-
54f9ab4c4f
docs(deploy): VPS生产runbook+三机环境矩阵+NAS ops脚本+修rsync危险命令
claude_dev
2026-07-15 07:12:46 +08:00
-
8c06ef1e53
feat(bridge): 补 /orders+/cancel 端点与客户端(实盘查委托/撤单)
claude_dev
2026-07-15 07:12:46 +08:00
-
0761342baf
feat(trader): live bridge token 改从 config 读取,免容器重建
claude_dev
2026-07-13 19:30:58 +08:00
-
c041227139
chore: gitignore放行tests/data+docs/data(老坑data/误伤),补回硬化测试
claude_dev
2026-07-13 11:59:39 +08:00
-
4b83452294
fix(data): backfill硬化—重登on-error/登录超时/断路器/marker-resume+冷却续跑watcher
claude_dev
2026-07-13 11:56:23 +08:00
-
b322f4e07b
fix(backtest): degenerate改status=done+flag—前端status map兼容
claude_dev
2026-07-13 11:56:23 +08:00
-
8d55e414fa
fix(backtest): A股适配层—定寸/做空拦截/真实费用/口径统一(Phase1+2)
claude_dev
2026-07-12 23:39:45 +08:00
-
292de31eaf
perf(data): backfill支持--shard/--total分片并行(6-worker,39h→6h)
claude_dev
2026-07-12 09:15:12 +08:00
-
d77e1ff7a1
fix(data): backfill脚本参数化NAS_ROOT/BS_START_DATE(Mac/NAS+5.5yr兼容)
claude_dev
2026-07-12 08:57:15 +08:00
-
cf4b3a2cb0
feat(data): 15min数据补全—路径参数化+cron入口+回填+设计文档
claude_dev
2026-07-12 08:26:30 +08:00
-
10508db11d
fix(backtest): 结果页4个显示bug—成交枚举/时间/浮点精度/日志空
claude_dev
2026-07-11 23:31:50 +08:00
-
0c7b030773
fix(charts): 回测结果5图canvas宽度仅100px被压扁
claude_dev
2026-07-11 23:16:05 +08:00
-
a8105264cd
fix(layout): 顶栏被挤成窄条、用户区跑到中央不在右上角
claude_dev
2026-07-11 22:53:04 +08:00
-
59da65b839
fix(backtest): 结果页指标全显"—" + 任务重启后404
claude_dev
2026-07-11 22:10:48 +08:00
-
41a788c431
feat(frontend): P2全平台聚宽级复刻—模拟盘/因子/回测表单页重做+模拟盘列表页
claude_dev
2026-07-11 21:10:27 +08:00
-
e0d32c0d1a
feat(frontend): P1仪表盘首页(统计卡+快捷入口+最近任务)+全局chip样式+侧栏工作台入口
claude_dev
2026-07-11 20:45:57 +08:00
-
d52db7f00c
feat(frontend): P0样板—历史任务页聚宽级重做(计数+类型筛选+状态色chip+搜索+分页+刷新)
claude_dev
2026-07-11 19:37:17 +08:00
-
b2ee9f7341
fix: 深链SPA fallback(刷新/收藏结果页不再404) + 新建回测加基准选择器(hs300/zz500)
claude_dev
2026-07-11 16:20:41 +08:00
-
9a0b2f6131
fix(frontend): MetricCards格式化null-safe—退化指标NaN→null不再崩toFixed(显'—')
claude_dev
2026-07-11 16:10:22 +08:00
-
0cee8353fe
deps: baostock加入requirements-docker.txt—持久化(容器重建不丢沪深300下载能力)
claude_dev
2026-07-11 16:05:39 +08:00
-
f1fc18bc86
feat(backtest): 补全第5图VolatilityChart—metrics加rolling波动率时序+risk-series端点+前端接入(凑齐聚宽5图全套)
claude_dev
2026-07-11 15:03:30 +08:00
-
468f5829b9
fix(data): baostock参数 adjustfield→adjustflag(真实参数名)
claude_dev
2026-07-11 15:00:05 +08:00
-
4ea740083a
fix(data): index_downloader baostock error_code判断修(真实为'0'非'success',容两者)——mock与真实baostock分歧
claude_dev
2026-07-11 14:59:34 +08:00
-
21dd30969f
fix(api): _get_metrics_file_path 两步查找(直查task_id→回退result.task_id)—兼容单测直查与API的uuid文件名
claude_dev
2026-07-11 14:48:35 +08:00
-
5e1ea6efa1
fix(api): _get_metrics_file_path 先解析 result.task_id(uuid)—修 runner task_id≠文件名 task_id 导致 benchmark-curve/risk-series 404
