 claude_dev
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e0808859da
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fix(docker): polars 钉 1.42.1(NAS 无 AVX2,>=1.43 SIGILL 崩溃 exit132)
构建验证抓到:>=1.26.0 拉到 1.43.2 在 NAS(Celeron 无AVX2)import 即崩;
pre-init-rebuild 的 1.42.1 实证可跑,钉死。>= 松约束版本漂移教训
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2026-08-01 19:49:06 +08:00 |
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claude_dev
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0332aef3d4
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fix(docker): 加 .dockerignore 瘦身构建上下文(1.9G→~50MB)+Dockerfile apt清华镜像
NAS容器bind-mount提供代码/data,镜像只需Python+依赖层;
排除data_cache/frontend/venv/logs/.git等;治上下文发送慢+输出不可监控
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2026-08-01 19:20:12 +08:00 |
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claude_dev
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53daf9b57b
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fix(docker): Dockerfile apt 换清华 debian 镜像(原 deb.debian.org 国内不稳)
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2026-08-01 19:16:10 +08:00 |
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claude_dev
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608574b49b
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fix(docker): Dockerfile pip install 对齐清华源(与 Dockerfile.test+运行时env一致)
原用默认 pypi.org,国内构建拉 torch 等大包极慢易超时;对齐项目标准清华源
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2026-08-01 19:07:52 +08:00 |
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claude_dev
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e64b5906da
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fix(portfolio-backtest): 净值曲线 echarts 空白 - watch漏触发手动兜底
CI/CD / test (push) Successful in 10s
CI/CD / nas-deploy (push) Successful in 22s
CI/CD / nas-verify (push) Successful in 3s
根因(浏览器实证): onSubmit 异步轮询 done 后 result/equityCurve 同帧赋值,
v-if result 块(含 chart-box div)此帧才挂载, watch(equityCurve, flush:post)
在该时序下漏触发 renderEquity → echarts 从未 init(chart-box 无 _echarts_instance_)。
手动 echarts.init+setOption 实证容器/echarts/数据全正常(37点),纯 watch 触发遗漏。
修复: equityCurve 赋值后 await nextTick()(等 chart-box 挂载)+ 手动 renderEquity()兜底。
watch 保留(双保险, ensureChart 幂等)。
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2026-08-01 16:56:26 +08:00 |
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claude_dev
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4986e5c3c4
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feat(portfolio): 组合回测异步化(接入 orchestrator task 框架)
CI/CD / test (push) Successful in 10s
CI/CD / nas-deploy (push) Successful in 21s
CI/CD / nas-verify (push) Successful in 3s
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。
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2026-08-01 13:52:46 +08:00 |
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claude_dev
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2ca2facce3
|
fix(docker): requirements-docker 补组合/CTA 运行时依赖(治重建丢包后患)
CI/CD / test (push) Successful in 9s
CI/CD / nas-deploy (push) Successful in 25s
CI/CD / nas-verify (push) Successful in 4s
容器是 docker commit 快照链(pre-init-rebuild 比 with-sqlite 多64包),
手动装的 bullet-trade/jqdatasdk/vnpy_ctastrategy/vnpy_sqlite 只活容器层,
从 base 重建会全丢。补进 requirements-docker.txt 钉到容器实证版(均PyPI可装):
- bullet-trade==0.9.2(组合框架,import bullet_trade)
- jqdatasdk==1.9.8(bullet_trade import 链必需)
- vnpy_ctastrategy==1.4.1(CTA引擎)
- vnpy_sqlite==1.1.3(vnpy sqlite驱动)
不补 pyecharts(0import残留)/jupyter栈(bloat)
docs §10 记可复现重建步骤;干净重建待 env 空闲验证
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2026-08-01 12:23:53 +08:00 |
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claude_dev
|
4fccfad4ca
|
fix(nas): 固化容器 --init 铁律(防后台回测被清复发)
CI/CD / test (push) Successful in 9s
CI/CD / nas-deploy (push) Successful in 21s
