三源合议工作包三(二)：策略层两道技术面离场（part 3+4）
part3 跟踪止盈盘中 SAR 止损线：09:45 后现价跌破昨日 SAR×(1-0.003) 即全清、当日一次； 每天 09:40 把技术面映射的 SAR 值刷进每条自动跟踪止盈，无读数撤旧线。 part4 弱基本面试探仓紧止盈自动挂载：基本面看空+技术面看多的试探仓次日 09:40 自动挂 回撤 3%/硬目标 8%/带 SAR 线的跟踪止盈，不占每日名额；认它靠入场账本 advice.tight_trail。 至此工作包三四部分全做完。台账 011；第三十批扩到 33 例；开发机全量 ALL SUITES PASS。 只对自动跟踪止盈与弱基本面试探仓生效，其余策略票行为不变（batch17/19 回归绿）。 Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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DEVLOG.md
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DEVLOG.md
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@ -1433,6 +1433,34 @@ app/core/action_engine.py（eval_tech_exit、SRC_TECH_EXIT、EVALUATORS 加一
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工作包三剩两部分：跟踪止盈策略加盘中 SAR 止损线（09:45 后现价低于昨日 SAR 千分之三即卖、当日一次，每天 09:40 把映射里的 SAR 刷进自动挂载的跟踪止盈）；弱基本面加技术面看多的试探仓次日 09:40 自动挂回撤 3%、硬目标 8%、带 SAR 线的紧止盈（台账 011）。工作包四选股打分另一仓库单独审批。工作包五文档。
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---
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## 2026-09-11 · 工作包三离场纪律（part 3+4）：策略层的两道技术面离场
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**做了什么**
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补齐工作包三的后两部分，都在策略层。至此工作包三四部分全做完。
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一，跟踪止盈加盘中 SAR 止损线。跟踪止盈评估器加一道 SAR 止损：09:45 后现价跌破昨日 SAR 值的千分之三缓冲即全清，当日只触发一次。SAR 值由 09:40 的策略自动挂载一跳刷进每条自动挂载的跟踪止盈的参数。取不到读数就撤掉旧的 SAR 线，不拿旧读数当今天。没刷进 SAR 线时这道线不判，加不改。
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二，弱基本面试探仓的紧止盈自动挂载。基本面看空加技术面看多的试探仓，次日 09:40 自动挂一条回撤百分之三、硬目标百分之八、带 SAR 线的跟踪止盈，不占每日新挂名额。认它靠入场账本里 advice.tight_trail 这个标记（仓位矩阵 advise_v2 给这类试探仓打的），顺着首批未平批次到指令到账本放行记录找。冷却与在途照常让路。
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**动了哪些文件**
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app/services/strategy_runner.py（跟踪止盈评估器 _eval_trail 加盘中 SAR 止损线，防了单测传 now=None 的空指针）；app/services/strategy_advisor.py（09:40 一跳加 _refresh_sar_lines 刷 SAR 线；_entry_tight_trail 认入场标记、_attach_tight_trail 挂紧止盈，接进主循环无策略票走常规边之前）；app/services/param_store.py（登记 PMS_TECH_SAR_STOP_ON_TRAIL、PMS_TECH_SAR_STOP_BUFFER、PMS_TECH_TIGHT_TRAIL_GIVEBACK、PMS_TECH_TIGHT_TRAIL_TARGET，三个加校验范围）；scripts/test_batch30_units.py（part3 九例、part4 六例，共扩到 33 例）；scripts/run_tests.py（例数与总数 820）；docs/复盘决定台账.md（台账 011）。
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**部署方式**
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改了 Python，make deploy 重建镜像加 force-recreate。收盘后 155，已授权直接部署。
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**真机判收**
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待部署后补。开发机全量 ALL SUITES PASS（第三十批 33 例，含每组开关关掉与没读数时不生效的守）。这两部分只对自动挂载的跟踪止盈与弱基本面试探仓生效，其余策略票行为不变（batch17/19 回归绿）。
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**还欠着什么**
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工作包三四部分全做完。剩：工作包四选股打分在 akg-factor-bridge 另一仓库，单独审批后再动；页面管理视图持仓总览「证据列印两遍」的显示错误与研究面列本轮未碰。真机判收要看真有弱基本面试探仓入场次日的紧止盈自动挂载、以及策略票 SAR 翻空当天的止损。
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---
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<!--
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下一条节点从这里往下写，格式照抄上面：
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@ -120,6 +120,12 @@ RUNTIME_EXTRA = {
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"PMS_TECH_EXIT_AUTONOMY": ("full", str, "技术面转空离场档位: off 不评 / propose_only 交人确认 / full 自动执行 (与保垫减仓同档, 按拍板默认)"),
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"PMS_TECH_EXIT_TRIM_RATIO": (0.3333, float, "转空未确认时的减持比例 (占总持仓; 确认转空则清仓全部可卖量; 默认三分之一)"),
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"PMS_TECH_EXIT_DONE": ("", str, "本次翻空已处理过的代码集 (scan_and_route 写入的 JSON: codes/at; 跨轮去重, 页面只读, 勿手改)"),
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# 跟踪止盈的盘中 SAR 止损线 (2026-09-11 工作包三 part 3): 每天 09:40 把技术面 SAR 值刷进自动跟踪止盈, 盘中跌破即卖。
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"PMS_TECH_SAR_STOP_ON_TRAIL": (True, bool, "自动跟踪止盈加盘中 SAR 止损线: 09:45 后现价跌破昨日 SAR 值的缓冲即全清, 当日一次 (关掉即不刷不判)"),
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"PMS_TECH_SAR_STOP_BUFFER": (0.003, float, "SAR 止损线的跌破缓冲 (现价低于 SAR×(1-缓冲) 才触发; 默认千分之三)"),
