fix(paper): create 接入回放(engine.run) + 日线 parquet 文件名 sh/sz 前缀+_daily

sanguo_api/routes_paper.py

@@ -55,12 +55,21 @@ class PaperCreateRequest(BaseModel):
 
 @router.post("/paper/create", dependencies=[Depends(verify_token)])
 def create_paper(req: PaperCreateRequest):
-    from sanguo_trader.persistence import init_db, save_account
+    from sanguo_trader.persistence import init_db, save_account, update_account_status
 
     db = _db_path["path"] or ":memory:"
     init_db(db)
     aid = save_account(db, req.model_dump())
-    return {"account_id": aid, "status": "created"}
+    status = "created"
+    if req.mode == "replay":   # 回放模式：建 account 后同步跑 engine.run
+        try:
+            _run_replay(db, aid, req)
+            status = "done"
+            update_account_status(db, aid, "done")
+        except Exception as e:  # noqa: BLE001 — 回放失败不阻塞 create，状态记 failed
+            update_account_status(db, aid, "failed", str(e))
+            status = "failed"
+    return {"account_id": aid, "status": status}
 
 
 @router.get("/paper/{aid}", dependencies=[Depends(verify_token)])
@@ -96,3 +105,50 @@ def get_strategies(aid: int):
     from sanguo_trader.persistence import list_strategy_summary
 
     return list_strategy_summary(_db_path["path"], aid)
+
+
+class _DataSourceWrapper:
+    """包装 iter_bars 给 PaperEngine（engine 需 data_source.iter_bars 接口）。"""
+
+    def __init__(self, cfg):
+        self.cfg = cfg
+
+    def iter_bars(self, symbols, start, end, interval, adjust="qfq", cfg=None):
+        from sanguo_trader.data_source import iter_bars
+
+        return iter_bars(symbols, start, end, interval, adjust, cfg or self.cfg)
+
+
+def _run_replay(db, aid, req: PaperCreateRequest):
+    """构造引擎 + 跑回放（容器内有 vnpy_ctastrategy + NAS parquet，本机仅空转）。"""
+    from sanguo_trader.account import Account
+    from sanguo_trader.cta_adapter import PaperCtaEngine
+    from sanguo_trader.engine import PaperEngine
+    from sanguo_trader.models import AccountConfig
+    from sanguo_trader.strategy_runner import StrategyRunner
+    from sanguo_data.config import find_config_path, load_config
+    from sanguo_data.datareader import guess_exchange
+    from .strategy_registry import get_strategy_class
+
+    data_cfg = load_config(find_config_path())
+    acc_cfg = AccountConfig(
+        initial_capital=req.initial_capital, rate=req.rate, slippage=req.slippage,
+        pricetick=req.pricetick, stamp_duty_rate=req.stamp_duty_rate,
+        transfer_fee_rate=req.transfer_fee_rate, min_commission=req.min_commission,
+    )
+    account = Account(req.initial_capital)
+    runners: list = []
+    for s in req.strategies:
+        cls = get_strategy_class(s.name)
+        if cls is None:
+            continue   # 策略不可用（本机无 vnpy_ctastrategy）→ 跳过
+        cta = PaperCtaEngine(s.name, match_session=s.match_session,
+                             listing_days=s.listing_days)
+        vt_symbol = f"{s.symbol}.{guess_exchange(s.symbol).value}"
+        strat = cls(cta, s.name, vt_symbol, s.params)   # CtaTemplate(cta_engine, name, vt_symbol, setting)
+        cta.set_strategy(strat)
+        runners.append(StrategyRunner(s.name, strategy=strat, paper_cta_engine=cta,
+                                      symbol=s.symbol))
+    pe = PaperEngine(account, runners, _DataSourceWrapper(data_cfg), acc_cfg,
+                     db, aid, req.symbols, req.start, req.end, req.interval)
+    pe.run()

sanguo_data/datareader.py

@@ -19,8 +19,9 @@ def read_parquet_daily(symbol: str, start: str, end: str, cfg) -> list[BarData]:
     start_dt = datetime.strptime(start, "%Y-%m-%d")
     end_dt = datetime.strptime(end, "%Y-%m-%d")
     bars: list[BarData] = []
+    prefix = "sh" if guess_exchange(symbol) == Exchange.SSE else "sz"
     for year in range(start_dt.year, end_dt.year + 1):
-        f = daily_dir / str(year) / f"{symbol}.parquet"
+        f = daily_dir / str(year) / f"{prefix}{symbol}_daily.parquet"
         if not f.exists():
             continue
         df = pd.read_parquet(f)