claude_dev 534a06aad7 feat(shadow-desk): 双轨日终对账报表(影子P3前半,设计§8.2)—reconcile_report四指标(成交笔数全同/每笔价差vwap对比<10bps带符号供滑点重标/收盘持仓逐只数量/净值月偏差<0.5%)+find_dual_track_pairs自动配对(shadow策略名↔live strategy_class,live#5↔shadow#39实证)+dual_track_reconcile落库upsert;API GET /paper/reconcile(+单配对refresh);CLI python -m;supervisor auto轮询挂15:10后每日一次兜底;14新测试(符号口径SH/XSHG归一/影子拒单不计/部分成交如实报笔数异) [vps]

2026-08-14 23:18:07 +08:00

..

api

feat(shadow-desk): 双轨日终对账报表(影子P3前半,设计§8.2)—reconcile_report四指标(成交笔数全同/每笔价差vwap对比<10bps带符号供滑点重标/收盘持仓逐只数量/净值月偏差<0.5%)+find_dual_track_pairs自动配对(shadow策略名↔live strategy_class,live#5↔shadow#39实证)+dual_track_reconcile落库upsert;API GET /paper/reconcile(+单配对refresh);CLI python -m;supervisor auto轮询挂15:10后每日一次兜底;14新测试(符号口径SH/XSHG归一/影子拒单不计/部分成交如实报笔数异) [vps]

2026-08-14 23:18:07 +08:00

backtest

fix(backtest): CTA metrics benchmark 缺失降级(不阻塞整组指标图)

2026-08-02 20:37:50 +08:00

data

fix(datareader): read_index_daily 切 dbbardata(治 benchmark 读陈旧 vnpy DbBarData)

2026-08-01 08:41:57 +08:00

data_platform

fix(data): 修三环境 session 反馈的 3 个数据层问题

2026-07-29 21:17:15 +08:00

factor

test: 前后端对齐—容器复跑验证+清理僵尸测试

2026-07-11 11:45:26 +08:00

orchestrator

fix(backtest): 结果页指标全显"—" + 任务重启后404

2026-07-11 22:10:48 +08:00

portfolio

perf(portfolio): G5-P2收尾—all_weather三调用点向量化:①filter_roic逐只循环→一次批量+fields=['roic']短路(9×)②_trend_mean get_price长表+pivot→get_closes_panel宽表(340×,count=N→start-N*2自然日+.tail(N)同momentum口径,fq均raw)③prepare_stock_list get_price(close+high_limit)→get_limit_status_batch精确涨跌停口径;测试fixture补panel/limit_batch mock(原MagicMock碰巧truthy蒙混paused剔除语义,默认改全正常);+6回归测试,portfolio全套302绿 [vps]

2026-08-14 23:17:13 +08:00

shadow_desk

feat(shadow-desk): P0对账spike(runner加initial_positions通道+final_portfolio产出): BacktestEngine续跑注入初始持仓(引擎原生支持,不消耗现金); 期末现金/持仓/总值从engine.context.portfolio直取; run_backtest_json透传initial_positions+final_portfolio; scripts/shadow_desk/spike_p0全量vs 3段续跑对账(持仓逐只/现金总值/净值曲线<1e-6,自动月初分段或--split压除权边界); 6测试 [vps]

2026-08-14 10:10:51 +08:00

spikes

spike(s2): run_optimization PASS（vnpy_ctastrategy 1.4.1 + spawn pool + max_workers）

2026-07-06 07:45:47 +08:00

trader

feat(shadow-desk): 双轨日终对账报表(影子P3前半,设计§8.2)—reconcile_report四指标(成交笔数全同/每笔价差vwap对比<10bps带符号供滑点重标/收盘持仓逐只数量/净值月偏差<0.5%)+find_dual_track_pairs自动配对(shadow策略名↔live strategy_class,live#5↔shadow#39实证)+dual_track_reconcile落库upsert;API GET /paper/reconcile(+单配对refresh);CLI python -m;supervisor auto轮询挂15:10后每日一次兜底;14新测试(符号口径SH/XSHG归一/影子拒单不计/部分成交如实报笔数异) [vps]

2026-08-14 23:18:07 +08:00

.gitkeep

chore: 添加 .gitkeep 保持目录结构

2026-07-01 21:21:57 +08:00

test_live_api.py

feat: 实盘模拟(live) + 组合回测MVP(portfolio)

2026-07-18 20:04:16 +08:00

test_live_engine.py

feat: 实盘模拟(live) + 组合回测MVP(portfolio)

2026-07-18 20:04:16 +08:00

websocket_test.html

fix: 修复登录500错误和移除明文密码提示

2026-07-02 12:23:55 +08:00