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sanguo_vnpy_v2
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b9315ef7e7dbdb08c5233842dc34f4795c5921a6
sanguo_vnpy_v2
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tests
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claude_dev
b9315ef7e7
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fix(tests): Mac本地9个既有测试失败根治——test_cta_engine的sys.modules mock注入从import期挪进module-scoped fixture(pytest全量collection先于执行,import期注入污染后收集的metrics/datareader/factor)+venv310按lock补装empyrical-reloaded==0.5.12;影子柜台设计文档头更新(P1已上线/P3前半已实现) [nas]
2026-08-15 00:02:12 +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(tests): Mac本地9个既有测试失败根治——test_cta_engine的sys.modules mock注入从import期挪进module-scoped fixture(pytest全量collection先于执行,import期注入污染后收集的metrics/datareader/factor)+venv310按lock补装empyrical-reloaded==0.5.12;影子柜台设计文档头更新(P1已上线/P3前半已实现) [nas]
2026-08-15 00:02:12 +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
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
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