feat(live): 组合策略实盘(R3-1): live_accounts加strategy_type/pool/max_pool/benchmark列(ALTER迁移); supervisor对组合行拉runner_live子进程(env传参+崩溃检测); runner_live重写适配bullet_trade 0.9.2新API(strategy_file+broker_factory,旧initialize=/broker=已废弃)+live_strategy.py适配文件挂StrategyTemplate; 前端live/New双卡表单+列表组合徽标; 8测试 [vps]

frontend/src/api/live.ts

@@ -25,6 +25,11 @@ export interface LiveAccount {
   total_return?: number | null
   position_count?: number
   instance?: string
+  /** 'cta' 个股 / 'portfolio' 组合 */
+  strategy_type?: string
+  pool?: string | null
+  max_pool?: number | null
+  benchmark?: string | null
 }
 
 export interface LiveCreateRequest {
@@ -39,6 +44,10 @@ export interface LiveCreateRequest {
   connect_wait_sec?: number
   init_wait_sec?: number
   mini_path?: string
+  strategy_type?: string
+  pool?: string
+  max_pool?: number
+  benchmark?: string
 }
 
 export interface LiveStatus {

frontend/src/views/live/List.vue

@@ -183,7 +183,10 @@ async function onStop(a: LiveAccount): Promise<void> {
       <el-table :data="filtered" size="small" empty-text="暂无实盘实例">
         <el-table-column label="名称 / ID" min-width="160">
           <template #default="{ row }">
-            <div class="cell-name">{{ row.name }}</div>
+            <div class="cell-name">
+              {{ row.name }}
+              <span v-if="row.strategy_type === 'portfolio'" class="chip chip-portfolio">组合</span>
+            </div>
             <div class="cell-id mono">#{{ row.id }}</div>
           </template>
         </el-table-column>

frontend/src/views/live/New.vue

@@ -1,5 +1,5 @@
 <script setup lang="ts">
-import { ref, onMounted } from 'vue'
+import { ref, computed, onMounted } from 'vue'
 import { useRoute, useRouter } from 'vue-router'
 import { ElMessage } from 'element-plus'
 import { createLive, type LiveCreateRequest } from '@/api/live'
@@ -10,6 +10,41 @@ const router = useRouter()
 const loading = ref(false)
 const fromInstance = ref('')
 
+// 策略类型:cta=个股(vnpy engine) / portfolio=组合(bullet_trade LiveEngine 子进程)
+const strategyType = ref<'cta' | 'portfolio'>('cta')
+const isPortfolio = computed(() => strategyType.value === 'portfolio')
+
+const portfolioOptions = ref<string[]>([])
+const portfolioStrategy = ref('all_weather')
+const poolForm = ref({ pool: 'hs300_subset', max_pool: 30, benchmark: '000300.XSHG' })
+const POOL_OPTIONS = [
+  { label: 'HS300 子集(小范围验证)', value: 'hs300_subset' },
+  { label: '全市场(慢,非 MVP)', value: 'all' },
+]
+const BENCH_OPTIONS = [
+  { label: '沪深300', value: '000300.XSHG' },
+  { label: '中证500', value: '000905.XSHG' },
+  { label: '中证1000', value: '000852.XSHG' },
+  { label: '中证2000', value: '932000.XSHG' },
+]
+const PORTFOLIO_LABELS: Record<string, string> = {
+  all_weather: '全天候轮动',
+  momentum_timing: '牛熊动量',
+  value_selection: '价值精选',
+  small_cap: '小市值轮动',
+}
+
+onMounted(async () => {
+  try {
+    const { data } = await apiClient.get<{ files: { name: string; type: string }[] }>('/strategy/files')
+    portfolioOptions.value = data.files
+      .filter((f) => f.type === 'portfolio')
+      .map((f) => f.name.replace(/\.py$/, ''))
+  } catch {
+    /* 下拉加载失败不阻塞表单 */
+  }
+})
+
 const form = ref<LiveCreateRequest>({
   name: 'live-600000',
   account: '66639661',
@@ -65,13 +100,28 @@ async function onSubmit(): Promise<void> {
     ElMessage.warning('请填写交易账号')
     return
   }
-  if (!form.value.strategy_name.trim()) {
+  if (isPortfolio.value && !portfolioStrategy.value) {
+    ElMessage.warning('请选择组合策略')
+    return
+  }
+  if (!isPortfolio.value && !form.value.strategy_name.trim()) {
     ElMessage.warning('请填写策略实例名')
     return
   }
   loading.value = true
   try {
-    const res = await createLive(form.value)
+    const payload: LiveCreateRequest = { ...form.value }
+    if (isPortfolio.value) {
+      payload.strategy_type = 'portfolio'
+      payload.strategy_class = portfolioStrategy.value
+      payload.strategy_name = `portfolio_${portfolioStrategy.value}`
+      payload.pool = poolForm.value.pool
+      payload.max_pool = Number(poolForm.value.max_pool)
+      payload.benchmark = poolForm.value.benchmark
+    } else {
+      payload.strategy_type = 'cta'
+    }
+    const res = await createLive(payload)
     ElMessage.success(`已创建实盘实例 #${res.accountId}(stopped),请到列表点"启动"`)
     router.push('/live')
   } catch (e: unknown) {
@@ -86,20 +136,32 @@ async function onSubmit(): Promise<void> {
   <div class="page live-new">
     <div class="page-head">
       <div>
-        <h2 class="page-title">新建实盘模拟</h2>
-        <p class="page-subtitle">miniQMT 直连 · A 股实盘模拟(supervisor 轮询)</p>
+        <h2 class="page-title">新建实盘</h2>
+        <p class="page-subtitle">miniQMT 直连 · 个股 CTA / 组合策略实盘(supervisor 轮询)</p>
       </div>
     </div>
 
     <el-alert
       type="info"
       :closable="false"
-      title="创建后状态为 stopped,需到列表点『启动』才会启动(supervisor 轮询发现后起 engine)"
+      title="创建后状态为 stopped,需到列表点『启动』才会启动(supervisor 轮询发现后拉起)"
     />
 