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# 弱基本面试探仓的紧止盈自动挂载 (2026-09-11 工作包三 part 4, 台账 011): 基本面看空加技术面看多的试探仓次日自动挂。
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"PMS_TECH_TIGHT_TRAIL_GIVEBACK": (0.03, float, "弱基本面试探仓紧止盈的回撤比例 (从高点回落这么多即全清; 默认百分之三)"),
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"PMS_TECH_TIGHT_TRAIL_TARGET": (0.08, float, "弱基本面试探仓紧止盈的硬目标 (浮盈到这么多直接全清; 默认百分之八)"),
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}
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# **读不到时必须按"已暂停"处理的键 (fail-closed)。**
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@ -498,7 +504,8 @@ _RANGES = {
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"PMS_TECH_FLIP_FRESH_DAYS": (1, 10),
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# 三源合议 (2026-09-11)
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"PMS_FUND_STALE_DAYS": (0, 3650), "PMS_FUND_CONSENSUS_GOOD_MIN": (0, 10),
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"PMS_TECH_EXIT_TRIM_RATIO": (0, 1),
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"PMS_TECH_EXIT_TRIM_RATIO": (0, 1), "PMS_TECH_SAR_STOP_BUFFER": (0, 0.1),
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"PMS_TECH_TIGHT_TRAIL_GIVEBACK": (0.005, 0.5), "PMS_TECH_TIGHT_TRAIL_TARGET": (0.01, 1),
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# 宏观择时层
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"PMS_MACRO_HOT_TH": (0, 100), "PMS_MACRO_COLD_TH": (-100, 0),
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"PMS_MACRO_EXIT_BAND": (0, 100), "PMS_MACRO_CONFIRM_DAYS": (1, 10),
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@ -480,6 +480,15 @@ def scan(*, dry_run: bool = False, now=None) -> dict:
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except Exception: # noqa: BLE001
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pass
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# 盘中 SAR 止损线的每日刷新 (2026-09-11 工作包三 part 3): 把技术面映射里的 SAR 值刷进每条
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# 自动挂载的跟踪止盈的 params.sar_line, 供 strategy_runner._eval_trail 的盘中 SAR 止损用。
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# 开关 PMS_TECH_SAR_STOP_ON_TRAIL 关掉不刷; 试算不写。取不到读数就撤掉旧 SAR 线 (不拿旧读数当今天)。
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if param_store.get_bool("PMS_TECH_SAR_STOP_ON_TRAIL", True) and not dry_run:
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try:
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_refresh_sar_lines(strat_all, out)
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except Exception as e: # noqa: BLE001 —— 刷 SAR 线失败不拖垮整轮挂载
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out["errors"].append(f"SAR 线刷新失败: {type(e).__name__}: {e}")
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# ---- 逐票走状态机 ----
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for p in held:
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out["checked"] += 1
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@ -504,6 +513,10 @@ def scan(*, dry_run: bool = False, now=None) -> dict:
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_tend_existing(st, p, a, fresh, hv, prm, buypause, handoff_cool,
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today, dry_run, out, strategy_service, accum_ok=accum_ok)
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continue
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# 弱基本面试探仓的紧止盈自动挂载 (2026-09-11 工作包三 part 4): 无策略票里, 基本面看空加
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# 技术面看多的试探仓次日自动挂紧止盈, 不占每日名额。挂了 (或占位让路) 就不再走常规边。
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if _attach_tight_trail(p, prm, live_codes, optout, dry_run, out, strategy_service):
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continue
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edge, why = plan_edge(cls=a.get("cls"), fresh=fresh, heat=hv,
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cushion=p.get("cushion_pct"), prm=prm)
