Commit Graph

162 Commits

Author SHA1 Message Date
claude_dev 78d35baae5 fix(provider): SanguoMiniQmtProvider四缺口根治——实盘/影子momentum/small_cap共4账户8-18/8-19空转两日——①get_closes_panel(+_ex)委托本地dbbardata(与回测LocalUnifiedProvider同源同口径;base与xtdata SDK均无此方法,bullet_trade回退链终断AttributeError,momentum牛熊/small_cap动量瘫)②get_fundamentals_df补fields契约(keep=code+请求列,对齐unified;原small_cap fields=[market_cap,eps]直接TypeError)+_ex别名③get_constituent_ex(+get_index_stocks覆盖)委托constituent_unified并集(历史日期口径,治前视;表缺指数WARNING回退base最新成份,宁可降级不空转=本次事故教训)④config的db_path/data_dir透传统一provider,VPS缺省走生产库;+10测试(复刻VPS AttributeError实锤+回退路径);962绿;VPS实库冒烟panel新鲜到08-18/000985=5128只(前后端session巡检实锤清单全闭环) [vps]
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2026-08-19 10:59:48 +08:00
claude_dev e522cab9a4 fix(strategy): 数据取数失败≠策略信号——momentum假熊市清仓根治+small_cap同型误判纠正 [vps]
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前后端session 2026-08-19巡检实锤(VPS shadow_47/48,8-18/8-19连续两日09:30):
momentum _cal_buy_sign 取数失败被静默当成熊市信号,handle_data if not buy_sign 全部
清仓;有持仓时任何一次数据抖动=全仓卖出。

①momentum/_ex: _cal_buy_sign→Optional[bool](取数异常/空panel→None,handle_data
  据此跳过当日调仓保持仓);_cal_rps/_select_stocks/_stock_pool 吞异常改上抛,牛市
  计算段统一捕获→跳过当日(不清仓);False只留给真实数据算出的熊市,空index_list
  维持False(确定性配置态)
②small_cap/_ex(新发现,前后端记忆判'语义安全'系误判——8-18无交易只因空仓):
  _pick_stocks任一取数失败→[]→_rebalance空名单分支全清仓,与momentum同型事故;
  改三态:None=数据失败跳过本次调仓(持仓不动),[]=合法空名单仍清仓(原策略语义),
  list=正常目标;_stock_pool/_cal_momentum_score同步Optional化
③+7回归测试(取数失败零下单保持仓×4/直查None×2/合法空仍清仓守卫);portfolio 324绿,
  全量889绿(4失败=Mac缺bullet_trade/vnpy环境性import,与本次无关)
2026-08-19 10:45:06 +08:00
claude_dev c9a3b0eb4f fix(shadow): 影子账本接通引擎账户同步+净值as_of+重启恢复三连修 [vps]
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三日体检(2026-08-19)实锤三 bug,影子账户第1天后永久卡死:
①账本断连:supports_account_sync=False→引擎context.portfolio永远停在
初始100万/0持仓→8-19轮换零卖出+买单六连拒资金不足(账上真剩15.6万);
修=sync_account按_apply_account_snapshot契约推{cash,total,positions
[closeable_amount=T+1 held-今日买]}(引擎60s拉一次,策略从此看得见真实账本)
②净值断供(#88回归):get_account_info无as_of键→_should_write_balance恒
False→paper_daily_balance影子一行不写=前端模拟盘无收益率直接原因;
修=有持仓或有成交→as_of=今天,空账户→''不写垃圾行
③重启失忆:账本全内存,重启重置1M/0持仓与已落库成交断层;
修=restore_from_trades逐笔重放(cash=initial-Σ买-Σ费+Σ卖/持仓加权成本/
当日买入补T+1锁)+runner经_hist_trades_for_restore(list_trades)接线

+4回归(sync契约与T1两日/asof三态/重放手算基准996683/offset→side映射);
833绿 [vps]
2026-08-19 10:27:58 +08:00
claude_dev 18a9c8d1a1 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
2026-08-17 11:52:26 +08:00
claude_dev d2364a36c5 refactor(provider): TET Phase3老接口内部委托Fetcher——①四老方法(get_price/get_closes_panel/get_index_stocks/get_fundamentals_df)旧体删除,改调同款Fetcher(与_ex两张皮,strict契约自此对老接口生效:非法frequency/fq/count/日期/空列表→ValueError,查询失败raise;Phase2副本对照4/4语义等值已验issue#19)②qfq因子二次读库归一:_build_qfq_factor/_apply_qfq_batch拆为_read_qfq_rows+_qfq_factor_from_rows与_read_qfq_events+_apply_qfq_events(IO/纯计算),因子读全挪进extract_data,transform零IO③all_weather四处get_fundamentals_df(choice)补空守卫(空候选集=调用方业务态)④3个宽松断言回归测试改strict(1m频率/空stocks/空symbols);938绿 [vps]
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2026-08-17 09:12:47 +08:00
