添加每日导出按钮

REAL_TRADING_DEPLOY_PLAN.md

@@ -104,6 +104,9 @@ ws_smoke 发的联调单绕开这个开关、且带 SMOKE 前缀——成交回
    `ws_smoke.py inbox` 里有 snapshot/心跳类上行。
 9. S2 式发单（挂不上才是预期）：盘中发一张限价远离市价的买单（--ttl 5 到点对端自动撤），
    watch 里状态走 QUEUED→SENT→受理，inbox 里有 ack 与回报。
+   **下单窗口只认 9:31–14:56**：14:57–15:00 是收盘集合竞价、9:15–9:30 是开盘竞价段，
+   QMT 侧按非交易时段拒（2026-08-28 实测 14:59 下单回 NOT_TRADING_TIME）；
+   带 TTL 的测试单别让有效期跨过 14:56。
 10. **一笔真实买卖**（判收核心）：建议选一只当日可回转（T+0）的跨境或货币 ETF，一手
    一两百块，当天买进当天卖出；用普通股票也行，但 A 股 T+1，卖出要等次日。判收三条：
    两张单全成、inbox 有 trade 回报、**账本零变化**（SMOKE 联调单闸把成交挡在账外）。

app/repo/pms_repo.py

@@ -351,6 +351,45 @@ def update_lot(lot_id: int, **fields) -> int:
     return execute(f"UPDATE pms_lot SET {clause}, updated_at = :ts WHERE id = :id", p)
 
 
+def list_open_lot_rows(limit: int = 2000) -> list:
+    """公示导出·持仓明细: 未平部分>0 的批次, 开仓时间升序。qty 即剩余数量
+    (close_lot_qty 核销时就地扣减), 不需要再拿 closed_qty 去算。"""
+    return fetch_all(
+        "SELECT * FROM pms_lot WHERE status = 'OPEN' AND qty > 0 "
+        "ORDER BY open_date ASC, id ASC LIMIT :n", {"n": int(limit)})
+
+
+def list_closed_lot_rows(limit: int = 2000) -> list:
+    """公示导出·平仓明细: 有平仓量的批次 (含部分平仓, 此时同一批次会同时出现在
+    持仓与平仓两张明细里, 各按剩余量/已平量计, 与公司表格口径一致)。"""
+    return fetch_all(
+        "SELECT * FROM pms_lot WHERE closed_qty > 0 "
+        "ORDER BY updated_at ASC, id ASC LIMIT :n", {"n": int(limit)})
+
+
+# ================================================================ pms_nav_daily (公示导出)
+def upsert_nav_daily(*, ymd: int, nav: float, pos_ratio, holding_pnl: float,
+                     realized_pnl: float, nav_scale: float, price_missing: int) -> int:
+    """每日净值快照落一行; 同日重跑覆盖更新 (以收盘后最后一次为准)。"""
+    return execute(
+        "INSERT INTO pms_nav_daily (ymd, nav, pos_ratio, holding_pnl, realized_pnl, "
+        "nav_scale, price_missing, created_at) VALUES "
+        "(:ymd, :nav, :pr, :hp, :rp, :sc, :pm, :ts) "
+        "ON DUPLICATE KEY UPDATE nav = :nav, pos_ratio = :pr, holding_pnl = :hp, "
+        "realized_pnl = :rp, nav_scale = :sc, price_missing = :pm, created_at = :ts",
+        {"ymd": int(ymd), "nav": float(nav),
+         "pr": (float(pos_ratio) if pos_ratio is not None else None),
+         "hp": float(holding_pnl), "rp": float(realized_pnl), "sc": float(nav_scale),
+         "pm": int(price_missing), "ts": _NOW()})
+
+
+def list_nav_daily(limit: int = 400) -> list:
+    """净值序列, 升序返回 (查询按 ymd 降序取最近 N 行再反转, 序列长了也只拿近段)。"""
+    rows = fetch_all("SELECT * FROM pms_nav_daily ORDER BY ymd DESC LIMIT :n",
+                     {"n": int(limit)})
+    return list(reversed(rows))
+
+
 # ================================================================ pms_instruction
 def insert_instruction(*, instruction_id, origin_type, origin_id, ts_code, action, side, qty,
                        limit_price=None, window_tdays=3, status="PROPOSED",

app/scheduler.py

@@ -14,6 +14,7 @@
 | 成交回放  | 交易时段每 1 分钟    | ws 逐笔入账 + trading_order 增量 + 轻对账     |
 | T 仓平回  | 14:50 (二期)         | 做T强制平回                                  |
 | 日终结算  | 15:10                | 全量对账 / 除权 / 安全垫 / 命令进度日结      |
+| 净值快照  | 15:20                | 公示净值落一行 (导出表的净值序列)            |
 | 运营日报  | 15:30                | 关注区 + 全量统计, 页面可查                  |
 