     <el-card class="blk" shadow="never">
       <template #header><span class="section-title">基本配置</span></template>
-      <el-form :model="form" label-width="140px">
+      <div class="seg-label">策略类型</div>
+      <div class="seg-row">
+        <div class="seg-card" :class="{ active: strategyType === 'cta' }" @click="strategyType = 'cta'">
+          <div class="seg-title">CTA 个股策略</div>
+          <div class="seg-desc">单标的信号型,vnpy engine 进程内跑</div>
+        </div>
+        <div class="seg-card" :class="{ active: strategyType === 'portfolio' }" @click="strategyType = 'portfolio'">
+          <div class="seg-title">组合策略</div>
+          <div class="seg-desc">选股轮动型,bullet_trade LiveEngine 子进程</div>
+        </div>
+      </div>
+
+      <el-form label-width="140px" style="margin-top:16px">
         <el-form-item label="实例名" required>
           <el-input v-model="form.name" placeholder="live-600000" style="width: 320px" />
           <span class="muted form-hint">页面显示用</span>
@@ -108,79 +170,10 @@ async function onSubmit(): Promise<void> {
           <el-input v-model="form.account" placeholder="66639661" style="width: 320px" />
           <span class="muted form-hint">QMT 账号</span>
         </el-form-item>
-        <el-form-item label="策略类">
-          <el-select v-model="form.strategy_class" style="width: 360px">
-            <el-option
-              v-for="opt in strategyClassOptions"
-              :key="opt.value"
-              :label="opt.label"
-              :value="opt.value"
-            />
-          </el-select>
-          <span class="muted form-hint">MVP 仅支持 AShareDoubleMaStrategy</span>
-        </el-form-item>
-        <el-form-item label="策略实例名" required>
-          <el-input v-model="form.strategy_name" placeholder="AShareDoubleMa_600000" style="width: 320px" />
-          <span class="muted form-hint">engine 内唯一</span>
-        </el-form-item>
-      </el-form>
-    </el-card>
-
-    <el-card class="blk" shadow="never">
-      <template #header><span class="section-title">标的与频率</span></template>
-      <el-form :model="form" label-width="140px">
-        <el-form-item label="标的(vt_symbol)">
-          <el-input v-model="form.vt_symbol" placeholder="600000.SSE" style="width: 320px" />
-          <span class="muted form-hint">交易所代码 .SSE / .SZSE</span>
-        </el-form-item>
-        <el-form-item label="K 线周期">
-          <el-input v-model="form.interval" placeholder="15m" style="width: 160px" />
-          <span class="muted form-hint">如 15m / 1m / d</span>
-        </el-form-item>
         <el-form-item label="起始资金">
           <el-input-number v-model="form.initial_capital" :min="10000" :step="100000" style="width: 240px" />
           <span class="muted form-hint">单位:元</span>
         </el-form-item>
-      </el-form>
-    </el-card>
-
-    <el-card class="blk" shadow="never">
-      <template #header><span class="section-title">策略参数(setting)</span></template>
-      <el-form :model="form.setting" label-width="140px">
-        <el-form-item label="fast_window">
-          <el-input-number v-model="form.setting.fast_window as number" :min="1" :step="1" style="width: 200px" />
-          <span class="muted form-hint">快均线周期</span>
-        </el-form-item>
-        <el-form-item label="slow_window">
-          <el-input-number v-model="form.setting.slow_window as number" :min="1" :step="1" style="width: 200px" />
-          <span class="muted form-hint">慢均线周期</span>
-        </el-form-item>
-        <el-form-item label="window">
-          <el-input-number v-model="form.setting.window as number" :min="1" :step="1" style="width: 200px" />
-          <span class="muted form-hint">辅助计算窗口</span>
-        </el-form-item>
-        <el-form-item label="size">
-          <el-input-number v-model="form.setting.size as number" :min="1" :step="100" style="width: 200px" />
-          <span class="muted form-hint">定寸股数(A 股 100 的倍数)</span>
-        </el-form-item>
-        <el-form-item label="forbid_short">
-          <el-switch v-model="form.setting.forbid_short as boolean" />
-          <span class="muted form-hint">禁止做空(A 股默认开)</span>
-        </el-form-item>
-      </el-form>
-    </el-card>
-
-    <el-card class="blk" shadow="never">
-      <template #header><span class="section-title">连接参数(可选)</span></template>
-      <el-form :model="form" label-width="140px">
-        <el-form-item label="connect_wait_sec">
-          <el-input-number v-model="form.connect_wait_sec as number" :min="1" :step="5" style="width: 200px" />
-          <span class="muted form-hint">连接 QMT 等待秒数</span>
-        </el-form-item>
-        <el-form-item label="init_wait_sec">
-          <el-input-number v-model="form.init_wait_sec as number" :min="1" :step="10" style="width: 200px" />
-          <span class="muted form-hint">策略初始化等待秒数</span>
-        </el-form-item>
         <el-form-item label="mini_path">
           <el-input v-model="form.mini_path" placeholder="C:\\国金QMT交易端模拟\\userdata_mini" style="width: 480px" />
           <span class="muted form-hint">miniQMT userdata_mini 路径;空时后端用 env SANGUO_QMT_PATH 或内置默认</span>
@@ -188,6 +181,109 @@ async function onSubmit(): Promise<void> {
       </el-form>
     </el-card>
 
