# config/data_platform.yaml data_paths: daily_dir: /volume1/stock/A股数据/日线数据/daily raw_dir: /volume1/stock/A股数据/日线数据/raw qfq_dir: /volume1/stock/A股数据/日线数据/qfq minute_15_dir: /volume1/stock/minute_kline/15min minute_15_qfq_dir: /volume1/stock/minute_kline/15min_qfq minute_15_raw_dir: /volume1/stock/minute_kline/15min_raw vnpy_db: /volume1/stock/sanguo_vnpy_v2/data_backup/quant_trading.db # NAS v2 dbbardata 库(2026-08-02 修:旧 sanguo_vnpy 路径库不存在致 CTA benchmark 5图空白;VPS 走 SANGUO_DATA_ROOT 覆盖) stock_list: /volume1/stock/A股数据/stock_info/stock_basic_info_raw_20260326_113530.csv data_sources: daily: - name: eastmoney enabled: true interval: 4.0 - name: baostock enabled: true interval: 0.0 timeout: 30 - name: tencent enabled: true interval: 0.0 minute_15: - name: eastmoney enabled: true interval: 4.0 validation: price_positive: true ohlc_consistency: true no_future_dates: true performance: request_interval: 0.3 max_retries: 3 fail_window: 100 fail_threshold: 0.8 # 资金占用成本归因(spec §195):年化无风险利率,每策略占用资金按此日扣归因到 PnL risk_free_rate: 0.02 # 实盘集成(D期,spec §5)— 默认关闭,D-4a 联调再开 # bridge_token 优先从 config 读,fallback 环境变量 BRIDGE_TOKEN live: enabled: false # 总开关(false=影子分支整个跳过,live_step 行为不变) bridge_url: https://bridge.mysanguo.top shadow: true # 模式A影子下单(模拟撮合为准,信号同步POST bridge影子) mode_b: false # D-4c 模式B: bridge回报校正账本(默认关,切实盘再开) # 和 Windows bridge 同值;不进 git。占位空值,真实值部署时填实际 config bridge_token: # 实盘模拟(task #4)— supervisor 常驻进程 + API 共享 DB # db_path 留空则 fallback 到 data_paths.vnpy_db(与回测主库同) # supervisor 用法: python -m sanguo_live --supervisor [db_path] live_trading: enabled: false # 总开关 db_path: # 留空 → 用 data_paths.vnpy_db poll_interval_sec: 5 # supervisor 轮询 live_accounts.status 间隔 snapshot_interval_sec: 30 # 持仓/账户快照落库间隔