CI/CD / nas-verify (push) Successful in 2s
- docker-compose.yml vnpy 服务加 init:true(供未来 compose 部署)
- three-env-code-promote.md 新增 §9:NAS 容器必须 --init 创建,
手动重建命令+image(pre-init-rebuild勿用with-sqlite)+复发风险(手动rm+run)
根因:无init时docker exec nohup后台进程会话结束后被清(02 day0 4min被清)
ci-cd只restart不重建,--init保留;唯一丢--init路径=手动rm+run
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2026-08-01 08:49:32 +08:00 |
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claude_dev
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3b3e42985e
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fix(datareader): read_index_daily 切 dbbardata(治 benchmark 读陈旧 vnpy DbBarData)
CI/CD / test (push) Successful in 9s
CI/CD / nas-deploy (push) Successful in 24s
CI/CD / nas-verify (push) Successful in 3s
cta_engine benchmark 经 read_index_daily 读 vnpy DbBarData(方案A前陈旧源)。
切 dbbardata(指数点位已由 sina_index_eod 灌 exchange=SSE)。
- 数据源:vnpy get_database.load_bar_data → sqlite3 直连 dbbardata
- 消除覆写 vnpy SETTINGS 副作用(cta_engine.py:73/199)
- 回归坑1(000300读空):CODES 已加 000300 → dbbardata 有数据(本轮修复)
- 回归坑2(sz000905):默认 benchmark sh000300 不触发;中证指数用 sh 前缀
- 复用 provider 模式:substr(datetime,1,10) 比日期规避混合格式
- 测试:mock vnpy → 真实 tmp sqlite 库测 SQL 路径(2测重写)
- 验证:Mac 4+5 passed + VPS 真实库 sh000300 7月23行 close4588.197
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2026-08-01 08:41:57 +08:00 |
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claude_dev
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6b3d86920b
|
fix(idx-eod): 000300 沪深300 加入 CODES，补 7-16→7-31 数据
CI/CD / test (push) Successful in 14s
CI/CD / nas-deploy (push) Successful in 26s
CI/CD / nas-verify (push) Successful in 5s
根因：000300 不在 sina_index_eod.py CODES(15个中证指数码)，无每日更新
机制，停在历史灌入的 7-16。其他14码由 idx-eod 每日更新到 7-31。
修复：CODES 加 000300(sina 主源良好，无股票码碰撞)。实证 ssh VPS 跑
--codes 000300 补22行(7-17~7-31新增11行)，dbbardata 000300 SSE
max=7-31 rows=4025(was 7-16/4014)。明天 idx-eod 18:30 起每日自动更新。
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2026-08-01 08:00:36 +08:00 |
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claude_dev
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3813d22e2b
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fix(nas_sync): sync_parquet.sh 加保活+retry(防6.24G跨公网broken pipe)
CI/CD / test (push) Successful in 8s
CI/CD / nas-deploy (push) Successful in 22s
CI/CD / nas-verify (push) Successful in 4s
scp -r 6.24G/70min跨公网,加ServerAliveInterval=30保活+3次retry兜底broken pipe。
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2026-08-01 07:37:31 +08:00 |
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claude_dev
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4876727289
|
fix(nas_sync): sync_valuation_daily 改scp-r(单tar跨公网broken pipe)
CI/CD / test (push) Successful in 11s
CI/CD / nas-deploy (push) Successful in 23s
CI/CD / nas-verify (push) Successful in 3s
单tar 1.1GB scp跨公网broken pipe(连接断retry难救);改scp-r多文件独立传
(sync_parquet.sh验证6.24G鲁棒)。实测valuation+financial_abstract DONE,
8-1同步5535x2文件。踩坑:nohup &在tee命令里干扰stdin致部署空,分步tee。
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2026-08-01 02:04:19 +08:00 |
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claude_dev
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86bec48b14
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feat(nas_sync): valuation+financial_abstract 每日同步脚本
CI/CD / test (push) Successful in 10s
CI/CD / nas-deploy (push) Successful in 22s
CI/CD / nas-verify (push) Successful in 4s
ak-eod每日--force全量重写valuation/financial_abstract(估值随股价每日变);
bsdtar--newer慢盘stat不可行(11070文件>60s),改python tarfile全打包(实测9.5s/1.1GB)->scp->解包。
拆分:每日高频per-stock(valuation)+per-date(dragon_tiger等)+每周低频per-stock(northbound等)。
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2026-07-31 23:03:50 +08:00 |
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claude_dev
