claude_dev
f214e2f0e4
根因(策略session 08-24 午休探针实证):runtime/live_strategy.py SANGUO_LIVE_MAX_POOL 默认30经env注入全部实盘+影子+paper实例,_stock_pool截断成份池为「代码序前30只」: small_cap「全市场最小市值」实际在000001平安银行等30只固定代码里选(平安银行≈3800亿 出现在小市值买入=market_cap开盘NaN排序失效叠bug);momentum每行业RPS只在代码序前 30里排;value 0/30+零委托史同源。注释自曝「MVP验证用」=限流遗留泄漏生产,上线 首日起全部选股失真。 改动(9处默认位一致30→0;语义0=不限,与策略层max_pool>0才截断一致): - sanguo_portfolio/live_strategy.py 适配器env默认+docstring - sanguo_live/runner.py _portfolio_env_for(存量DB显式值不篡改,缺列/0→"0") - sanguo_trader/shadow/supervisor.py 影子env默认 - sanguo_portfolio/runner_live.py live_env默认 - sanguo_trader/portfolio_paper.py + sanguo_api/routes_paper.py paper默认 - sanguo_api/routes_live.py create setdefault - frontend live/paper New.vue 表单默认 测试:env mapping三态断言(缺列/0→"0",显式30不篡改)+live_env默认"0" (RED→GREEN);CI范围642绿。存量实例DB仍存显式30,激活需配套DB迁移,必须与数据 session的get_security_info_batch SQL治本(101s→亚秒)同车部署——池放大×慢SQL=更糟。
504 lines
22 KiB
Vue
504 lines
22 KiB
Vue
<script setup lang="ts">
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import { ref, computed, watch, onMounted } from 'vue'
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import { useRoute, useRouter } from 'vue-router'
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import { ElMessage } from 'element-plus'
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import { createLive, getBudgetInfo, type LiveCreateRequest, type BudgetInfo } from '@/api/live'
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import { apiClient } from '@/api/client'
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import { getInstances, type Instance } from '@/api/strategy'
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import { INTERVAL_OPTIONS } from '@/constants/intervals'
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import { STRATEGY_LABELS } from '@/constants/strategy'
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const route = useRoute()
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const router = useRouter()
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const loading = ref(false)
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const fromInstance = ref('')
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// 策略类型:cta=个股(vnpy engine) / portfolio=组合(bullet_trade LiveEngine 子进程)
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const strategyType = ref<'cta' | 'portfolio'>('cta')
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const isPortfolio = computed(() => strategyType.value === 'portfolio')
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const portfolioOptions = ref<string[]>([])
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const portfolioStrategy = ref('all_weather')
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const poolForm = ref({ pool: 'all', max_pool: 0, benchmark: '000300.XSHG' })
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const POOL_OPTIONS = [
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{ label: 'HS300 子集(小范围验证)', value: 'hs300_subset' },
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{ label: '全市场', value: 'all' },
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]
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const BENCH_OPTIONS = [
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{ label: '沪深300', value: '000300.XSHG' },
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{ label: '中证500', value: '000905.XSHG' },
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{ label: '中证1000', value: '000852.XSHG' },
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{ label: '中证2000', value: '932000.XSHG' },
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]
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const PORTFOLIO_LABELS = STRATEGY_LABELS
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// §12.6 选实例发起：选中即预填+绑定；不选=自由配置（后端发起即建档）
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const instanceOptions = ref<Instance[]>([])
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const selectedInstanceId = ref<number | null>(null)
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// 级联：类名→文件名映射（实例按 code_file 归属策略）
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const classToFile = ref<Record<string, string>>({})
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const instancesOfCta = computed(() => {
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const file = classToFile.value[form.value.strategy_class]
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return file ? instanceOptions.value.filter((i) => i.code_file === file) : instanceOptions.value
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})
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const instancesOfPortfolio = computed(() =>
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instanceOptions.value.filter((i) => i.code_file.replace(/\.py$/, '') === portfolioStrategy.value),
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)
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onMounted(async () => {
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try {
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const { data } = await apiClient.get<{ files: { name: string; type: string; class_name: string }[] }>('/strategy/files')
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portfolioOptions.value = data.files
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.filter((f) => f.type === 'portfolio')
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.map((f) => f.name.replace(/\.py$/, ''))
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classToFile.value = Object.fromEntries(data.files.map((f) => [f.class_name, f.name]))
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} catch {
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/* 下拉加载失败不阻塞表单 */
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}
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try {
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instanceOptions.value = await getInstances()
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} catch {
