添加交易逻辑
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@ -50,6 +50,10 @@ app/services/strategy_advisor.py（新增）；app/services/strategy_service.py
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**真机判收**
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部分判收（2026-08-25 盘中）。桥机 make deploy + make test 见 ALL SUITES PASS；dry-run 试算真机四票读数全部合理：688802.SH 想挂网格但「按投入比例折出 47,250 元买不起一手」被挡（科创板高价票，判定正确）；002179.SZ 有在途指令主动让路；其余两票无信号静默跳过；unknown_states 为空（子串归类修对了）。**尚未判收的**：真挂一条（等在途清了重扫或次日 09:40）、边三/边四真机走一遍、strategy_runner 对自动网格的逐档发单。
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**当日盘中第三批（赶进度拍板后加的两件）**
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一，科创板取整从「挂载侧兜」补到「执行侧真修」：strategy_runner 新增 _min_lot（688/689 按 200 股），网格手工挂的 100 股档在评估时抬成合法数量、卖出量不足 200 股原地等不推进档位；跟踪止盈的部分卖低于 200 股时量够就抬到 200（方向是保利润，偏保守）、可卖本身不足 200 时部分卖放弃，全清路径按交易所例外允许不足 200 股一次性全卖。主板行为一字未变，单测把两侧都钉住（批十七扩到 38 例，总数 557）。做T是命令授权的手工策略，科创板做T的开仓与平回数量怎么处理需要单独拍板，本次不动。
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二，管理页「我的策略」加了「自动挂载 · 看看今天想挂什么」按钮：调 09:40 调度位同一份实现的试算模式，把想挂、想换挂、想停买入、被挡、跳过的每一条连原因渲染成可读文字，不再需要敲命令；空结果明说「没有想动的是正常克制」。
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**当日盘中补两处（第二次交付）**
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一，科创板一手口径：dry-run 里 688802.SH 暴露全库按 100 股一手，而 688/689 最小申报 200 股——自动网格若生成 per_lot=100 会被券商拒单。advisor 补 lot_of()（688/689→200），买得起一手与 per_lot 下限都按它算（200 仍是 100 的整数倍，runner 的取整不会磨掉）。runner 侧卖出数量对科创板的整百取整仍不完美，见欠账。二，判分读数脚本 scripts/report_strategy_score.py 交付：四段只读统计（样本盘点 / 网格差价按策略内均价配对 / 止盈「卖点之后又跌多少=保住的钱」/ 挂上 vs 名额挡下的对照组涨跌），样本不足三条只报数不下结论，连不上库或取不到现价都说人话。batch17 扩到 36 例，总数 555。
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@ -89,6 +89,16 @@ def _round_lot(qty) -> int:
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return (n // LOT) * LOT
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def _min_lot(code) -> int:
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"""最小申报数量: 科创板 (688/689 开头) 买卖都是 200 股起, 其余 100 股。
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2026-08-25 补: 持仓里出现科创板票后发现全库取整都按 100 股, 而科创板 100 股的申报
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会被券商直接拒掉。规则还有一条例外: 持仓不足 200 股时允许**一次性全部卖出**,
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网格与止盈的各卖出落点分别处理了这一条。做T是命令授权的手工策略, 科创板做T的
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开腿与平回数量怎么处理需要单独拍板, 本次不动 (见 DEVLOG)。"""
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return 200 if str(code or "").startswith(("688", "689")) else 100
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def _today() -> int:
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return td.ymd()
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@ -354,7 +364,10 @@ def _eval_grid(st, pos, day, now, ctx):
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if not levels:
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return None
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lo = levels[0]
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mlot = _min_lot(st.get("ts_code"))
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per_lot = _round_lot(params.get("per_lot")) or LOT
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if per_lot < mlot:
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per_lot = mlot # 科创板 200 股起: 手工挂的 100 股档在这里抬成合法数量
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max_capital = _f(params.get("max_capital"))
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filled = {int(k): dict(v) for k, v in (state.get("filled_levels") or {}).items()}
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invested = _f(state.get("invested"))
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@ -403,7 +416,7 @@ def _eval_grid(st, pos, day, now, ctx):
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k = last
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if k in filled and avail >= LOT and actual_add >= LOT:
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q = min(per_lot, _round_lot(avail))
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if q >= LOT:
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if q >= mlot: # 科创板部分卖低于 200 股不合法, 量不足先不推进
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state["last_band"] = last + 1
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info = filled[k]
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return {"side": "sell", "action": A_SELL, "qty": q, "leg": f"grid_sell:{k}",
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@ -467,16 +480,28 @@ def _eval_trail(st, pos, day, now, ctx):
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if avail < LOT:
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return None # 无 T+1 可卖, 只更新高水位
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mlot = _min_lot(st.get("ts_code"))
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def _all_out():
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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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# 硬止盈目标: 直接全清
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if hard_target > 0 and profit >= hard_target:
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return {"side": "sell", "action": A_EXIT, "qty": _round_lot(avail) or avail, "leg": "trail_hard",
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return {"side": "sell", "action": A_EXIT, "qty": _all_out(), "leg": "trail_hard",
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"reason": f"跟踪止盈-硬目标: 浮盈 {profit:.1%} ≥ {hard_target:.1%}, 全清 avail {avail} 股"}