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if not edge:
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return _record_scan(out, dry_run, now)
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def _refresh_sar_lines(strat_all, out) -> None:
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"""把技术面映射里的 SAR 值刷进每条自动挂载的跟踪止盈的 params.sar_line (2026-09-11 工作包三 part 3)。
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只动自动挂载 (note 以「自动挂载」开头) 且 ACTIVE 的跟踪止盈; 人工策略与网格不碰。
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取不到某票的 SAR (无读数、映射停更) 就撤掉它旧的 sar_line —— 不拿旧读数当今天的止损线。
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值没变就不写库。写失败只记 errors, 不拦整轮。
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"""
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from app.services import tech_service
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tmap = tech_service.state_map() # 取不到抛给调用方的 try 兜住
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n = 0
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for s in strat_all:
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if str(s.get("type") or "").upper() != "TRAIL":
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continue
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if not str(s.get("note") or "").startswith("自动挂载"):
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continue
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if str(s.get("status") or "ACTIVE").upper() != "ACTIVE":
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continue
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params = dict(s.get("params") or {})
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old = params.get("sar_line")
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sar = _f((tmap.get(s.get("ts_code")) or {}).get("sar_value"))
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if sar and sar > 0:
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params["sar_line"] = round(sar, 3)
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else:
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params.pop("sar_line", None) # 无读数: 撤掉旧线, 这道 SAR 止损本日不生效
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if params.get("sar_line") != old:
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if pms_repo.update_strategy(s["strategy_id"], params=params):
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n += 1
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else:
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out["errors"].append(f"{s.get('ts_code')} SAR 线刷新影响 0 行")
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if n:
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out["sar_refreshed"] = n
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def _entry_tight_trail(code) -> bool:
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"""这只持仓是不是「基本面看空加技术面看多的试探仓」(2026-09-11 工作包三 part 4)。
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判据是入场那条账本记录里 advice.tight_trail 为真 —— 那是 advise_v2 给这类试探仓打的标记
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(方案附录乙: 只给试探仓一批、交人、配紧止盈)。顺着首批未平批次 → 指令 → 账本放行记录找。
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读不到、认不出一律按否 —— 认不出就不自动挂紧止盈, 交给常规边或人工 (加不改)。
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"""
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try:
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lots = pms_repo.list_lots(code, status="OPEN", limit=50)
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if not lots:
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return False
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iid = lots[0].get("instruction_id")
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if not iid:
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return False
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refs = [str(iid)]
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ins = pms_repo.get_instruction(str(iid)) or {}