claude_dev
2026-07-11 14:43:08 +08:00
-
3c6f25d1b0
fix(backtest): NaN/Inf浮点→None消毒(vnpy统计+empyrical指标+时序)修JSON序列化500
claude_dev
2026-07-11 14:33:41 +08:00
-
f7c2e2eea3
fix(backtest): benchmark全链路透传(API→runner→engine) + metrics分支用_dcfg修cfg=None导致relative_metrics空
claude_dev
2026-07-11 14:27:19 +08:00
-
5e5a6cf84a
test(backtest): sys.modules mock 改条件式(find_spec)—容器里真模块可导入则不mock,根除collection期污染
claude_dev
2026-07-11 14:17:01 +08:00
-
41a855d400
test(backtest): 修复test_cta_engine的sys.modules全局污染—加模块级还原fixture(消9个级联失败)
claude_dev
2026-07-11 14:11:49 +08:00
-
c81d254196
feat(frontend): Result.vue重构—聚宽级10指标+5图+4tab+时间缩放
claude_dev
2026-07-11 13:57:35 +08:00
-
d0315ccbdf
feat(frontend): 结果页组件—MetricCards指标卡+5图(基准/Alpha/Beta/波动率/回撤)+API封装
claude_dev
2026-07-11 13:54:05 +08:00
-
304844903c
feat(api): 回测结果API加relative_metrics+基准曲线/风险序列/持仓/日志4端点
claude_dev
2026-07-11 13:48:23 +08:00
-
b9197a8889
feat(backtest): 回测流程集成基准对比—产出相对指标+时序json
claude_dev
2026-07-11 13:41:51 +08:00
-
feb32163ca
feat(data): 沪深300指数下载+read_index_daily(补基准数据缺口)
claude_dev
2026-07-11 13:35:53 +08:00
-
b50a0f97be
feat(backtest): metrics模块—empyrical算10指标+5时序(聚宽同源口径)
claude_dev
2026-07-11 13:27:44 +08:00
-
e1b8c4ac68
docs(plan): 富回测结果页实施计划—8任务TDD(metrics→数据→引擎→API→前端→部署)
claude_dev
2026-07-11 13:20:30 +08:00
-
6c461d4d9c
docs(spec): 富回测结果页设计(v1)—聚宽级10指标+5图+4tab, empyrical后端算相对基准指标
claude_dev
2026-07-11 13:16:49 +08:00
-
a1048690c1
test: 前后端对齐—容器复跑验证+清理僵尸测试
claude_dev
2026-07-11 11:45:26 +08:00
-
928a52b96f
docs(live): D期§8更新—D-2含bridge完善+半自动更新, D-4b加120141诊断, 运维发现(120141/行情关/重连/token分离)
claude_dev
2026-07-11 08:33:51 +08:00
-
aef46124b6
docs(deploy): Windows clone改sparse checkout只拉sanguo_qmt_bridge(不全量)
claude_dev
2026-07-11 08:07:32 +08:00
-
8f51b026fa
docs(deploy): Windows bridge部署+半自动更新一站式md(git clone+update.bat, 照着做)
claude_dev
2026-07-11 07:48:41 +08:00
-
b25b1e0331
feat(bridge): D-2 update.bat半自动更新脚本(git pull+重启bridge, 双击运行)
claude_dev
2026-07-11 07:44:52 +08:00
-
cadc59e6dc
feat(bridge): bridge稳定性完善—自动重连miniQMT+health探活+交易日判断
claude_dev
2026-07-11 07:32:23 +08:00
-
a93d5ed8d8
docs(live): D期§8状态更新—D-1/D-2/D-3/D-4a/D-4c验证通过, 仅D-4b等周一
claude_dev
2026-07-11 06:31:53 +08:00
-
e77c9df0d4
feat(live): D-4c模式B reconcile—bridge回报驱动账本(真桥验证通过)
claude_dev
2026-07-11 06:30:08 +08:00
-
2393097074
test(live): D-4a集成测试(mock bridge真HTTP, sanguo半边4例绿)
claude_dev
2026-07-11 05:41:43 +08:00
-
38f5635b59
test(live): D-3持久化测试(bridge_client+影子下单集成, NAS环境11例绿)
claude_dev
2026-07-11 05:35:20 +08:00
-
379836d34e
docs(live): D期任务状态更新(D-1/D-3完成)+Windows部署联调清单
claude_dev
2026-07-11 00:07:18 +08:00
-
ff84b3d4b0
feat(live): D-3 sanguo实盘分支(影子下单)+D期设计文档
claude_dev
2026-07-11 00:03:46 +08:00
-
eff9ed2ae9
feat(bridge): D-1 bridge MVP—FastAPI 4接口(xtquant封装+token鉴权+sh/sz代码转换)