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/* 档案下拉失败不阻塞 */
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}
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})
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const form = ref<LiveCreateRequest>({
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name: '', // #82 空=未选实例时预览显示占位提示；选实例后 autoName 生成（服务端兜底双保险）
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account: '66639661',
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vt_symbol: '600000',
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strategy_class: 'AShareDoubleMaStrategy',
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strategy_name: 'AShareDoubleMa_600000',
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setting: {
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fast_window: 5,
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slow_window: 20,
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window: 15,
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size: 100,
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forbid_short: true,
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},
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interval: 'd',
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initial_capital: 1_000_000,
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connect_wait_sec: 10,
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init_wait_sec: 60,
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mini_path: 'C:\\国金QMT交易端模拟\\userdata_mini',
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})
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// 换策略后档案不属于它 → 清空（避免绑错档案）。置 form 声明后（watch 源立即求值）
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watch([() => form.value.strategy_class, portfolioStrategy], () => {
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if (selectedInstanceId.value == null) return
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const pool = isPortfolio.value ? instancesOfPortfolio.value : instancesOfCta.value
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if (!pool.some((i) => i.id === selectedInstanceId.value)) selectedInstanceId.value = null
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})
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const strategyClassOptions = [
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{ value: 'AShareDoubleMaStrategy', label: 'AShareDoubleMaStrategy(双均线 A 股策略)' },
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]
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// ===== B3/B4 预算制:默认值=剩余可分配 + 占用率条 + 超限禁提交 =====
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const budget = ref<BudgetInfo | null>(null)
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const budgetTouched = ref(false) // 用户手动改过预算 → 不再跟随默认值
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async function loadBudget(): Promise<void> {
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try {
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budget.value = await getBudgetInfo(form.value.account.trim())
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// 默认值=剩余可分配(用户未手动改过才跟随)
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if (!budgetTouched.value && budget.value.fresh && budget.value.remaining != null) {
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form.value.initial_capital = Math.max(10000, Math.floor(budget.value.remaining))
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}
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} catch {
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budget.value = null // 拉不到不阻塞表单,提交时后端 fail-closed 兜底
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}
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}
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/** 账号变化 → 重新拉预算 */
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watch(() => form.value.account, () => { void loadBudget() })
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onMounted(() => { void loadBudget() })
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const overBudget = computed(() =>
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budget.value?.fresh === true
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&& budget.value.remaining != null
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&& form.value.initial_capital > budget.value.remaining,
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)
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const budgetPct = computed(() => {
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const b = budget.value
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if (!b?.fresh || !b.account_cash || b.account_cash <= 0) return null
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// 占用率=(已分配+本次)/现金,>100% 红
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return Math.min(((b.allocated + form.value.initial_capital) / b.account_cash) * 100, 100)
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})
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const budgetPctRaw = computed(() => {
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const b = budget.value
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if (!b?.fresh || !b.account_cash || b.account_cash <= 0) return null
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return ((b.allocated + form.value.initial_capital) / b.account_cash) * 100
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})
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const budgetOverPct = computed(() =>
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budgetPctRaw.value != null && budgetPctRaw.value > 100,
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)
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function num(v: number | null | undefined): string {
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if (v == null || !Number.isFinite(v)) return '—'
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return Math.round(v).toLocaleString('zh-CN')