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for k in (ins.get("origin_id"), (ins.get("progress") or {}).get("from_proposal")):
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if k and str(k) not in refs:
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refs.append(str(k))
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for r in pms_repo.ledger_by_ref(refs):
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if r.get("verdict") != "PASS":
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continue
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adv = (r.get("hard_numbers") or {}).get("advice")
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if isinstance(adv, dict) and adv.get("tight_trail"):
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return True
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except Exception as e: # noqa: BLE001
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logger.warning("[自动挂载] 查入场紧止盈标记失败 %s (按否): %s", code, e)
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return False
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def _attach_tight_trail(p, prm, live_codes, optout, dry_run, out, strategy_service) -> bool:
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"""弱基本面试探仓的紧止盈自动挂载 (2026-09-11 工作包三 part 4, 台账 011)。
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基本面看空加技术面看多的试探仓, 次日 09:40 自动挂一条回撤 3%、硬目标 8%、带 SAR 线的跟踪止盈,
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**不占每日新挂名额** (它是给弱基本面试探仓配的保护, 不是常规吸筹/高热挂载)。挂上后这只票就有
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策略了, 下一跳 st 不为空、不再重挂。返回 True 表示「这只票已按紧止盈处理」(占位, 不再走常规边)。
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冷却与在途照常让路: 人工撤下过就等冷却, 有在途就缓一天。挂载参数与 SAR 线由本函数生成,
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SAR 值取当轮技术面映射; 取不到就不带 SAR 线 (回撤与硬目标照常, 加不改)。
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"""
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code = p["ts_code"]
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if not _entry_tight_trail(code):
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return False
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if (code, R_TRAIL) in optout:
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out["skipped"].append({"ts_code": code, "why":
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f"弱基本面试探仓想挂紧止盈, 但人工撤下同类冷却期内 "
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f"({prm['optout_cooldown_tdays']} 个交易日)"})
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return True
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if code in live_codes:
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out["skipped"].append({"ts_code": code, "why": "弱基本面试探仓想挂紧止盈, 但有在途, 缓到下一个扫描日"})
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return True
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gb = param_store.get_float("PMS_TECH_TIGHT_TRAIL_GIVEBACK", 0.03)
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ht = param_store.get_float("PMS_TECH_TIGHT_TRAIL_TARGET", 0.08)
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params = {"giveback": gb, "sell_ratio": 1.0, "hard_target": ht}
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try:
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from app.services import tech_service
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sar = _f((tech_service.state_map().get(code) or {}).get("sar_value"))
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if sar and sar > 0:
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params["sar_line"] = round(sar, 3)
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except Exception: # noqa: BLE001 —— 取不到 SAR 不拦, 回撤与硬目标照常
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pass
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note = (f"{NOTE_AUTO}基本面看空加技术面看多的试探仓 → 紧止盈 "
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f"回撤 {gb:.0%} 硬目标 {ht:.0%}" + ("、带 SAR 线" if params.get("sar_line") else ""))
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if dry_run:
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out["attached"].append({"ts_code": code, "type": "TRAIL", "dry_run": True,
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"why": "弱基本面试探仓紧止盈 (不占每日名额)", "params": params})
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return True
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r = strategy_service.attach({"ts_code": code, "type": "TRAIL", "autonomy": "auto",
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"params": params, "note": note[:280]}, by="auto") or {}
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if not r.get("ok"):
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errs = "; ".join(str(x) for x in (r.get("errors") or ["挂载校验未过"]))
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out["blocked"].append({"ts_code": code, "edge": R_TRAIL, "why": errs})
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_ledger(code, "NOTE", f"想挂弱基本面紧止盈被挂载校验挡下: {errs}",
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{"price": p.get("price")}, None, out)
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return True
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out["attached"].append({"ts_code": code, "type": "TRAIL", "strategy_id": r.get("strategy_id"),
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"why": "弱基本面试探仓紧止盈 (不占每日名额)"})
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_ledger(code, "PASS", note[:200], {"price": p.get("price"), "sar_line": params.get("sar_line")},
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r.get("strategy_id"), out, action="ATTACH")
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logger.warning("[自动挂载] %s 挂弱基本面紧止盈: 回撤 %.0f%% 硬目标 %.0f%%", code, gb * 100, ht * 100)
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return True
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def _tend_existing(st, p, a, fresh, hv, prm, buypause, handoff_cool, today,
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dry_run, out, strategy_service, accum_ok=True):
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"""已挂策略的票: 边三 (派发停买/回明确恢复) 与 边四 (接力切换)。"""
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@ -526,6 +526,21 @@ def _eval_trail(st, pos, day, now, ctx):
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# 全清数量: 科创板持仓不足 200 股时按交易所例外一次性全卖, 否则整百
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return avail if avail < mlot else (_round_lot(avail) or avail)
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# 盘中 SAR 止损线 (2026-09-11 工作包三 part 3): 09:45 后现价跌破昨日 SAR 值的缓冲即全清, 当日只触发一次。
|
||||
# SAR 值由 09:40 的 strategy_advisor.scan 刷进 params["sar_line"] (工作包三 part 3 的刷新腿);
|
||||
# 没刷进 (技术面无读数、首日、映射停更) 就跳过这道线 —— 加不改, 拿不到 SAR 绝不当"跌破"。
|
||||
# 与 giveback/hard_target 并列的一道硬止损, 不看 armed (SAR 翻空是趋势破位, 不必先武装)。
|
||||
sar_line = _f(params.get("sar_line"))
|
||||
if sar_line > 0 and now is not None and param_store.get_bool("PMS_TECH_SAR_STOP_ON_TRAIL", True):
|
||||
hm = now.hour * 100 + now.minute
|
||||
if hm >= 945 and int(state.get("sar_stop_day") or 0) != td.ymd(now):
|
||||
buf = param_store.get_float("PMS_TECH_SAR_STOP_BUFFER", 0.003)
|
||||
if price <= sar_line * (1 - buf):
|
||||
state["sar_stop_day"] = td.ymd(now) # 当日只触发一次
|
||||
return {"side": "sell", "action": A_EXIT, "qty": _all_out(), "leg": "trail_sar",
|
||||
"reason": f"跟踪止盈-SAR 止损: 现价 {price} 跌破昨日 SAR {sar_line}"
|
||||
f"×(1-{buf:.1%}), 全清 {_all_out()} 股"}
|
||||
|
||||
# 硬止盈目标: 直接全清
|
||||
if hard_target > 0 and profit >= hard_target:
|
||||
return {"side": "sell", "action": A_EXIT, "qty": _all_out(), "leg": "trail_hard",
|
||||
|
|
|
|||
|
|
@ -174,4 +174,16 @@
|
|||
|
||||
**复核日期。** 上线后每周复核一次退出条数与误伤。
|
||||
|
||||
**尚未完成的两部分（属工作包三，随后补台账）。** 一是跟踪止盈策略加盘中 SAR 止损线，二是弱基本面加技术面看多的试探仓次日自动挂紧止盈（记台账 011）。
|
||||
## 011 · 2026-09-11 · 策略层的两道技术面离场：跟踪止盈盘中 SAR 止损线与弱基本面试探仓紧止盈
|
||||
|
||||
**改动一，跟踪止盈加盘中 SAR 止损线。** 自动挂载的跟踪止盈策略，每天早上把技术面映射里的 SAR 值刷进它的参数。盘中九点四十五之后，现价跌破昨日 SAR 值的千分之三缓冲就全清，当日只触发一次。这是给策略票配的趋势止损。动作引擎那条转空离场只管常规持仓，策略票的 SAR 由这道线管，两者分工不重叠。取不到 SAR 读数就撤掉旧的止损线，绝不拿旧读数当今天。
|
