claude_dev
7eec983164
- live_orchestrator warmup: 重放start~昨日raw到策略am使其inited(实走每日单根, 不warmup则ArrayManager永不inited→策略无信号) - routes _DataSourceWrapper 加 fetch_day(给 live_step 拉当日raw) - verify_live_step 容器端到端: 创建live account+live_step(07-07 warmup+step)+存pending, 跑通(pending=0系DoubleMa当日无交叉, 撮合/存已单测)
67 lines
2.7 KiB
Python
67 lines
2.7 KiB
Python
#!/usr/bin/env python3
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"""C-S3 实走端到端验证（容器内，task 2）：创建 live account + live_step + 查 pending/positions。
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验证编排 glue：恢复状态 → fetch_day raw → engine.step → 存 pending/positions。
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用历史日期（有 raw）验证；首次 step 策略收单(next_open) → pending 非空。
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用法（容器内）：python3 /app/scripts/verify_live_step.py
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"""
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import os
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import sys
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sys.path.insert(0, "/app")
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from sanguo_data.config import find_config_path, load_config
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from sanguo_api.routes_paper import _DataSourceWrapper
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from sanguo_trader.persistence import (
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init_db, save_account, update_account_status,
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load_pending_orders, load_positions, save_daily_balance,
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)
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from sanguo_trader.live_orchestrator import live_step
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DB = "/volume1/stock/sanguo_vnpy/data/backtest_results.db"
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TODAY = "2026-07-07" # 有 raw 的历史日期（验证用）
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def main():
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cfg = load_config(find_config_path())
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init_db(DB)
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aid = save_account(DB, {
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"name": "live_verify_tmp", "mode": "live", "interval": "d",
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"symbols": ["600000"],
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"strategies": [{"name": "DoubleMaStrategy",
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"params": {"fast_window": 5, "slow_window": 10},
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"match_session": "next_open", "symbol": "600000",
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"listing_days": 0}],
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"initial_capital": 1_000_000, "rate": 0.0003, "slippage": 0,
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"pricetick": 0.01, "stamp_duty_rate": 0.0005,
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"transfer_fee_rate": 0.00001, "min_commission": 5.0,
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"start_date": "2024-01-01",
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})
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update_account_status(DB, aid, "running")
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print(f"created live account #{aid} (mode=live)")
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ds = _DataSourceWrapper(cfg)
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live_step(DB, aid, ds, cfg, today=TODAY)
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pending = load_pending_orders(DB, aid)
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positions = load_positions(DB, aid, "account")
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print(f"\n=== live_step @ {TODAY} 结果 ===")
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print(f"pending orders: {len(pending)}")
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for p in pending:
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print(f" {p['strategy_id']} {p['symbol']} {p['side']} {p['volume']}@{p['price']} ({p['match_session']})")
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print(f"positions: {positions or '(空，首次 step 未撮合)'}")
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# 清理验证 account
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import sqlite3
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with sqlite3.connect(DB) as c:
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c.execute("DELETE FROM paper_accounts WHERE id=?", (aid,))
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c.execute("DELETE FROM paper_pending_orders WHERE account_id=?", (aid,))
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c.execute("DELETE FROM paper_positions WHERE account_id=?", (aid,))
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c.execute("DELETE FROM paper_daily_balance WHERE account_id=?", (aid,))
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c.commit()
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print(f"\n(已清理验证 account #{aid})")
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print("live_step 端到端 OK ✓" if pending else "live_step 跑通（策略当日无信号）")
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if __name__ == "__main__":
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main()
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