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}
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async function applyInstance(instId: number | string): Promise<void> {
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try {
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const [{ data: ir }, { data: fr }] = await Promise.all([
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apiClient.get<{ instance: { name?: string; code_file: string; symbol_or_pool: string; interval: string; params: Record<string, unknown>; type?: string } }>(`/strategy/instances/${instId}`),
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apiClient.get<{ files: { name: string; class_name: string; type: string }[] }>('/strategy/files'),
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])
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const inst = ir.instance
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fromInstance.value = inst.name || String(instId)
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const file = fr.files.find((f) => f.name === inst.code_file)
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const cls = file?.class_name || inst.code_file
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if (file?.type === 'portfolio' || file?.type === 'cta') strategyType.value = file.type
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form.value.strategy_class = cls
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form.value.vt_symbol = inst.symbol_or_pool || form.value.vt_symbol
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form.value.strategy_name = inst.name || form.value.strategy_name
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form.value.interval = inst.interval || form.value.interval
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form.value.setting = { ...form.value.setting, ...(inst.params as object) }
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// #72 实例名自动生成：{实例名}_v{YYYYMMDD}{minor}，同实例同日递增
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form.value.name = await autoName(inst.name || `inst${instId}`, Number(instId))
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} catch {
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/* 预填失败走默认 */
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}
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}
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async function autoName(instName: string, instId: number): Promise<string> {
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const today = new Date().toISOString().slice(0, 10).replace(/-/g, '')
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const prefix = `${instName}_v${today}`
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let minor = 0
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try {
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const { listLives } = await import('@/api/live')
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const accs = await listLives()
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minor = accs.filter((a: { instance_id?: number | null; name?: string }) =>
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a.instance_id === instId && (a.name || '').startsWith(prefix)).length
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} catch {
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/* 列表拉不到 → minor=0 */
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}
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return `${prefix}${minor}`
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}
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onMounted(() => {
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const instId = route.query.instance
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if (!instId || Array.isArray(instId)) return
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selectedInstanceId.value = Number(instId)
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applyInstance(instId)
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})
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function onPickInstance(id: number | null): void {
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selectedInstanceId.value = id
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if (id != null) applyInstance(id)
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}
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async function onSubmit(): Promise<void> {
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// §12.6 初始设计口径（2026-08-16 用户重申）：实盘必须从实例档案发起
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if (selectedInstanceId.value == null) {
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ElMessage.warning('实盘必须选择「实例档案」发起——可先在策略库创建档案')
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return
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}
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if (!form.value.name.trim()) {
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// #76 名称自动生成：空=没选实例，提示选实例（不再让人填名字）
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ElMessage.warning('请先选择实例——名称将自动生成')
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return
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}
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if (!form.value.account.trim()) {
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ElMessage.warning('请填写交易账号')
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return
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}
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if (isPortfolio.value && !portfolioStrategy.value) {
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ElMessage.warning('请选择组合策略')
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return
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}
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// B3 预算前置:超限/快照不可用禁提交(后端同款校验兜底)
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if (budget.value && !budget.value.fresh) {
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ElMessage.error('账户快照不可用(未采集或超过10分钟),稍后再试')