||||
|
||||
**改动二，弱基本面试探仓的紧止盈自动挂载。** 基本面看空加技术面看多的票，只给试探仓一批，交人拍板后入场。这类票次日早上九点四十自动挂一条跟踪止盈，回撤百分之三就全清、硬目标百分之八直接全清、带 SAR 止损线。它不占每日新挂名额，因为这是给弱基本面试探仓配的保护，不是常规的吸筹或高热挂载。认它靠入场账本里的一个标记，那是仓位矩阵给这类试探仓打的。
|
||||
|
||||
**依据。** 弱基本面的票本就是试探，一旦技术面也走坏就该快离场，所以配紧止盈加 SAR 线。SAR 是跟踪止损，翻空即趋势破位。
|
||||
|
||||
**参数。** SAR 止损线开关 PMS_TECH_SAR_STOP_ON_TRAIL 默认开，缓冲 PMS_TECH_SAR_STOP_BUFFER 默认千分之三。紧止盈回撤 PMS_TECH_TIGHT_TRAIL_GIVEBACK 默认百分之三，硬目标 PMS_TECH_TIGHT_TRAIL_TARGET 默认百分之八。
|
||||
|
||||
**预期。** 策略票在 SAR 翻空的当天被止损线保护。弱基本面试探仓入场次日就有紧止盈兜底。
|
||||
|
||||
**复核日期。** 上线后每周复核一次，看紧止盈有没有过早止损、SAR 线有没有误杀。
|
||||
|
|
|
|||
|
|
@ -83,16 +83,18 @@
|
|||
test_batch30_units.py 三源合议·工作包三离场纪律 (2026-09-11): eval_tech_exit 转空自动离场(确认清仓/
|
||||
未确认减三分之一/翻向超期不评/同一翻空一次/无读数弃权/propose_only 交人/可卖量
|
||||
夹紧/开关关掉逐字回旧)/卖出优先级目标价<研究走弱<技术面转空<保垫减仓/scan 端到端/
|
||||
策略票只看目标价按函数判(技术面转空对策略票不评)/参数登记 (18 例)
|
||||
策略票只看目标价按函数判(技术面转空对策略票不评)/跟踪止盈盘中 SAR 止损线
|
||||
(09:45 后跌破缓冲全清、当日一次、没刷进不判、开关关掉不触发)/SAR 线刷新腿只动
|
||||
自动跟踪止盈且无读数撤旧线/弱基本面试探仓紧止盈自动挂载(入场标记识别、回撤3%硬目标8%带SAR线、不占名额、冷却让路)/参数登记 (33 例)
|
||||
test_page_enum_guard.py 页面文案守卫 (静态扫描, 不连库不起浏览器): 枚举字段不许
|
||||
直接印到页面上 / 判据码显示前必须剥前缀 / 不许把整个对象
|
||||
打给交易员看 / 翻译兜底不许让英文码单独当句子 (1 例)
|
||||
test_wiring.py 装配自检: 服务层→核心→落表 全链路 (内存桩) +
|
||||
目标价到价必定入队 (档位 full 也不自动卖) +
|
||||
用户设的止损价与目标价单独成列显示 (70 例)
|
||||
共 805 例
|
||||
共 820 例
|
||||
(总数按实跑逐批相加校正过两次: 曾写 649 是笔误, 实为 650; 09-03 先后加了同轮只发一条
|
||||
减持与研究理由两键各一例, 到 652; 09-04 加了仅展示跳过原因与空候选说明各一例, 到 654; 又加了页面文案守卫一例, 到 655; 09-07 审查修复加了跨轮减持等五例, 到 660; 第二件低把握驳回交人一例, 到 661; 第三件逻辑状态接入第二十二批十五例, 到 676; 第四件安全边际整句透传一例, 到 677; 参考目标价一例, 到 678; 催化事件与定价状态透传一例, 到 679; 两个期限的头一例, 现为 680; 09-10 建议档位对齐第二十六批十七例到 697; 09-11 技术面接入工作包一第二十七批二十七例到 724; 三源合议工作包二纯逻辑第二十八批三十七例到 763; 接入下单链路第二十九批二十四例到 787; 工作包三离场纪律第三十批十八例, 现为 805)
|
||||
减持与研究理由两键各一例, 到 652; 09-04 加了仅展示跳过原因与空候选说明各一例, 到 654; 又加了页面文案守卫一例, 到 655; 09-07 审查修复加了跨轮减持等五例, 到 660; 第二件低把握驳回交人一例, 到 661; 第三件逻辑状态接入第二十二批十五例, 到 676; 第四件安全边际整句透传一例, 到 677; 参考目标价一例, 到 678; 催化事件与定价状态透传一例, 到 679; 两个期限的头一例, 现为 680; 09-10 建议档位对齐第二十六批十七例到 697; 09-11 技术面接入工作包一第二十七批二十七例到 724; 三源合议工作包二纯逻辑第二十八批三十七例到 763; 接入下单链路第二十九批二十四例到 787; 工作包三离场纪律第三十批十八例到 805; part3 盘中 SAR 止损线补九例到 814; part4 弱基本面紧止盈补六例, 现为 820)
|
||||
任一子集失败即整体失败 (退出码 1)。
|
||||
|
||||
哨兵位置清单 (2026-09-03 抄录; 改了对应的东西就得来这些地方改断言, 断言不动就是漏了):
|
||||
|
|
|
|||
|
|
@ -196,6 +196,221 @@ def _():
|
|||
assert abs(ps.RUNTIME_EXTRA["PMS_TECH_EXIT_TRIM_RATIO"][0] - 1.0 / 3) < 1e-3
|
||||
|
||||
|
||||
# ================================================================ F 跟踪止盈盘中 SAR 止损线 (part 3)
|
||||
def _trail_sar(price, sar_line, now, avail=6000, avg=10.0, sold_day=0):
|
||||
from app.services import strategy_runner as srun
|
||||
st = {"ts_code": "600000.SH",
|
||||
"params": {"giveback": 0.05, "sell_ratio": 1.0, "sar_line": sar_line}}
|
||||
pos = {"avg_cost": avg, "avail_qty": avail, "total_qty": avail, "cushion_pct": price / avg - 1}
|
||||
ctx = {"state": {"armed": False, "high_water": price, "sar_stop_day": sold_day}, "notes": []}
|
||||
d = srun._eval_trail(st, pos, {"price": price}, now, ctx)
|
||||
return d, ctx
|
||||
|
||||
|
||||
@case("F SAR 线·09:45 后跌破 SAR 缓冲即全清 (leg=trail_sar, 当日记一次)")
|
||||
def _():
|
||||
from datetime import datetime
|
||||
from app.services import strategy_runner as srun
|
||||
d, ctx = _trail_sar(9.9, 10.0, datetime(2026, 9, 11, 10, 0)) # 9.9 < 10×0.997=9.97
|
||||
assert d and d["action"] == srun.A_EXIT and d["leg"] == "trail_sar" and d["qty"] == 6000
|
||||
from app.core import tradedays as td
|
||||
assert ctx["state"]["sar_stop_day"] == td.ymd(datetime(2026, 9, 11, 10, 0))
|
||||
|
||||
|
||||
@case("F SAR 线·09:45 前不触发")
|
||||
def _():
|
||||
from datetime import datetime
|
||||
d, _ = _trail_sar(9.5, 10.0, datetime(2026, 9, 11, 9, 40))
|
||||
assert d is None
|
||||
|
||||
|
||||
@case("F SAR 线·现价在缓冲之上不触发")
|
||||
def _():
|
||||
from datetime import datetime
|
||||
d, _ = _trail_sar(9.98, 10.0, datetime(2026, 9, 11, 10, 0)) # 9.98 > 9.97
|
||||
assert d is None
|
||||
|
||||
|
||||
@case("F SAR 线·当日只触发一次 (已记 sar_stop_day)")