+    <!-- CTA 表单 -->
+    <template v-if="!isPortfolio">
+      <el-card class="blk" shadow="never">
+        <template #header><span class="section-title">标的与策略</span></template>
+        <el-form :model="form" label-width="140px">
+          <el-form-item label="策略类">
+            <el-select v-model="form.strategy_class" style="width: 360px">
+              <el-option
+                v-for="opt in strategyClassOptions"
+                :key="opt.value"
+                :label="opt.label"
+                :value="opt.value"
+              />
+            </el-select>
+            <span class="muted form-hint">MVP 仅支持 AShareDoubleMaStrategy</span>
+          </el-form-item>
+          <el-form-item label="策略实例名" required>
+            <el-input v-model="form.strategy_name" placeholder="AShareDoubleMa_600000" style="width: 320px" />
+            <span class="muted form-hint">engine 内唯一</span>
+          </el-form-item>
+          <el-form-item label="标的(vt_symbol)">
+            <el-input v-model="form.vt_symbol" placeholder="600000.SSE" style="width: 320px" />
+            <span class="muted form-hint">交易所代码 .SSE / .SZSE</span>
+          </el-form-item>
+          <el-form-item label="K 线周期">
+            <el-input v-model="form.interval" placeholder="15m" style="width: 160px" />
+            <span class="muted form-hint">如 15m / 1m / d</span>
+          </el-form-item>
+        </el-form>
+      </el-card>
+
+      <el-card class="blk" shadow="never">
+        <template #header><span class="section-title">策略参数(setting)</span></template>
+        <el-form :model="form.setting" label-width="140px">
+          <el-form-item label="fast_window">
+            <el-input-number v-model="form.setting.fast_window as number" :min="1" :step="1" style="width: 200px" />
+            <span class="muted form-hint">快均线周期</span>
+          </el-form-item>
+          <el-form-item label="slow_window">
+            <el-input-number v-model="form.setting.slow_window as number" :min="1" :step="1" style="width: 200px" />
+            <span class="muted form-hint">慢均线周期</span>
+          </el-form-item>
+          <el-form-item label="window">
+            <el-input-number v-model="form.setting.window as number" :min="1" :step="1" style="width: 200px" />
+            <span class="muted form-hint">辅助计算窗口</span>
+          </el-form-item>
+          <el-form-item label="size">
+            <el-input-number v-model="form.setting.size as number" :min="1" :step="100" style="width: 200px" />
+            <span class="muted form-hint">定寸股数(A 股 100 的倍数)</span>
+          </el-form-item>
+          <el-form-item label="forbid_short">
+            <el-switch v-model="form.setting.forbid_short as boolean" />
+            <span class="muted form-hint">禁止做空(A 股默认开)</span>
+          </el-form-item>
+        </el-form>
+      </el-card>
+
+      <el-card class="blk" shadow="never">
+        <template #header><span class="section-title">连接参数(可选)</span></template>
+        <el-form :model="form" label-width="140px">
+          <el-form-item label="connect_wait_sec">
+            <el-input-number v-model="form.connect_wait_sec as number" :min="1" :step="5" style="width: 200px" />
+            <span class="muted form-hint">连接 QMT 等待秒数</span>
+          </el-form-item>
+          <el-form-item label="init_wait_sec">
+            <el-input-number v-model="form.init_wait_sec as number" :min="1" :step="10" style="width: 200px" />
+            <span class="muted form-hint">策略初始化等待秒数</span>
+          </el-form-item>
+        </el-form>
+      </el-card>
+    </template>
+
+    <!-- 组合策略表单 -->
+    <el-card v-else class="blk" shadow="never">
+      <template #header><span class="section-title">组合策略与选股</span></template>
+      <el-form :model="poolForm" label-width="140px">
+        <el-form-item label="组合策略">
+          <el-select v-model="portfolioStrategy" style="width: 320px">
+            <el-option
+              v-for="p in portfolioOptions" :key="p"
+              :label="PORTFOLIO_LABELS[p] ? `${PORTFOLIO_LABELS[p]}（${p}）` : p"
+              :value="p"
+            />
+          </el-select>
+          <span class="muted form-hint">supervisor 拉起 runner_live 子进程(bullet_trade LiveEngine)</span>
+        </el-form-item>
+        <el-form-item label="标的池">
+          <el-select v-model="poolForm.pool" style="width: 320px">
+            <el-option v-for="o in POOL_OPTIONS" :key="o.value" :label="o.label" :value="o.value" />
+          </el-select>
+        </el-form-item>
+        <el-form-item label="选股池上限">
+          <el-input-number v-model="poolForm.max_pool" :min="0" :step="10" :controls="false" style="width: 220px" />
+          <span class="muted form-hint">0=不限, N=前N只（默认30）</span>
+        </el-form-item>
+        <el-form-item label="比较基准">
+          <el-select v-model="poolForm.benchmark" style="width: 220px">
+            <el-option v-for="b in BENCH_OPTIONS" :key="b.value" :label="b.label" :value="b.value" />
+          </el-select>
+        </el-form-item>
+      </el-form>
+    </el-card>
+
     <div class="submit-bar">
       <el-button type="primary" size="large" :loading="loading" @click="onSubmit">
         创建实盘实例
@@ -202,4 +298,20 @@ async function onSubmit(): Promise<void> {
 .blk { border: 1px solid var(--border-2); }
 .form-hint { margin-left: 10px; }
 .submit-bar { padding: 4px 0; display: flex; gap: 12px; }
+
+.seg-label { font-size: 12px; color: var(--text-3); margin-bottom: 8px; }
+.seg-row { display: flex; gap: 12px; }
+.seg-card {
+  flex: 1;
+  max-width: 280px;
+  border: 1px solid var(--border-2);
+  border-radius: var(--r-md);
+  padding: 12px 14px;
+  cursor: pointer;
+  transition: border-color 0.15s var(--ease), background 0.15s var(--ease);
+}
+.seg-card:hover { border-color: var(--brand); background: var(--bg-hover); }
+.seg-card.active { border-color: var(--brand); background: rgba(24, 144, 255, 0.10); }
+.seg-title { font-size: 14px; font-weight: 600; color: var(--text); }
+.seg-desc { font-size: 12px; color: var(--text-3); margin-top: 4px; }
 </style>

sanguo_api/routes_live.py

@@ -48,6 +48,11 @@ class LiveCreateRequest(BaseModel):
     connect_wait_sec: int = 10
     init_wait_sec: int = 60
     mini_path: str = ""
+    # 组合实盘(strategy_type='portfolio'):strategy_class 存组合策略名(all_weather 等)
+    strategy_type: str = "cta"
+    pool: str = ""
+    max_pool: int = 0
+    benchmark: str = ""
 