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return
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}
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if (overBudget.value) {
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ElMessage.error(`预算超限:剩余可分配 ${budget.value?.remaining?.toLocaleString('zh-CN') ?? '—'} 元`)
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return
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}
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if (!isPortfolio.value && !form.value.strategy_name.trim()) {
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// 引擎实例名是技术标识：空则自动生成（策略类_代码），不再强制用户填
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const digits = (form.value.vt_symbol || '').replace(/\D/g, '')
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form.value.strategy_name = `${form.value.strategy_class}_${digits || 'inst'}`
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}
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loading.value = true
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try {
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const payload: LiveCreateRequest = { ...form.value, instance_id: selectedInstanceId.value }
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if (isPortfolio.value) {
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payload.strategy_type = 'portfolio'
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payload.strategy_class = portfolioStrategy.value
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payload.strategy_name = `portfolio_${portfolioStrategy.value}`
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payload.pool = poolForm.value.pool
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payload.max_pool = Number(poolForm.value.max_pool)
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payload.benchmark = poolForm.value.benchmark
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} else {
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payload.strategy_type = 'cta'
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}
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const res = await createLive(payload)
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ElMessage.success(`已创建实盘实例 #${res.accountId}(stopped),请到列表点"启动"`)
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router.push('/live')
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} catch (e: unknown) {
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ElMessage.error(e instanceof Error ? e.message : '创建失败')
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} finally {
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loading.value = false
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}
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}
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</script>
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<template>
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<div class="page live-new">
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<div class="page-head">
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<div>
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<h2 class="page-title">新建实盘</h2>
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<p class="page-subtitle">miniQMT 直连 · 个股 CTA / 组合策略实盘(supervisor 轮询)</p>
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</div>
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</div>
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<el-alert
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type="info"
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:closable="false"
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title="创建后状态为 stopped,需到列表点『启动』才会启动(supervisor 轮询发现后拉起)"
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/>
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">基本配置</span></template>
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<div class="seg-label">策略类型</div>
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<div class="seg-row">
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<div class="seg-card" :class="{ active: strategyType === 'cta' }" @click="strategyType = 'cta'">
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<div class="seg-title">CTA 个股策略</div>
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<div class="seg-desc">单标的信号型,vnpy engine 进程内跑</div>
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</div>
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<div class="seg-card" :class="{ active: strategyType === 'portfolio' }" @click="strategyType = 'portfolio'">
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<div class="seg-title">组合策略</div>
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<div class="seg-desc">选股轮动型,bullet_trade LiveEngine 子进程</div>
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</div>
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</div>
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<el-form label-width="140px" style="margin-top:16px">
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<!-- #76 实例名自动生成（实例名+日期minor），不再手填：只读预览，选实例即刷新 -->
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<el-form-item label="实例名">
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<span class="mono" style="font-size: 13px; color: var(--brand)">{{ form.name || '—（选实例后自动生成）' }}</span>
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<span class="muted form-hint">自动生成=实例名_v日期+序号，无需修改</span>
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</el-form-item>
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<el-form-item label="交易账号" required>
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<el-input v-model="form.account" placeholder="66639661" style="width: 320px" />
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<span class="muted form-hint">QMT 账号</span>
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</el-form-item>
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<el-form-item label="实例预算">