claude_dev 5211d5a6ed fix(reconcile+ci): 双轨配对按instance_id精确配对+部署API等待帽10→20分钟——①配对v2:v1按策略名dict收敛,同策略多live(live#10/#11都是channel_test)后者覆盖前者→live#10漏配live#11双配,15:10日终对账配错对(VPS 8对舰队实测:live#11↔shadow#44/45两行,live#10无);修为instance_id+周期精确优先→同实例退而求其次→无instance回退策略名唯一/周期一致,宁缺毋错;+2回归测试(复刻VPS实况/同实例不同周期)②vps-deploy API监听等待60→120次(run681实录:19常驻进程负载下API启动>10分钟,workflow 10分钟帽误杀放弃,API最终正常起服——但跳过了常驻重启/tag/关issue三步);938绿 [vps]
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2026-08-16 22:45:42 +08:00
claude_dev 3f6b681d0f fix(shadow): 多账户worker不抢全局solo锁——根因实锤:__main__对--account N也走~/.sanguo_shadow_desk.lock全局锁,全机只放行一个影子worker(谁先抢到谁活),supervisor多账户并存时其余全部'锁占用'rc=0优雅退出→每60s重拉秒退循环;VPS实录40/41反复退出+42抢到锁独活(shadow_41.log一击定位);单账户时代从未暴露,2026-08-16用户建三影子账户即炸。修:--account分支跳过全局锁直进run_shadow(同账户防重复由bullet_trade runtime/shadow_{aid}实例锁+supervisor children表兜底);solo模式(无--account)维持全局锁防双开;+3路由测试(account跳锁/solo持锁/auto不碰柜台);936绿 [vps]
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2026-08-16 18:51:07 +08:00
claude_dev 886438fc92 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
claude_dev 28374c341b feat(strategy): #77灯=列表入口×N徽标+#78实盘服务端兜底名——#77:策略库四状态灯点击一律进该类型列表(按实例过滤;空列表→新建页带实例),灯带×N徽标=该类型运行总数(enriched新增counts:backtest任务表/replay回放账户/paper_live实走+影子/live实盘,查询失败退化无徽标),删「回测/模拟/实盘历史」三按钮(灯即入口);#78:live/create名称空或默认值(live-600000等)→服务端兜底{实例名}_v{YYYYMMDD}{minor}同实例同日递增,前端autoName失败被吞也拿到正确名;+2回归测试(counts四桶/兜底名递增);docs补北京迁移注记;929绿+build绿 [vps]
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2026-08-16 13:33:49 +08:00
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 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 5615b11640 feat(api): 回测参数校验—5提交入口统一拦截(2029结束日期可提交根治)——用户实况portfolio_ef8b655a零校验跑垃圾结果;sanguo_api/validation.py:L1静态(格式/先后/未来/区间≥30天/资金/费率0~1%)+L2数据最新日(600000日线锚定MAX(datetime),24h模块缓存,查库失败退化仅L1);接线CTA/组合/优化/因子/模拟盘回放5入口,400中文业务提示;前端5页日期控件禁选未来日期(disableFutureDate共享);+10测试含2029回归,API 115绿,前端build绿 [vps]
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2026-08-15 21:32:32 +08:00
claude_dev 4a6fb4cd37 fix(editor): 语法检查按钮接真——原为原型期假实现(sleep 600ms恒报通过,用户删中括号仍提示成功);后端POST /strategy/file/{name}/check(compile()不落盘,SyntaxError返行号+消息,与保存的py_compile门禁同源);前端调真接口,错误显示「第N行:消息」红tag+toast,编辑即清;3新后端测试(删括号必报错) [vps]
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2026-08-15 21:08:36 +08:00
claude_dev e34a82f6bc perf(portfolio): #12 03 momentum_timing层2向量化—当日预取宽表+内存切片:handle_data牛市日1-2次批量SQL(熊市1次,原每日~13次:1 buy_sign+10行业rps+1-2 select,726天×13≈9000+次IO无跨日缓存,全周期>3h被_TIMEOUT kill);三处_cal_rps/_select_stocks/_cal_buy_sign切片优先+回退直查(预取失败/缺列/空切片→None回退,行为等价旧版);_panel_slice dropna(how=all)精确复刻provider直查行集语义(超集切片组外日期全NaN行会改iloc[0]/tail(N)口径,测试单stock场景抓出);_stock_pool当日缓存(预取+_find_stock_pool共享get_index_stocks+filters);+1回归测试断言牛市日get_closes_panel≤2次+每行业get_index_stocks 1次,22绿 [vps]
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2026-08-15 12:03:29 +08:00
claude_dev ad59922919 test(factor): test_analyzer三个never-ran测试修复——补read_db_daily假bars(analyzer真读库建prices,缺bars触发DBG空守卫短路tears/IC)+factor日期对齐生产aware口径(Asia/Shanghai);此批测试原在任何环境都没跑过(Mac缺依赖skip/容器缺pytest/CI只跑data_platform),Mac补齐lock依赖后暴露;全量900绿 [nas]
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2026-08-15 07:08:21 +08:00
claude_dev b1a43cba44 fix(portfolio): all_weather换仓月只卖不买根治——monthly_adjustment卖出旧仓后未重取持仓,陈旧快照len≥目标数致target_num>position_count恒False一股不买,空仓躺到下月(NAS实测2025-09-01/10-09/12-01三次调仓全中,持仓数<目标数的8-13/11-03正常买);卖出后_get_positions重取+动态持仓回归测试(复现卖5买0→修后卖5买5);老翻译bug非本轮5commit回归(VPS旧代码对照运行中) [vps]