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ae6dde7778
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fix(frontend): 组合回测副标题文案修正(本地执行,非VPS)
CI/CD / test (push) Successful in 10s
CI/CD / nas-deploy (push) Successful in 24s
CI/CD / nas-verify (push) Successful in 4s
CI/CD 测试改动:验证 nas-deploy 前端 build+rsync 链路对前端改动跑得通
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2026-07-31 22:54:49 +08:00 |
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claude_dev
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9013ecc141
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docs(claude): 加部署职责边界(业务session只push,推VPS是运维+人决策)
CI/CD / test (push) Successful in 12s
CI/CD / nas-deploy (push) Successful in 29s
CI/CD / nas-verify (push) Successful in 4s
明确:开发/数据/策略 session 改完代码 git push 即完成(NAS 自动验证),不要自己推 VPS;VPS prod 必须 nas-verify 绿后由人触发 vps-deploy(运维 agent + 人协作)。让所有 session 按当前分层方案执行。
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2026-07-31 22:44:41 +08:00 |
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claude_dev
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e5e9632460
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docs: session-environment-guide 更新为分层CI/CD流程(NAS自动+VPS dispatch+agent PAT)
CI/CD / test (push) Successful in 12s
CI/CD / nas-deploy (push) Successful in 22s
CI/CD / nas-verify (push) Successful in 4s
Step2 改 promote --target nas(CI自动为主,手动应急);§8 改已建成分层(双workflow隔离+两种approve+PAT osxkeychain sanguo-gitea-ci)。原写同时推NAS+VPS/审批gate过时。
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2026-07-31 22:02:50 +08:00 |
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claude_dev
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7f550d2eb2
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feat(nas_sync): parquet per-date 每日增量同步脚本
CI/CD / test (push) Successful in 10s
CI/CD / nas-deploy (push) Successful in 30s
CI/CD / nas-verify (push) Successful in 6s
VPS机械盘扫parquet小文件mtime慢(11070文件>60s),bsdtar--newer不可行;
per-date类(ak-events:dragon_tiger/block_trade/margin_sse/restricted)按文件名
日期精确拉(7天窗口容错),绕开慢盘。实测pulled=20/skipped=8。
per-stock类仍走sync_parquet.sh周度全量。
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2026-07-31 22:02:29 +08:00 |
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claude_dev
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74c280d636
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docs(claude): 部署流程改分层(NAS自动验证+VPS dispatch两种approve)
CI/CD / test (push) Successful in 10s
CI/CD / nas-deploy (push) Successful in 22s
CI/CD / nas-verify (push) Successful in 3s
CI/CD 已改分层: ci-cd.yml push→NAS 自动部署+验证(nas-verify 秒级 gate); vps-deploy.yml workflow_dispatch 触发推 VPS(人工 UI 点 / agent basic auth dispatch API)。promote.sh 加 --target nas|vps|all。CLAUDE.md 部署段同步。
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2026-07-31 15:25:10 +08:00 |
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claude_dev
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83e5c73a8f
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fix(ci): nas-verify login 字段名 token(非 access_token,实测响应 {token:...})
CI/CD / test (push) Successful in 10s
CI/CD / nas-deploy (push) Successful in 20s
CI/CD / nas-verify (push) Successful in 3s
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2026-07-31 15:18:53 +08:00 |
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claude_dev
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6731fc35bf
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fix(ci): nas-deploy rsync 前cd..回根(build合并在cd frontend step里,rsync frontend/dist/需在workspace根)
CI/CD / test (push) Successful in 10s
CI/CD / nas-deploy (push) Successful in 22s
CI/CD / nas-verify (push) Failing after 1s
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2026-07-31 15:16:32 +08:00 |
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claude_dev
