Commit Graph

5 Commits

Author SHA1 Message Date
claude_dev e68c497f40 feat(live): B1全局账户监视器+qmt_account_snapshot快照表——预算制地基(多策略共享账户spec§B1)——①supervisor内daemon线程AccountMonitor:专属probe连接(session id=880811 int,远离bullet_trade的time*1000量级)60s查QMT资金+持仓,upsert单行全局快照(account主键,不挂实例,positions JSON)②账户来源三并集=sticky快照行(实例删光仍记得账号+mini_path,重建期校验不断供)<live_accounts行<config watch_accounts/env③断连自愈:asset None→关旧连接下轮重建,失败日志节流(首败WARN+每30败心跳)④零实盘实例也运行;xtquant缺失(NAS/Mac)warning后空转不炸supervisor⑤get_fresh_account_snapshot(10min过期→None)供B3预算校验fail-closed;+12测试(假xtquant注入,union/断连重建/sticky路径/过期判定);策略session在途A1修改(strategies/*+test_instance_view_isolation)不属本commit [vps] 2026-08-19 22:15:40 +08:00
claude_dev 6b07389c85 feat(strategy): 代码版本快照(§12.6补,方案B发起时快照·QuantConnect轻量版)——用户拍板:解决「实例参数有快照但代码没有,历史运行无法回溯当时跑的哪版代码」——①sanguo_api/code_versions.py:发起时全文落盘data/strategy_code_versions/{file}.{hash8}.py(md5内容寻址天然去重,原子替换防并发坏);发起四入口(paper/live/CTA/组合回测)全快照,账户加code_hash列(ALTER迁移),回测经spec→run_meta.code_hash落档案②查看:GET /strategy/code-versions列表+单版本全文;代码编辑页「版本历史」抽屉(MonacoDiff左右对比当前,主题同款)③「代码已变更」角标:策略库档案行(enriched code_changed)+全景每run标v哈希·一致/已变更④双轨对账加「代码版本一致」第五指标(对账FAIL先查这行,两边代码不同价差必然大);路径穿越防护(版本号只认8位hex)+6测试;927绿+build绿;「用当时代码重跑」留P2 [vps]
CI/CD / test (push) Successful in 13s
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2026-08-15 23:38:07 +08:00
claude_dev 256820d36f 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
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2026-08-15 22:39:05 +08:00
claude_dev fd0b9d0c36 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]
CI/CD / test (push) Successful in 12s
CI/CD / nas-deploy (push) Successful in 27s
CI/CD / nas-verify (push) Successful in 12s
2026-08-13 19:57:23 +08:00
claude_dev 96b1924fd5 feat: 实盘模拟(live) + 组合回测MVP(portfolio)
[live] 实盘模拟 vnpy+miniQMT 直连(supervisor 轮询, 前后端):
- sanguo_live: LiveTradingEngine + AShareCtaTemplate(定寸/禁做空) + runner_supervisor(DB驱动) + persistence(4表WAL)
- sanguo_api/routes_live: 9路由(create/start/stop/positions/trades/account/status)
- frontend live: New/List/Monitor + api/live.ts; config/live.yaml

[portfolio] 组合回测 MVP(BulletTrade, 链路代码完成待验证):
- runner_backtest 加 JSON 入口(--json, BacktestEngine 顶层 import)
- sanguo_api/routes_portfolio: POST /portfolio/backtest SSH 触发 VPS 跑
- frontend PortfolioBacktest.vue + api/portfolio.ts: 表单+结果+净值曲线
- 路由/菜单注册(/backtest/portfolio 组合回测)
- 已知: MVP 链路未端到端验证, agent 改至中途被停; 待 Mac 起服务联调
2026-07-18 20:04:16 +08:00