 
 @router.post("/live/create", dependencies=[Depends(verify_token)])
@@ -58,6 +63,15 @@ def create_live(req: LiveCreateRequest):
     db = _db_path["path"] or ":memory:"
     init_db(db)
     payload = req.model_dump()
+    if payload.get("strategy_type") == "portfolio":
+        # 组合实盘:vt_symbol 占位为池名;setting 存组合参数(supervisor 转发 env)
+        if not payload.get("strategy_class"):
+            raise HTTPException(400, "组合实盘需选择策略(strategy_class)")
+        payload.setdefault("pool", "hs300_subset")
+        payload.setdefault("max_pool", 30)
+        payload.setdefault("benchmark", "000300.XSHG")
+        payload["vt_symbol"] = payload["pool"]
+        payload["interval"] = "d"
     # mini_path 兜底:req → env SANGUO_QMT_PATH → 内置默认(空值会导致 connect=-1)
     if not payload.get("mini_path"):
         payload["mini_path"] = (

sanguo_live/persistence.py

@@ -33,7 +33,11 @@ CREATE TABLE IF NOT EXISTS live_accounts (
     mini_path TEXT,
     error_msg TEXT,
     created_at TEXT,
-    updated_at TEXT
+    updated_at TEXT,
+    strategy_type TEXT DEFAULT 'cta',
+    pool TEXT,
+    max_pool INTEGER,
+    benchmark TEXT
 );
 CREATE TABLE IF NOT EXISTS live_trades (
     id INTEGER PRIMARY KEY AUTOINCREMENT,
@@ -78,6 +82,17 @@ def init_db(db_path: str) -> None:
     Path(db_path).parent.mkdir(parents=True, exist_ok=True)
     with sqlite3.connect(db_path) as conn:
         conn.executescript(SCHEMA)
+        # 轻量迁移:旧库补组合实盘列(新库 CREATE 已含,ALTER 报错忽略)
+        for col, ddl in (
+            ("strategy_type", "TEXT DEFAULT 'cta'"),
+            ("pool", "TEXT"),
+            ("max_pool", "INTEGER"),
+            ("benchmark", "TEXT"),
+        ):
+            try:
+                conn.execute(f"ALTER TABLE live_accounts ADD COLUMN {col} {ddl}")
+            except sqlite3.OperationalError:
+                pass  # 列已存在
         conn.execute("PRAGMA journal_mode=WAL")
         conn.commit()
 
@@ -90,8 +105,9 @@ def save_account(db_path: str, account: dict[str, Any]) -> int:
             """INSERT INTO live_accounts
                (name, account, vt_symbol, strategy_class, strategy_name, setting,
                 status, interval, initial_capital, connect_wait_sec, init_wait_sec,
-                mini_path, created_at, updated_at)
-               VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+                mini_path, created_at, updated_at,
+                strategy_type, pool, max_pool, benchmark)
+               VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
             (
                 account.get("name", "live"),
                 account.get("account", ""),
@@ -106,6 +122,10 @@ def save_account(db_path: str, account: dict[str, Any]) -> int:
                 int(account.get("init_wait_sec", 60)),
                 account.get("mini_path", ""),
                 _now(), _now(),
+                account.get("strategy_type", "cta"),
+                account.get("pool", ""),
+                int(account.get("max_pool", 0) or 0),
+                account.get("benchmark", ""),
             ),
         )
         conn.commit()

sanguo_live/runner.py

@@ -18,6 +18,7 @@ from __future__ import annotations
 import logging
 import os
 import signal
+import subprocess
 import sys
 import time
 from datetime import datetime
@@ -339,6 +340,61 @@ def _stop_engine(engine: LiveTradingEngine) -> None:
             logger.warning("[supervisor] engine.close 异常: %s", e)
 
 
+def _portfolio_env_for(account_row: dict[str, Any], db_path: str) -> dict[str, str]:
+    """live_accounts 行(组合实盘) → runner_live 子进程 env。
+
+    独立成函数便于单测(env 映射是组合实盘的唯一契约)。
+    """
+    return {
+        "SANGUO_QMT_ACCOUNT": account_row.get("account", ""),
+        "SANGUO_QMT_PATH": account_row.get("mini_path", ""),
+        "SANGUO_LIVE_STRATEGY": account_row.get("strategy_class", "all_weather"),
+        "SANGUO_LIVE_MAX_POOL": str(account_row.get("max_pool", 30) or 30),
+        "SANGUO_LIVE_BENCHMARK": account_row.get("benchmark", "000300.XSHG"),
+        "SANGUO_LIVE_CASH": str(account_row.get("initial_capital", 1_000_000)),
+        "SANGUO_LIVE_DB": db_path,
+        "SANGUO_LIVE_ACCOUNT_ID": str(account_row.get("id", "")),
+    }
+
+
+def _start_portfolio_subprocess(
+    account_row: dict[str, Any], db_path: str
+) -> subprocess.Popen:
+    """组合实盘 = 独立子进程跑 bullet_trade LiveEngine(asyncio,与 supervisor 隔离)。"""
+    import json as _json
+
+    env = {**os.environ, **_portfolio_env_for(account_row, db_path)}
+    # setting JSON 里的额外参数(max_pool/benchmark 覆盖)并入 env
+    try:
+        setting = _json.loads(account_row.get("setting") or "{}")
+        if setting.get("max_pool") is not None:
+            env["SANGUO_LIVE_MAX_POOL"] = str(setting["max_pool"])
+        if setting.get("benchmark"):
+            env["SANGUO_LIVE_BENCHMARK"] = str(setting["benchmark"])
+    except (ValueError, TypeError):
+        pass
+    logger.info("[supervisor] 拉起组合实盘子进程 (account=%s strategy=%s)",
+                account_row.get("id"), env.get("SANGUO_LIVE_STRATEGY"))
+    return subprocess.Popen(
+        [sys.executable, "-m", "sanguo_portfolio.runner_live"],
+        env=env,
+    )
+
+
+def _stop_portfolio_subprocess(proc: subprocess.Popen) -> None:
+    """terminate → 等待 → kill 兜底。"""
+    proc.terminate()
+    try:
+        proc.wait(timeout=10)
+    except subprocess.TimeoutExpired:
+        logger.warning("[supervisor] 组合实盘子进程未在 10s 内退出,kill")
+        proc.kill()
+        try:
+            proc.wait(timeout=5)
+        except subprocess.TimeoutExpired:
+            pass
+
+
 def run_supervisor(
     db_path: str | None = None,
     poll_interval_sec: float = 5.0,
@@ -353,6 +409,8 @@ def run_supervisor(
     信号(SIGINT/SIGTERM)→ 停所有 engine 后退出。
 
