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claude_dev 6b07389c85 feat(strategy): 代码版本快照(§12.6补,方案B发起时快照·QuantConnect轻量版)——用户拍板:解决「实例参数有快照但代码没有,历史运行无法回溯当时跑的哪版代码」——①sanguo_api/code_versions.py:发起时全文落盘data/strategy_code_versions/{file}.{hash8}.py(md5内容寻址天然去重,原子替换防并发坏);发起四入口(paper/live/CTA/组合回测)全快照,账户加code_hash列(ALTER迁移),回测经spec→run_meta.code_hash落档案②查看:GET /strategy/code-versions列表+单版本全文;代码编辑页「版本历史」抽屉(MonacoDiff左右对比当前,主题同款)③「代码已变更」角标:策略库档案行(enriched code_changed)+全景每run标v哈希·一致/已变更④双轨对账加「代码版本一致」第五指标(对账FAIL先查这行,两边代码不同价差必然大);路径穿越防护(版本号只认8位hex)+6测试;927绿+build绿;「用当时代码重跑」留P2 [vps]
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2026-08-15 23:38:07 +08:00
claude_dev 2580b5c080 fix(strategy): 实例做实审计补漏6项——①回测表单提交透传instance_id(CTA/组合两页原只预填不传,四格回写链路断头;组合页补档案预填max_pool/benchmark/pool)②模拟盘/实盘列表支持?instance=N按档案过滤(策略库行加模拟历史/实盘历史按钮,过滤中提示条可退出)③live创建补D1快照(setting用档案参数,API直调不绕过)④实盘账户也标参数漂移角标(D2只亮不同步;account_params_drifted兼容live setting字段)⑤paper页PORTFOLIO_LABELS换STRATEGY_LABELS共享⑥同步生效时机实证标注(实走每日结算重读DB次晚生效;影子进程常驻内存需重启,实证live_step/runner.py均从DB读);921绿+build绿 [vps]
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2026-08-15 22:54:02 +08:00
claude_dev 256820d36f feat(strategy): 策略实例做实P0+P1+策略库A+B混合布局(spec§12.6定稿)——实例=策略档案:①绑定:paper/live账户+回测任务加instance_id(paper_accounts/live_accounts ALTER迁移),发起即建档(无档案自动建),绑已有档案时D1发起快照(账户用档案参数复印件)②回写:事件型(回测_on_done/回放线程)落盘update_instance_run;持续型(实走/影子/实盘)读时聚合_instance_runtime(四格覆盖+在跑账户+漂移检测)③D2/D3同步:POST /paper/sync/{id}批量刷运行中模拟账户(实走+影子锁死一致),实盘不在线改参④D5删除保护409⑤P1全景:GET instances/{id}/overview(全部运行账户+净值尾部+合并持仓归因)收编挂起项「按实例归因持仓」⑥前端:策略库重做A+B混合(统计条+在跑巡检模式+左栏代码树中文主显/文件副行+档案区漂移角标/同步/全景;STRATEGY_LABELS抽共享常量),InstanceOverview抽屉(echarts净值对比+归因持仓表),模拟盘/实盘表单加实例档案下拉(选中预填+绑定,路由?instance=直进);mock层enriched/sync/overview(路由序enriched先于{id});+7绑定测试,921绿,build绿,dev浏览器验收过 [vps]
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2026-08-15 22:39:05 +08:00
claude_dev d649d59c44 feat(paper): 双轨对账前端页——模拟盘菜单新增「双轨对账」:自动配对卡片(策略/实盘#vs影子#/日期/PASS徽标)+四指标卡(笔数全同/均价差bps/持仓逐只/净值月偏差,各带达标徽标)+成交对比表(symbol+side聚合vwap带符号bps,>10标红)+持仓对比表(数量差≠0标红)+日期选择查询;api getReconcilePairs+mock样例(路由须注册在/paper/{aid}前防吞);dev截图验证 [nas]
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2026-08-15 08:55:00 +08:00
claude_dev e9aec041db feat(api): P1.4 web token 60min静默刷新—后端POST /auth/refresh(有效旧token换新,过期401不放行续命)+login/refresh返expires_in+get_token_exp;前端请求拦截器剩余<10min单飞预刷新(裸axios避递归/mock短路,失败静默降级走401兜底);治长回测轮询401跳登录;3新测试 [vps]
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2026-08-14 23:09:34 +08:00
claude_dev 36db2ed5a6 feat(shadow-desk): 通路测试策略channel_test+模拟盘列表改造: 策略=每日等权轮换ETF/蓝筹(卖旧买新走全买卖通路)+T+1当日卖探针(两端应一致拒单,验证拒单通路),注册backtest/live/前端,默认universe 5只高流动ETF,4单测(坑:BrokerFacade是dataclass,子类方法被父类__init__实例属性遮蔽须实例注入); 模拟盘列表:加类型列(个股/组合)+创建时间列,标的去JSON中括号,列宽重排,模式筛选加影子 [vps]
