sanguo_vnpy_v2

shadow

feat(portfolio): P1.3涨跌停/停牌过滤批量化双端—①all_weather monthly_adjustment三filter接线_get_limit_status批量预取(原不传status_map/date走无数据保留死分支,照买涨停照交易停牌;同small_cap等三策略) ②ShadowBroker涨跌停拒单(买撞涨停/卖撞跌停/停牌双向拒;limit_getter注入,未注入/异常/无状态降级放行等价旧行为) ③runner build_limit_getter(优先miniQMT实时tick lastPrice vs UpStop/DownStop与实盘同源,回退get_limit_status_batch日线口径);9新测试 [vps]

2026-08-14 23:04:15 +08:00

strategy

feat(strategy): 策略库灌入vnpy内置8策略模板(DoubleMa/AtrRsi/BollChannel/DualThrust/KingKeltner/MultiSignal/MultiTimeframe/TurtleSignal); registry自研目录优先加载(编辑副本即刻生效,pip兜底); 分类器识别vnpy_ctastrategy import风格 [vps]

2026-08-13 18:24:40 +08:00

__init__.py

feat: 初始化 Sanguo VeighNa 量化交易平台项目

2026-06-25 18:51:39 +08:00

account.py

feat(trader): C期分期项收尾—资金占用成本+分红送股+_restore_ledger修复

2026-07-10 08:44:35 +08:00

bridge_client.py

feat(bridge): 补 /orders+/cancel 端点与客户端(实盘查委托/撤单)

2026-07-15 07:12:46 +08:00

cta_adapter.py

fix(trader): volume×size(A股1手=100股) — DoubleMa 真策略回放 filled=3 跑通

2026-07-07 15:15:27 +08:00

data_source.py

feat(data): 15min双源集成(data_source路由 + baostock格式适配)

2026-07-09 19:34:43 +08:00

engine.py

feat(trader): C期分期项收尾—资金占用成本+分红送股+_restore_ledger修复

2026-07-10 08:44:35 +08:00

limit.py

feat(trader): 科创板200股最小手数(分期项切片)—lot_size_for+matcher板块取整

2026-07-07 23:37:50 +08:00

live_orchestrator.py

feat(paper): 组合策略接入模拟盘实走(E1+E2): paper_accounts加strategy_type列(含迁移); portfolio_paper每晚20:30全量重放→当日成交/末日持仓/净值落paper表(幂等,回测引擎为单一真相源); run_live_step按类型分流; create支持portfolio(仅live); 前端新建模拟盘策略类型选择+组合字段(策略/池/上限/基准) [vps]

2026-08-13 18:32:09 +08:00

matcher.py

feat(matcher): 集合竞价CALL_AUCTION撮合(分期项)—开盘价(最大成交量原则→open)

2026-07-08 07:02:51 +08:00

models.py

fix(trader): M+L 接口校验 (listing_days/NaN/输入校验/类型注数) review

2026-07-07 11:23:16 +08:00

persistence.py

feat(shadow-desk): P1-b/c 影子柜台常驻进程+本地撮合broker+前端引擎选择: ShadowBroker(实时价±滑点即时成交/佣金印花最低佣金/A股整手/T+1日锁/资金不足拒单/均价加权/duck-typed BrokerBase协议); runner挂bullet_trade LiveEngine同实盘唯一差=broker_factory换影子(双轨对账基础),成交落paper_trades+30s快照落持仓净值; CLI单实例文件锁(python -m sanguo_trader.shadow); paper_accounts加engine列(eod_replay/shadow迁移); 前端:模拟盘新建组合卡撮合引擎单选+列表影子/日终徽标; 10 broker单测 [vps]

2026-08-14 12:16:05 +08:00

portfolio_paper.py

feat(paper): 组合策略接入模拟盘实走(E1+E2): paper_accounts加strategy_type列(含迁移); portfolio_paper每晚20:30全量重放→当日成交/末日持仓/净值落paper表(幂等,回测引擎为单一真相源); run_live_step按类型分流; create支持portfolio(仅live); 前端新建模拟盘策略类型选择+组合字段(策略/池/上限/基准) [vps]

2026-08-13 18:32:09 +08:00

position_ledger.py

feat(trader): C期分期项收尾—资金占用成本+分红送股+_restore_ledger修复

2026-07-10 08:44:35 +08:00

qmt_gateway_client.py

fix(trader): cancel_order 补 symbol/exchange

2026-07-15 21:28:19 +08:00

scheduler.py

feat(trader): C-S3实走后端骨架—live_orchestrator+全局scheduler job+routes live

2026-07-08 06:49:31 +08:00

strategy_runner.py

feat(trader): C期分期项收尾—资金占用成本+分红送股+_restore_ledger修复

2026-07-10 08:44:35 +08:00