 claude_dev
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b9315ef7e7
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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]
CI/CD / test (push) Successful in 15s
CI/CD / nas-deploy (push) Successful in 47s
CI/CD / nas-verify (push) Successful in 23s
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2026-08-15 00:02:12 +08:00 |
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claude_dev
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ce62de5522
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docs(shadow-desk): P0对账标记已通过(all_weather 2024全年全量vs3段续跑,持仓逐只/现金总值/净值<1e-6,跨除权覆盖);下一步P1常驻进程 [nas]
CI/CD / test (push) Successful in 13s
CI/CD / nas-deploy (push) Successful in 29s
CI/CD / nas-verify (push) Successful in 14s
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2026-08-14 10:33:44 +08:00 |
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claude_dev
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fff9119f38
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docs(design): 影子柜台+双轨一致性验证(用户需求):影子vs实盘同跑对账——一致性参数表(费率/滑点标定/涨跌停/T+1对齐)+日终对账报表(笔数/价差<10bps/持仓/净值月<0.5%) [nas]
CI/CD / test (push) Successful in 12s
CI/CD / nas-deploy (push) Successful in 30s
CI/CD / nas-verify (push) Successful in 16s
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2026-08-14 09:11:39 +08:00 |
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claude_dev
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02ece66e86
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docs(design): 影子柜台设计v2(用户反馈):miniQMT实时订阅驱动(替代schtask轮询,与实盘同款)+实时价撮合+步长=策略自身周期(tick~月线)+每实例独立虚拟账户;对账兜底保留 [nas]
CI/CD / test (push) Successful in 19s
CI/CD / nas-deploy (push) Successful in 30s
CI/CD / nas-verify (push) Successful in 13s
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2026-08-14 09:05:03 +08:00 |
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claude_dev
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7e94339e42
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docs(design): 模拟盘影子交易柜台设计(验收四轮#4):checkpoint增量+VPS盘中15m schtask+自有撮合;可行性已验(引擎initial_positions+attribute_history直查源) [nas]
CI/CD / test (push) Successful in 15s
CI/CD / nas-deploy (push) Successful in 31s
CI/CD / nas-verify (push) Successful in 10s
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2026-08-14 08:32:42 +08:00 |
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claude_dev
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c033cf6cb5
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docs(design): MCP 直接暴露 LocalUnifiedProvider 设计笔记
解决人肉割裂/手搓查询错/AI不能主动取数:
- 14个公开方法分P0/P1/P2优先级(get_price/closes_panel/constituent/fundamentals优先)
- 薄server直接@tool注册,跳过FastAPI(YAGNI,不给第三方REST)
- 与Vibe-Research分工:实时在线vs本地历史,前缀sanguo_区分
- 配套TET:先治兜底再暴露,AI消费校验过的干净数据
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2026-07-30 09:39:28 +08:00 |
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claude_dev
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58e9a3b053
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docs(design): Provider Fetcher TET 化设计笔记——治兜底会乱
承接 OpenBB 调研的可落地设计:
- 实证本项目兜底坑(NaN当停牌/dbbardata双行/裸查询误报)
- TET三段式契约+fail-fast治兜底映射
- 本项目落地方案:extract读本地(绕过网络)+transform pydantic校验
- 明确不照搬OpenBB网络层/Registry/Router(KISS)
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2026-07-30 07:47:41 +08:00 |
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claude_dev
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f953764fef
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docs(design): 三机开发-测试-生产环境分离设计spec
数据session评估收敛:VPS生产/Mac开发/NAS测试+备份物理隔离。
含硬件基线实测/数据热冷分布/Mac本地副本(非直读NAS SQLite避跨网锁坏)/
docker复用(amd64一致)/单向同步流/数据安全两层防护/4阶段实施步骤。
输入给独立三环境session实施。
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2026-07-29 13:44:47 +08:00 |
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claude_dev
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8d55e414fa
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fix(backtest): A股适配层—定寸/做空拦截/真实费用/口径统一(Phase1+2)
审计发现包装层系统性失真(2 CRITICAL+7 HIGH)，vnpy底座可信但A股场景未适配：
- C1 定寸: engine.size=N(满仓手数)，策略volume=1手=N股，开平对称(pos归零)
- C2 做空拦截: SHORT+OPEN拒单，long-only，SHORT+CLOSE平多允许
- H3 A股费用: AShareDailyResult重算(佣金保底5元/印花税卖方/过户费沪市)
- H4 收益口径: simple return从balance算(不再用vnpy log return喂empyrical)
- H5+口径: benchmark ffill对齐不缩样本; sizing_shares_per_lot暴露
- H7 退化检测: 零成交/空数据标degenerate不静默done
- H8 task_id: optimize/factor用uuid4(原id()内存地址)
- 静默except改warning
验证: 容器内真实vnpy DoubleMa 600000 2022-2024, total_return 1e-6→42.3%,
end_balance 100万→142万, SHORT+OPEN成交0笔, N=7800股/手.
22 backtest测试全绿(含集成测试), API健康200.
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2026-07-12 23:39:45 +08:00 |
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claude_dev
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918bbed0fc
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fix: 修复登录500错误和移除明文密码提示
- 修复 deps.py 中 get_vn_service 的引用错误 (vn_service.vn_service -> vn_service)
- 移除登录页面上的明文密码提示
- 改进前端错误处理，避免数据加载失败导致登录显示错误
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2026-07-02 12:23:55 +08:00 |
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claude_dev
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a37c43f691
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docs: 建立完整的项目文档体系
- 创建6大文档分类：需求/设计/API/用户指南/运维/研究
- 添加各目录的 README 和模板说明
- 定义文档命名规范和编写规范
- 建立文档与代码的对应关系
文档目录结构:
├── requirements/ - 业务需求、功能需求、非功能需求
├── design/ - 架构设计、数据库设计、UI设计、集成设计
├── api/ - REST API、事件定义、内部接口
├── user_guide/ - 快速开始、教程、FAQ
├── operations/ - 部署、监控、故障排查
└── research/ - 因子研究、策略研究、回测报告
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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2026-07-01 21:13:44 +08:00 |
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