claude_dev
2026-07-10 23:48:59 +08:00
-
6a40ae9336
fix(bridge): check_xtquant step3改用StockAccount对象(xtquant本版无xttrader.STOCK_ACCOUNT)
claude_dev
2026-07-10 23:25:04 +08:00
-
baab212a86
feat(bridge): D-1 xtquant 可用性验证脚本 check_xtquant.py
claude_dev
2026-07-10 22:52:56 +08:00
-
0656108b9e
fix(live): live_step传qfq_bars对齐step双源签名(端到端跑通)
claude_dev
2026-07-10 08:49:58 +08:00
-
7c7976221b
docs(spec): phase3c-design §295分期项标记完成(分红送股+占用成本落地)
claude_dev
2026-07-10 08:46:14 +08:00
-
164690373f
feat(trader): C期分期项收尾—资金占用成本+分红送股+_restore_ledger修复
claude_dev
2026-07-10 08:44:35 +08:00
-
c01da9f8ed
chore(security): backtest.yaml不入库(密码hash/jwt_secret secrets不进版本库)
claude_dev
2026-07-10 08:21:33 +08:00
-
86a7f8ef2d
docs+fix(data): run_daily_update重写raw+qfq增量 + daily-update-design v3双源
claude_dev
2026-07-10 08:16:41 +08:00
-
917d5bca2a
fix(data): baostock_download断连自动re-login retry(限流鲁棒)
claude_dev
2026-07-10 07:10:36 +08:00
-
18d4ba2013
feat(web): 前端全局重构专业量化后台(深色+红涨绿跌+设计系统)
claude_dev
2026-07-09 23:02:31 +08:00
-
252deb5ec7
feat(api): paper positions/pending 端点(实走监控用,Phase 3c Live页后端基础)
claude_dev
2026-07-09 22:33:35 +08:00
-
193064c953
feat(trader): 软限额max_allocation(分期项)—每策略资金额度消除顺序依赖
claude_dev
2026-07-09 22:05:35 +08:00
-
0810259911
feat(data): 15min双源集成(data_source路由 + baostock格式适配)
claude_dev
2026-07-09 19:34:43 +08:00
-
a372544045
feat(data): 双源5yr全市场部署 + baostock 15min + 断点续传
claude_dev
2026-07-09 19:22:36 +08:00
-
d5d3eea236
chore: gitignore data_cache(双源验证数据本地缓存,不入库)
claude_dev
2026-07-08 12:17:11 +08:00
-
c6b19f4244
feat(data): 恢复双源(task#79)—撮合raw+策略qfq, 分红除权准确
claude_dev
2026-07-08 07:21:33 +08:00
-
ab703e93ba
feat(matcher): 集合竞价CALL_AUCTION撮合(分期项)—开盘价(最大成交量原则→open)
claude_dev
2026-07-08 07:02:51 +08:00
-
7eec983164
fix(live): C-S3实走warmup(am跨日)+fetch_day wrapper+端到端验证
claude_dev
2026-07-08 06:59:24 +08:00
-
674cfadba7
feat(data): run_daily_update加raw增量—每日15:30拉最近5天raw推NAS(C-S3实走数据管道)
claude_dev
2026-07-08 06:51:00 +08:00
-
6931a7b541
feat(trader): C-S3实走后端骨架—live_orchestrator+全局scheduler job+routes live
claude_dev
2026-07-08 06:49:31 +08:00
-
20bdd689af
feat(persistence): C-S3实走跨日状态—paper_pending_orders+positions/last_balance存取
claude_dev
2026-07-08 06:46:57 +08:00
-
3aca14f723
refactor(engine): 抽出step()单根推进(C-S3实走入口,task2基础)
claude_dev
2026-07-07 23:41:18 +08:00
-
05dba7fe46
feat(trader): 科创板200股最小手数(分期项切片)—lot_size_for+matcher板块取整
claude_dev
2026-07-07 23:37:50 +08:00
-
1ed7b72aca
feat(data): raw真实价数据源(task#79)—raw_dir+dir_key路由+新浪源重下
claude_dev
2026-07-07 22:19:11 +08:00
-
fc39b549cf
docs(data): 补齐数据脚本文档(v1调研5文档复制+11脚本清单表)
claude_dev
2026-07-07 20:00:50 +08:00
-
1a88954126
feat(data): v2 数据下载(SSH模式 STOCK_MOUNT+rsync) + launchd定时 + 文档
claude_dev
2026-07-07 19:41:07 +08:00
-
