fix(live): max_pool 全链默认 30→0(0=不限)——08-24巡检定罪MVP限流泄漏生产,选股池=代码序前30只失真 [vps]
CI/CD / test (push) Failing after 12m2s
CI/CD / nas-deploy (push) Has been skipped
CI/CD / nas-verify (push) Has been skipped

根因(策略session 08-24 午休探针实证):runtime/live_strategy.py SANGUO_LIVE_MAX_POOL
默认30经env注入全部实盘+影子+paper实例,_stock_pool截断成份池为「代码序前30只」:
small_cap「全市场最小市值」实际在000001平安银行等30只固定代码里选(平安银行≈3800亿
出现在小市值买入=market_cap开盘NaN排序失效叠bug);momentum每行业RPS只在代码序前
30里排;value 0/30+零委托史同源。注释自曝「MVP验证用」=限流遗留泄漏生产,上线
首日起全部选股失真。

改动(9处默认位一致30→0;语义0=不限,与策略层max_pool>0才截断一致):
- sanguo_portfolio/live_strategy.py 适配器env默认+docstring
- sanguo_live/runner.py _portfolio_env_for(存量DB显式值不篡改,缺列/0→"0")
- sanguo_trader/shadow/supervisor.py 影子env默认
- sanguo_portfolio/runner_live.py live_env默认
- sanguo_trader/portfolio_paper.py + sanguo_api/routes_paper.py paper默认
- sanguo_api/routes_live.py create setdefault
- frontend live/paper New.vue 表单默认

测试:env mapping三态断言(缺列/0→"0",显式30不篡改)+live_env默认"0"
(RED→GREEN);CI范围642绿。存量实例DB仍存显式30,激活需配套DB迁移,必须与数据
session的get_security_info_batch SQL治本(101s→亚秒)同车部署——池放大×慢SQL=更糟。
This commit is contained in:
2026-08-24 13:34:01 +08:00
parent d575029788
commit f214e2f0e4
10 changed files with 18 additions and 11 deletions
+1 -1
View File
@@ -19,7 +19,7 @@ const isPortfolio = computed(() => strategyType.value === 'portfolio')
const portfolioOptions = ref<string[]>([])
const portfolioStrategy = ref('all_weather')
const poolForm = ref({ pool: 'all', max_pool: 30, benchmark: '000300.XSHG' })
const poolForm = ref({ pool: 'all', max_pool: 0, benchmark: '000300.XSHG' })
const POOL_OPTIONS = [
{ label: 'HS300 子集(小范围验证)', value: 'hs300_subset' },
{ label: '全市场', value: 'all' },
+1 -1
View File
@@ -27,7 +27,7 @@ const instancesOfCta = computed(() => {
const file = classToFile.value[form.value.strategies[0]?.name]
return file ? instanceOptions.value.filter((i) => i.code_file === file) : instanceOptions.value
})
const poolForm = reactive({ pool: 'all', max_pool: 30, benchmark: '000300.XSHG' })
const poolForm = reactive({ pool: 'all', max_pool: 0, benchmark: '000300.XSHG' })
const POOL_OPTIONS = [
{ label: 'HS300 子集(小范围验证)', value: 'hs300_subset' },
{ label: '全市场', value: 'all' },