sanguo_vnpy_v2

sanguo/sanguo_vnpy_v2

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Author	SHA1	Message	Date
claude_dev	193064c953	feat(trader): 软限额max_allocation(分期项)—每策略资金额度消除顺序依赖 spec §195: 多策略并发下单"先到后到"不可复现 → 每策略独立max_allocation - StrategyRunner: max_allocation字段(默认inf) + used_allocation(持仓市值) - engine._match: BUY cash_enough后查 used+成交额>max_allocation → 拒单max_allocation_exceeded - live_orchestrator: runner传max_allocation(默认initial_capital) - routes_paper: StrategyCfg加max_allocation(API→DB→live_step数据流) - test_soft_limit: 3测试(累计超限拒单/默认不限/SELL不受限) 116 passed(113旧+3新), 无回归.	2026-07-09 22:05:35 +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
claude_dev	e5e4eef807	feat(trader): Account总账+StrategyRunner分户(双层记账/资金T0/股票T1) - Account: cash资金T0/合并持仓/equity盯市/cash_enough买单检查 - StrategyRunner: 分户持仓+realized_pnl归因/unrealized_pnl - transfer_fee 直接用(matcher已双向,不再×2,review H3) - unfreeze_all 对称(总账+分户,T+1每日解冻) 7 tests passed.	2026-07-07 11:50:40 +08:00

Author

SHA1

Message

Date

claude_dev

193064c953

feat(trader): 软限额max_allocation(分期项)—每策略资金额度消除顺序依赖

spec §195: 多策略并发下单"先到后到"不可复现 → 每策略独立max_allocation
- StrategyRunner: max_allocation字段(默认inf) + used_allocation(持仓市值)
- engine._match: BUY cash_enough后查 used+成交额>max_allocation → 拒单max_allocation_exceeded
- live_orchestrator: runner传max_allocation(默认initial_capital)
- routes_paper: StrategyCfg加max_allocation(API→DB→live_step数据流)
- test_soft_limit: 3测试(累计超限拒单/默认不限/SELL不受限)

116 passed(113旧+3新), 无回归.

2026-07-09 22:05:35 +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

claude_dev

e5e4eef807

feat(trader): Account总账+StrategyRunner分户(双层记账/资金T0/股票T1)

- Account: cash资金T0/合并持仓/equity盯市/cash_enough买单检查
- StrategyRunner: 分户持仓+realized_pnl归因/unrealized_pnl
- transfer_fee 直接用(matcher已双向,不再×2,review H3)
- unfreeze_all 对称(总账+分户,T+1每日解冻)
7 tests passed.

2026-07-07 11:50:40 +08:00

3 Commits