 claude_dev
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164690373f
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feat(trader): C期分期项收尾—资金占用成本+分红送股+_restore_ledger修复
- 资金占用成本(spec§195): StrategyRunner.daily_borrow_cost(used×risk_free/365)
归因per_strategy_pnl(不碰account总账, account.equity真实净值不变);
config risk_free_rate=0.02; engine.step mark_to_market后计扣; =0向后兼容跳过
- 分红送股(spec§295): dividend_source.py(akshare stock_history_dividend_detail,
实测600000/000001纯现金分红); PositionLedger.apply_split(volume×factor/avg÷factor);
Account.apply_cash_dividend; engine._apply_dividends(除权日调整,现金先split后);
mark_to_market停牌prev_close兜底(今收→前收→均价); _run_replay注入dividends日历
- 修_restore_ledger预存bug: PositionLedger.__init__加volume/frozen/avg_price参数
(原只symbol, live_orchestrator跨日恢复4参数调用会TypeError, 首次step空仓未暴露)
- 139 passed(119基准+20分红+3占用成本), 无回归
- live_step dividends注入待分期项(每日拉全市场分红慢, 需run_daily_update预拉日历)
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2026-07-10 08:44:35 +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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