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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]
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This commit is contained in:
Claude Dev
2026-08-13 19:57:23 +08:00
parent baaa459481
commit fd0b9d0c36
9 changed files with 640 additions and 139 deletions
Download Patch File Download Diff File Expand all files Collapse all files
frontend/src/api/live.ts
+9
View File
@@ -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
+4 -1
View File
@@ -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
+188 -76
View File
@@ -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>