claude_dev
2cb2ab0dd8
根因:vnpy_db 指向旧路径 /volume1/stock/sanguo_vnpy/data/quant_trading.db
(v1 残留,库不存在)→ read_index_daily 连空库报错 → cta_engine try catch
(line 307)静默跳过 compute_metrics → metrics.json 不写 → CTA 结果页
5图全空(基准/Alpha/Beta/回撤/波动)。个股回测走 parquet 不受影响,故只
5图空,日志无 traceback(静默跳过非崩溃)。
修复:vnpy_db → /volume1/stock/sanguo_vnpy_v2/data_backup/quant_trading.db
(NAS v2 dbbardata 库,000300 SSE 4025行实证)。yaml 本就是 NAS 路径基准
(daily_dir 等 /volume1/stock/...),VPS 走 SANGUO_DATA_ROOT env 覆盖、
Mac 走 fixture,三环境互不影响。
端到端验证:NAS 容器 load_config(find_config_path()) → vnpy_db v2 →
read_index_daily('sh000300',2024-01-02,2024-06-28) 返回 117行(was 0)。
61 lines
2.3 KiB
YAML
61 lines
2.3 KiB
YAML
# config/data_platform.yaml
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data_paths:
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daily_dir: /volume1/stock/A股数据/日线数据/daily
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raw_dir: /volume1/stock/A股数据/日线数据/raw
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qfq_dir: /volume1/stock/A股数据/日线数据/qfq
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minute_15_dir: /volume1/stock/minute_kline/15min
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minute_15_qfq_dir: /volume1/stock/minute_kline/15min_qfq
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minute_15_raw_dir: /volume1/stock/minute_kline/15min_raw
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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)
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stock_list: /volume1/stock/A股数据/stock_info/stock_basic_info_raw_20260326_113530.csv
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data_sources:
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daily:
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- name: eastmoney
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enabled: true
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interval: 4.0
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- name: baostock
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enabled: true
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interval: 0.0
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timeout: 30
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- name: tencent
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enabled: true
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interval: 0.0
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minute_15:
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- name: eastmoney
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enabled: true
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interval: 4.0
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validation:
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price_positive: true
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ohlc_consistency: true
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no_future_dates: true
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performance:
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request_interval: 0.3
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max_retries: 3
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fail_window: 100
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fail_threshold: 0.8
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# 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
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risk_free_rate: 0.02
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# 实盘集成（D期，spec §5）— 默认关闭，D-4a 联调再开
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# bridge_token 优先从 config 读，fallback 环境变量 BRIDGE_TOKEN
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live:
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enabled: false # 总开关（false=影子分支整个跳过，live_step 行为不变）
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bridge_url: https://bridge.mysanguo.top
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shadow: true # 模式A影子下单（模拟撮合为准，信号同步POST bridge影子）
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mode_b: false # D-4c 模式B: bridge回报校正账本（默认关，切实盘再开）
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# 和 Windows bridge 同值；不进 git。占位空值，真实值部署时填实际 config
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bridge_token:
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# 实盘模拟(task #4)— supervisor 常驻进程 + API 共享 DB
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# db_path 留空则 fallback 到 data_paths.vnpy_db(与回测主库同)
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# supervisor 用法: python -m sanguo_live --supervisor [db_path]
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live_trading:
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enabled: false # 总开关
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db_path: # 留空 → 用 data_paths.vnpy_db
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poll_interval_sec: 5 # supervisor 轮询 live_accounts.status 间隔
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snapshot_interval_sec: 30 # 持仓/账户快照落库间隔
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