 claude_dev
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31596f58f9
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fix(shadow): 双轨对账count_match改按票+方向聚合总量——QMT部分成交拆行致27vs5恒False纯计数噪音 [vps]
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08-24实录: momentum一笔3800股被QMT拆19笔fill,对账27vs5恒count_match=False,总量却分毫不差。旧口径按原始行数比(注释自称'差异如实呈现待归因',实则部分成交属成交粒度非分歧)。修=按聚合桶live_volume==shadow_volume判;原始行数保留在live_count/shadow_count供归因。真量差仍判False(新增测试钉死)。trader 254绿。
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2026-08-24 23:07:12 +08:00 |
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claude_dev
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e2dc473682
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fix(shadow): 影子市价单成交基准改实时行情——旧按委托保护价记账恒差1.5%,08-24双轨4/6红根因 [vps]
根因(代码级实锤): broker._ref_price 优先用下单传入price,而市价单的price是保护性委托上限(策略侧行情×1.015,BrokerBase契明文'可用作保护价/参考价'非期望成交价)→影子每笔买入虚高~1.5%,卖侧对称低~1.5%。08-24证据三连:momentum/small_cap首次真实成交日25票价差紧聚-150bps(-112~-189);卖侧510500同样-1.54%(排除'晚一根bar随行情'解释);级联=虚价吃掉影子现金6k+→002038买第6只差1678元资金不足拒单(shadow_60日志)。排除用户初判的滑点/费率参数不一致(影子账户slippage=0.0费率正常)。回测/实走无此问题(matcher.py按bar开收价,另一套)。
修: _ref_price(security,price,market)——市价单成交基准=price_getter实时行情,行情不可得退回委托价(告警,可用性优先);限价单沿用传入价(触价语义,旧行为);buy/sell补市价转限价封顶(行情超保护上限按上限成交不追高,卖侧对称)。
+5测试(市价买卖按行情/超上限封顶/无行情退委托价/限价语义不变),trader 254绿+api 171绿。
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2026-08-24 23:07:12 +08:00 |
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claude_dev
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f214e2f0e4
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fix(live): max_pool 全链默认 30→0(0=不限)——08-24巡检定罪MVP限流泄漏生产,选股池=代码序前30只失真 [vps]
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根因(策略session 08-24 午休探针实证):runtime/live_strategy.py SANGUO_LIVE_MAX_POOL
默认30经env注入全部实盘+影子+paper实例,_stock_pool截断成份池为「代码序前30只」:
small_cap「全市场最小市值」实际在000001平安银行等30只固定代码里选(平安银行≈3800亿
出现在小市值买入=market_cap开盘NaN排序失效叠bug);momentum每行业RPS只在代码序前
30里排;value 0/30+零委托史同源。注释自曝「MVP验证用」=限流遗留泄漏生产,上线
首日起全部选股失真。
改动(9处默认位一致30→0;语义0=不限,与策略层max_pool>0才截断一致):
- sanguo_portfolio/live_strategy.py 适配器env默认+docstring
- sanguo_live/runner.py _portfolio_env_for(存量DB显式值不篡改,缺列/0→"0")
- sanguo_trader/shadow/supervisor.py 影子env默认
- sanguo_portfolio/runner_live.py live_env默认
- sanguo_trader/portfolio_paper.py + sanguo_api/routes_paper.py paper默认
- sanguo_api/routes_live.py create setdefault
- frontend live/paper New.vue 表单默认
测试:env mapping三态断言(缺列/0→"0",显式30不篡改)+live_env默认"0"
(RED→GREEN);CI范围642绿。存量实例DB仍存显式30,激活需配套DB迁移,必须与数据
session的get_security_info_batch SQL治本(101s→亚秒)同车部署——池放大×慢SQL=更糟。
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2026-08-24 13:34:01 +08:00 |
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claude_dev
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ed15c24db8
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feat(trader): B5对账恒等式优先——15:10日终报表加『全账户=Σ实例账本+未归因』层(spec§B5)——①build_identity_report:每QMT账号一行,快照市值vs Σ实例账本市值(live_balance最新,dae56e2起=实例视图),未归因MV+占比,容差0.5%(价格时点差);逐票未归因=快照持仓−Σ实例持仓(6位码对齐)单列(重建后应≈0,大数=遗留/手动仓)②状态四态:pass/no_instances(重建期无实例=恒等式成立)/snapshot_missing(如实FAIL)/unattributed_over_tol(旧全账户行叠加期呈现大额负未归因)③save/load落库identity_reconcile(account+date主键)④15:10调度(_maybe_daily_reconcile)与CLI恒等式先行,再逐对live↔shadow(配对v2不变);+7测试(容差内过/未归因票单列/负未归因/无快照/无实例/多实例Σ不串账号/落库回读);trader 248绿 [vps]
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2026-08-19 22:32:00 +08:00 |