     MVP:每实例一个 engine,表结构支持多行(多实例同时跑只是内存多 engine)。
+    组合实盘(strategy_type='portfolio')走子进程 ``sanguo_portfolio.runner_live``
+    (bullet_trade LiveEngine 是 asyncio 事件循环,与 supervisor 轮询线程模型隔离)。
     """
     from sanguo_live.persistence import (
         init_db, list_running_accounts, get_account,
@@ -369,6 +427,7 @@ def run_supervisor(
                 db, poll_interval_sec, snapshot_interval_sec)
 
     engines: dict[int, LiveTradingEngine] = {}
+    portfolio_procs: dict[int, subprocess.Popen] = {}
     stop_flag = {"stop": False}
 
     def _shutdown(signum: int, frame: Any) -> None:
@@ -387,11 +446,18 @@ def run_supervisor(
         now = time.time()
         # 1) 同步 status
         running_ids = {r["id"] for r in list_running_accounts(db)}
-        # 启动新 running
-        for aid in running_ids - engines.keys():
+        # 启动新 running(CTA=进程内 engine;组合=子进程)
+        for aid in running_ids - engines.keys() - portfolio_procs.keys():
             acc = get_account(db, aid)
             if not acc:
                 continue
+            if (acc.get("strategy_type") or "cta") == "portfolio":
+                try:
+                    portfolio_procs[aid] = _start_portfolio_subprocess(acc, db)
+                except Exception as e:  # noqa: BLE001
+                    logger.error("[supervisor] 起组合实盘失败 (account=%s): %s", aid, e)
+                    update_account_status(db, aid, "stopped", str(e))
+                continue
             try:
                 eng = _start_engine_for_account(acc)
                 _register_trade_handler(eng, aid, db)
@@ -404,6 +470,16 @@ def run_supervisor(
         for aid in list(engines.keys() - running_ids):
             logger.info("[supervisor] 停止 engine (account=%s)", aid)
             _stop_engine(engines.pop(aid))
+        for aid in list(portfolio_procs.keys() - running_ids):
+            logger.info("[supervisor] 停止组合实盘子进程 (account=%s)", aid)
+            _stop_portfolio_subprocess(portfolio_procs.pop(aid))
+        # 组合子进程崩溃检测:退出即标 stopped(rc 写进 error_msg)
+        for aid, proc in list(portfolio_procs.items()):
+            rc = proc.poll()
+            if rc is not None:
+                logger.error("[supervisor] 组合实盘子进程退出 (account=%s rc=%s)", aid, rc)
+                portfolio_procs.pop(aid)
+                update_account_status(db, aid, "stopped", f"runner_live 退出 rc={rc}")
 
         # 2) 定时 snapshot
         if now - last_snapshot >= snapshot_interval_sec:
@@ -418,4 +494,8 @@ def run_supervisor(
         logger.info("[supervisor] 退出清理 (account=%s)", aid)
         _stop_engine(eng)
     engines.clear()
+    for aid, proc in portfolio_procs.items():
+        logger.info("[supervisor] 退出清理组合实盘 (account=%s)", aid)
+        _stop_portfolio_subprocess(proc)
+    portfolio_procs.clear()
     logger.info("[supervisor] 已退出")

sanguo_portfolio/live_strategy.py

@@ -0,0 +1,85 @@
+"""组合策略实盘适配文件(bullet_trade LiveEngine 加载的聚宽风格 strategy_file)。
+
+bullet_trade 0.9.x LiveEngine 只认策略文件:本文件 ``initialize(context)`` 里把
+sanguo_portfolio 的 StrategyTemplate 策略挂到 run_daily/run_monthly 定时器,
+下单走 bullet_trade 顶层 API(live 模式自动路由 LiveEngine → QmtBroker)。
+
+配置从 env 读(supervisor 注入,或手动 set 后直跑 ``python -m sanguo_portfolio.runner_live``):
+
+    SANGUO_LIVE_STRATEGY   all_weather / momentum_timing / value_selection / small_cap
+    SANGUO_LIVE_MAX_POOL   选股池上限(默认 30)
+
+数据 provider 由 runner_live ``set_data_provider`` 先行注入(miniQMT live 模式)。
+"""
+from __future__ import annotations
+
+import logging
+import os
+
+logger = logging.getLogger(__name__)
+
+
+def _build_live_strategy(provider):
+    """env 配置 → StrategyTemplate 实例(对齐 runner_backtest._build_strategy)。"""
+    from sanguo_portfolio.strategies import (
+        AllWeatherConfig, AllWeatherStrategy,
+        MomentumTimingConfig, MomentumTimingStrategy,
+        SmallCapConfig, SmallCapStrategy,
+        ValueSelectionConfig, ValueSelectionStrategy,
+    )
+
+    name = os.environ.get("SANGUO_LIVE_STRATEGY", "all_weather")
+    max_pool = int(os.environ.get("SANGUO_LIVE_MAX_POOL", "30") or 30)
+    factories = {
+        "all_weather": lambda: AllWeatherStrategy(
+            provider=provider, config=AllWeatherConfig(max_pool=max_pool)),
+        "momentum_timing": lambda: MomentumTimingStrategy(
+            provider=provider, config=MomentumTimingConfig(max_pool=max_pool)),
+        "value_selection": lambda: ValueSelectionStrategy(
+            provider=provider, config=ValueSelectionConfig(max_pool=max_pool)),
+        "small_cap": lambda: SmallCapStrategy(
+            provider=provider, config=SmallCapConfig(max_pool=max_pool)),
+    }
+    if name not in factories:
+        raise ValueError(
+            f"未知 SANGUO_LIVE_STRATEGY: {name}"
+            f"(支持: {' / '.join(factories)})"
+        )
+    return factories[name]()
+
+
+def initialize(context):
+    """LiveEngine 启动时回调:挂策略 + 定时器 + 费用滑点。"""
+    from bullet_trade.core.api import (  # type: ignore
+        order_target_value as bt_otv,
+        order_value as bt_ov,
+        set_order_cost, set_slippage,
+    )
+    from bullet_trade.core.settings import (  # type: ignore
+        OrderCost, FixedSlippage, set_option as bt_set_option,
+    )
+    from bullet_trade.data.api import get_data_provider  # type: ignore
+
+    from sanguo_portfolio.runner_backtest import _register_schedule
+    from sanguo_portfolio.strategies.all_weather import BrokerFacade
+
+    strategy = _build_live_strategy(get_data_provider())
+    _register_schedule(strategy)
+    # broker 注入(与回测同构):下单委托 bullet_trade 顶层 API,live 下路由 engine
+    strategy.broker = BrokerFacade(
+        order_target_value=lambda c, v: bt_otv(c, v),
+        order_value=lambda c, v: bt_ov(c, v),
+        set_option=lambda k, v: bt_set_option(k, v),
+    )
+    # A 股费用 + 滑点(与回测默认一致)
+    set_order_cost(
+        OrderCost(
+            open_tax=0.0, close_tax=0.001,
+            open_commission=0.0003, close_commission=0.0003,
+            min_commission=5.0,
+        ),
+        type="stock",
+    )
+    set_slippage(FixedSlippage(value=0.001))
+    strategy.initialize(context)
+    logger.info("live strategy 已挂载: %s", type(strategy).__name__)

