claude_dev c16f5e2248 fix(provider): get_fundamentals_df整步本地化根治small_cap选股2/3十八分钟——fields全落本地可供列(market_cap/circulating_market_cap/eps)直接委托unified parquet跳过xt;xt路径=download_financial_data(3226)卡满120s超时被弃+get_financial_data逐股0.3s×全池≈16min(08-26 live_20 delay=+1084s实锤),unified全池88s(VPS实测3226只);eps随之与回测同源(LPP年报BASIC_EPS),live原走miniQMT最新一期本就是双轨漂移;本地异常回退xt老路径fail-open;白名单外列(roic等)不走快路不混合;7新测试+1老测试拆双路径 [vps]

2026-08-26 20:46:44 +08:00

..

api

feat(web): 对账中心上线——恒等式B5只读端点+前端恒等式区块,双轨对账页升级为对账中心(issue#42-A) [nas]

2026-08-26 20:31:42 +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(nas): bs_5m失败股尾部补扫一轮——03:0x同步链持写锁60s busy_timeout耗尽database is locked(每晚1-5只)+偶发网络错(600247),原形态=该片窗口永久小洞;修=_sweep返failed清单,run尾部(07:40+同步链早已收工)chunk/inc各自失败集各补扫一轮自愈,补扫query计入swept配额、rlr并入exit语义;+2测试(双窗口失败→双retry=6调用自愈/零失败无retry回归);venv310 644绿 [nas]

2026-08-25 21:32:28 +08:00

factor

fix(factor): fast_ops大窗口OOM根治——>60窗shift展开物化window列×10M行(250窗≈20GB)必被内核击杀,卡死24/227六次自愈全撞alpha19的统一根因;sum/min/max/mean/std/corr改原生rolling(min_samples=1截断窗与展开逐点恒等,13等值测试锁定NaN/null语义差异:min须fill_nan(None),max不fill因NaN视作最大两路同步毒化) [vps]

2026-08-26 20:19:03 +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

fix(provider): get_fundamentals_df整步本地化根治small_cap选股2/3十八分钟——fields全落本地可供列(market_cap/circulating_market_cap/eps)直接委托unified parquet跳过xt;xt路径=download_financial_data(3226)卡满120s超时被弃+get_financial_data逐股0.3s×全池≈16min(08-26 live_20 delay=+1084s实锤),unified全池88s(VPS实测3226只);eps随之与回测同源(LPP年报BASIC_EPS),live原走miniQMT最新一期本就是双轨漂移;本地异常回退xt老路径fail-open;白名单外列(roic等)不走快路不混合;7新测试+1老测试拆双路径 [vps]

2026-08-26 20:46:44 +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

fix(shadow): 双轨对账count_match改按票+方向聚合总量——QMT部分成交拆行致27vs5恒False纯计数噪音 [vps]

2026-08-24 23:07:12 +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