claude_dev
96b1924fd5
[live] 实盘模拟 vnpy+miniQMT 直连(supervisor 轮询, 前后端): - sanguo_live: LiveTradingEngine + AShareCtaTemplate(定寸/禁做空) + runner_supervisor(DB驱动) + persistence(4表WAL) - sanguo_api/routes_live: 9路由(create/start/stop/positions/trades/account/status) - frontend live: New/List/Monitor + api/live.ts; config/live.yaml [portfolio] 组合回测 MVP(BulletTrade, 链路代码完成待验证): - runner_backtest 加 JSON 入口(--json, BacktestEngine 顶层 import) - sanguo_api/routes_portfolio: POST /portfolio/backtest SSH 触发 VPS 跑 - frontend PortfolioBacktest.vue + api/portfolio.ts: 表单+结果+净值曲线 - 路由/菜单注册(/backtest/portfolio 组合回测) - 已知: MVP 链路未端到端验证, agent 改至中途被停; 待 Mac 起服务联调
35 lines
1.0 KiB
YAML
35 lines
1.0 KiB
YAML
# 实盘模拟交易配置
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# 用法:
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# python -m sanguo_live
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# SANGUO_QMT_ACCOUNT=66639661 python -m sanguo_live
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#
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# env SANGUO_QMT_ACCOUNT / SANGUO_QMT_PATH 优先于此文件。
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# miniQMT 交易账号(可用 env SANGUO_QMT_ACCOUNT 覆盖)
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account: "66639661"
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# userdata_mini 路径;留空则由 vnpy_qmt/md.py 自动扫描 C:\
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# (避免中文路径字面量编码问题,推荐留空或用 env SANGUO_QMT_PATH)
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mini_path: ""
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# 策略实例名(唯一,用于 CTA 引擎路由)
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strategy_name: "dm_15min_600000"
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# 策略类名(必须在 sanguo_live.runner._STRATEGY_REGISTRY 注册)
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strategy_class: "AShareDoubleMaStrategy"
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# 标的 vt_symbol(SYMBOL.EXCHANGE)。600000.SSE = 浦发银行
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vt_symbol: "600000.SSE"
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# 各阶段等待秒数
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connect_wait_sec: 10
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init_wait_sec: 60
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# 策略参数(透传给 CtaTemplate.update_setting)
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setting:
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fast_window: 10
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slow_window: 20
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window: 15 # BarGenerator 分钟窗口(A 股 15min)
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size: 100 # 1 手 = 100 股
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forbid_short: true # A 股不可做空 → short() 拦截
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