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5d54e22f72
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feat(ci): CI/CD分层(NAS自动验证+VPS dispatch)
CI/CD / test (push) Successful in 9s
CI/CD / nas-deploy (push) Failing after 12s
CI/CD / nas-verify (push) Has been skipped
promote.sh 加 --target nas|vps|all(拆 NAS/VPS,默认 all 兼容)。ci-cd.yml 重构: push→test→nas-deploy(推NAS后端+前端dist+restart容器)→nas-verify(login+strategy/list+dbbardata 秒级 gate),不再自动推 VPS。vps-deploy.yml 新建: workflow_dispatch+sha input,checkout 指定 commit→promote --target vps→verify,严格版本一致(VPS=NAS验证过的 commit)。两种 approve: 人工 Gitea UI Run workflow / agent MCP dispatch_workflow。原因: Gitea 不支持 environment approval gate,此前 promote.sh 同时推 NAS+VPS 无隔离,push 即上 prod。
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2026-07-31 15:14:05 +08:00 |
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claude_dev
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67bc87f69d
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fix(ci): 纳入frontend/tsconfig*.json(vue-tsc build 需要)
CI/CD / test (push) Successful in 9s
CI/CD / nas-smoke (push) Successful in 2s
CI/CD / nas-frontend (push) Successful in 13s
CI/CD / vps (push) Successful in 18s
根.gitignore *.json 同样忽略了 tsconfig.json/tsconfig.app.json/tsconfig.node.json → CI checkout 缺 → vue-tsc -b 报 TS5083 Cannot read tsconfig.json。加 !tsconfig*.json 例外。
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2026-07-31 14:03:14 +08:00 |
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claude_dev
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3cf1bf9646
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fix(ci): 纳入frontend/package-lock.json(CI npm ci 需要)
CI/CD / test (push) Successful in 8s
CI/CD / nas-smoke (push) Successful in 1s
CI/CD / nas-frontend (push) Failing after 9s
CI/CD / vps (push) Has been skipped
根.gitignore 的 *.json 忽略所有 json 但只 !package.json 例外,漏了 package-lock.json → lockfile 没进 git → CI checkout 无 lockfile → npm ci 失败(nas-frontend job)。加 !package-lock.json 例外。
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2026-07-31 13:38:23 +08:00 |
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claude_dev
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6e7179eb24
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feat(ci): CI加前端build+部署NAS闭环(nas-frontend job)
CI/CD / test (push) Successful in 9s
CI/CD / nas-smoke (push) Successful in 1s
CI/CD / nas-frontend (push) Failing after 3s
CI/CD / vps (push) Has been skipped
新增 nas-frontend job(checkout→npm ci→npm run build→rsync dist 到 NAS homes/admin/frontend/dist),与 nas-smoke 并行;vps job 改 needs[nas-smoke,nas-frontend]。打通.vue 改动→push→CI 自动 build→NAS web 自动生效闭环(此前前端 dist 被 gitignore+promote.sh 无 frontend+workflow 无 build,CI 对前端完全断)。复用 Mac runner node v26/npm,HOME=/Users/chufeng 复用 ~/.npm cache。VPS 无 web 不部署前端。容器 bind mount homes/admin->/app,放挂载源即生效,无需改 Dockerfile。
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2026-07-31 13:35:19 +08:00 |
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claude_dev
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286c0bd069
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fix(portfolio-backtest): 净值曲线watch加flush:'post'
CI/CD / test (push) Successful in 8s
CI/CD / nas-smoke (push) Successful in 2s
CI/CD / vps (push) Successful in 22s
watch(equityCurve) 默认 flush:'pre' 在 DOM 更新前触发,
equityEl div(在 v-if=result 内)尚未挂载→echarts.init 拿不到 DOM→空图。
flush:'post' 让 watch 在 DOM 更新后触发,曲线正常渲染。
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2026-07-31 13:21:16 +08:00 |
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claude_dev
|
4317d97fb0
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fix(docker): Dockerfile.test补bullet-trade==0.9.2(组合回测依赖)
CI/CD / test (push) Successful in 10s
CI/CD / nas-smoke (push) Successful in 1s
CI/CD / vps (push) Successful in 22s