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# 已武装且从高点回落到设定比例 → 卖
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if state.get("armed") and hw > 0 and price <= hw * (1 - giveback) and giveback > 0:
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q = _round_lot(avail * sell_ratio) if sell_ratio < 1 else (_round_lot(avail) or avail)
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if q >= LOT or (sell_ratio >= 1 and q > 0):
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if sell_ratio < 1:
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q = _round_lot(avail * sell_ratio)
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if mlot > LOT:
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# 科创板: 部分卖低于 200 股不合法 —— 量够就抬到 200 (方向是保利润, 多卖
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# 一点偏保守), 可卖的本来就不足 200 则这条部分卖路径放弃, 等硬目标或人工
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q = 0 if avail < mlot else min(max(q, mlot), _round_lot(avail))
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else:
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q = _all_out()
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if q >= mlot or (sell_ratio >= 1 and q > 0):
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act = A_EXIT if sell_ratio >= 1 else A_SELL
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return {"side": "sell", "action": act, "qty": q, "leg": "trail_sell",
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"reason": f"跟踪止盈: 现价 {price} 自高点 {hw} 回落 {1 - price / hw:.1%} ≥ {giveback:.1%}, 卖 {q} 股"}
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@ -654,9 +654,45 @@ pre.json{background:var(--surface-2);border:1px solid var(--hair);border-radius:
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<el-tag size="small" :type="stratEnabled?'primary':'info'" effect="dark" style="margin-left:8px">
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{{ stratEnabled ? '策略层已启用' : '策略层总开关未开（PMS_STRATEGY_ENABLED）' }}</el-tag>
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<el-checkbox v-model="showAllStrategies" @change="loadStrategies" size="small" style="margin-left:12px;font-weight:normal">显示已撤下/已完成</el-checkbox>
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<el-button size="small" style="margin-left:12px" :loading="autoScanBusy" @click="autoScanPreview">
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自动挂载 · 看看今天想挂什么</el-button>
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</h3>
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<el-alert v-if="!stratEnabled" type="info" effect="dark" :closable="false" show-icon style="margin-bottom:8px"
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title="策略挂了也不会出手：请在「设置 / 运维」把 PMS_STRATEGY_ENABLED 打开；影子还是实盘由 PMS_DISPATCH_MODE 决定。"></el-alert>
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<!-- 自动挂载试算结果 (2026-08-25): 只判断不落任何东西, 真跑在每个交易日 09:40 的调度位 -->
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<div v-if="autoScanRes" style="border:1px solid var(--bd,#dcdfe6);border-radius:6px;padding:8px 12px;margin-bottom:8px">
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<div class="muted" style="margin-bottom:4px">
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试算只判断、不挂载不留痕；真跑在每个交易日 09:40 由调度自动执行。本轮查了
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<b>{{ autoScanRes.checked }}</b> 只持仓票。
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</div>
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<div v-for="(x,i) in (autoScanRes.attached||[])" :key="'aa'+i">
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<el-tag size="small" type="success" effect="dark">想挂</el-tag>
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<b> {{ nm(x.ts_code) }}</b> {{ tx('stype', x.type) }} —— {{ x.why }}</div>
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<div v-for="(x,i) in (autoScanRes.handoffs||[])" :key="'ah'+i">
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<el-tag size="small" type="success" effect="dark">想换挂</el-tag>
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<b> {{ nm(x.ts_code) }}</b> 网格换跟踪止盈 —— {{ x.why }}</div>
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<div v-for="(x,i) in (autoScanRes.paused||[])" :key="'ap'+i">
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<el-tag size="small" type="warning" effect="dark">想停买入</el-tag>
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<b> {{ nm(x.ts_code) }}</b> —— {{ x.why }}</div>
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<div v-for="(x,i) in (autoScanRes.resumed||[])" :key="'ar'+i">
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<el-tag size="small" type="success" effect="dark">想恢复买入</el-tag>
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<b> {{ nm(x.ts_code) }}</b></div>
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<div v-for="(x,i) in (autoScanRes.blocked||[])" :key="'ab'+i" style="color:var(--warn)">
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<el-tag size="small" type="warning" effect="dark">被挡</el-tag>
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<b> {{ nm(x.ts_code) }}</b> —— {{ x.why }}</div>
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<div v-for="(x,i) in (autoScanRes.skipped||[])" :key="'as'+i" class="muted">
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· <template v-if="x.ts_code">{{ nm(x.ts_code) }}：</template>{{ x.why }}</div>