|
||||
def _():
|
||||
from datetime import datetime
|
||||
from app.core import tradedays as td
|
||||
now = datetime(2026, 9, 11, 10, 0)
|
||||
d, _ = _trail_sar(9.5, 10.0, now, sold_day=td.ymd(now))
|
||||
assert d is None
|
||||
|
||||
|
||||
@case("F SAR 线·没刷进 sar_line 时不判 (加不改, 拿不到 SAR 绝不当跌破)")
|
||||
def _():
|
||||
from datetime import datetime
|
||||
from app.services import strategy_runner as srun
|
||||
st = {"ts_code": "600000.SH", "params": {"giveback": 0.05, "sell_ratio": 1.0}} # 无 sar_line
|
||||
pos = {"avg_cost": 10.0, "avail_qty": 6000, "total_qty": 6000, "cushion_pct": -0.05}
|
||||
ctx = {"state": {"armed": False, "high_water": 9.5}, "notes": []}
|
||||
assert srun._eval_trail(st, pos, {"price": 9.5}, datetime(2026, 9, 11, 10, 0), ctx) is None
|
||||
|
||||
|
||||
@case("F SAR 线·开关关掉不触发")
|
||||
def _():
|
||||
from datetime import datetime
|
||||
saved = ps.get_bool
|
||||
ps.get_bool = lambda k, d=False: (False if k == "PMS_TECH_SAR_STOP_ON_TRAIL" else saved(k, d))
|
||||
try:
|
||||
d, _ = _trail_sar(9.5, 10.0, datetime(2026, 9, 11, 10, 0))
|
||||
assert d is None
|
||||
finally:
|
||||
ps.get_bool = saved
|
||||
|
||||
|
||||
# ================================================================ G SAR 线刷新腿 (part 3)
|
||||
@case("G 刷新腿·只动自动挂载的 ACTIVE 跟踪止盈, 网格与人工不碰")
|
||||
def _():
|
||||
from app.services import strategy_advisor as adv, tech_service
|
||||
from app.repo import pms_repo
|
||||
calls = []
|
||||
s_sm, s_up = tech_service.state_map, pms_repo.update_strategy
|
||||
tech_service.state_map = lambda: {"600000.SH": {"sar_value": 9.55}}
|
||||
pms_repo.update_strategy = lambda sid, **kw: (calls.append((sid, kw)) or 1)
|
||||
try:
|
||||
strat_all = [
|
||||
{"strategy_id": "A", "ts_code": "600000.SH", "type": "TRAIL", "status": "ACTIVE",
|
||||
"note": "自动挂载: x", "params": {"giveback": 0.05}},
|
||||
{"strategy_id": "B", "ts_code": "600000.SH", "type": "GRID", "status": "ACTIVE",
|
||||
"note": "自动挂载: x", "params": {}},
|
||||
{"strategy_id": "C", "ts_code": "600000.SH", "type": "TRAIL", "status": "ACTIVE",
|
||||
"note": "手工挂的", "params": {}},
|
||||
]
|
||||
out = {"errors": []}
|
||||
adv._refresh_sar_lines(strat_all, out)
|
||||
assert len(calls) == 1 and calls[0][0] == "A"
|
||||
assert abs(calls[0][1]["params"]["sar_line"] - 9.55) < 1e-6
|
||||
finally:
|
||||
tech_service.state_map, pms_repo.update_strategy = s_sm, s_up
|
||||
|
||||
|
||||
@case("G 刷新腿·无读数撤掉旧 SAR 线 (不拿旧读数当今天)")
|
||||
def _():
|
||||
from app.services import strategy_advisor as adv, tech_service
|
||||
from app.repo import pms_repo
|
||||
calls = []
|
||||
s_sm, s_up = tech_service.state_map, pms_repo.update_strategy
|
||||
tech_service.state_map = lambda: {} # 全无读数
|
||||
pms_repo.update_strategy = lambda sid, **kw: (calls.append((sid, kw)) or 1)
|
||||
try:
|
||||
strat_all = [{"strategy_id": "A", "ts_code": "600000.SH", "type": "TRAIL",
|
||||
"status": "ACTIVE", "note": "自动挂载: x",
|
||||
"params": {"giveback": 0.05, "sar_line": 9.9}}]
|
||||
out = {"errors": []}
|
||||
adv._refresh_sar_lines(strat_all, out)
|
||||
assert len(calls) == 1 and "sar_line" not in calls[0][1]["params"]
|
||||
finally:
|
||||
tech_service.state_map, pms_repo.update_strategy = s_sm, s_up
|
||||
|
||||
|
||||
@case("G 参数·SAR 止损线两键登记")
|
||||
def _():
|
||||
assert ps.RUNTIME_EXTRA["PMS_TECH_SAR_STOP_ON_TRAIL"][0] is True
|
||||
assert abs(ps.RUNTIME_EXTRA["PMS_TECH_SAR_STOP_BUFFER"][0] - 0.003) < 1e-9
|
||||
|
||||
|
||||
# ================================================================ H 弱基本面试探仓紧止盈自动挂载 (part 4)
|
||||
@case("H 紧止盈·入场账本 advice.tight_trail 为真才认")
|
||||
def _():
|
||||
from app.services import strategy_advisor as adv
|
||||
from app.repo import pms_repo
|
||||
s_lots, s_ins, s_led = pms_repo.list_lots, pms_repo.get_instruction, pms_repo.ledger_by_ref
|
||||
pms_repo.list_lots = lambda code, **kw: [{"instruction_id": "I1"}]
|
||||
pms_repo.get_instruction = lambda iid: {"origin_id": "P1"}
|
||||
try:
|
||||
pms_repo.ledger_by_ref = lambda refs: [{"verdict": "PASS",