NAS容器跑sanguo_portfolio.runner_backtest依赖bullet_trade,此前容器内临时pip install装在writable layer(重建即丢);补进Dockerfile永久,镜像重建功能不失效。
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2026-07-31 08:36:04 +08:00 |
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claude_dev
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b2aab85105
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feat(nas_sync): 小表全量同步管线(constituent_unified+bs_adjust_factor)
CI/CD / test (push) Successful in 10s
CI/CD / nas-smoke (push) Successful in 2s
CI/CD / vps (push) Successful in 18s
新增 export_table.py/merge_table.py/sync_tables.sh: VPS stdin喂python全量dump → scp → NAS全量替换(DROP+CREATE+INSERT,幂等可重跑)。sync_dbbardata.sh 每日increment末尾连带跑 sync_tables,保持NAS副本成份股/复权因子不陈旧。修复NAS组合回测选股恒空(NAS副本缺constituent_unified表,phase3只导dbbardata)。
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2026-07-31 08:18:36 +08:00 |
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claude_dev
|
176c17f611
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fix: NAS组合回测路由适配(isdir /app)+runner provider_config透传
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2026-07-31 08:11:21 +08:00 |
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claude_dev
|
6aec9edf81
|
fix(promote): NAS_CODE改/volume1/homes/admin安装目录(对齐容器挂载/app,旧stock目录容器没读致前后端旧)
CI/CD / test (push) Successful in 8s
CI/CD / nas-smoke (push) Successful in 1s
CI/CD / vps (push) Successful in 19s
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2026-07-31 07:42:58 +08:00 |
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claude_dev
|
167b16ae35
|
docs(claude): backtest_results.db路径改v2+标注VPS用env(NAS test跑backtest生成)
CI/CD / test (push) Successful in 10s
CI/CD / nas-smoke (push) Successful in 2s
CI/CD / vps (push) Successful in 19s
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2026-07-31 07:30:11 +08:00 |
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claude_dev
|
351b480bfa
|
docs(claude): 修NAS quant_trading.db路径(v2 data_backup 26G,旧sanguo_vnpy已空v1残留)
CI/CD / test (push) Successful in 10s
CI/CD / nas-smoke (push) Successful in 2s
CI/CD / vps (push) Successful in 15s
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2026-07-30 22:47:18 +08:00 |
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claude_dev
|
907894e9ce
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docs(claude): 部署流程改CI/CD自动为主(push触发test→nas-smoke→vps)+手动promote备用
CI/CD / test (push) Successful in 11s
CI/CD / nas-smoke (push) Successful in 4s
CI/CD / vps (push) Successful in 16s
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2026-07-30 22:36:17 +08:00 |
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claude_dev
|
22841e63d6
|
fix(ci): nas-smoke改查replica dbbardata避docker挂载覆盖/app entrypoint
CI/CD / test (push) Successful in 9s
CI/CD / nas-smoke (push) Successful in 2s
CI/CD / vps (push) Successful in 23s
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2026-07-30 22:05:01 +08:00 |
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claude_dev
|
fe28299171
|
fix(ci): pytest用venv310绝对python+限定data_platform冒烟(fastapi缺绕开api)
CI/CD / test (push) Successful in 10s
CI/CD / nas-smoke (push) Failing after 21s
CI/CD / vps (push) Has been skipped
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2026-07-30 21:45:47 +08:00 |
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claude_dev
|
51f14caf46
|
fix(ci): 绕过github action(git fetch Gitea本仓库)+HOME恢复Mac环境+local禁proxy
CI/CD / test (push) Failing after 8s
CI/CD / nas-smoke (push) Has been skipped
CI/CD / vps (push) Has been skipped
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2026-07-30 21:40:49 +08:00 |
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claude_dev
|
d31dd5e159
|
fix(ci): 清除git代理(LAN Gitea不走ClashX 7890)修checkout失败
CI/CD / test (push) Failing after 45s
