claude_dev
e77c9df0d4
- bridge_client: from_bridge_code(sh/sz→纯数字码, to_bridge_code逆函数) - live_orchestrator: reconcile_from_bridge 读bridge /account /positions校正account现金+持仓+持久化, 默认mode_b=false - live_step step8: 影子后调reconcile(mode_b=true生效, mode_b=false跳过) - config: live.mode_b开关(默认false模式A) - test_reconcile: 10例(cash/positions校正+code转换+失败降级+mode_b跳过) - NAS环境15 passed(reconcile10+shadow5无回归) - 真桥集成: live_step mode_b=true → reconcile读bridge → account校正(1000万/空仓=bridge真实账本)+持久化 安全: mode_b默认关+bridge失败降级不阻断+token走env
50 lines
1.6 KiB
YAML
50 lines
1.6 KiB
YAML
# config/data_platform.yaml
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data_paths:
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daily_dir: /volume1/stock/A股数据/日线数据/daily
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raw_dir: /volume1/stock/A股数据/日线数据/raw
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qfq_dir: /volume1/stock/A股数据/日线数据/qfq
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minute_15_dir: /volume1/stock/minute_kline/15min
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minute_15_qfq_dir: /volume1/stock/minute_kline/15min_qfq
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minute_15_raw_dir: /volume1/stock/minute_kline/15min_raw
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vnpy_db: /volume1/stock/sanguo_vnpy/data/quant_trading.db
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stock_list: /volume1/stock/A股数据/stock_info/stock_basic_info_raw_20260326_113530.csv
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data_sources:
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daily:
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- name: eastmoney
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enabled: true
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interval: 4.0
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- name: baostock
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enabled: true
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interval: 0.0
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timeout: 30
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- name: tencent
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enabled: true
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interval: 0.0
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minute_15:
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- name: eastmoney
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enabled: true
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interval: 4.0
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validation:
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price_positive: true
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ohlc_consistency: true
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no_future_dates: true
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performance:
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request_interval: 0.3
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max_retries: 3
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fail_window: 100
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fail_threshold: 0.8
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# 资金占用成本归因（spec §195）：年化无风险利率，每策略占用资金按此日扣归因到 PnL
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risk_free_rate: 0.02
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# 实盘集成（D期，spec §5）— 默认关闭，D-4a 联调再开
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# bridge_token 走环境变量 BRIDGE_TOKEN，不写入 yaml（不进 git）
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live:
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enabled: false # 总开关（false=影子分支整个跳过，live_step 行为不变）
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bridge_url: https://bridge.mysanguo.top
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shadow: true # 模式A影子下单（模拟撮合为准，信号同步POST bridge影子）
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mode_b: false # D-4c 模式B: bridge回报校正账本（默认关，切实盘再开）
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