 三条守卫:
@@ -305,6 +306,17 @@ def daily_settle():
     return out
 
 
+@celery_app.task(name="pms.nav_snapshot")
+@guard(trade_day=True, respect_exec_halt=False)   # 记账类动作, 休假模式照跑
+def nav_snapshot():
+    """每日净值快照 (15:20): 按公示口径记一行净值 (pms_nav_daily), 供公示表导出的
+    净值序列使用。排在日终结算 (15:10) 之后 —— 尾窗成交已入账、收盘价已落定;
+    在运营日报 (15:30) 之前。同日重跑覆盖, 以最后一次为准。历史不回填
+    (2026-08-28 拍板: 启用日之前的净值继续查人工表格)。"""
+    from app.services import publish_export
+    return publish_export.record_nav_snapshot()
+
+
 @celery_app.task(name="pms.daily_report")
 @guard(trade_day=True, respect_exec_halt=False)
 def daily_report():
@@ -332,5 +344,6 @@ celery_app.conf.beat_schedule = {
     "strategy_attach": {"task": "pms.strategy_attach", "schedule": crontab(hour=9, minute=40)},
     "t0_close": {"task": "pms.t0_close", "schedule": crontab(hour=14, minute=50)},
     "daily_settle": {"task": "pms.daily_settle", "schedule": crontab(hour=15, minute=10)},
+    "nav_snapshot": {"task": "pms.nav_snapshot", "schedule": crontab(hour=15, minute=20)},
     "daily_report": {"task": "pms.daily_report", "schedule": crontab(hour=15, minute=30)},
 }

app/services/param_store.py

@@ -58,6 +58,12 @@ RUNTIME_EXTRA = {
     # 2026-08-26: 页面要能回答「今天的正式一跳跑没跑、做了什么」。零动作的一跳在账上没有
     # 任何痕迹 (设计如此, 台账只记真动作), 所以由 advisor 每次真跑后写一份摘要在这里。
     "PMS_AUTO_LAST_SCAN": ("", str, "自动挂载最近一次正式扫描的摘要 (advisor 真跑后写入的 JSON: 日期/时刻/各类计数), 页面只读, 勿手改"),
+    # 2026-08-28 公示导出: 每日持仓/净值导出为公司《量化数据》公示表 (页面按钮 + 15:20
+    # 净值快照)。账户名/结构/标题是公示口径的固定文案, 不进账务, 放这里页面可改。
+    "PMS_PUBLISH_TITLE": ("25年投研量化平层产品基本信息", str, "公示表标题 (首行大字)"),
+    "PMS_PUBLISH_ACCOUNT": ("天盟实业", str, "公示表·开单账户列的账户名"),
+    "PMS_PUBLISH_STRUCTURE": ("二级（平层）", str, "公示表·结构列的产品结构标签"),
+    "PMS_PUBLISH_NAV_SCALE": (0.0, float, "公示净值规模 (元): 净值=1+累计盈亏/此数; 0=用 PMS_TOTAL_SCALE"),
 }
 