0543154a62
fix(paper): save_account 兼容 start/end → start_date/end_date 字段映射
claude_dev
2026-07-07 17:45:43 +08:00
-
ddc527b39c
feat(web): Result 轮询(running每3s)+状态提示, New 默认 DoubleMaStrategy
claude_dev
2026-07-07 15:33:46 +08:00
-
ba2138e1cf
fix(trader): volume×size(A股1手=100股) — DoubleMa 真策略回放 filled=3 跑通
claude_dev
2026-07-07 15:15:27 +08:00
-
17a4801450
fix(trader): vnpy 桥接(am/trading/cancel_all/__getattr__兜底) + create 异步回放
claude_dev
2026-07-07 15:03:57 +08:00
-
eb6aa34b82
fix(paper): create 接入回放(engine.run) + 日线 parquet 文件名 sh/sz 前缀+_daily
claude_dev
2026-07-07 14:47:20 +08:00
-
88bd001a97
test(paper): Phase 3c 端到端冒烟脚本(login+create+equity/trades/strategies)
claude_dev
2026-07-07 12:58:14 +08:00
-
36b4299934
feat(web): 模拟盘前端(点亮入口+router+New/Result页+归因/拒单展示)
claude_dev
2026-07-07 12:50:55 +08:00
-
cacdb5ae24
feat(trader): C-S3 scheduler(APScheduler定时+启动恢复live job)
claude_dev
2026-07-07 12:08:32 +08:00
-
14088eac13
feat(paper): C-S2 分策略归因(/strategies 聚合成交/拒单/费用)
claude_dev
2026-07-07 12:07:37 +08:00
-
041dca59e2
feat(api): /paper/* 路由(create建account+equity/trades查询,JWT)
claude_dev
2026-07-07 12:06:26 +08:00
-
42877213ae
feat(trader): PaperEngine 主循环(逐bar重放/next_open缓冲/current_close/双层记账/持久化)
claude_dev
2026-07-07 12:01:37 +08:00
-
f0d8fd2a03
feat(trader): PaperCtaEngine 策略适配器(拦截send_order→PaperOrder)
claude_dev
2026-07-07 12:00:14 +08:00
-
b2c5d8fd79
feat(data): read_parquet_15min + trader data_source(qfq/raw双源)
claude_dev
2026-07-07 11:57:16 +08:00
-
308d36f2b6
feat(trader): persistence 4表+checkpoint+WAL(spec§8/§9.1)
claude_dev
2026-07-07 11:52:11 +08:00
-
e5e4eef807
feat(trader): Account总账+StrategyRunner分户(双层记账/资金T0/股票T1)
claude_dev
2026-07-07 11:50:40 +08:00
-
05d74fc2c1
fix(trader): M+L 接口校验 (listing_days/NaN/输入校验/类型注数) review
claude_dev
2026-07-07 11:23:16 +08:00
-
b874be1d84
fix(trader): matcher slippage/过户费双向/限价超涨停拒单 (H2/H3/H4)
claude_dev
2026-07-07 11:15:19 +08:00
-
f940841a9a
fix(trader): 价格精度 _price_eq + Decimal ROUND_HALF_UP (C1/H1)
claude_dev
2026-07-07 10:47:39 +08:00
-
67ea7763cd
feat(trader): matcher.py A股撮合(match_session/费率/100股/封板) Issue#3
claude_dev
2026-07-07 10:05:49 +08:00
-
84bf00ea8d
feat(trader): PositionLedger 单标的持仓(T+1冻结/均价)
claude_dev
2026-07-07 10:03:42 +08:00
-
59c8133152
feat(trader): limit.py 涨跌停板块表+封板判断(T字板保守拒单)
claude_dev
2026-07-07 09:39:58 +08:00
-
f573a328aa
feat(trader): models 数据类 + AccountConfig 费率(Issue#3)
claude_dev
2026-07-07 09:37:03 +08:00
-
1b87d3f7c0
docs(plan): Phase 3c 模拟盘实现计划(C-S0~S3,19 任务)
claude_dev
2026-07-07 09:34:41 +08:00
-
6c0acd2374
docs(spec): Phase 3c 模拟盘设计 v2(吸收架构+业务双 review)
claude_dev
2026-07-07 09:28:58 +08:00
-
3ee64ae7bb
docs(deploy): NAS 访问改 key 免密(ssh sanguo-nas),清除 sshpass + 明文 SSH 密码
claude_dev
2026-07-07 07:53:10 +08:00