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

..

__init__.py

…

test_account.py

…

test_borrow_cost.py

feat(trader): C期分期项收尾—资金占用成本+分红送股+_restore_ledger修复

2026-07-10 08:44:35 +08:00

test_bridge_client.py

test(live): D-3持久化测试(bridge_client+影子下单集成, NAS环境11例绿)

2026-07-11 05:35:20 +08:00

test_cta_adapter.py

…

test_d4a_integration.py

test(live): D-4a集成测试(mock bridge真HTTP, sanguo半边4例绿)

2026-07-11 05:41:43 +08:00

test_data_source.py

feat(data): 15min双源集成(data_source路由 + baostock格式适配)

2026-07-09 19:34:43 +08:00

test_dividend.py

feat(trader): C期分期项收尾—资金占用成本+分红送股+_restore_ledger修复

2026-07-10 08:44:35 +08:00

test_engine.py

feat(data): 恢复双源(task#79)—撮合raw+策略qfq, 分红除权准确

2026-07-08 07:21:33 +08:00

test_gateway.py

feat(bridge): bridge稳定性完善—自动重连miniQMT+health探活+交易日判断

2026-07-11 07:32:23 +08:00

test_limit.py

…

test_m_l_fixes.py

…

test_matcher.py

feat(matcher): 集合竞价CALL_AUCTION撮合(分期项)—开盘价(最大成交量原则→open)

2026-07-08 07:02:51 +08:00

test_models.py

…

test_persistence.py

…

test_portfolio_paper.py

feat(paper): 组合策略接入模拟盘实走(E1+E2): paper_accounts加strategy_type列(含迁移); portfolio_paper每晚20:30全量重放→当日成交/末日持仓/净值落paper表(幂等,回测引擎为单一真相源); run_live_step按类型分流; create支持portfolio(仅live); 前端新建模拟盘策略类型选择+组合字段(策略/池/上限/基准) [vps]

2026-08-13 18:32:09 +08:00

test_position_ledger.py

…

test_reconcile.py

feat(trader): live bridge token 改从 config 读取，免容器重建

2026-07-13 19:30:58 +08:00

test_scheduler.py

…

test_shadow_broker.py

feat(portfolio): P1.3涨跌停/停牌过滤批量化双端—①all_weather monthly_adjustment三filter接线_get_limit_status批量预取(原不传status_map/date走无数据保留死分支,照买涨停照交易停牌;同small_cap等三策略) ②ShadowBroker涨跌停拒单(买撞涨停/卖撞跌停/停牌双向拒;limit_getter注入,未注入/异常/无状态降级放行等价旧行为) ③runner build_limit_getter(优先miniQMT实时tick lastPrice vs UpStop/DownStop与实盘同源,回退get_limit_status_batch日线口径);9新测试 [vps]

2026-08-14 23:04:15 +08:00

test_shadow_orders.py

feat(trader): live bridge token 改从 config 读取，免容器重建

2026-07-13 19:30:58 +08:00

test_shadow_reconcile_report.py

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

test_shadow_supervisor.py

feat(shadow-desk): P1-d 影子主管+通路策略增强(用户拍板): channel_test universe分6类资产各3只(宽基/行业/跨境商品ETF/主板蓝筹/中盘/创业板,个股只主板+创业板无科创北交铁律)hold 6只每日跨类型轮换;盘中4时点场景(9:35主调仓卖全买等权/10:45部分加减仓/13:45卖后买资金复用/14:30 T+1拒单探针)每天全场景,适配15m; shadow supervisor --auto轮询paper库自动拉起/停止/重启影子账户子进程(env映射SANGUO_LIVE_+SANGUO_SHADOW_契约); 11新测试 [vps]

2026-08-14 19:14:13 +08:00

test_soft_limit.py

feat(trader): 软限额max_allocation(分期项)—每策略资金额度消除顺序依赖

2026-07-09 22:05:35 +08:00

test_trade_calendar.py

feat(bridge): bridge稳定性完善—自动重连miniQMT+health探活+交易日判断

2026-07-11 07:32:23 +08:00