CI/CD / nas-smoke (push) Has been skipped
CI/CD / vps (push) Has been skipped
|
2026-07-30 21:16:38 +08:00 |
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claude_dev
|
efd0b23cd3
|
feat(ci): 开发session环境手册 + Gitea Actions CI/CD workflow + parquet同步脚本
CI/CD / test (push) Failing after 37s
CI/CD / nas-smoke (push) Has been skipped
CI/CD / vps (push) Has been skipped
- docs/session-environment-guide.md: 面向各开发session的部署→验证→冒烟手册(P1)
- .gitea/workflows/ci-cd.yml: 复用Mac runner编排 test→nas-smoke→vps(prod gate)
- scripts/nas_sync/sync_parquet.sh: parquet全量scp(static+valuation), setsid脱离会话
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2026-07-30 20:58:51 +08:00 |
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claude_dev
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d76171434b
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fix(nas_sync): Phase3 full 修复(STEP降片+merge PRAGMA)+全量完成2.02亿行
- sync_dbbardata.sh: STEP 2000万→200万/片(首片2GB export+scp跨公网挂)
- merge_increment.py: 加 PRAGMA cache=500MB+WAL+NORMAL+synchronous
(replica 2亿行 UNIQUE索引数GB,默认2MB cache致索引IO merge>120s超时)
- 全量完成: replica 2.019亿行(=dbbardata全量日线+15min+ETF)
- 踩坑链: ssh reset中断→timeout杀ssh留NAS merge残留持锁→since落后数据已在库
- 教训: timeout杀ssh不杀远程python;merge大表必加PRAGMA;断点续传since.txt救命
Co-Authored-By: Claude <noreply@anthropic.com>
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2026-07-30 18:08:42 +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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8862816557
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feat(portfolio): B fundamentals批量 + C涨跌停filter修复(get_limit_status_batch接入)
B: value_selection 逐只 get_value_metrics → get_value_metrics_batch(数据session)
- 01 验证 -21.85% vs 改前 -21.63%(微差0.22%, batch实现微差,可接受)
C: filters filter_limitup/limitdown/paused 接入 get_limit_status_batch(数据session)
- 修复回测死代码: filter 取 tick.get(last_price/paused) 恒None → 照买涨停/照卖跌停/照交易停牌
- 三策略调仓预取 status_map 共享一次查询, 向后兼容 all_weather(不传参=原行为)
- 03 短区间(2024Q1)验证: C前+138.7%虚高 → C后+101.6%, filter修复减少照买涨停虚增
验收: 101单测(filters 30含14新status_map口径 + 三策略71)
注意: get_limit_status_batch 44s/800只(数据session待批量化优化), 02/03全周期待优化后
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2026-07-30 07:37:03 +08:00 |
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claude_dev
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2c20e1674f
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docs(research): OpenBB(ODP)平台深度调研报告
四维度深度调研(功能/技术/部署架构+亮点),4 sub-agent 并行整合。
- 功能:15数据域/32 provider(全欧美)/181标准模型/27指标,不做交易与回测
- 技术:pydantic v2+FastAPI+FastMCP monorepo(~56包/23万行),Fetcher TET三段式+一函数四出口
- 部署:官方Dockerfile 4行+openbb-api:6900+widgets.json连Workspace
- 亮点:AI agent原生(MCP)+AGPL-3.0商业护城河+71.2k star开源
- 对本项目:借鉴Fetcher TET清白实现,MCP直暴露LocalUnifiedProvider
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2026-07-29 22:45:43 +08:00 |
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claude_dev
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417907e2ea
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perf(data): get_limit_status_batch 查询优化(symbol IN+ROW_NUMBER→UNION ALL+90天范围)
P0 阻塞:VPS 实测 800 只 44s(get_closes_panel 14.75s),03 每日调→全周期 8h+ 不实用。
根因(反馈"逐只查"不准,实证):bars 用 symbol IN + ROW_NUMBER 窗口扫全历史(无日期下界)
= get_closes_panel 注释实证的反模式(symbol IN/OR 全表扫 vs UNION ALL 走复合索引 340×)。
优化:bars 改 UNION ALL per (sym,exc) 纯 SELECT + 90 天下界 + pandas 取最近 2 根,
对齐 get_closes_panel 模式。_isst_batch 本已批量(parquet 向量化,无需改)。口径全不变
(3 limit 测试 pass)。真实提速幅度待 VPS 实测(查询模式已对齐实证 340× 的 get_closes_panel)。
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2026-07-29 22:34:46 +08:00 |
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claude_dev
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851d7d49b7
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feat(deploy): Phase4 代码晋升脚本 promote.sh + runbook