sanguo_portfolio/runner_live.py

@@ -1,13 +1,22 @@
-"""全天候策略实盘入口(VPS Windows / miniQMT 直连)。
+"""组合策略实盘入口(VPS Windows / miniQMT 直连)——bullet_trade 0.9.2 LiveEngine。
 
-**实盘就绪,但需在交易日+miniQMT 连接下首次跑**。
+supervisor(``sanguo_live.runner.run_supervisor``) 对 strategy_type='portfolio' 的
+live_accounts 行以**子进程**方式拉起本模块,env 传参:
 
-用法:
-    set DEFAULT_DATA_PROVIDER=miniqmt
-    set MINIQMT_MARKET=SH
+    SANGUO_QMT_ACCOUNT / SANGUO_QMT_PATH     miniQMT 交易账号 / userdata_mini 路径
+    SANGUO_LIVE_STRATEGY / _MAX_POOL / _BENCHMARK    组合策略配置
+    SANGUO_LIVE_CASH                          初始资金(engine NAV 基准)
+    SANGUO_LIVE_DB / SANGUO_LIVE_ACCOUNT_ID   快照落库目标(缺省不落)
+
+手动用法(交易日 + miniQMT 连接下):
+    set SANGUO_QMT_ACCOUNT=66639661
     python -m sanguo_portfolio.runner_live
 
 不在 Mac 跑(Mac 无 xtquant/miniQMT 客户端)。
+
+历史注记:0.2 之前的 bullet_trade LiveEngine 接受 ``initialize=/broker=`` 直传,
+0.9.x 改为 strategy_file + broker_factory——本模块即按新 API 装配,策略逻辑在
+``sanguo_portfolio/live_strategy.py``(适配文件)。
 """
 from __future__ import annotations
 
@@ -16,10 +25,15 @@ import os
 os.environ.setdefault("DEFAULT_DATA_PROVIDER", "miniqmt")
 
 import logging
+import threading
+import time
+from pathlib import Path
 from typing import Any, Dict
 
 logger = logging.getLogger(__name__)
 
+ADAPTER_FILE = Path(__file__).resolve().parent / "live_strategy.py"
+
 
 def build_provider(provider_config: Dict[str, Any] | None = None) -> Any:
     """构造 live 模式的 SanguoMiniQmtProvider。"""
@@ -31,73 +45,94 @@ def build_provider(provider_config: Dict[str, Any] | None = None) -> Any:
     return SanguoMiniQmtProvider(cfg)
 
 
-def build_broker_facade() -> Any:
-    """实盘 BrokerFacade:委托 bullet_trade 顶层聚宽风格 API + QmtBroker。"""
-    from .strategies.all_weather import BrokerFacade
-    from bullet_trade.core.api import (  # type: ignore
-        order_target_value as bt_otv,
-        order_value as bt_ov,
-        set_benchmark, set_option, set_slippage, set_order_cost,
-        run_daily, run_monthly,
-    )
+def live_env() -> Dict[str, str]:
+    """解析 env 实盘配置(带默认值)。独立出来便于单测。"""
+    return {
+        "strategy": os.environ.get("SANGUO_LIVE_STRATEGY", "all_weather"),
+        "max_pool": os.environ.get("SANGUO_LIVE_MAX_POOL", "30"),
+        "benchmark": os.environ.get("SANGUO_LIVE_BENCHMARK", "000300.XSHG"),
+        "cash": os.environ.get("SANGUO_LIVE_CASH", "1000000"),
+        "account": os.environ.get("SANGUO_QMT_ACCOUNT", ""),
+        "mini_path": (os.environ.get("SANGUO_QMT_PATH")
+                      or r"C:\国金QMT交易端模拟\userdata_mini"),
+        "db": os.environ.get("SANGUO_LIVE_DB", ""),
+        "account_id": os.environ.get("SANGUO_LIVE_ACCOUNT_ID", ""),
+    }
 