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<el-input-number
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v-model="form.initial_capital" :min="10000" :step="100000"
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style="width: 240px" @change="budgetTouched = true"
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/>
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<span class="muted form-hint">元 · 共享账户资金额度,默认=剩余可分配,可改小</span>
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<!-- B4 占用率条:已分配+本次 vs 账户现金 -->
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<div v-if="budget?.fresh" class="budget-bar-wrap">
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<div class="budget-line">
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<span>账户现金 {{ num(budget.account_cash) }}</span>
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<span>已分配 {{ num(budget.allocated) }}</span>
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<span :class="{ 'over-text': budgetOverPct }">本次后占用 {{ num(budget.allocated + form.initial_capital) }}</span>
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</div>
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<el-progress
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:percentage="budgetPct ?? 0" :stroke-width="10" :show-text="false"
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:color="budgetOverPct ? '#f56c6c' : '#e6a23c'"
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/>
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<div v-if="overBudget" class="budget-over">
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超出剩余可分配 {{ num(form.initial_capital - (budget.remaining ?? 0)) }} 元,请调低预算
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</div>
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</div>
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<el-alert
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v-else-if="budget && !budget.fresh" type="warning" :closable="false"
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title="账户快照不可用(未采集或超过10分钟)——无法校验预算,暂不能创建"
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style="width: 480px; margin-top: 6px"
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/>
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</el-form-item>
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<el-form-item label="mini_path">
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<el-input v-model="form.mini_path" placeholder="C:\\国金QMT交易端模拟\\userdata_mini" style="width: 480px" />
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<span class="muted form-hint">miniQMT userdata_mini 路径;空时后端用 env SANGUO_QMT_PATH 或内置默认</span>
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</el-form-item>
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</el-form>
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</el-card>
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<!-- CTA 表单 -->
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<template v-if="!isPortfolio">
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<el-card class="blk" shadow="never">
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<template #header><span class="section-title">标的与策略</span></template>
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<el-form :model="form" label-width="140px">
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<el-form-item label="策略 / 实例">
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<el-select v-model="form.strategy_class" style="width: 300px">
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<el-option
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v-for="opt in strategyClassOptions"
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:key="opt.value"
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:label="opt.label"
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:value="opt.value"
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/>
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</el-select>
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<el-select
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:model-value="selectedInstanceId" clearable filterable
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placeholder="必选：策略实例（策略库可创建）"
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style="width: 260px; margin-left: 8px"
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@update:model-value="onPickInstance"
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>
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<el-option
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v-for="i in instancesOfCta" :key="i.id" :value="i.id"
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:label="`${i.name}（${i.interval}）`"
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/>
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</el-select>
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<span v-if="selectedInstanceId != null" class="muted form-hint">绑定实例 #{{ selectedInstanceId }}（发起时快照）</span>
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<span v-else class="muted form-hint" style="color: var(--amber)">必选：实盘从实例发起（仅 DoubleMa 完成 A 股适配）</span>
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</el-form-item>
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<el-form-item label="标的(vt_symbol)">
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<el-input v-model="form.vt_symbol" placeholder="600000 或 600000.SSE" style="width: 320px" />
|
||
<span class="muted form-hint">可只写 6 位代码,自动补交易所后缀(.SSE / .SZSE)</span>
|
||
</el-form-item>
|
||
<el-form-item label="K 线周期">
|
||
<el-select v-model="form.interval" style="width: 220px">
|
||
<el-option v-for="o in INTERVAL_OPTIONS" :key="o.value" :value="o.value" :label="o.label">
|
||
<span>{{ o.label }}</span>
|
||
<span v-if="!o.replayOk" class="muted" style="float: right; font-size: 12px">影子柜台实时可用·回放暂无本地数据</span>
|
||
</el-option>
|
||
</el-select>
|
||
<span class="muted form-hint">miniQMT 成品K线,默认日线</span>
|
||
</el-form-item>
|
||
</el-form>
