["SANGUO_SHADOW_ACCOUNT_ID"] == "9"
+
+
+def test_account_env_factor_params_passthrough():
+    """#69 影子A/B 挑战者:params factor 五键 → SANGUO_LIVE_FACTOR_* env 齐透传。"""
+    acc = {"id": 43, "strategies": json.dumps([{"name": "factor_topn", "params": {
+        "factor_name": "challenger_v1",
+        "factor_dir": r"C:\sanguo_vnpy_v2\data\factors\challenger",
+        "top_n": 200.0,
+        "reb_days": 21,
+        "band": 1.5,
+    }}]), "initial_capital": 1_000_000}
+    env = account_env(acc, "db")
+    assert env["SANGUO_LIVE_FACTOR_NAME"] == "challenger_v1"
+    # factor_dir 字符串原样透传
+    assert env["SANGUO_LIVE_FACTOR_DIR"] == r"C:\sanguo_vnpy_v2\data\factors\challenger"
+    assert env["SANGUO_LIVE_FACTOR_TOP_N"] == "200"  # 整数不带小数点(200.0 → "200")
+    assert env["SANGUO_LIVE_FACTOR_REB_DAYS"] == "21"
+    assert env["SANGUO_LIVE_FACTOR_BAND"] == "1.5"
+
+
+def test_account_env_factor_absent_not_set(monkeypatch):
+    """params 无 factor 键:不设 SANGUO_LIVE_FACTOR_*(live_strategy 默认值兜底)。"""
+    for k in ("SANGUO_LIVE_FACTOR_NAME", "SANGUO_LIVE_FACTOR_DIR",
+              "SANGUO_LIVE_FACTOR_TOP_N", "SANGUO_LIVE_FACTOR_REB_DAYS",
+              "SANGUO_LIVE_FACTOR_BAND"):
+        monkeypatch.delenv(k, raising=False)
+    acc = {"id": 44, "strategies": json.dumps([{"name": "factor_topn",
+                                                "params": {"max_pool": 0}}]),
+           "initial_capital": None}
+    env = account_env(acc, "db")
+    assert not [k for k in env if k.startswith("SANGUO_LIVE_FACTOR_")]