sanguo_vnpy_v2

sanguo/sanguo_vnpy_v2

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feat(provider): TET窄试点B——P0四方法Fetcher化(_ex新接口,strict fail-fast)

Phase 1(并行验证方案,2026-08-15用户定案):只加新接口不动老接口;Phase 2策略
session copy策略副本改调_ex在NAS回测对照;验证通过后Phase 3老接口内部委托。

- fetchers/base.py: 4个QueryParams strict校验(frequency/fq/count/日期/空列表
  非法即ValidationError;extra=forbid防拼错参数被静默吞)+DataSchemaError+
  validate_df_schema(DataFrame级:核心列缺失/全空fail-fast;空df=合法缺失)
- fetchers/price.py: PriceFetcher(get_price_ex)+PanelFetcher(closes_panel_ex)
  extract SQL原样搬e7f9426生产版(UNION ALL 340×索引优化保留)
- fetchers/constituent.py: 查询失败raise(老接口log+返[]静默)
- fetchers/fundamentals.py: fields短路+ThreadPool原样搬
- provider挂4个_ex方法(显式签名,老API零变化,策略层无感)
- 测试25个:等价性9(_ex vs老接口同参数assert_frame_equal逐值一致,含qfq/
  panel长表/count/fields/缺失标的)+strict 13+Optional契约3(high_limit/paused
  补默认=2026-08-15用户定案显式契约,非兜底)

与OpenBB有意差异:DataFrame级校验非逐行pydantic(5128只×全历史不可接受);
extract读本地不打网络;已知妥协=qfq因子二次读库在transform内(Phase 3归一)。
fetchers 25 passed+老接口回归68 passed。

[vps]

2026-08-14 23:34:31 +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