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claude_dev
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c9a3b0eb4f
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fix(shadow): 影子账本接通引擎账户同步+净值as_of+重启恢复三连修 [vps]
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三日体检(2026-08-19)实锤三 bug,影子账户第1天后永久卡死:
①账本断连:supports_account_sync=False→引擎context.portfolio永远停在
初始100万/0持仓→8-19轮换零卖出+买单六连拒资金不足(账上真剩15.6万);
修=sync_account按_apply_account_snapshot契约推{cash,total,positions
[closeable_amount=T+1 held-今日买]}(引擎60s拉一次,策略从此看得见真实账本)
②净值断供(#88回归):get_account_info无as_of键→_should_write_balance恒
False→paper_daily_balance影子一行不写=前端模拟盘无收益率直接原因;
修=有持仓或有成交→as_of=今天,空账户→''不写垃圾行
③重启失忆:账本全内存,重启重置1M/0持仓与已落库成交断层;
修=restore_from_trades逐笔重放(cash=initial-Σ买-Σ费+Σ卖/持仓加权成本/
当日买入补T+1锁)+runner经_hist_trades_for_restore(list_trades)接线
+4回归(sync契约与T1两日/asof三态/重放手算基准996683/offset→side映射);
833绿 [vps]
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2026-08-19 10:27:58 +08:00 |
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claude_dev
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5211d5a6ed
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fix(reconcile+ci): 双轨配对按instance_id精确配对+部署API等待帽10→20分钟——①配对v2:v1按策略名dict收敛,同策略多live(live#10/#11都是channel_test)后者覆盖前者→live#10漏配live#11双配,15:10日终对账配错对(VPS 8对舰队实测:live#11↔shadow#44/45两行,live#10无);修为instance_id+周期精确优先→同实例退而求其次→无instance回退策略名唯一/周期一致,宁缺毋错;+2回归测试(复刻VPS实况/同实例不同周期)②vps-deploy API监听等待60→120次(run681实录:19常驻进程负载下API启动>10分钟,workflow 10分钟帽误杀放弃,API最终正常起服——但跳过了常驻重启/tag/关issue三步);938绿 [vps]
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2026-08-16 22:45:42 +08:00 |
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claude_dev
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3f6b681d0f
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fix(shadow): 多账户worker不抢全局solo锁——根因实锤:__main__对--account N也走~/.sanguo_shadow_desk.lock全局锁,全机只放行一个影子worker(谁先抢到谁活),supervisor多账户并存时其余全部'锁占用'rc=0优雅退出→每60s重拉秒退循环;VPS实录40/41反复退出+42抢到锁独活(shadow_41.log一击定位);单账户时代从未暴露,2026-08-16用户建三影子账户即炸。修:--account分支跳过全局锁直进run_shadow(同账户防重复由bullet_trade runtime/shadow_{aid}实例锁+supervisor children表兜底);solo模式(无--account)维持全局锁防双开;+3路由测试(account跳锁/solo持锁/auto不碰柜台);936绿 [vps]
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2026-08-16 18:51:07 +08:00 |
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claude_dev
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886438fc92
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fix(vps验收五问题之四): ①#84个股回测/回放提交秒败——L2校验end>latest且end<=today(周末/节假日/当日未灌)不再400,引擎区间过滤自然截到latest;新增start>latest仍400(必空跑);VPS实况=结束默认今天周日>最新周五,首提即败 ②#85组合任务标的列永远000300.XSHG——worker symbol=benchmark改pool(spec透传,benchmark已在params);内存任务两处symbol回退symbol→pool→benchmark ③#42影子拉起即崩——live_strategy工厂表补4个TET副本映射(all_weather_ex等,01184c2改名后回测认得但影子/实盘runner不认,VPS shadow#42实录) ④#88影子快照刷垃圾行——_snapshot_loop每30s无条件写date=''行(40号半天97行),改_should_write_balance同日一行+空行情不写(+3测试) ⑤可观测性——supervisor子进程stdout/stderr落logs/shadow_{aid}.log(>5MB重置)+主管自身日志落logs/shadow_supervisor.log(原schtask控制台=黑洞,41/42崩因至今零线索);933绿 [vps]
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2026-08-16 18:28:18 +08:00 |
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claude_dev
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534a06aad7