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2026-08-14 14:32:52 +08:00
claude_dev 8e7e7282de 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
claude_dev 5850a60561 feat(api+web): 任务列表管理(验收四轮批1):历史任务→任务列表改名;DELETE /task/{id}单/批删除(进行中拒删);GET /task/{id}/params参数回放+点任务ID跳参数页预填;真创建时间+耗时列(提交即记,进行中活计时);进行中禁查看;组合任务params全量存 [nas]
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2026-08-14 08:29:20 +08:00
claude_dev 929f52e3c2 feat(portfolio): 组合回测加持仓变化图(daily_positions每日聚合count/value经worker/routes透传,柱=持仓数线=市值)+超额收益曲线(策略/基准净值-1,聚宽标配,前端算);2测试 [vps] 2026-08-13 20:40:03 +08:00
claude_dev fd0b9d0c36 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
claude_dev d030cfc91f feat(paper): 组合策略接入模拟盘实走(E1+E2): paper_accounts加strategy_type列(含迁移); portfolio_paper每晚20:30全量重放→当日成交/末日持仓/净值落paper表(幂等,回测引擎为单一真相源); run_live_step按类型分流; create支持portfolio(仅live); 前端新建模拟盘策略类型选择+组合字段(策略/池/上限/基准) [vps]
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2026-08-13 18:32:09 +08:00
claude_dev ccf958c5d6 feat(paper/live): 生命周期管理补全: paper停止/恢复(实走20:30 step跳过stopped)/删除(连带净值成交持仓挂单)/编辑(名称标的资金); live删除(运行中拒绝)/编辑(stopped才可改); 前端列表+结果页按钮/编辑弹窗/删除确认 [vps]
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2026-08-13 18:27:32 +08:00
claude_dev 08aec403f7 feat(portfolio): 组合回测结果增强: 基准对比曲线(对齐交易日+归一化)+回撤序列+扩展指标(波动/Sortino/Calmar/超额/Alpha/Beta), worker与API透传, 结果页净值对比+回撤图 [vps]
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2026-08-13 18:22:10 +08:00
claude_dev 66b393df16 feat(portfolio): 组合回测接入A股费用(佣金/印花税/最低佣金/滑点)对齐个股回测; BulletTrade set_order_cost/set_slippage [vps]
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2026-08-13 10:32:49 +08:00
claude_dev 5c8a7e12c6 feat(frontend): 终端化重构+策略管理(代码→实例→4运行)+撮合设计+回测参数 [nas]
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- 终端化: 科幻色板(tokens/EP/reset/chips/echarts)+Layout(Cmd+K/时钟/状态灯)+mock全接口+Dashboard/Result/Monitor样板+6图表配色
- 策略管理: 策略库三层(代码→实例→4运行)+新建策略(组合/CTA模板+Monaco)+在线代码编辑(Monaco)+实例CRUD(参数反射/标的池type切/interval/match_session)
- 实例→运行关联: backtest/paper/live New页读instance预填
- 撮合设计: match_session(下一根K线开盘/收盘/集合竞价)+interval定频率+实走限日线/分钟走miniQMT
- 回测参数: 基准下拉+日期默认1年localStorage记忆+滑点/手续费UI
- 账户管理页+命名重整(模拟盘/实盘,消除撞名)
- spec §11-13(菜单/策略管理/撮合设计) + Monaco编辑器 + 策略实例删除/编辑入口 + 列表实例列
 2026-08-12 23:23:23 +08:00
claude_dev e22c8ee939 feat(portfolio): max_pool 字段透传(model+handler+前端,解除30硬编码)
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model 加 max_pool 字段(默认30,0=全市场不限);handler 用 req.max_pool 替换硬编码30;
前端加选股池上限 input + onSubmit 透传。下游 submit_portfolio→spec→argv--max-pool
