claude_dev
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c6b19f4244
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feat(data): 恢复双源(task#79)—撮合raw+策略qfq, 分红除权准确
用户要模拟=回测准确: raw除权缺口致MA假信号, 必须双源。
- data_source: qfq→qfq_dir(干净qfq), raw→raw_dir; _check_adjust_cfg(cfg提供才校验)
- engine 双bar流: step(raw_bars,qfq_bars)撮合/盯市raw+策略on_bar qfq; run zip(raw,qfq)
- live_orchestrator: warmup用qfq(信号am); 去adjust参数(双源固定)
- raw_redownload --adjust(''raw/'qfq'); config qfq_dir
- 113/113通过
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2026-07-08 07:21:33 +08:00 |
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claude_dev
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3aca14f723
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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
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2026-07-07 23:41:18 +08:00 |
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