5 Commits

Author	SHA1	Message	Date
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]	2026-08-15 07:06:07 +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]	2026-08-14 23:17:13 +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]	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	a68cf4905e	feat(portfolio): sanguo_portfolio 组合策略框架(BulletTrade+miniQMT,不用jqdatasdk) ... 把聚宽"全天候轮动"(post48819)搬到 BulletTrade。融合=pip+扩展点注入 (SanguoMiniQmtProvider 继承 MiniQMTProvider 只 override get_fundamentals, set_data_provider 公开 API 注入, BulletTrade 源码 0 改动)。 - providers: SanguoMiniQmtProvider 补 get_fundamentals(PershareIndex+自算PE/PS/PB/PCF/市值/ROIC) - strategies/all_weather: 4选股函数+大小盘轮动+ETF兜底+涨停止损(聚宽风格翻译) - factors(估值/ROIC自算) + filters(ST/涨跌停/次新/停牌) - 88/88 测试 Mac+VPS 双过; VPS 回测 pipeline 跑通(修9bug:Capital单位/日期格式/百分数口径/11字段alias) - 实盘 runner_live+runbook 就绪等交易日; DEFAULT_DATA_PROVIDER=miniqmt env 不装 jqdatasdk - 文档: sanguo_portfolio_plan / portfolio_backtest_result / portfolio_live_runbook	2026-07-18 19:08:18 +08:00