链路异步化时已存在,本次只补入口。全周期验收可传 max_pool=0 对比 docker exec 旁证
 2026-08-01 23:20:40 +08:00
claude_dev 7a14d7da82 feat(portfolio): strategy 字段全链透传(API→orchestrator→worker→runner_backtest + 前端选择器)
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后端: PortfolioBacktestRequest.strategy → submit_portfolio(strategy=) → spec →
portfolio_worker _build_argv --strategy(NAS local + Mac SSH 两分支)
前端: PortfolioBacktestReq.strategy? + 策略下拉(4选项) + 副标题动态 + onSubmit 透传
runner_backtest CLI 已支持 --strategy(choices 4 策略),本提交不动
 2026-08-01 23:01:26 +08:00
claude_dev 4986e5c3c4 feat(portfolio): 组合回测异步化(接入 orchestrator task 框架)
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routes_portfolio 同步 subprocess.run(timeout=600) >10min 回测被 504 杀。
改异步复用现有 sanguo_orchestrator:submit_portfolio 仿 submit_factor,
子进程执行搬至 portfolio_worker.py(三机自适应保留,timeout 600→3600),
复用 _wait_future/_on_done 持久化。前端 onSubmit 改 POST 拿 task_id
→ 轮询 /task/{id} → done 取 /portfolio/task/{id}/result。

- runner.py: + submit_portfolio + _portfolio_worker(lazy import)
- portfolio_worker.py(新): 三机自适应 argv + 子进程 + stdout JSON → BacktestResult
- routes_portfolio.py: POST async 返 task_id + GET /portfolio/task/{id}/result
- 前端: postPortfolioBacktest 返 task_id + 轮询 status + 取 result(去 600s timeout)

不动策略逻辑/runner_backtest 核心/现有 task 接口。
 2026-08-01 13:52:46 +08:00
claude_dev 96b1924fd5 feat: 实盘模拟(live) + 组合回测MVP(portfolio) 
[live] 实盘模拟 vnpy+miniQMT 直连(supervisor 轮询, 前后端):
- sanguo_live: LiveTradingEngine + AShareCtaTemplate(定寸/禁做空) + runner_supervisor(DB驱动) + persistence(4表WAL)
- sanguo_api/routes_live: 9路由(create/start/stop/positions/trades/account/status)
- frontend live: New/List/Monitor + api/live.ts; config/live.yaml

[portfolio] 组合回测 MVP(BulletTrade, 链路代码完成待验证):
- runner_backtest 加 JSON 入口(--json, BacktestEngine 顶层 import)
- sanguo_api/routes_portfolio: POST /portfolio/backtest SSH 触发 VPS 跑
- frontend PortfolioBacktest.vue + api/portfolio.ts: 表单+结果+净值曲线
- 路由/菜单注册(/backtest/portfolio 组合回测)
- 已知: MVP 链路未端到端验证, agent 改至中途被停; 待 Mac 起服务联调
 2026-07-18 20:04:16 +08:00
claude_dev 723e42ab36 feat(frontend): 回测页加K线周期选择器(日线/5m/15m) 
New.vue 加K线周期radio(日线d/5m/15m,默认d),backtest.ts CtaSubmit加interval字段。
提交body传interval(后端已支持5m/15m回测)。默认d向后兼容。
 2026-07-18 18:47:33 +08:00
claude_dev 41a788c431 feat(frontend): P2全平台聚宽级复刻—模拟盘/因子/回测表单页重做+模拟盘列表页 
模拟盘模块:
- 新增模拟盘列表页(List.vue):统计行+富表格(名称/模式/频率/收益/最新净值/状态/操作)+搜索筛选
- 后端加 GET /paper 列表端点(类比 GET /task,带最新净值+收益率)
- paper/New 分区富表单(卡式模式选择+频率+撮合时点说明)
- paper/Result 重做(收益/年化/回撤/夏普/波动指标卡+净值曲线+归因表+成交明细,净值客户端算指标)

因子模块:
- factor/Result 重做(最优ICIR/平均IC/显著数指标卡+彩色IC表+tears报告tab化)
- factor/New 重做(因子按类分组多选+标的批量+实时计数)

回测模块:
- backtest/Progress 重做(步骤时间线+进度条+实时日志尾3s刷新)
