 claude_dev
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cacdb5ae24
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feat(trader): C-S3 scheduler(APScheduler定时+启动恢复live job)
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2026-07-07 12:48:24 +08:00 |
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claude_dev
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42877213ae
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feat(trader): PaperEngine 主循环(逐bar重放/next_open缓冲/current_close/双层记账/持久化)
- run(): T+1解冻→撮合上根pending(用当前bar)→喂策略收单→current_close当根/next_open缓冲→盯市入库
- 双层记账一致性(总账=分户之和), checkpoint续跑字段
- StrategyRunner +symbol 字段 3 tests passed.
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2026-07-07 12:01:37 +08:00 |
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claude_dev
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f0d8fd2a03
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feat(trader): PaperCtaEngine 策略适配器(拦截send_order→PaperOrder)
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2026-07-07 12:00:14 +08:00 |
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claude_dev
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b2c5d8fd79
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feat(data): read_parquet_15min + trader data_source(qfq/raw双源)
- datareader: +read_parquet_15min(sh/sz前缀+15min.parquet), get_database lazy(去tzlocal等依赖)
- data_source: iter_bars cross-section yield(date,{symbol:Bar}), raw首版fallback qfq+warning(spec§17)
- 本机 mock _read_fn 测调度逻辑, read_parquet_15min 容器冒烟 4 tests passed.
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2026-07-07 11:57:16 +08:00 |
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claude_dev
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308d36f2b6
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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.
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2026-07-07 11:52:11 +08:00 |
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claude_dev
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e5e4eef807
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feat(trader): Account总账+StrategyRunner分户(双层记账/资金T0/股票T1)
- Account: cash资金T0/合并持仓/equity盯市/cash_enough买单检查
- StrategyRunner: 分户持仓+realized_pnl归因/unrealized_pnl
- transfer_fee 直接用(matcher已双向,不再×2,review H3)
- unfreeze_all 对称(总账+分户,T+1每日解冻)
7 tests passed.
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2026-07-07 11:50:40 +08:00 |
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claude_dev
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05d74fc2c1
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fix(trader): M+L 接口校验 (listing_days/NaN/输入校验/类型注数) review
M1: PaperOrder+limit+matcher 加 listing_days(创业/科创/北交所前5日不锁,0=已过)
M3: is_locked_for_*_symbol cfg 注解 AccountConfig
M4: matcher NaN bar 拒单 bar_missing
L3: PositionLedger price/volume 正数校验
L5: PaperOrder __post_init__ volume 类型校验(拒 float/bool)
M5: current_close 契约 docstring + H3 残留注释修正(transfer_fee 双向)
79 tests passed.
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2026-07-07 11:23:16 +08:00 |
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claude_dev
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b874be1d84
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fix(trader): matcher slippage/过户费双向/限价超涨停拒单 (H2/H3/H4)
H2: fill_price 应用 slippage(买+/卖-,默认0不影响)
H3: 过户费改双向(matcher 直接×2,Account 不再×2,删单边注释)
H4: 限价单超涨停价拒单(price_above_limit/price_below_limit)
69 tests passed.
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2026-07-07 11:15:19 +08:00 |
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claude_dev
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f940841a9a
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fix(trader): 价格精度 _price_eq + Decimal ROUND_HALF_UP (C1/H1)
C1 CRITICAL: is_one_word_lock/is_t_lock 用 == 比较价格，浮点尾数差
(5.5600000000000005 vs 5.56) 导致一字板当可成交。改用 math.isclose
容差比较 (pricetick/2)。新增 _price_eq()，所有价格 == 改用之；
相对比较 (low<open, high>open) 保留原语义。
H1 HIGH: limit_up/down_price 用 Python round() 是 banker's rounding
(round(610.5)=610)，导致 5.55×1.10→6.10 而非 6.11。改用
decimal.Decimal(str(x)) + ROUND_HALF_UP。
测试：
- 5.05 一字涨停 (浮点尾数差 case)
- 9.99×1.2 创业板一字板
- 0.35×1.05 ST T 字板
- 5.55×1.10 → 6.11 (banker's 消除)
- 4.45×0.90 → 4.01
60 tests pass, 100% cov 保持。
Refs: Phase 3c C-S0 review findings [C1][H1]
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2026-07-07 10:47:39 +08:00 |
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claude_dev
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67ea7763cd
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feat(trader): matcher.py A股撮合(match_session/费率/100股/封板) Issue#3
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2026-07-07 10:05:49 +08:00 |
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claude_dev
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84bf00ea8d
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feat(trader): PositionLedger 单标的持仓(T+1冻结/均价)
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2026-07-07 10:03:42 +08:00 |
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claude_dev
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59c8133152
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feat(trader): limit.py 涨跌停板块表+封板判断(T字板保守拒单)
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2026-07-07 09:39:58 +08:00 |
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claude_dev
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f573a328aa
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feat(trader): models 数据类 + AccountConfig 费率(Issue#3)
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2026-07-07 09:37:03 +08:00 |
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