Commit Graph

6 Commits

Author SHA1 Message Date
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]
CI/CD / test (push) Successful in 11s
CI/CD / nas-deploy (push) Failing after 11s
CI/CD / nas-verify (push) Has been skipped
2026-08-13 18:32:09 +08:00
claude_dev ff84b3d4b0 feat(live): D-3 sanguo实盘分支(影子下单)+D期设计文档
D-3 模式A影子下单(spec §5):
- bridge_client.py: QMT bridge HTTP客户端(urllib, X-Bridge-Token, 失败不抛返回None)
- live_orchestrator: _shadow_trades_to_bridge 当日成交POST bridge(默认enabled=false)
- persistence: paper_shadow_orders幂等表+save_shadow_order/is_trade_shadowed
- config: data_platform.yaml加live段, token走env(BRIDGE_TOKEN)
- to_bridge_code symbol转换与guess_exchange一致(2位前缀)
安全: enabled=false默认关+token走env+幂等防重复+影子失败不阻断live_step

docs: phase3d-live-trading-design.md(D期完整设计)
2026-07-11 00:03:46 +08:00
claude_dev 20bdd689af feat(persistence): C-S3实走跨日状态—paper_pending_orders+positions/last_balance存取 2026-07-08 06:46:57 +08:00
claude_dev 0543154a62 fix(paper): save_account 兼容 start/end → start_date/end_date 字段映射 2026-07-07 17:45:43 +08:00
claude_dev 14088eac13 feat(paper): C-S2 分策略归因(/strategies 聚合成交/拒单/费用) 2026-07-07 12:07:37 +08:00
claude_dev 308d36f2b6 feat(trader): persistence 4表+checkpoint+WAL(spec§8/§9.1)
paper_accounts(含owner_id/checkpoint_date/scheduler_job_id/match_session)
paper_trades(rejected/reject_reason/blocked_by) paper_positions(scope)
paper_daily_balance(is_checkpoint) WAL多进程读写 5 tests passed.
2026-07-07 11:52:11 +08:00