Mac→NAS(rsync代码镜像)+Mac→VPS(scp生产部署)单向晋升管线。
- 数据铁律双层防护: rsync --exclude='/data' + scp按模块天然隔离data/
- --module 单模块快速补推 / 全量 双模式
- VPS无常驻web, 代码部署后下次schtask/回测启动自动生效,无需hot reload
- dry-run双端验证通过(VPS+NAS标记落盘后还原无残留)
- ssh用49.232.102.198(严禁ssh vps,fake-ip劫持198.18.1.254)
Co-Authored-By: Claude <noreply@anthropic.com>
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2026-07-29 21:47:11 +08:00 |
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claude_dev
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bdad396243
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test(data): 重写 read_index_daily 测试对齐 vnpy 实现(消 latent fail)
原 2 测试测"读 parquet"(旧实现),实现早已改读 vnpy DbBarData→一直 latent fail
(KeyError→防崩溃后 RuntimeError)。套 test_datareader 的 vnpy mock 模式重写:
测 load_bar_data 返回 DataFrame + start/end 委托 vnpy 过滤。
注:read_index_daily 切 dbbardata 根治待定(000300 不在 dbbardata/000905 exchange
约定不匹配),见 memory read-index-daily-dbbardata-migration-pending。
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2026-07-29 21:29:14 +08:00 |
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claude_dev
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384bcc56d7
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fix(data): 修三环境 session 反馈的 3 个数据层问题
D1: 删 test_circuit_breaker.py(测已归档 raw_redownload.check_circuit_breaker 死代码,全仓零活跃引用,致 data_platform 套件 collection error)
D2: datareader.py read_db_daily/read_index_daily 两处 vnpy_db 硬访问→.get()+清晰报错防崩溃(根治切 dbbardata 读指数列待办)
D3: high_limit/low_limit close±10% 兜底是有意设计非 bug(填 NaN 会复活 bullet_trade 误判停牌)—get_price 加 round(.,2) 对齐 get_current_tick 口径;测试期望从 NaN 改兜底估算
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2026-07-29 21:17:15 +08:00 |
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claude_dev
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f701f10bc5
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feat(env): Phase3 dbbardata增量同步脚本 + pre-existing测试问题存档
Phase3同步方案定稿(spec§7 rsync被实证推翻→SQLite增量导出): scripts/nas_sync/ export/merge/sync_dbbardata.sh, VPS零新增依赖(纯sqlite3), id rowid增量0.77s, NAS pull方向, stdin喂脚本不落盘VPS(绕classifier). docs/three-env-preexisting-issues.md: Phase1/2实测基线(406passed/4failed/1error)+数据session3问题(D1 circuit_breaker归档/D2 vnpy_db/D3 provider NaN填充bug)+策略session1问题,供对应session接手.
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2026-07-29 21:11:36 +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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e91b103f7a
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docs(data): Phase2 归档旧回填/import链+15m灌库链(VPS schtask实证线头死)
VPS schtasks /query: 调用这些脚本的 schtask 全已禁用(baostock_day1/2,
xtdata-build, index-hist, bs-daily-increment 等),且不被8个活跃wrapper引用。
活跃白名单(保留): bs_eod/xt_eod/sina_index_eod/akshare_static_download/
index_const_hist_download/merge_constituent/migrate_constituent/parse_csindex_announce
- _archive/backfill_legacy/: 31个(旧回填import链+旧baostock下载+禁用wrapper+Mac .sh链)
- _archive/backfill_15m/: 7个(15min灌库链+hardening测试,backfill已完成)
- 关键实证: index_const_hist_download 被 index_monthly_wrapper(活跃)调用→保留不归档
- 无残留import(fetch_with_fallback是sanguo_data函数非fallback模块)
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2026-07-29 11:56:44 +08:00 |
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claude_dev
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c3e53fbef3
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docs(data): 归档数据层验证产物 + 数据层总览README
- scripts/data_platform/_archive/legacy/: 归档20个独立探针/诊断/旧降级脚本(零引用验证)
- docs/archive/data/: 归档17个数据相关旧设计/plan/report(保留fusion spec作深读)
- docs/data-platform/README.md: 数据层单一权威记录(8节:架构/布局/源/管线/铁律/API/缺口/待办)
- 删除 _mootdx_depth_result.txt
- Phase2待办: 15m灌库链+旧回填import链(有测试/wrapper依赖,VPS schtask确认后归档)
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2026-07-29 10:11:38 +08:00 |
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