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<div v-for="(e,i) in (autoScanRes.errors||[])" :key="'ae'+i" style="color:#d8574a">✗ {{ e }}</div>
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<div v-if="(autoScanRes.unknown_states||[]).length" style="color:var(--warn)">
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有 {{ autoScanRes.unknown_states.length }} 只票的吸筹说法不在约定词表里（按无标志处理），
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样本：{{ autoScanRes.unknown_states.slice(0,3).map(u=>u.state).join('、') }}——需与决策系统核对。
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</div>
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<div class="muted" v-if="!(autoScanRes.attached||[]).length && !(autoScanRes.handoffs||[]).length
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&& !(autoScanRes.paused||[]).length && !(autoScanRes.resumed||[]).length
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&& !(autoScanRes.blocked||[]).length">
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今天没有想动的：持仓里暂时没有够格的信号，这是正常的克制。
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</div>
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</div>
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<div class="muted" v-if="!strategies.length">还没有挂任何交易方案。到「我的持仓」某行「更多 ▾ → 挂交易方案」给它挂一个。</div>
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<el-table v-else :data="strategiesShown" size="small" border max-height="300" empty-text="没有进行中的策略（勾选『显示已撤下/已完成』看全部）">
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<el-table-column label="股票" width="150"><template #default="s"><b>{{ nm(s.row.ts_code) }}</b> <span class="muted mono">{{ s.row.ts_code }}</span></template></el-table-column>
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@ -1576,6 +1612,7 @@ createApp({
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const positions = ref([]), lots = ref([]), lotsOf = ref('');
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const instructions = ref([]), ledger = ref([]), proposals = ref([]);
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const strategies = ref([]), stratEnabled = ref(false), opLog = ref([]);
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const autoScanRes = ref(null), autoScanBusy = ref(false); // 自动挂载试算 (2026-08-25)
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// 「显示已完成/已移除」开关 (默认关: 只看进行中)。命令与策略勾选时会拉全量含已归档 (loadX 传
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// include_archived); 在途指令纯前端过滤, 不重拉。
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const showAllCommands = ref(false), showAllStrategies = ref(false), showAllInstr = ref(false);
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@ -2345,6 +2382,16 @@ createApp({
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strategies.value = d.strategies || (d.data && d.data.strategies) || [];
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stratEnabled.value = !!(d.enabled != null ? d.enabled : (d.data && d.data.enabled));
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}
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// 自动挂载试算: 只判断不落任何东西 (与 09:40 调度位同一份实现, 带 dry_run)
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async function autoScanPreview() {
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autoScanBusy.value = true;
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try {
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const d = await call('post', '/api/ops/strategy-attach-scan?dry_run=true', {}) || {};
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if (d.checked == null) d.checked = 0; // 后端不可达时也别渲染出 undefined
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if (d.error && !(d.errors || []).length) d.errors = [d.error];
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autoScanRes.value = d;
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} finally { autoScanBusy.value = false; }
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}
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// 软归档: 把终态记录从在办视图移除 (on=true) 或恢复显示 (on=false)。kind = commands/strategies/instructions/proposals
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async function archiveRow(kind, id, on) {
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const d = await call('post', '/api/' + kind + '/' + id + '/archive', { archived: on });
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@ -2497,6 +2544,7 @@ createApp({
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pctOf, tgtPos, posMoveValid, posMovePreview, doPosMove, heldSectors, secSel, doSectorExit,
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pmap, pval, dcaOn, sumPosition, sumDca, sumAutonomy,
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strategies, stratEnabled, opLog, stratDlg, stratQty, loadStrategies, loadOpLog,
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autoScanRes, autoScanBusy, autoScanPreview,
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openStrategy, validateStrategy, attachStrategy, setStrategyStatus, stratStateText, resumeBuy,
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showLedger, onPosExpand,
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openScan, insTab, todayYmd, insLive, insDone, insEnd, dispOf, loadOpenScan, denyToday,
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@ -27,11 +27,12 @@
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在途与配额文案拆分; 减仓不掐策略腿 (12 例)
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test_batch16_units.py 软归档 archived_at: 单表守卫/只归终态/列表默认排除 (5 例)
