 claude_dev
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f0e9860316
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feat(api): 因子批量评估四端点(runs/leaderboard/detail/submit)+orchestrator任务接线——leaderboard服务端扁平化排序,worker落factor_eval.db+任务中心摘要 [vps]
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2026-08-25 00:31:12 +08:00 |
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claude_dev
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256820d36f
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feat(strategy): 策略实例做实P0+P1+策略库A+B混合布局(spec§12.6定稿)——实例=策略档案:①绑定:paper/live账户+回测任务加instance_id(paper_accounts/live_accounts ALTER迁移),发起即建档(无档案自动建),绑已有档案时D1发起快照(账户用档案参数复印件)②回写:事件型(回测_on_done/回放线程)落盘update_instance_run;持续型(实走/影子/实盘)读时聚合_instance_runtime(四格覆盖+在跑账户+漂移检测)③D2/D3同步:POST /paper/sync/{id}批量刷运行中模拟账户(实走+影子锁死一致),实盘不在线改参④D5删除保护409⑤P1全景:GET instances/{id}/overview(全部运行账户+净值尾部+合并持仓归因)收编挂起项「按实例归因持仓」⑥前端:策略库重做A+B混合(统计条+在跑巡检模式+左栏代码树中文主显/文件副行+档案区漂移角标/同步/全景;STRATEGY_LABELS抽共享常量),InstanceOverview抽屉(echarts净值对比+归因持仓表),模拟盘/实盘表单加实例档案下拉(选中预填+绑定,路由?instance=直进);mock层enriched/sync/overview(路由序enriched先于{id});+7绑定测试,921绿,build绿,dev浏览器验收过 [vps]
CI/CD / test (push) Successful in 14s
CI/CD / nas-deploy (push) Successful in 52s
CI/CD / nas-verify (push) Successful in 17s
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2026-08-15 22:39:05 +08:00 |
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claude_dev
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4ad505434b
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feat(backtest): 个股回测接入费用(cfg通道)+slippage+benchmark放宽至4基准 [vps]
CI/CD / test (push) Successful in 11s
CI/CD / nas-deploy (push) Successful in 25s
CI/CD / nas-verify (push) Successful in 9s
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2026-08-12 23:56:14 +08:00 |
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claude_dev
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43b6a58ba7
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feat(backtest): 支持5m/15m周期回测(ashare适配绕vnpy Interval enum)
ashare_engine override load_data: 5m/15m 直查 dbbardata 转 BarData(MINUTE),
绕过 vnpy Interval enum 限制(原生只认 d/1h/1m)。cta_engine +interval 参数,
5m/15m 映射 MINUTE 过父类校验。api(schema/routes)+orchestrator 透传 interval。
顺带修 cta_engine DB路径污染(yaml NAS路径在Win VPS误解析→改读vt_setting.json)。
测试: 15m 600519一年 3888bars total_return-0.22 sharpe-2.04; 5m 11664bars; 日线未回归(237bars)。
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2026-07-18 18:45:24 +08:00 |
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claude_dev
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8d55e414fa
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fix(backtest): A股适配层—定寸/做空拦截/真实费用/口径统一(Phase1+2)
审计发现包装层系统性失真(2 CRITICAL+7 HIGH)，vnpy底座可信但A股场景未适配：
- C1 定寸: engine.size=N(满仓手数)，策略volume=1手=N股，开平对称(pos归零)
- C2 做空拦截: SHORT+OPEN拒单，long-only，SHORT+CLOSE平多允许
- H3 A股费用: AShareDailyResult重算(佣金保底5元/印花税卖方/过户费沪市)
- H4 收益口径: simple return从balance算(不再用vnpy log return喂empyrical)
- H5+口径: benchmark ffill对齐不缩样本; sizing_shares_per_lot暴露
- H7 退化检测: 零成交/空数据标degenerate不静默done
- H8 task_id: optimize/factor用uuid4(原id()内存地址)
- 静默except改warning
验证: 容器内真实vnpy DoubleMa 600000 2022-2024, total_return 1e-6→42.3%,
end_balance 100万→142万, SHORT+OPEN成交0笔, N=7800股/手.
22 backtest测试全绿(含集成测试), API健康200.
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2026-07-12 23:39:45 +08:00 |
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claude_dev
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304844903c
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feat(api): 回测结果API加relative_metrics+基准曲线/风险序列/持仓/日志4端点
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2026-07-11 13:48:23 +08:00 |
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claude_dev
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0f894c8415
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feat(api): 轻量 FastAPI 5 路由（无 JWT/WS/前端）
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2026-07-06 11:38:15 +08:00 |
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