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2026-08-15 07:06:07 +08:00
claude_dev b9315ef7e7 fix(tests): Mac本地9个既有测试失败根治——test_cta_engine的sys.modules mock注入从import期挪进module-scoped fixture(pytest全量collection先于执行,import期注入污染后收集的metrics/datareader/factor)+venv310按lock补装empyrical-reloaded==0.5.12;影子柜台设计文档头更新(P1已上线/P3前半已实现) [nas]
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2026-08-15 00:02:12 +08:00
claude_dev f9322a7c48 feat(provider): TET窄试点B——P0四方法Fetcher化(_ex新接口,strict fail-fast),老接口零改动 [vps]
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2026-08-14 23:44:39 +08:00
claude_dev 534a06aad7 feat(shadow-desk): 双轨日终对账报表(影子P3前半,设计§8.2)—reconcile_report四指标(成交笔数全同/每笔价差vwap对比<10bps带符号供滑点重标/收盘持仓逐只数量/净值月偏差<0.5%)+find_dual_track_pairs自动配对(shadow策略名↔live strategy_class,live#5↔shadow#39实证)+dual_track_reconcile落库upsert;API GET /paper/reconcile(+单配对refresh);CLI python -m;supervisor auto轮询挂15:10后每日一次兜底;14新测试(符号口径SH/XSHG归一/影子拒单不计/部分成交如实报笔数异) [vps]
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2026-08-14 23:18:07 +08:00
claude_dev 2cd158286b perf(portfolio): G5-P2收尾—all_weather三调用点向量化:①filter_roic逐只循环→一次批量+fields=['roic']短路(9×)②_trend_mean get_price长表+pivot→get_closes_panel宽表(340×,count=N→start-N*2自然日+.tail(N)同momentum口径,fq均raw)③prepare_stock_list get_price(close+high_limit)→get_limit_status_batch精确涨跌停口径;测试fixture补panel/limit_batch mock(原MagicMock碰巧truthy蒙混paused剔除语义,默认改全正常);+6回归测试,portfolio全套302绿 [vps]
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2026-08-14 23:17:13 +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 61cc01efbe feat(portfolio): P1.3涨跌停/停牌过滤批量化双端—①all_weather monthly_adjustment三filter接线_get_limit_status批量预取(原不传status_map/date走无数据保留死分支,照买涨停照交易停牌;同small_cap等三策略) ②ShadowBroker涨跌停拒单(买撞涨停/卖撞跌停/停牌双向拒;limit_getter注入,未注入/异常/无状态降级放行等价旧行为) ③runner build_limit_getter(优先miniQMT实时tick lastPrice vs UpStop/DownStop与实盘同源,回退get_limit_status_batch日线口径);9新测试 [vps]
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2026-08-14 23:04:15 +08:00
claude_dev 86a13ede42 test(portfolio): 修stale测试test_small_filters_by_roe_roa—锚定e807bed放宽阈值(roe0.05/roa0.02,原0.15/0.10对中证1000命中仅~5%),保留剔除不合格股意图(换roe0.03/roa0.01样本) [nas] 2026-08-14 22:57:20 +08:00
claude_dev f49154266d 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]
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2026-08-14 22:07:30 +08:00
claude_dev f73810a6da 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
claude_dev a1d4773189 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
claude_dev ea736acb29 fix(shadow): ShadowBroker补LiveEngine 0.9.2协议方法(supports_account_sync/cleanup等5个);VPS实况=影子进程启动即崩进崩溃循环(引擎_start_background_jobs无条件调supports_account_sync);加协议完整性防回归测试 [vps]
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2026-08-14 20:04:59 +08:00
claude_dev c9bc654d3a fix(paper): 实走/影子隐藏起止日期(用户指正:开放账户区间无意义): 前端仅回放显示日期,卡片标题资金与区间→资金+说明文案; 后端非回放强制start=创建当天end空(组合日终重放依赖start_date空值会崩); 区间断言进测试 [nas]
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2026-08-14 19:45:09 +08:00
claude_dev f00730482f feat(shadow-desk): P1-d 影子主管+通路策略增强(用户拍板): channel_test universe分6类资产各3只(宽基/行业/跨境商品ETF/主板蓝筹/中盘/创业板,个股只主板+创业板无科创北交铁律)hold 6只每日跨类型轮换;盘中4时点场景(9:35主调仓卖全买等权/10:45部分加减仓/13:45卖后买资金复用/14:30 T+1拒单探针)每天全场景,适配15m; shadow supervisor --auto轮询paper库自动拉起/停止/重启影子账户子进程(env映射SANGUO_LIVE_+SANGUO_SHADOW_契约); 11新测试 [vps]
