 claude_dev
|
a487192ed6
|
docs(audit): 10-01 两轮审计修复验收报告入库——P0 7/7 闭环+P1 15 修/9 分域待处置, 2418 测试复跑绿 [nas]
CI/CD / test (push) Successful in 48s
CI/CD / nas-deploy (push) Successful in 7s
CI/CD / nas-verify (push) Successful in 11s
|
2026-10-03 14:28:36 +08:00 |
|
|
claude_dev
|
99bc80121f
|
docs(audit): P0-4 重跑偏差报告——15.48% 验收数字作废, 前视正超额坐实为幻 [nas]
CI/CD / test (push) Successful in 46s
CI/CD / nas-deploy (push) Successful in 2s
CI/CD / nas-verify (push) Successful in 7s
NAS 一次性容器同窗同参(2022-01-01~2024-12-31 max-pool 50)双 rc=0:
all_weather −27.49%/夏普−0.61/回撤−34.19%(vs 7月锚 15.48%/+0.04/−23.25%,
偏移−42.97pp 主因=前视移除, 锚另叠 0.001 税+现金定寸两层小项);
momentum_timing −50.06%/−0.52=首个无前视基线(无历史锚)。健全性全绿
(previous_date 缺失 0/数据失败 0/信号节律健康)。实盘零影响不变。
处置档 §5.5 收口=P0-4 全链闭环。
Co-Authored-By: Claude Code <reply@anthropic.com>
|
2026-10-02 14:32:33 +08:00 |
|
|
claude_dev
|
6251451a76
|
fix(strategy): P0-4 动量/全天候回测前视修复——9:30/14:00 决策取数上界统一 T-1(方案a) [vps]
CI/CD / test (push) Successful in 44s
CI/CD / nas-deploy (push) Successful in 0s
CI/CD / nas-verify (push) Successful in 9s
momentum_timing handle_data 入口换锚 data_date=previous_date: panel 预取/牛熊
分界/成份池/取强舍弱/均线选股/RPS/涨跌停 8 调用点统一传 T-1, pre_date 锚同步;
None 守卫=警告跳过保仓(small_cap 同款)。all_weather monthly(9:30) 判板
current_dt→previous_date, stop_loss(14:00) now_time→prev_date(缺失跳过涨停
观察)。回测不再吃当日未发生的收盘价(10-01 审计 P0-4 本体); VPS 影子盘中当日
bar 未写本就落 T-1=实盘零行为变化, 对齐 small_cap/value/factor_topn 范式。
helper 内部零改动(全经参数传入); _ex 副本已删免二遍修。
测试: 新增 test_decision_date_bound.py(TDD 红→绿钉三面: momentum 全链上界/
all_weather 两处判板); test_handle_data_uses_current_dt_not_today 原断言钉的
正是前视行为, 按新语义更新(日期来自 context 非真实今天, 上界=previous_date)。
8 目录 2495 passed。重跑重评(momentum/all_weather 同窗偏差报告+15.48%夏普
重评)待执行, 见处置档 §5.4/§5.5。
Co-Authored-By: Claude Code <reply@anthropic.com>
|
2026-10-02 08:42:36 +08:00 |
|
|
claude_dev
|
ca8673e031
|
refactor(strategy): P1-13 删除 TET Phase2 _ex 四副本——退役链收官 [vps]
CI/CD / test (push) Successful in 44s
CI/CD / nas-deploy (push) Successful in 3s
CI/CD / nas-verify (push) Successful in 9s
前置已毕: 四实例(57/60/61/62) 10-01 16:08 停退(infra UPDATE stopped + supervisor
自收割), 10-02 08:05 morn 班 engines_expected/actual/no_restart 三绿 3/3,
vps_count_engines SHADOW=3 亲核 → 文件头自述的 Phase 3 删除授权生效。
本波: 删 4 文件 + live_strategy 工厂表 4 项 + strategies/__init__ 导出 +
runner_backtest choices/分发 4 支/_register_schedule isinstance 五处 +
前端标签表/回测下拉 4 选项 + 测试五回退(value_selection 空名单守卫 parametrize/
sizing 双列 parametrize/portfolio_live 工厂例/live_reconcile 3 标签/
routes_strategy 白名单示例换在册名)。provider get_*_ex strict 接口保留
(TET 契约); paper_accounts 四 stopped 行保留(手工重启得干净 ValueError)。
档随码走: joinquant SUMMARY 产出清单行闭环 + audit 处置档 §四.1 执行闭环
(工序两坑: 守卫列=strategies 非 name; 只 UPDATE 勿先 kill)。
本地 CI 同款 8 目录 2486 passed。
Co-Authored-By: Claude Code <reply@anthropic.com>
|
2026-10-02 08:34:34 +08:00 |
|
|
claude_dev
|
1284ce7bd2
|
docs(audit): strategy域10-01两轮审计处置记录——10项全处置(修7/评估2/延期有据1+data转呈件采纳); P1-9十五点位印花税对齐+生产行核对项; P1-13 Phase3删除方案(先代读核实在册实例); P0-4前视全评估(三上下文语义漂移矩阵+方案a推荐+重验证义务+P1-13先行时序); P2-2滑点需reconcile标定/P2-5并infra P1-2同主题 [nas] [no-doc]
CI/CD / test (push) Successful in 37s
CI/CD / nas-deploy (push) Successful in 2s
CI/CD / nas-verify (push) Successful in 10s
Co-Authored-By: Claude Code <noreply@anthropic.com>
|
2026-10-01 09:28:43 +08:00 |
|
|
claude_dev
|
4ebbd434a6
|
docs(archive): 过期文档归档波——14 件墓碑+台账补全+两轮审计报告入库 [nas]
- 归档 12 件(git mv 保历史,audit/20261001_docs_audit/ §2.1 判定):
deployment/{vps-native-brain,windows-bridge-setup,d-phase-windows-deploy,README}
(miniQMT/FastAPI-bridge 退役架构,09-08)+vps-deploy-pending(一次性任务使命
终结)+specs/phase3b-vue(里程碑已兑现)+plans/{phase3c-paper-trading,
backtest-result-page,strategy-management-backend,factor-batch1}(已完成/被
实态推翻)+design/provider-mcp-expose(未实施行号全失效)+research/README
(死模板)
- 原位墓碑 2 件: sanguo_qmt_bridge/README(包内保留,运维语义退役)+
CHANGELOG(冻结,变更历史以 git log 为准)
- 台账: audit/README 补 5 波次表+状态列+固定安全清单约定(每波必查凭据/
鉴权面/CI 门禁 diff——历轮审计系统性盲区,docs_audit §5.2);docs/README
索引对齐归档后实态(+design/audit 行)
- 审计报告入库: 20260927_commit_docs_consistency+20261001_architecture_
code_audit+20261001_docs_audit 三目录
Co-Authored-By: Claude Code <notify@anthropic.com>
|
2026-10-01 09:08:29 +08:00 |
|