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sanguo_vnpy_v2
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3f6b681d0fc3df750b944df4e87a3a683fce954e
sanguo_vnpy_v2
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sanguo_portfolio
T
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claude_dev
886438fc92
CI/CD / test (push)
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CI/CD / nas-deploy (push)
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fix(vps验收五问题之四): ①#84个股回测/回放提交秒败——L2校验end>latest且end<=today(周末/节假日/当日未灌)不再400,引擎区间过滤自然截到latest;新增start>latest仍400(必空跑);VPS实况=结束默认今天周日>最新周五,首提即败 ②#85组合任务标的列永远000300.XSHG——worker symbol=benchmark改pool(spec透传,benchmark已在params);内存任务两处symbol回退symbol→pool→benchmark ③#42影子拉起即崩——live_strategy工厂表补4个TET副本映射(all_weather_ex等,01184c2改名后回测认得但影子/实盘runner不认,VPS shadow#42实录) ④#88影子快照刷垃圾行——_snapshot_loop每30s无条件写date=''行(40号半天97行),改_should_write_balance同日一行+空行情不写(+3测试) ⑤可观测性——supervisor子进程stdout/stderr落logs/shadow_{aid}.log(>5MB重置)+主管自身日志落logs/shadow_supervisor.log(原schtask控制台=黑洞,41/42崩因至今零线索);933绿 [vps]
2026-08-16 18:28:18 +08:00
..
factors
feat(portfolio): sanguo_portfolio 组合策略框架(BulletTrade+miniQMT,不用jqdatasdk)
2026-07-18 19:08:18 +08:00
providers
feat(provider): TET窄试点B——P0四方法Fetcher化(_ex新接口,strict fail-fast),老接口零改动 [vps]
2026-08-14 23:44:39 +08:00
strategies
refactor(portfolio): TET副本类名对齐策略库扫描约定—*StrategyEx→*ExStrategy(AllWeatherExStrategy等8类):strategy_registry._extract_class_names只认endswith('Strategy')的类名,Ex结尾类被判'无策略类'整文件跳过→策略库/代码编辑器看不到副本;改名后_scan_self_owned自动识别4文件(type=portfolio);CLI/API/前端选项值(all_weather_ex等)不变;328绿 [vps]
2026-08-15 13:35:23 +08:00
__init__.py
feat(portfolio): 移植3聚宽策略到BulletTrade + 8bug修正 + 数据缺口文档
2026-07-28 22:20:49 +08:00
filters.py
feat(portfolio): B fundamentals批量 + C涨跌停filter修复(get_limit_status_batch接入)
2026-07-30 07:37:03 +08:00
live_strategy.py
fix(vps验收五问题之四): ①#84个股回测/回放提交秒败——L2校验end>latest且end<=today(周末/节假日/当日未灌)不再400,引擎区间过滤自然截到latest;新增start>latest仍400(必空跑);VPS实况=结束默认今天周日>最新周五,首提即败 ②#85组合任务标的列永远000300.XSHG——worker symbol=benchmark改pool(spec透传,benchmark已在params);内存任务两处symbol回退symbol→pool→benchmark ③#42影子拉起即崩——live_strategy工厂表补4个TET副本映射(all_weather_ex等,01184c2改名后回测认得但影子/实盘runner不认,VPS shadow#42实录) ④#88影子快照刷垃圾行——_snapshot_loop每30s无条件写date=''行(40号半天97行),改_should_write_balance同日一行+空行情不写(+3测试) ⑤可观测性——supervisor子进程stdout/stderr落logs/shadow_{aid}.log(>5MB重置)+主管自身日志落logs/shadow_supervisor.log(原schtask控制台=黑洞,41/42崩因至今零线索);933绿 [vps]
2026-08-16 18:28:18 +08:00
runner_backtest.py
fix(portfolio): 收益单位口径统一小数+用户验收四问题——①1044%真因:bullet_trade返回百分数字面值(10.44=10.44%),组合结果页直显(对)但档案回写/策略库按小数×100(错1044%);_extract_metrics统一÷100归一小数(注释单位契约),组合结果页fmtPct改×100(与CTA/empyrical全平台一致;历史任务NAS一次性迁移)②回测灯/回测历史'找不到结果':done无task_id(老回测)兜底跳任务中心不过滤(instance过滤对老任务为空)③实走/实盘灯'还是参数页':三级fallback——同类型在跑直达监控,实例任何在跑(如只有影子)跳列表过滤,无在跑才发起④模式列折行:宽118+日终并入单chip(实走·日终,title悬浮说明)⑤模拟盘名加版本号={实例名}·{模式}v{N}(同实例同模式递增,对齐实盘);927绿+build绿 [vps]
2026-08-16 10:06:12 +08:00
runner_live.py
fix(live): 监控页三修——①收益率改首快照基线(与列表同口径,治共用QMT账户下cap兜底的假900%)②组合实盘成交落库_sync_trades(轮询broker当日成交→live_trades,此前完全没人写成交表)③updated_at北京时间显示+策略参数JSON改表格 [vps]
2026-08-14 22:07:30 +08:00