|
||||
"hard_numbers": {"advice": {"tight_trail": True}}}]
|
||||
assert adv._entry_tight_trail("600000.SH") is True
|
||||
pms_repo.ledger_by_ref = lambda refs: [{"verdict": "PASS",
|
||||
"hard_numbers": {"advice": {"tight_trail": False}}}]
|
||||
assert adv._entry_tight_trail("600000.SH") is False
|
||||
pms_repo.ledger_by_ref = lambda refs: [{"verdict": "PASS", "hard_numbers": {}}]
|
||||
assert adv._entry_tight_trail("600000.SH") is False
|
||||
finally:
|
||||
pms_repo.list_lots, pms_repo.get_instruction, pms_repo.ledger_by_ref = s_lots, s_ins, s_led
|
||||
|
||||
|
||||
@case("H 紧止盈·非试探仓不挂 (返回 False, 走常规边)")
|
||||
def _():
|
||||
from app.services import strategy_advisor as adv
|
||||
s = adv._entry_tight_trail
|
||||
adv._entry_tight_trail = lambda code: False
|
||||
try:
|
||||
out = {"attached": [], "skipped": [], "blocked": []}
|
||||
r = adv._attach_tight_trail({"ts_code": "600000.SH"}, {"optout_cooldown_tdays": 10},
|
||||
set(), set(), True, out, None)
|
||||
assert r is False and not out["attached"]
|
||||
finally:
|
||||
adv._entry_tight_trail = s
|
||||
|
||||
|
||||
@case("H 紧止盈·试探仓 dry_run 挂 回撤3%/硬目标8%/带SAR线")
|
||||
def _():
|
||||
from app.services import strategy_advisor as adv, tech_service
|
||||
s_e, s_sm = adv._entry_tight_trail, tech_service.state_map
|
||||
adv._entry_tight_trail = lambda code: True
|
||||
tech_service.state_map = lambda: {"600000.SH": {"sar_value": 9.6}}
|
||||
try:
|
||||
out = {"attached": [], "skipped": [], "blocked": []}
|
||||
r = adv._attach_tight_trail({"ts_code": "600000.SH", "price": 10.0},
|
||||
{"optout_cooldown_tdays": 10}, set(), set(), True, out, None)
|
||||
assert r is True and len(out["attached"]) == 1
|
||||
pr = out["attached"][0]["params"]
|
||||
assert abs(pr["giveback"] - 0.03) < 1e-9 and abs(pr["hard_target"] - 0.08) < 1e-9
|
||||
assert abs(pr["sar_line"] - 9.6) < 1e-6
|
||||
finally:
|
||||
adv._entry_tight_trail, tech_service.state_map = s_e, s_sm
|
||||
|
||||
|
||||
@case("H 紧止盈·真挂调 strategy_service.attach 且 note 标弱基本面")
|
||||
def _():
|
||||
from app.services import strategy_advisor as adv, tech_service
|
||||
from app.repo import pms_repo
|
||||
s_e, s_sm, s_il = adv._entry_tight_trail, tech_service.state_map, pms_repo.insert_ledger
|
||||
adv._entry_tight_trail = lambda code: True
|
||||
tech_service.state_map = lambda: {}
|
||||
pms_repo.insert_ledger = lambda **kw: "L"
|
||||
calls = []
|
||||
|
||||
class SS:
|
||||
def attach(self, spec, by=None):
|
||||
calls.append(spec)
|
||||
return {"ok": True, "strategy_id": "T9"}
|
||||
try:
|
||||
out = {"attached": [], "skipped": [], "blocked": [], "errors": []}
|
||||
r = adv._attach_tight_trail({"ts_code": "600000.SH", "price": 10.0},
|
||||
{"optout_cooldown_tdays": 10}, set(), set(), False, out, SS())
|
||||
assert r is True and calls and calls[0]["type"] == "TRAIL"
|
||||
assert "试探仓" in calls[0]["note"] and "紧止盈" in calls[0]["note"]
|
||||
assert out["attached"][0]["strategy_id"] == "T9"
|
||||
finally:
|
||||
adv._entry_tight_trail, tech_service.state_map, pms_repo.insert_ledger = s_e, s_sm, s_il
|
||||
|
||||
|
||||
@case("H 紧止盈·人工撤下冷却期内占位让路 (返回 True 不走常规边, 不挂)")
|
||||
def _():
|
||||
from app.services import strategy_advisor as adv
|
||||
s_e = adv._entry_tight_trail
|
||||
adv._entry_tight_trail = lambda code: True
|
||||
try:
|
||||
out = {"attached": [], "skipped": [], "blocked": []}
|
||||
r = adv._attach_tight_trail({"ts_code": "600000.SH"}, {"optout_cooldown_tdays": 10},
|
||||
set(), {("600000.SH", adv.R_TRAIL)}, True, out, None)
|
||||
assert r is True and len(out["skipped"]) == 1 and not out["attached"]
|
||||
finally:
|
||||
adv._entry_tight_trail = s_e
|
||||
|
||||
|
||||
@case("H 参数·紧止盈两键登记")
|
||||
def _():
|
||||
assert abs(ps.RUNTIME_EXTRA["PMS_TECH_TIGHT_TRAIL_GIVEBACK"][0] - 0.03) < 1e-9
|
||||
assert abs(ps.RUNTIME_EXTRA["PMS_TECH_TIGHT_TRAIL_TARGET"][0] - 0.08) < 1e-9
|
||||
|
||||
|
||||
def main():
|
||||
ok = 0
|
||||
for name, fn in RESULTS:
|
||||
|
|
|
|||
Loading…
Reference in New Issue