claude_dev
6c2c217e22
fix(web+api): 组合回测max_pool默认30→0——用户拍板「前端页面肯定要改」(回测口径与实盘对齐,f214e2f只翻了live/paper链漏了回测) [nas]
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你印象中改过的是6ecdaab#95标的池pool→all(三表单+后端四处),max_pool当时没动。本次三处对齐: PortfolioBacktest表单默认30→0+过时提示(「MVP验证用,默认30」)清理+routes_portfolio Field default=30→0(防API直调口径分裂,#95同款对齐法)。语义同全链:0=不限,策略层>0才截断。build绿+tests/api 165绿。
2026-08-24 20:54:56 +08:00
claude_dev
6ecdaab959
feat(front+api): #79+#94+#95验收三连——#79:策略库卡片收益格移除(用户'回测·最新10.44%没啥用',回测数字口径易误导,收益看各列表/全景;latestRet/retInfoOf孤儿函数随删,pct/retClass巡检仍在);#94:实盘列表标的列接poolLabel(all→全市场)+实例列建instanceNames映射显实例名(原绑row.instance但后端list_lives从未填恒'—',对齐模拟盘#71口径,兜底实例#id);#95:标的池默认值统一改all全市场——前端三表单(paper/live/PortfolioBacktest poolForm)+后端四处默认(routes_live setdefault/routes_portfolio Field/routes_paper/orchestrator runner)同步对齐防口径分裂,标签'全市场(慢,非MVP)'简化'全市场';936绿+build绿 [vps]
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2026-08-16 22:29:29 +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
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
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
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
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
9588a77a01
feat(portfolio): 回测可观测性 L1+L2+L3(治排查黑盒)
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L1 worker logging: portfolio_worker 模块级 basicConfig(spawn子进程logger进docker logs)
+ subprocess stderr=None 继承(runner_backtest日志实时进docker logs,原capture_output吞了)
+ 失败处理适配(stderr未捕获,改提示查docker logs)
L2 task状态区分: 加 GET /portfolio/task/{id}/status(返state+error)
+ get_result 区分 failed(422+error)/running·pending(404 not ready)/done(原全404分不清)
L3 _wait_future日志: runner.py except 加 logger.error(原只task.fail静默,治非timeout异常排查)
前端无需改(轮询通用/task/{id}已处理failed)
2026-08-02 13:42:06 +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
176c17f611
fix: NAS组合回测路由适配(isdir /app)+runner provider_config透传
2026-07-31 08:11:21 +08:00
claude_dev
c4042a50d1
fix(portfolio): routes_portfolio 本地/SSH 自动检测(VPS后端405修复)
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VPS 后端(schtasks sanguo-api → run_web.py)独立部署,之前没同步 routes_portfolio
致前端调 /api/v1/portfolio/backtest 报 405 Method Not Allowed。
- routes_portfolio 加本地/SSH 自动检测:os.path.isdir(_VPS_WORKDIR) 判定
(VPS 有 C:\sanguo_vnpy_v2 → 本地直接 subprocess 跑 runner;Mac 无 → SSH 到 VPS)
避免 VPS 后端 SSH 自连外网 IP 绕路,无需 env 配置同源两端自适应
- VPS 端同步 routes_portfolio.py + app.py 注册 portfolio_router + 重启 schtasks
- 验证:POST /api/v1/portfolio/backtest 从 405 → 401(路由注册成功,verify_token 生效)
2026-07-19 08:18:53 +08:00
claude_dev
b38ac3efd1
fix(portfolio): 前端回测MVP链路5处bug(VPS同步/routes命令/max-pool/filter/日期)
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Layer1-3 链路验证发现并修复:
1. VPS runner_backtest旧版(tar同步,修 from bullet_trade.core import BacktestEngine ImportError)
2. routes shlex.quote对Windows路径产POSIX单引号cmd不认 -> 手动拼远端命令
3. routes 'set X=Y &&' 尾空格进value致bullet_trade provider名匹配失败 -> 删set(runner自带setdefault)
4. 加 --max-pool 参数(默认前端30)避免HS300+中小综指1258只基本面下载超时
5. filter_st/filter_new对全成分逐只 -> max_pool slice提前到filter前;
_coerce_datetime加YYYYMMDD解析(原fromisoformat不认miniQMT日期格式)
2026-07-18 22:16:08 +08:00
claude_dev
96b1924fd5
feat: 实盘模拟(live) + 组合回测MVP(portfolio)
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[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