 claude_dev
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7a6e9c8c52
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test(api): 修channel_test随启随验过时断言——实盘=单probe_all定时(启动+90s随墙钟),四时点改由无env直测钉死 [nas]
策略session 08-24移交项#2: test_facade_injects_run_daily_for_channel_test 在HEAD恒红,非flaky——原断言的9:35/10:45/13:45/14:30四时点是回测/无env路径;实盘(SANGUO_LIVE_STRATEGY置位)自随启随验(channel_test.py:78-84)只注册一个「启动+90s」的probe_all,时:分随墙钟(13:33/13:34/13:35三跑三变之源)。
修=断言随启随验设计:单probe_all+时刻落在[注册前+90s,注册后+90s]取分窗口(纯时刻比较防1900年日期陷阱,容忍跨午夜);新增无env直测(ChannelTestConfig(on_demand=False))钉死四时点路径,原断言价值不丢。
3跑稳定;tests/api 165全绿。
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2026-08-24 13:49:21 +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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f9b6d77ebd
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feat(live): B3预算硬限制+GET /live/budget-info——实例预算制闸门(spec§B3)——①_budget_state:剩余=QMT账户现金−Σ同账户其他实盘实例预算(不分运行/停止,停止实例持仓仍占资金);快照缺失/过期(>10min)→fresh=False+remaining=None,fail-closed不猜数②create_live落库前_enforce_budget:超限400报文带现金/已分配/剩余三数;快照不可用400(重建期QMT关闭时创建被正确拒绝)③update_live补initial_capital可编辑+校验(仅预算或账号变更触发,改名不触发;exclude自身旧值防重复计入Σ)④GET /live/budget-info(必须注册在/live/{aid}前,FastAPI路径匹配不按类型分流否则422)→{account_cash,allocated,remaining,fresh,snapshot_at}供前端默认值+占用率条⑤存量不追溯(仅新建/修改走校验);+14预算测试,旧测试fixture补快照播种(test_portfolio_live/test_instance_binding,B3后create新契约);api+data_platform 273绿 [vps]
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2026-08-19 22:21:10 +08:00 |
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claude_dev
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dae56e29aa
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fix(live): instance虚拟账本+成交归因+实盘日志黑洞——共享QMT账户三害根治第一步 [vps]
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2026-08-19盘后QMT实锤:①互卖当日真实发生(518880两个实例各卖183700、
600036两实例各卖42900)②买入sizing被全账户污染(channel_test实盘买
183700股@9.12≈168万=全账户995万/6,影子才16.8万=100万/6)③QMT委托带
remark=bt:live_strateg:<hash>实例指纹(归因可交叉验证)。
①live_instance_ledger(新模块):每live实例一份虚拟子账本(现金=初始−Σ买
−Σ费+Σ卖,持仓+移动加权成本+T+1当日买入锁定,线程安全锁),由**本实例
真实成交**驱动——engine.get_trades()按order_id∈engine.get_orders()归因
(引擎_broker_order_index已映射回本实例id空间),别家实例/手动单不进账;
卖超账面/无账面卖出如实留痕不崩;restore_from_trades重启恢复。
②runner_live:_sync_trades旧轮询(写不进live_trades的坏件)替换为归因
落库(方向取自订单is_buy);快照落库从context.portfolio全账户改**实例视图**
(positions=账本持仓T+1冻结;balance=虚拟现金+市值,现价取全账户快照/退
加权成本)——治8实例同写一份全账户持仓+收益率=全账户/初始资金无意义;
balance节流:有成交立即写否则≥5分钟(治1440行/天/实例量偏大遗留)。
③通道注入:BrokerFacade.get_instance_positions字段+live_strategy._setup
读get_active()注入positions_view(策略session消费,getattr兜底回退
context.portfolio;回测/单测无账本=保持None)。
④实盘引擎日志黑洞根治:supervisor子进程stdout/stderr落logs/live_{aid}.log
(>5MB截断+spawn标记,对齐影子#88同款修法;8-17起实盘委托/成交零留存)。
+15测试(算术/归因过滤/幂等/快照实例视图/通道注入/日志重定向);
portfolio+live+shadow 400绿。
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2026-08-19 18:39:13 +08:00 |
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claude_dev
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18a9c8d1a1
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fix(portfolio): 实盘/影子引擎重启后定时任务全丢根治——process_initialize+facade注入run_daily [vps]
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P0 根因(2026-08-17 VPS 16 引擎空转零成交事故):bullet_trade LiveEngine 重启时