-    return BrokerFacade(
-        order_target_value=lambda c, v: bt_otv(c, v),
-        order_value=lambda c, v: bt_ov(c, v),
-        set_benchmark=set_benchmark,
-        set_option=set_option,
-        set_slippage=set_slippage,
-        set_order_cost=set_order_cost,
-        run_daily=run_daily,
-        run_monthly=run_monthly,
-    )
+
+def _snapshot_loop(engine: Any, db: str, account_id: int,
+                   interval_sec: float = 60.0) -> None:
+    """后台线程:把 engine 组合快照落 live_positions/live_balance(供 API 读)。
+
+    LiveEngine 的账户/持仓由 broker 同步进 context.portfolio(LivePortfolioProxy),
+    这里只读转储;任何异常只 warning 不中断(engine 主循环不受影响)。
+    """
+    from datetime import datetime
+
+    from sanguo_live.persistence import save_balance, save_positions
+
+    while True:
+        time.sleep(interval_sec)
+        try:
+            portfolio = engine.context.portfolio
+            positions: Dict[str, Dict[str, Any]] = {}
+            for sym, pos in (getattr(portfolio, "positions", None) or {}).items():
+                vol = int(getattr(pos, "total_amount", 0) or 0)
+                if vol <= 0:
+                    continue
+                positions[str(sym)] = {
+                    "volume": float(vol),
+                    "frozen": float(vol - int(getattr(pos, "closeable_amount", vol) or 0)),
+                    "avg_price": float(getattr(pos, "avg_cost", 0) or 0),
+                }
+            save_positions(db, account_id, positions)
+            cash = float(getattr(portfolio, "available_cash", 0) or 0)
+            total = float(getattr(portfolio, "total_value", 0) or 0)
+            save_balance(
+                db, account_id, datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
+                cash, market_value=max(total - cash, 0.0), total=total,
+            )
+        except Exception as e:  # noqa: BLE001
+            logger.warning("[live-snapshot] 落库失败 (account=%s): %s", account_id, e)
 
 
 def run_live(provider_config: Dict[str, Any] | None = None) -> None:
-    """启动 LiveEngine + AllWeatherStrategy。
-
-    LiveEngine 负责驱动 scheduler(context.current_dt 推进)和下单路由。
-    我们负责把 provider/broker 注入 AllWeatherStrategy。
-    """
+    """装配 LiveEngine(strategy_file=适配文件 + QmtBroker)并 run(阻塞)。"""
     from bullet_trade.core.live_engine import LiveEngine  # type: ignore
     from bullet_trade.data.api import set_data_provider  # type: ignore
     from bullet_trade.broker.qmt import QmtBroker  # type: ignore
 
-    from .strategies import AllWeatherConfig, AllWeatherStrategy
-
-    provider = build_provider(provider_config)
-    set_data_provider(provider)
-
-    broker_facade = build_broker_facade()
-    strategy = AllWeatherStrategy(
-        provider=provider,
-        broker=broker_facade,
-        config=AllWeatherConfig(),
-    )
-
-    def initialize(context):
-        strategy.initialize(context)
-
-    # QmtBroker 需要 account_id + data_path(miniQMT userdata_mini)。
-    # 从 env 读(与 sanguo_live 约定一致),缺 account 拒绝启动避免误下单。
-    account = os.environ.get("SANGUO_QMT_ACCOUNT", "")
-    mini_path = (os.environ.get("SANGUO_QMT_PATH")
-                 or r"C:\国金QMT交易端模拟\userdata_mini")
-    if not account:
+    cfg = live_env()
+    if not cfg["account"]:
         raise RuntimeError(
             "缺 SANGUO_QMT_ACCOUNT(miniQMT 交易账号),实盘无法启动。"
             "设 set SANGUO_QMT_ACCOUNT=66639661 后重试。"
         )
-    broker = QmtBroker(account_id=account, data_path=mini_path)
-    logger.info("QmtBroker 装配 account=%s data_path=%s", account, mini_path)
 
-    # 小资金 1e6 起步,等交易日观察(9:05 prepare / 月初 9:30 monthly / 14:00 stop_loss)
+    provider = build_provider(provider_config)
+    set_data_provider(provider)
+
+    broker = QmtBroker(account_id=cfg["account"], data_path=cfg["mini_path"])
+    logger.info("QmtBroker 装配 account=%s data_path=%s", cfg["account"], cfg["mini_path"])
+
     engine = LiveEngine(
-        initialize=initialize,
-        initial_cash=1_000_000.0,
-        broker=broker,
+        ADAPTER_FILE,
+        broker_factory=lambda: broker,
     )
-    logger.info("AllWeather live engine 启动,等交易日触发 monthly_adjustment")
+    logger.info(
+        "组合 live engine 启动: strategy=%s max_pool=%s benchmark=%s cash=%s",
+        cfg["strategy"], cfg["max_pool"], cfg["benchmark"], cfg["cash"],
+    )
+
+    # 快照落库(supervisor 注入 db+account_id 时才开)
+    if cfg["db"] and cfg["account_id"]:
+        t = threading.Thread(
+            target=_snapshot_loop,
+            args=(engine, cfg["db"], int(cfg["account_id"])),
+            daemon=True, name="live-snapshot",
+        )
+        t.start()
+
     engine.run()
 
 

