sanguo/sanguo_vnpy_v2
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16 Commits

Author SHA1 Message Date
claude_dev faac90c6ce fix(factor): VPS日度wrapper registry对齐运行副本——10-10错位修正漏了本件(仍指config种子),36个decomposer因子(10-09注册)缺席10-10首班即此因;照月度wrapper同款data/+缺档自举,当晚批起全员进批;spec补实施勘误 [vps]
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2026-10-11 18:33:12 +08:00
claude_dev 299f3a27ed feat(factor): VPS 日度调度壳——wrapper 两段链+schtask 注册(XML Daily 21:30,等 xt_eod 收完);月度 wrapper registry 切运行副本(与新因子/判死同源) [vps] 2026-10-10 07:22:15 +08:00
claude_dev c8ba9ea15f fix(factor): 缺口开单权威单机制——maybe_open_gap_issue 增 host 参 vps 侧结构性拒开(NAS 单侧权威,关死双机同日竞态双开)+data_gap_check/monthly_batch CLI --host 透传+NAS sh/VPS ps1 双 wrapper 声明侧别 (审计 P3-14;runbook+因子档 §7.7) [vps] 2026-10-07 13:13:16 +08:00
claude_dev e755302d6c fix(factor): verdict_replay 补挂月度批评同班车——双 runner 加 stage(设计即同班车,runner 漏挂致 10-04 首班只在 VPS 手跑过一次;派生件不进 final rc;NAS 用 /app/data 运行副本注册表) [vps] [no-doc]
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2026-10-05 08:11:01 +08:00
claude_dev 3d20652aa9 fix(factor): 首班 VPS 修复#2——monthly_batch 补 --fund-data-dir 透传(cfg 无 static_dir 键落 NAS 默认致 fund 三因子 count=0;VPS 五域镜像在位只差路径)+wrapper 传本地 static;NAS 缺省链路本就对不受影响 [vps] [no-doc]
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Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
 2026-10-04 10:03:19 +08:00
claude_dev f478d4b408 fix(factor): 首班 NAS 二次修复——双 runner stage1 补 --report-dir 绝对路径(容器 -w /app 只读挂载下缺省相对 reports 建目录即 Errno30;VPS 侧 cwd 巧可写但显式化) [vps] [no-doc]
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2026-10-04 09:57:14 +08:00
claude_dev ff94b49372 fix(factor): 首班 VPS 修复——monthly_batch 补 --vnpy-db 透传(双机 cfg 路径各异,override 已有形参只差 argparse 接线)+wrapper 传 VPS 本地行情库;NAS 侧不受影响(路径本就对) [vps] [no-doc]
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2026-10-04 09:46:09 +08:00
claude_dev a288a34cd1 feat(pipeline): P1 部署尾节调度件——NAS runner 第一周日号闸+VPS wrapper+schtask XML 注册 [vps]
CI/CD / test (push) Successful in 36s
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CI/CD / nas-deploy (push) Successful in 10s
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- NAS run_factor_monthly.sh 补「第一个周日」日号闸(dom>7 静默退出):DSM 计划任务
  月度档只有「每月几号」,无第一个周日原生选项——调度改建每周日 09:30,闸兜底;
  已 scp -O 同步 NAS 生效位并验证(grep+bash -n)
- VPS 侧 factor_monthly_wrapper.ps1:三段同链(--host vps),eval_db/报告目录
  显式钉路径,rc 语义与 NAS 完全一致(①非零停链/②③ exit 2 按 0 聚合);ASCII-only
- register_factor_monthly_task.ps1:schtasks XML ScheduleByMonthDayOfWeek 原生
  「每月第一个周日 09:30」(ak-monthly 同款路线,zh-CN schtasks 不吃星期名组合),
  SYSTEM+不限时;vps-deploy 上文件后 ssh 跑一次即成
- runbook 7.4 条目重写为双机全景(NAS 每周日+闸/VPS XML 原生/对拍汇集口径)

