feat(paper): 组合策略接入模拟盘实走(E1+E2): paper_accounts加strategy_type列(含迁移); portfolio_paper每晚20:30全量重放→当日成交/末日持仓/净值落paper表(幂等,回测引擎为单一真相源); run_live_step按类型分流; create支持portfolio(仅live); 前端新建模拟盘策略类型选择+组合字段(策略/池/上限/基准) [vps]

sanguo_api/routes_paper.py

@@ -53,6 +53,12 @@ class PaperCreateRequest(BaseModel):
     min_commission: float = 5.0
     start: str
     end: str
+    # 组合策略实走（E1）：strategy_type=portfolio 时 mode 必须 live，
+    # strategies[0].name=组合策略名，pool/max_pool/benchmark 进 params
+    strategy_type: str = "cta"
+    pool: str = "hs300_subset"
+    max_pool: int = 30
+    benchmark: str = "000300.XSHG"
 
 
 @router.post("/paper/create", dependencies=[Depends(verify_token)])
@@ -62,6 +68,20 @@ def create_paper(req: PaperCreateRequest):
 
     db = _db_path["path"] or ":memory:"
     init_db(db)
+    if req.strategy_type == "portfolio":
+        if req.mode != "live":
+            raise HTTPException(400, "组合策略模拟盘仅支持实走(live)模式；历史回放请用「组合回测」")
+        payload = req.model_dump()
+        payload["symbols"] = [req.pool]
+        payload["strategies"] = [{
+            "name": (req.strategies[0].name if req.strategies else "all_weather"),
+            "params": {"max_pool": req.max_pool, "benchmark": req.benchmark},
+        }]
+        aid = save_account(db, payload)
+        from sanguo_trader.persistence import update_account_status
+        update_account_status(db, aid, "running")
+        return {"account_id": aid, "status": "running"}
+
     aid = save_account(db, req.model_dump())
     status = "created"
     if req.mode == "replay":   # 回放后台线程跑，create 立即返回（避免阻塞 worker 502）