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feat(shadow-desk): 双轨日终对账报表(影子P3前半,设计§8.2)—reconcile_report四指标(成交笔数全同/每笔价差vwap对比<10bps带符号供滑点重标/收盘持仓逐只数量/净值月偏差<0.5%)+find_dual_track_pairs自动配对(shadow策略名↔live strategy_class,live#5↔shadow#39实证)+dual_track_reconcile落库upsert;API GET /paper/reconcile(+单配对refresh);CLI python -m;supervisor auto轮询挂15:10后每日一次兜底;14新测试(符号口径SH/XSHG归一/影子拒单不计/部分成交如实报笔数异) [vps]
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2026-08-14 23:18:07 +08:00 |
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claude_dev
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61cc01efbe
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feat(portfolio): P1.3涨跌停/停牌过滤批量化双端—①all_weather monthly_adjustment三filter接线_get_limit_status批量预取(原不传status_map/date走无数据保留死分支,照买涨停照交易停牌;同small_cap等三策略) ②ShadowBroker涨跌停拒单(买撞涨停/卖撞跌停/停牌双向拒;limit_getter注入,未注入/异常/无状态降级放行等价旧行为) ③runner build_limit_getter(优先miniQMT实时tick lastPrice vs UpStop/DownStop与实盘同源,回退get_limit_status_batch日线口径);9新测试 [vps]
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2026-08-14 23:04:15 +08:00 |
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claude_dev
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b27c3b479c
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fix(live/shadow): 实例锁第二层——按账户复制策略适配文件(live_3/live_5共用QMT账号被误判重复实例拒启);bullet_trade实例锁判重键=主机+strategy_path+broker+account_identity,同账号多策略是合法场景须路径互异 [vps]
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2026-08-14 20:28:14 +08:00 |
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claude_dev
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e1cafac451
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fix(live/shadow): bullet_trade单实例runtime锁按账户分目录(live_{id}/shadow_{id});VPS实况=影子进程持默认./runtime锁,两个组合实盘LiveLockBusyError起不来;多实盘并行+双轨§8的前提 [vps]
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2026-08-14 20:14:23 +08:00 |
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claude_dev
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ea736acb29
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fix(shadow): ShadowBroker补LiveEngine 0.9.2协议方法(supports_account_sync/cleanup等5个);VPS实况=影子进程启动即崩进崩溃循环(引擎_start_background_jobs无条件调supports_account_sync);加协议完整性防回归测试 [vps]
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2026-08-14 20:04:59 +08:00 |
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claude_dev
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f00730482f
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feat(shadow-desk): P1-d 影子主管+通路策略增强(用户拍板): channel_test universe分6类资产各3只(宽基/行业/跨境商品ETF/主板蓝筹/中盘/创业板,个股只主板+创业板无科创北交铁律)hold 6只每日跨类型轮换;盘中4时点场景(9:35主调仓卖全买等权/10:45部分加减仓/13:45卖后买资金复用/14:30 T+1拒单探针)每天全场景,适配15m; shadow supervisor --auto轮询paper库自动拉起/停止/重启影子账户子进程(env映射SANGUO_LIVE_+SANGUO_SHADOW_契约); 11新测试 [vps]
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2026-08-14 19:14:13 +08:00 |
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claude_dev
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8e7e7282de
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feat(shadow-desk): P1-b/c 影子柜台常驻进程+本地撮合broker+前端引擎选择: ShadowBroker(实时价±滑点即时成交/佣金印花最低佣金/A股整手/T+1日锁/资金不足拒单/均价加权/duck-typed BrokerBase协议); runner挂bullet_trade LiveEngine同实盘唯一差=broker_factory换影子(双轨对账基础),成交落paper_trades+30s快照落持仓净值; CLI单实例文件锁(python -m sanguo_trader.shadow); paper_accounts加engine列(eod_replay/shadow迁移); 前端:模拟盘新建组合卡撮合引擎单选+列表影子/日终徽标; 10 broker单测 [vps]
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2026-08-14 12:16:05 +08:00 |
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