claude_dev
ff84b3d4b0
D-3 模式A影子下单(spec §5): - bridge_client.py: QMT bridge HTTP客户端(urllib, X-Bridge-Token, 失败不抛返回None) - live_orchestrator: _shadow_trades_to_bridge 当日成交POST bridge(默认enabled=false) - persistence: paper_shadow_orders幂等表+save_shadow_order/is_trade_shadowed - config: data_platform.yaml加live段, token走env(BRIDGE_TOKEN) - to_bridge_code symbol转换与guess_exchange一致(2位前缀) 安全: enabled=false默认关+token走env+幂等防重复+影子失败不阻断live_step docs: phase3d-live-trading-design.md(D期完整设计)
49 lines
1.5 KiB
YAML
49 lines
1.5 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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