恢复 g(live_state.json/g.pkl)则跳过 initialize 走断点续跑,持久化旧任务按
module+func 反射恢复,而我们的任务是策略实例 bound method,恢复必失败
('无法恢复调度任务')→进程活着、分钟心跳正常、调度任务列表为空,开盘零成交零日志
(shadow_43/47/49 日志三段实锤:首启'已注册定时任务'→重启'无法恢复'→末代零任务)。
修法:live_strategy 加 process_initialize(引擎每次进程启动必调,resume 含),
装配抽 _setup 幂等(每进程一次);+3 回归测试(resume 只调 process_initialize
仍注册/双钩子不重复/facade 注入)。
P1 顺带根治:BrokerFacade 补注入 bullet_trade 顶层 run_daily/run_monthly——
此前 live facade 缺注入,策略自身 initialize 里的 b.run_daily 全部静默 no-op
(channel_test 无 _register_schedule 分支,4 账户连首启都不可能开仓);注入后
定时注册回归策略自身 initialize 单一事实源,_setup 不再调 _register_schedule
代注册(回测路径不变,runner_backtest._register_schedule 保留并补
ChannelTestStrategy 自注册分支消误导告警)。
829 测试绿
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2026-08-17 11:52:26 +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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f49154266d
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fix(live): 监控页三修——①收益率改首快照基线(与列表同口径,治共用QMT账户下cap兜底的假900%)②组合实盘成交落库_sync_trades(轮询broker当日成交→live_trades,此前完全没人写成交表)③updated_at北京时间显示+策略参数JSON改表格 [vps]
CI/CD / test (push) Successful in 15s
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2026-08-14 22:07:30 +08:00 |
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claude_dev
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f73810a6da
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fix(live): 组合实盘快照守卫——cash<=0(持仓先到资金未同步)不落balance;2026-08-14实况=首条total=2931成收益率基线→前端341080%假收益率;抽出_snapshot_once可测+回归测试 [vps]
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2026-08-14 21:54:56 +08:00 |
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claude_dev
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a1d4773189
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fix(api): PUT /live 编辑漏补vt_symbol后缀(新建有normalize编辑没有);2026-08-14实况=用户改300024成裸码→引擎'vt_symbol无法解析,跳过'→假运行收不到行情;编辑与新建同规normalize+回归测试 [vps]
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2026-08-14 21:51:39 +08:00 |
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claude_dev
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861c7faa8c
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feat(portfolio): P1-a 组合策略K线周期字段(前后端): 模拟盘新建组合卡显周期下拉(原v-if藏起,实走/影子用miniQMT档位); live组合分支不写死d(空=d默认,cta空=15m); 组合回测加interval(d=day,非d拒400+runner拒ValueError,分钟档等数据层); worker params存interval供回放预填; 前端组合回测表单加下拉(仅日线可选,其余disabled标注影子可用) [vps]
CI/CD / test (push) Successful in 11s
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2026-08-14 12:05:23 +08:00 |
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claude_dev
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234b44e141
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feat(live): CTA实盘vt_symbol裸6位码自动补交易所后缀(6→SSE,0/3→SZSE);表单提示+单策略原因说明(实盘需A股适配,陆续扩展) [nas]
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2026-08-14 08:30:56 +08:00 |
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claude_dev
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fd0b9d0c36
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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]
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2026-08-13 19:57:23 +08:00 |
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