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test_batch17_units.py 策略自动挂载: 定性归类(子串+保守优先)/网格参数生成/
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科创板一手200/连边矩阵/note 约定与冷却推导/接力判定/
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clear_buypause/编排冒烟(dry_run 滴水不写/名额/边三/
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边四全链)/判分脚本聚合与对照分组 (36 例)
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科创板一手200(advisor 与 runner 两侧)/连边矩阵/
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note 约定与冷却推导/接力判定/clear_buypause/
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编排冒烟(dry_run 滴水不写/名额/暂停买入/接力全链)/
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判分脚本聚合与对照分组 (38 例)
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test_wiring.py 装配自检: 服务层→核心→落表 全链路 (内存桩) (58 例)
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共 555 例
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共 557 例
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任一子集失败即整体失败 (退出码 1)。
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"""
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import os
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@ -679,6 +679,55 @@ def _():
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param_store.get_bool, adv._params = orig, orig_p
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@case("[科创板] runner 止盈卖出: 200 股起, 不足 200 只许一次性全清, 主板行为一字不变")
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def _():
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from app.services import strategy_runner as srun
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assert srun._min_lot("688802.SH") == 200 and srun._min_lot("600000.SH") == 100
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def trail(code, avail, ratio, avg=8.0, price=10.0):
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st = {"ts_code": code, "params": {"giveback": 0.05, "sell_ratio": ratio}}
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pos = {"avg_cost": avg, "avail_qty": avail, "cushion_pct": price / avg - 1}
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ctx = {"state": {"armed": True, "high_water": 12.0}, "notes": []}
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return srun._eval_trail(st, pos, {"price": price}, None, ctx)
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d = trail("688802.SH", 150, 1.0) # 全清: 不足 200 按例外一次性全卖
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assert d and d["qty"] == 150 and d["action"] == srun.A_EXIT, d
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d = trail("688802.SH", 700, 0.25) # 部分卖 175→整百 100 不合法 → 抬到 200
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assert d and d["qty"] == 200, d
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assert trail("688802.SH", 150, 0.5) is None # 可卖不足 200, 部分卖放弃
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d = trail("600000.SH", 700, 0.25) # 主板照旧 100
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assert d and d["qty"] == 100, d
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d = trail("600000.SH", 150, 1.0) # 主板全清照旧整百
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assert d and d["qty"] == 100, d
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@case("[科创板] runner 网格: 手工 100 股档抬到 200 / 卖出量不足 200 不推进档位")
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def _():
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from app.services import strategy_runner as srun
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prm = {"lower": 9.0, "upper": 11.0, "center": 10.0, "step_pct": 0.02,
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"per_lot": 100, "max_capital": 50000}
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def grid(code, price, avail, state, add_qty=None):
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st = {"ts_code": code, "params": prm}
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pos = {"avail_qty": avail, "add_qty": avail if add_qty is None else add_qty}
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ctx = {"state": state, "notes": [], "buy_paused": False}
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return srun._eval_grid(st, pos, {"price": price}, None, ctx)
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lv = srun._grid_levels(prm)
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# 下行跌破一档 → 买: 科创板把 100 股/档抬成 200
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b0 = srun._band(lv, 9.5)
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d = grid("688802.SH", 9.5, 0, {"last_band": b0 + 1, "filled_levels": {}})
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assert d and d["side"] == "buy" and d["qty"] == 200, d
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d = grid("600000.SH", 9.5, 0, {"last_band": b0 + 1, "filled_levels": {}})
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assert d and d["qty"] == 100, d # 主板照旧
|
||||
# 上行涨破 → 卖: 网格股有 200 但今天可卖只有 100, 科创板卖 100 不合法, 原地等
|
||||
b1 = srun._band(lv, 10.5)
|
||||
st1 = {"last_band": b1 - 1,
|
||||
"filled_levels": {str(b1 - 1): {"qty": 200, "price": 9.8}}}
|
||||
assert grid("688802.SH", 10.5, 100, st1, add_qty=200) is None
|
||||
assert st1.get("last_band") == b1 - 1, st1 # 档位没被推进, 下跳凑够了还能卖
|
||||
|
||||
|
||||
@case("[判分] report_strategy_score: 成交聚合按边分侧 / 对照只收名额挡下的 / 涨跌口径空值安全")
|
||||
def _():
|
||||
sys.path.insert(0, os.path.dirname(os.path.abspath(__file__)))
|
||||
|
|
|
|||
Loading…
Reference in New Issue