3 Commits

Author	SHA1	Message	Date
claude_dev	3aca14f723	refactor(engine): 抽出step()单根推进(C-S3实走入口,task2基础) ... run()循环体抽为step(bar_date,bars,prev_close,pending)→(pending,closes); run()改为调step。实走scheduler每日喂当日bar调step单步推进。 - 回放行为不变(test_engine原3用例pass) - 加test_engine_step_single_bar_advances: day1信号缓冲/day2撮合 - trader全量111/111通过	2026-07-07 23:41:18 +08:00
claude_dev	1ed7b72aca	feat(data): raw真实价数据源(task#79)—raw_dir+dir_key路由+新浪源重下 ... 根因: daily_dir mixed-adjust(hfq bulk+akshare raw tail)致3-30 -94%假跌。 方案(Linus三问简化单raw, 除权留分期项#3): - datareader read_parquet_daily/15min 加 dir_key 参数 - data_source iter_bars/fetch_day: adjust=raw→raw_dir(缺配置报错防混源), qfq→daily_dir - engine PaperEngine 默认 adjust=raw - config 加 raw_dir; scripts/raw_redownload.py 新浪源adjust='' 直连+单线程限速 - 验证: 浦发606行close 6.5/14.6 mean10.08 0跳变, 撮合成交价9.71-10.25真实 - 测试9/9+trader全量108/108通过	2026-07-07 22:19:11 +08:00
claude_dev	42877213ae	feat(trader): PaperEngine 主循环(逐bar重放/next_open缓冲/current_close/双层记账/持久化) ... - run(): T+1解冻→撮合上根pending(用当前bar)→喂策略收单→current_close当根/next_open缓冲→盯市入库 - 双层记账一致性(总账=分户之和), checkpoint续跑字段 - StrategyRunner +symbol 字段 3 tests passed.	2026-07-07 12:01:37 +08:00