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2026-08-14 19:14:13 +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 6220fc5943 refactor(paper): 影子升级为第三种运行模式(回放/实走/影子,用户拍板CTA和组合都可走影子): 模式卡三选一替代组合卡内撮合引擎单选; engine由mode推导(shadow→shadow否则eod_replay,CTA/组合统一); 日终20:30 job只遍历mode=live天然隔离影子账户; 列表徽标mode=shadow亮'影子'+组合live标'日终'; 2新测试 [vps]
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2026-08-14 12:55:26 +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 861c7faa8c 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]
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2026-08-14 12:05:23 +08:00
claude_dev 1e7d696f45 feat(shadow-desk): P0对账spike(runner加initial_positions通道+final_portfolio产出): BacktestEngine续跑注入初始持仓(引擎原生支持,不消耗现金); 期末现金/持仓/总值从engine.context.portfolio直取; run_backtest_json透传initial_positions+final_portfolio; scripts/shadow_desk/spike_p0全量vs 3段续跑对账(持仓逐只/现金总值/净值曲线<1e-6,自动月初分段或--split压除权边界); 6测试 [vps]
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2026-08-14 10:10:51 +08:00
claude_dev 234b44e141 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
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 baaa459481 test(api): 修2个stale测试(benchmark-curve/risk-series未知任务从404改断言降级200空序列,对齐b2c41c7降级设计) [nas] 2026-08-13 19:57:23 +08:00
claude_dev 82c9edb092 fix(strategy): 编辑器代码空白根因=/strategy/files不含code; 加GET /strategy/file/{name}按需拉取; 运行回测改回跳参数页+按策略预填(New.vue读query.class,推翻上轮直接发起) [nas] 2026-08-13 19:40:18 +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 d8c156e6de feat(strategy): 策略库灌入vnpy内置8策略模板(DoubleMa/AtrRsi/BollChannel/DualThrust/KingKeltner/MultiSignal/MultiTimeframe/TurtleSignal); registry自研目录优先加载(编辑副本即刻生效,pip兜底); 分类器识别vnpy_ctastrategy import风格 [vps]
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2026-08-13 18:24:40 +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 523105650d fix(api): GET /task 内存失后 DB fallback 返 status(治回测 done 后前端轮询 404 死循环卡等待) [nas]
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2026-08-13 08:52:53 +08:00
claude_dev 4ad505434b feat(backtest): 个股回测接入费用(cfg通道)+slippage+benchmark放宽至4基准 [vps]
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2026-08-12 23:56:14 +08:00
claude_dev 1d8e39709f feat(strategy): 策略代码+实例路由组(routes_strategy)并注册 app [nas] 2026-08-12 23:56:14 +08:00
claude_dev 31836701f6 feat(strategy): 策略实例 JSON 存储 CRUD(list/get/create/update/delete) [nas] 2026-08-12 23:47:51 +08:00
claude_dev a272741dd6 feat(strategy): registry 扩展自研目录扫描(AST)+文件读写+py_compile; __init__ 惰性化(纯逻辑模块脱离 fastapi 可单测) [nas] 2026-08-12 23:47:07 +08:00
claude_dev b2c41c73b8 fix(backtest): CTA metrics benchmark 缺失降级(不阻塞整组指标图)
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benchmark 数据缺失时原实现 if 跳过整段 compute_metrics → {task_id}_metrics.json 不写 → 策略净值/回撤/波动图也空(不只基准图)。改为:benchmark 空时传空 Series + log WARN,compute_metrics 内部 reindex→fillna(0) 容空(基准类指标 NaN→None,策略指标正常),metrics.json 照写。效果:策略图照常出,只基准/Alpha/Beta 图空(前端 benchmark-curve/risk-series 已容错)。加测试 test_run_cta_backtest_benchmark_missing_degrades(mock read_index_daily 返空 → 验 compute_metrics 仍 called + metrics.json 仍写 + 策略指标有值)。6 测试全绿(Mac pytest)。
2026-08-02 20:37:50 +08:00