|
||
</el-card>
|
||
|
||
<el-card class="blk" shadow="never">
|
||
<template #header><span class="section-title">策略参数(setting)</span></template>
|
||
<el-form :model="form.setting" label-width="140px">
|
||
<el-form-item label="fast_window">
|
||
<el-input-number v-model="form.setting.fast_window as number" :min="1" :step="1" style="width: 200px" />
|
||
<span class="muted form-hint">快均线周期</span>
|
||
</el-form-item>
|
||
<el-form-item label="slow_window">
|
||
<el-input-number v-model="form.setting.slow_window as number" :min="1" :step="1" style="width: 200px" />
|
||
<span class="muted form-hint">慢均线周期</span>
|
||
</el-form-item>
|
||
<el-form-item label="window">
|
||
<el-input-number v-model="form.setting.window as number" :min="1" :step="1" style="width: 200px" />
|
||
<span class="muted form-hint">辅助计算窗口</span>
|
||
</el-form-item>
|
||
<el-form-item label="size">
|
||
<el-input-number v-model="form.setting.size as number" :min="1" :step="100" style="width: 200px" />
|
||
<span class="muted form-hint">定寸股数(A 股 100 的倍数)</span>
|
||
</el-form-item>
|
||
<el-form-item label="forbid_short">
|
||
<el-switch v-model="form.setting.forbid_short as boolean" />
|
||
<span class="muted form-hint">禁止做空(A 股默认开)</span>
|
||
</el-form-item>
|
||
</el-form>
|
||
</el-card>
|
||
|
||
<el-card class="blk" shadow="never">
|
||
<template #header><span class="section-title">连接参数(可选)</span></template>
|
||
<el-form :model="form" label-width="140px">
|
||
<el-form-item label="引擎实例名">
|
||
<el-input v-model="form.strategy_name" placeholder="AShareDoubleMa_600000" style="width: 320px" />
|
||
<span class="muted form-hint">engine 内唯一的技术标识;选档案后自动填,一般不改</span>
|
||
</el-form-item>
|
||
<el-form-item label="connect_wait_sec">
|
||
<el-input-number v-model="form.connect_wait_sec as number" :min="1" :step="5" style="width: 200px" />
|
||
<span class="muted form-hint">连接 QMT 等待秒数</span>
|
||
</el-form-item>
|
||
<el-form-item label="init_wait_sec">
|
||
<el-input-number v-model="form.init_wait_sec as number" :min="1" :step="10" style="width: 200px" />
|
||
<span class="muted form-hint">策略初始化等待秒数</span>
|
||
</el-form-item>
|
||
</el-form>
|
||
</el-card>
|
||
</template>
|
||
|
||
<!-- 组合策略表单 -->
|
||
<el-card v-else class="blk" shadow="never">
|
||
<template #header><span class="section-title">组合策略与选股</span></template>
|
||
<el-form :model="poolForm" label-width="140px">
|
||
<el-form-item label="组合策略">
|
||
<el-select v-model="portfolioStrategy" style="width: 280px">
|
||
<el-option
|
||
v-for="p in portfolioOptions" :key="p"
|
||
:label="PORTFOLIO_LABELS[p] ? `${PORTFOLIO_LABELS[p]}（${p}）` : p"
|
||
:value="p"
|
||
/>
|
||
</el-select>
|
||
<el-select
|
||
:model-value="selectedInstanceId" clearable filterable
|
||
placeholder="必选：策略实例（策略库可创建）"
|
||
style="width: 260px; margin-left: 8px"
|
||
@update:model-value="onPickInstance"
|
||
>
|
||
<el-option
|
||
v-for="i in instancesOfPortfolio" :key="i.id" :value="i.id"
|
||
:label="`${i.name}（${i.interval}）`"
|
||
/>
|
||
</el-select>
|
||
<span v-if="selectedInstanceId != null" class="muted form-hint">绑定实例 #{{ selectedInstanceId }}（发起时快照）</span>
|
||
<span v-else class="muted form-hint" style="color: var(--amber)">必选：实盘从实例发起（supervisor 拉起 runner_live 子进程）</span>
|
||
</el-form-item>
|
||
<el-form-item label="标的池">
|
||
<el-select v-model="poolForm.pool" style="width: 320px">
|
||
<el-option v-for="o in POOL_OPTIONS" :key="o.value" :label="o.label" :value="o.value" />
|
||
</el-select>
|
||
</el-form-item>
|
||
<el-form-item label="选股池上限">
|
||
<el-input-number v-model="poolForm.max_pool" :min="0" :step="10" :controls="false" style="width: 220px" />
|
||
<span class="muted form-hint">0=不限, N=前N只（默认30）</span>
|
||
</el-form-item>
|
||
<el-form-item label="比较基准">
|
||
<el-select v-model="poolForm.benchmark" style="width: 220px">
|
||
<el-option v-for="b in BENCH_OPTIONS" :key="b.value" :label="b.label" :value="b.value" />
|
||
</el-select>
|
||
</el-form-item>
|
||
<el-form-item label="K 线周期">
|
||
<el-select v-model="form.interval" style="width: 220px">
|
||
<el-option v-for="o in INTERVAL_OPTIONS" :key="o.value" :value="o.value" :label="o.label">
|
||
<span>{{ o.label }}</span>
|
||
<span v-if="!o.replayOk" class="muted" style="float: right; font-size: 12px">影子柜台实时可用·回放暂无本地数据</span>
|
||
</el-option>
|
||
</el-select>
|
||
<span class="muted form-hint">miniQMT 成品K线,默认日线</span>
|
||
</el-form-item>
|
||
</el-form>
|
||
</el-card>
|
||
|
||
<div class="submit-bar">
|
||
<el-button
|
||
type="primary" size="large" :loading="loading"
|
||
:disabled="overBudget || budget?.fresh === false"
|
||
@click="onSubmit"
|
||
>
|
||
创建实盘实例
|
||
</el-button>
|
||
<el-button size="large" @click="router.push('/live')">取消</el-button>
|
||
</div>
|
||
</div>
|
||
</template>
|
||
|
||
<style scoped>
|
||
.live-new { display: flex; flex-direction: column; gap: 16px; }
|
||
.blk { border: 1px solid var(--border-2); }
|
||
.form-hint { margin-left: 10px; }
|
||
.submit-bar { padding: 4px 0; display: flex; gap: 12px; }
|
||
|
||
.budget-bar-wrap { width: 480px; margin-top: 8px; }
|
||
.budget-line {
|
||
display: flex; justify-content: space-between;
|
||
font-size: 12px; color: var(--text-3); margin-bottom: 4px;
|
||
}
|
||
.over-text { color: var(--el-color-danger, #f56c6c); font-weight: 600; }
|
||
.budget-over { font-size: 12px; color: var(--el-color-danger, #f56c6c); margin-top: 4px; }
|
||
|
||
.seg-label { font-size: 12px; color: var(--text-3); margin-bottom: 8px; }
|
||
.seg-row { display: flex; gap: 12px; }
|
||
.seg-card {
|
||
flex: 1;
|
||
max-width: 280px;
|
||
border: 1px solid var(--border-2);
|
||
border-radius: var(--r-md);
|
||
padding: 12px 14px;
|
||
cursor: pointer;
|
||
transition: border-color 0.15s var(--ease), background 0.15s var(--ease);
|
||
}
|
||
.seg-card:hover { border-color: var(--brand); background: var(--bg-hover); }
|
||
.seg-card.active { border-color: var(--brand); background: rgba(24, 144, 255, 0.10); }
|
||
.seg-title { font-size: 14px; font-weight: 600; color: var(--text); }
|
||
.seg-desc { font-size: 12px; color: var(--text-3); margin-top: 4px; }
|
||
</style>
|