Co-Authored-By: Claude Code <noreply@anthropic.com>
 2026-09-23 23:35:29 +08:00
claude_dev e330e130d4 chore(factor): P1二轮回评修缮——v1.1口径残留对齐+导入示例纠偏+replace_strict [nas] 
- composite_library docstring/测试注释: 7源/19源/fund7/all19 残留 → 6源/18源
  (7dfcaca 剔 topholder 后文档未同步,防后续按旧口径引用)
- import_runs_to_main_db 示例 --dst data_backup→data(09-08 导错库坑,
  示例即陷阱原文,加⚠️一行防再踩)
- forecast 预告类型映射 replace→replace_strict(消 398 条 DeprecationWarning,
  参数语义等价,231 测全绿)
- P1 晨报§五: 补 09-09 只读探针复核(首期 20210930/5431文件每期)+§19.10
  修订文本入档(master 侧一行改,本分支无该节)

Co-Authored-By: Claude Code <noreply@anthropic.com>
 2026-09-09 12:12:00 +08:00
claude_dev 6e719de0c6 feat(factor): top_holders预聚合一次性脚本——108,610小文件→factor_cache聚合产物 [nas] 
E13 前置: adapter 逐文件读全市场不可行,先聚合成单 parquet
(file_code/period/hold_pct/n_holders;null占比按0,坏文件名跳过,幂等--force)。
NAS 真跑已验证: 449.7s/108,610文件 → 97,836 行(skipped=4370 empty=6404)。
 2026-09-09 12:12:00 +08:00
claude_dev d748290412 feat(factor): 600519市值锚点sanity脚本——自算MV(close×股本)vs valuation总市值 [nas] 2026-09-09 12:12:00 +08:00
claude_dev 977cebb2aa feat(factor): 财务因子前端并列类别+run导入主库脚本 [nas] 
- Leaderboard.vue 类别 chips/样式映射加 fundamental(财务基本面),teal 色系
- tokens.css 新增 --teal 类别色变量(#2dd4bf,未占用色)
- import_runs_to_main_db.py:独立评估库指定 run_ids 幂等导入主库
  (INSERT OR REPLACE,列序按 dst PRAGMA 实取,写前只读预检,
  本地临时双库自测:幂等/零沾染/列序不匹配/缺失run rc=1 全过)

Co-Authored-By: Claude Code <noreply@anthropic.com>
 2026-09-08 09:31:52 +08:00
claude_dev e5ed91d755 feat(factor): run_eval CLI暴露--fund-data-dir——容器财务批可传静态域(WP1-3收尾补工) [nas] 
- --fund-data-dir default=None 透传 batch_eval;默认语义已有三层fallback:
  参数 → cfg.data_paths['static_dir'] → /volume1/stock/sanguo_vnpy_v2/data/static
  (None≠不join,CLI不传参容器内外同路径可跑财务批;量价批不含fundamental因子零开销)
- docstring补财务批用法示例(--categories fundamental)
- 验证: pytest tests/factor/ -x -q 145绿; --list-factors fundamental 列出32个

[nas]

Co-Authored-By: Claude Code <noreply@anthropic.com>
 2026-09-08 09:31:52 +08:00
claude_dev 3c24a96fa5 feat(factor): 固化因子族分析为可复用脚本 xcorr_family.py [nas] 
08-31 对 62 量价 effective 因子的 ad-hoc 族分析(12 独立源/冗余81%)固化为 CLI:
monthly_ic 两两 Pearson + |r|>=阈值连通分量成族 + 族代表=|ICIR|最大;
多 run 跨批模式额外输出异 run 配对清单(防财务批与量价批暗相关);
合成 monthly_ic 测试 4 例(含负相关同族/代表选择/跨批池化)。

Co-Authored-By: Claude Code <noreply@anthropic.com>

[nas]
 2026-09-08 09:31:51 +08:00
claude_dev 894c547297 feat(factor): 批量评估断点续跑——run_id复用+已落库因子跳过+空续跑免load直收尾;跨session CI容器重启只损失在途1因子,重挂即续 [vps] 2026-08-25 20:56:22 +08:00
claude_dev dfa4f90ecd feat(factor): 批量评估CLI——冒烟/全量/列因子,进度打印+Top15汇总表(NAS docker exec 冒烟入口) [vps] 2026-08-25 00:26:45 +08:00