tests/api/test_portfolio_live.py

@@ -0,0 +1,143 @@
+"""Tests for 组合策略实盘(R3-1): live_accounts 组合列 + create 路由 + supervisor env 映射。
+
+runner_live 的引擎装配依赖 miniQMT/VPS,不在单测范围;这里测的是
+「web 建组合实盘 → DB 字段落对 → supervisor 能翻译出正确 env」这条契约链。
+直调路由函数风格与 test_paper_lifecycle.py 一致(免 auth)。
+"""
+import sqlite3
+
+import pytest
+
+from sanguo_api import routes_live as rl
+from sanguo_live import persistence as live_persistence
+from sanguo_live import runner as live_runner
+
+
+@pytest.fixture()
+def live_db(tmp_path):
+    db = str(tmp_path / "live.db")
+    rl.set_db_path(db)
+    return db
+
+
+def _create_portfolio(db, **kw):
+    req = rl.LiveCreateRequest(
+        name=kw.get("name", "组合实盘1"), account=kw.get("account", "66639661"),
+        strategy_name=kw.get("strategy_name", "portfolio_all_weather"),
+        strategy_type="portfolio", strategy_class=kw.get("strategy_class", "all_weather"),
+        pool=kw.get("pool", "hs300_subset"), max_pool=kw.get("max_pool", 30),
+        benchmark=kw.get("benchmark", "000300.XSHG"),
+        initial_capital=kw.get("initial_capital", 500000),
+    )
+    return rl.create_live(req)["account_id"]
+
+
+def test_save_account_portfolio_fields(live_db):
+    aid = live_persistence.save_account(live_db, {
+        "name": "portfolio-live", "account": "66639661",
+        "strategy_class": "all_weather", "strategy_name": "portfolio_all_weather",
+        "strategy_type": "portfolio", "pool": "hs300_subset",
+        "max_pool": 30, "benchmark": "000300.XSHG",
+        "status": "running", "vt_symbol": "hs300_subset",
+    })
+    acc = live_persistence.get_account(live_db, aid)
+    assert acc["strategy_type"] == "portfolio"
+    assert acc["pool"] == "hs300_subset"
+    assert acc["max_pool"] == 30
+    assert acc["benchmark"] == "000300.XSHG"
+
+
+def test_init_db_migrates_old_live_accounts(tmp_path):
+    """旧库(无组合列)init_db 后补列且默认 cta。"""
+    db = str(tmp_path / "old.db")
+    old_schema = """
+    CREATE TABLE live_accounts (
+        id INTEGER PRIMARY KEY AUTOINCREMENT, name TEXT, account TEXT,
+        vt_symbol TEXT, strategy_class TEXT, strategy_name TEXT, setting TEXT,
+        status TEXT, interval TEXT, initial_capital REAL,
+        connect_wait_sec INTEGER, init_wait_sec INTEGER, mini_path TEXT,
+        error_msg TEXT, created_at TEXT, updated_at TEXT
+    );
+    """
+    with sqlite3.connect(db) as conn:
+        conn.executescript(old_schema)
+        conn.execute("INSERT INTO live_accounts (name, status) VALUES ('old', 'stopped')")
+    live_persistence.init_db(db)
+    acc = live_persistence.get_account(db, 1)
+    assert acc["strategy_type"] == "cta"  # ALTER DEFAULT 生效于旧行
+
+
+def test_create_portfolio_live(live_db):
+    aid = _create_portfolio(live_db)
+    acc = live_persistence.get_account(live_db, aid)
+    assert acc["strategy_type"] == "portfolio"
+    assert acc["vt_symbol"] == "hs300_subset"  # 组合行 vt_symbol=池名
+    assert acc["interval"] == "d"
+    assert acc["status"] == "stopped"
+
+
+def test_create_portfolio_rejects_empty_strategy(live_db):
+    with pytest.raises(Exception):
+        _create_portfolio(live_db, strategy_class="")
+
+
+def test_create_cta_defaults_unchanged(live_db):
+    req = rl.LiveCreateRequest(account="66639661", strategy_name="dm1")
+    aid = rl.create_live(req)["account_id"]
+    acc = live_persistence.get_account(live_db, aid)
+    assert acc["strategy_type"] == "cta"
+    assert acc["interval"] == "15m"
+    assert acc["vt_symbol"] == "600000.SSE"
+
+
+def test_portfolio_env_mapping():
+    """live_accounts 行 → runner_live env(env 是组合实盘唯一参数契约)。"""
+    acc = {
+        "id": 7, "account": "66639661", "mini_path": r"C:\qmt\userdata_mini",
+        "strategy_class": "value_selection", "max_pool": 20,
+        "benchmark": "000905.XSHG", "initial_capital": 2_000_000,
+    }
+    env = live_runner._portfolio_env_for(acc, "live.db")
+    assert env["SANGUO_QMT_ACCOUNT"] == "66639661"
+    assert env["SANGUO_QMT_PATH"] == r"C:\qmt\userdata_mini"
+    assert env["SANGUO_LIVE_STRATEGY"] == "value_selection"
+    assert env["SANGUO_LIVE_MAX_POOL"] == "20"
+    assert env["SANGUO_LIVE_BENCHMARK"] == "000905.XSHG"
+    assert env["SANGUO_LIVE_CASH"] == "2000000"
+    assert env["SANGUO_LIVE_DB"] == "live.db"
+    assert env["SANGUO_LIVE_ACCOUNT_ID"] == "7"
+
+
+def test_runner_live_env_defaults(monkeypatch):
+    """runner_live.live_env 带默认值(手动跑不传参也不炸)。"""
+    from sanguo_portfolio import runner_live
+    for k in ("SANGUO_LIVE_STRATEGY", "SANGUO_LIVE_MAX_POOL", "SANGUO_LIVE_BENCHMARK",
+              "SANGUO_LIVE_CASH", "SANGUO_QMT_ACCOUNT", "SANGUO_QMT_PATH",
+              "SANGUO_LIVE_DB", "SANGUO_LIVE_ACCOUNT_ID"):
+        monkeypatch.delenv(k, raising=False)
+    cfg = runner_live.live_env()
+    assert cfg["strategy"] == "all_weather"
+    assert cfg["max_pool"] == "30"
+    assert cfg["benchmark"] == "000300.XSHG"
+    assert cfg["account"] == ""  # 空 → run_live 拒绝启动(防误下单)
+
+
+def test_live_strategy_adapter_builds_all_strategies(monkeypatch):
+    """适配文件的策略工厂:env → StrategyTemplate(4 策略各识别一次)。"""
+    from sanguo_portfolio import live_strategy
+
+    class _FakeProvider:
+        pass
+
+    for name, cls_name in (
+        ("all_weather", "AllWeatherStrategy"),
+        ("momentum_timing", "MomentumTimingStrategy"),
+        ("value_selection", "ValueSelectionStrategy"),
+        ("small_cap", "SmallCapStrategy"),
+    ):
+        monkeypatch.setenv("SANGUO_LIVE_STRATEGY", name)
+        s = live_strategy._build_live_strategy(_FakeProvider())
+        assert type(s).__name__ == cls_name
+    monkeypatch.setenv("SANGUO_LIVE_STRATEGY", "nope")
+    with pytest.raises(ValueError):
+        live_strategy._build_live_strategy(_FakeProvider())