 # **读不到时必须按"已暂停"处理的键 (fail-closed)。**

app/services/publish_export.py

@@ -0,0 +1,323 @@
+# -*- coding: utf-8 -*-
+"""
+公示表导出 (每日持仓 / 净值 → 公司《量化数据》xlsx)
+====================================================
+公司流程: 每日把持仓与净值导出为 excel 公示。本模块按公司模板
+(量化数据2026.8.3.xlsx) 的版式与口径生成同构表格, 数据只含**系统接管之后**的
+账本 (2026-08-28 拍板: 不回填历史, 启用日之前的净值与明细继续查人工表格)。
+
+口径 (逐项对模板核过数, 见 docs 拍板记录):
+  * 每行: 交易金额 = 成本价 × 数量; 涨跌幅 = 现价/成本 − 1; 净值估算 = 1 + 收益率。
+  * 持仓+平仓收益合计 = 持仓浮动盈亏 Σ + 平仓已实现盈亏 Σ;
+    累计净值 = 1 + 该合计 / 净值规模 (参数 PMS_PUBLISH_NAV_SCALE, 0=用 PMS_TOTAL_SCALE)。
+  * 可开仓总金额 = 净值规模 + 平仓已实现盈亏 Σ (亏损使其变小, 模板 F107 同法);
+    剩余可开仓 = 可开仓总金额 − 存量成本合计; 持仓仓位 = 存量成本合计 / 可开仓总金额。
+  * 净值序列每交易日一行, 由调度 15:20 (pms.nav_snapshot) 落 pms_nav_daily;
+    导出时当日行用实时价现算覆盖, 保证盘中导出也有今天。
+  * 现价取不到的票按成本价顶上并**在表尾如实标注只数** —— 拿不到不装有。
+
+明细行来自批次账 (pms_lot): 持仓明细 = 未平批次 (剩余数量>0), 一行一笔开单;
+平仓明细 = 有平仓量的批次 (含部分平仓), 结算价为该批加权平均平仓价。
+账户名 / 结构 / 标题是公示口径固定字段, 全部放参数中心 (PMS_PUBLISH_*), 页面可改。
+"""
+from __future__ import annotations
+
+import io
+import logging
+from datetime import date, datetime
+
+from app.repo import downstream_repo, pms_repo
+from app.services import market, param_store
+
+logger = logging.getLogger("pms.publish")
+
+_FIN_NONE = "无"     # 融资金额/融资费用列: 本产品无融资, 固定"无" (模板同)
+
+
+# ---------------------------------------------------------------- 取数与口径
+def _nav_scale() -> float:
+    """净值规模: 参数为 0 时退回总操作规模。两者都为 0 说明参数没配, 直接报错
+    比导出一张全是除零的表诚实。"""
+    v = param_store.get_float("PMS_PUBLISH_NAV_SCALE", 0.0) or 0.0
+    if v <= 0:
+        v = param_store.get_float("PMS_TOTAL_SCALE", 0.0) or 0.0
+    if v <= 0:
+        raise ValueError("净值规模未配置: PMS_PUBLISH_NAV_SCALE 与 PMS_TOTAL_SCALE 都是 0")
+    return float(v)
+
+
+def _as_date(v):
+    if isinstance(v, datetime):
+        return v.date()
+    if isinstance(v, date):
+        return v
+    return None
+
+
+def compute_snapshot() -> dict:
+    """组装公示快照: 持仓明细 / 平仓明细 / 汇总 / 当日净值。全部只读。"""
+    today = date.today()
+    scale = _nav_scale()
+
+    open_lots = pms_repo.list_open_lot_rows()
+    closed_lots = pms_repo.list_closed_lot_rows()
+    codes = sorted({r["ts_code"] for r in open_lots} | {r["ts_code"] for r in closed_lots})
+    try:
+        names = downstream_repo.fetch_names(codes) if codes else {}
+    except Exception as e:  # 名字取不到不拦导出, 代码列还在
+        logger.warning("公示导出取中文名失败 (用代码顶): %s", e)
+        names = {}
+    open_codes = sorted({r["ts_code"] for r in open_lots})
+    prices = market.get_prices(open_codes) if open_codes else {}
+
+    account = param_store.get_str("PMS_PUBLISH_ACCOUNT", "")
+    structure = param_store.get_str("PMS_PUBLISH_STRUCTURE", "")
+
+    holdings, price_missing = [], set()
+    for r in open_lots:
+        code = r["ts_code"]
+        qty = int(r.get("qty") or 0)
+        cost = float(r.get("open_price") or 0)
+        px = prices.get(code)
+        price_ok = bool(px and px > 0)
+        if not price_ok:
+            px = cost                      # 顶价只为市值可算; 缺价只数在表尾如实标注
+            price_missing.add(code)
+        od = _as_date(r.get("open_date")) or today
+        chg = (px / cost - 1.0) if cost > 0 else 0.0
+        holdings.append({
+            "account": account, "code": code.split(".")[0], "name": names.get(code) or code,
+            "amount": round(cost * qty, 2), "open_date": od, "upd_date": today,
+            "structure": structure, "cost": cost, "qty": qty, "price": round(px, 3),
+            "days": (today - od).days, "per_share": round(px - cost, 3),
+            "chg": chg, "pnl": round((px - cost) * qty, 2), "ret": chg, "nav_est": 1 + chg,
+        })
+
+    closed = []
+    for r in closed_lots:
+        code = r["ts_code"]
+        cq = int(r.get("closed_qty") or 0)
+        cost = float(r.get("open_price") or 0)
+        settle = float(r.get("close_avg_price") or 0)
+        pnl = float(r.get("realized_pnl") or 0)
+        od = _as_date(r.get("open_date")) or today
+        cd = _as_date(r.get("updated_at")) or today
+        amt = cost * cq