- backtest/New 重做(策略/参数/标的区间/基准分区富表单)
- backtest/Optimize 重做(结果列头可排序+Top1高亮+按收益默认降序)
- History 迁移scoped chip→全局chips.css(DRY清理)

全局:深色主题统一,复用 tokens.css + chips.css
 2026-07-11 21:10:27 +08:00
claude_dev b2ee9f7341 fix: 深链SPA fallback(刷新/收藏结果页不再404) + 新建回测加基准选择器(hs300/zz500) 2026-07-11 16:20:41 +08:00
claude_dev f1fc18bc86 feat(backtest): 补全第5图VolatilityChart—metrics加rolling波动率时序+risk-series端点+前端接入(凑齐聚宽5图全套) 2026-07-11 15:03:30 +08:00
claude_dev d0315ccbdf feat(frontend): 结果页组件—MetricCards指标卡+5图(基准/Alpha/Beta/波动率/回撤)+API封装 2026-07-11 13:54:05 +08:00
claude_dev 18d4ba2013 feat(web): 前端全局重构专业量化后台(深色+红涨绿跌+设计系统) 
- 设计系统 styles/tokens.css: 深色token(#0d1117底/#161b22卡片) + 红涨绿跌
  (--up#f85149/--down#3fb950) + 品牌蓝#1890ff + 间距/圆角/阴影/mono
- Element Plus深色(element-dark.css + dark/css-vars)+reset
- 删Vite脚手架残留(style.css重写/HelloWorld/hero/vite/vue资源)
- Layout重构(深色专业侧边)+Login+图表统一深色(useChart/echartsDark)
- 新建paper/Live.vue实走监控(step状态/净值/持仓/今日信号10s轮询)
- 业务页套.page头, 保留所有功能/路由/api
- 验证: vue-tsc --noEmit ✅ + npm run build ✅
 2026-07-09 23:02:31 +08:00
claude_dev 36b4299934 feat(web): 模拟盘前端(点亮入口+router+New/Result页+归因/拒单展示) 2026-07-07 12:50:55 +08:00
claude_dev 54fc1b656f feat(s3): 历史任务 + 参数优化端到端跑通 
- result_store.load_result_by_task_id + orchestrator.get_result DB 兜底（历史回看）
- GET /task 列表、GET /task/{id}/optimization-results
- Task.raw_result 存优化结果 list（内存）
- cta_optimizer 修同款 bug（interval d / capital 1M / vnpy DB SETTINGS）
- get_status 返回 error_msg（str 守卫）
- 前端 优化页（网格输入+轮询+结果表）、历史页（任务列表+回看）、侧栏子菜单
- 修 5 个旧 test_routes 回归；73 tests passed
- 冒烟：历史 3 任务 + 优化 9 组合
 2026-07-07 06:35:54 +08:00
claude_dev 212ad6426d feat(s2): 投研核心端到端跑通（IC 表 + tears 报告） 
- Task 加 raw_result 字段；orchestrator get_raw_result（内存存 FactorReport）
- 路由 /factor/list、/task/{id}/ic-summary、/task/{id}/report/{factor}（query token 给 iframe）
- analyzer cfg=None 时加载 data_platform.yaml（修 API 路径 read_db_daily 崩）
- get_status 返回 error_msg（调试+前端 failed 展示）
- 前端 投研-新建（多因子/多标的/日期）+ 结果页（IC 表 + tears iframe）
- factor 冒烟通过：ma5 → IC 1D/5D/10D 真实数据
 2026-07-07 06:28:01 +08:00
claude_dev 80d7f58589 feat(frontend): S1 回测核心页（新建/进度/结果 + ECharts 图表） 
- api/strategy.ts、api/backtest.ts（含类型）
- 回测-新建（策略下拉+动态参数表单+日期+提交）
- useTask 组合式（轮询+WS 实时阶段）+ 进度页
- 结果页：统计全表 + 资金曲线 + 每日盈亏(红涨绿跌) + 成交表 + K线买卖点
- build 通过；result 接口扩 symbol/start/end 供 K线调用
 2026-07-07 06:13:10 +08:00
claude_dev a5b00c2dea feat(frontend): S0 Vue3 脚手架 + auth + Layout shell（4入口，模拟/实盘灰显） 
- Vite+TS+ElementPlus+ECharts+Pinia+Router+Axios
- auth store + JWT axios 拦截器 + 路由守卫
- 登录页 + Layout（侧栏 4 入口，回测/投研 active，模拟/实盘 disabled）
- 占位页（backtest/factor，S1/S2 填充）
- vitest auth store 3 tests passed + build 通过(dist 生成)
 2026-07-07 05:56:24 +08:00