+        ret = (pnl / amt) if amt > 0 else 0.0
+        closed.append({
+            "account": account, "code": code.split(".")[0], "name": names.get(code) or code,
+            "amount": round(amt, 2), "open_date": od, "close_date": cd,
+            "structure": structure, "cost": cost, "qty": cq, "settle": round(settle, 3),
+            "days": (cd - od).days, "per_share": round(settle - cost, 3),
+            "chg": (settle / cost - 1.0) if cost > 0 else 0.0,
+            "pnl": round(pnl, 2), "ret": ret, "nav_est": 1 + ret,
+        })
+
+    hold_cost = sum(h["amount"] for h in holdings)
+    hold_pnl = sum(h["pnl"] for h in holdings)
+    realized = sum(c["pnl"] for c in closed)
+    total_pnl = hold_pnl + realized
+    nav = 1.0 + total_pnl / scale
+    openable = scale + realized            # 可开仓总金额 = 净值规模 + 已实现盈亏 (模板口径)
+    return {
+        "today": today, "scale": scale, "holdings": holdings, "closed": closed,
+        "hold_cost": round(hold_cost, 2), "hold_pnl": round(hold_pnl, 2),
+        "closed_cost": round(sum(c["amount"] for c in closed), 2),
+        "realized": round(realized, 2), "total_pnl": round(total_pnl, 2),
+        "nav": round(nav, 4), "openable": round(openable, 2),
+        "open_room": round(openable - hold_cost, 2),
+        "pos_ratio": round(hold_cost / openable, 4) if openable > 0 else None,
+        "price_missing": sorted(price_missing),
+        "title": param_store.get_str("PMS_PUBLISH_TITLE", "量化产品基本信息"),
+    }
+
+
+def record_nav_snapshot() -> dict:
+    """净值快照落库 (调度 15:20 调用; 同日重跑覆盖)。失败抛给调度守卫记 ERROR。"""
+    s = compute_snapshot()
+    ymd = int(s["today"].strftime("%Y%m%d"))
+    pms_repo.upsert_nav_daily(
+        ymd=ymd, nav=s["nav"], pos_ratio=s["pos_ratio"], holding_pnl=s["hold_pnl"],
+        realized_pnl=s["realized"], nav_scale=s["scale"],
+        price_missing=len(s["price_missing"]))
+    return {"ok": True, "ymd": ymd, "nav": s["nav"], "pos_ratio": s["pos_ratio"],
+            "price_missing": len(s["price_missing"])}
+
+
+def _nav_series(snapshot: dict) -> list:
+    """净值序列 = 库里逐日快照 + 当日实时行 (同日覆盖, 盘中导出也有今天)。"""
+    ymd_today = int(snapshot["today"].strftime("%Y%m%d"))
+    rows = []
+    try:
+        rows = pms_repo.list_nav_daily()
+    except Exception as e:  # 表还没建好 (未跑 init_db) 时导出仍可用, 只有当日一行
+        logger.warning("读净值序列失败 (导出只含当日): %s", e)
+    out = [r for r in rows if int(r["ymd"]) != ymd_today]
+    out.append({"ymd": ymd_today, "nav": snapshot["nav"],
+                "pos_ratio": snapshot["pos_ratio"]})
+    return out
+
+
+# ---------------------------------------------------------------- 版式
+def build_workbook(s: dict, nav_rows: list) -> bytes:
+    """按公司模板版式生成工作簿。纯函数 (不碰库), 可离线测试。"""
+    from openpyxl import Workbook
+    from openpyxl.chart import LineChart, Reference
+    from openpyxl.styles import Alignment, Border, Font, PatternFill, Side
+    from openpyxl.utils import get_column_letter
+
+    wb = Workbook()
+    ws = wb.active
+    ws.title = "Sheet1"
+    font = Font(name="等线", size=11)
+    bold = Font(name="等线", size=11, bold=True)
+    center = Alignment(horizontal="center", vertical="center", wrap_text=True)
+    thin = Side(style="thin", color="999999")
+    box = Border(left=thin, right=thin, top=thin, bottom=thin)
+    head_fill = PatternFill("solid", fgColor="DDEBF7")
+
+    D_FMT, M_FMT, P_FMT, N_FMT = "yyyy/m/d", "#,##0.00", "0.00%", "0.0000"
+    HEAD_H = ["序号", "开单账户", "代码", "标的", "交易金额（元）", "起始时间", "更新时间",
+              "结构", "交易成本价", "持股数量", "当日价格", "自然天数", "融资金额",
+              "融资费用", "每股较期初价盈（元）", "较期初价涨跌幅", "总持股\n浮动盈亏（元）",
+              "持有收益率", "净值估算"]
+    HEAD_C = HEAD_H.copy()
+    HEAD_C[6], HEAD_C[10] = "平仓时间", "结算价"
+    FMTS = [None, None, "@", None, M_FMT, D_FMT, D_FMT, None, "0.000", "#,##0", "0.000",
+            "0", None, None, "0.000", P_FMT, M_FMT, P_FMT, N_FMT]
+
+    def put(row, col, value, *, f=font, fmt=None, align=None, fill=None, border=box):
+        c = ws.cell(row=row, column=col, value=value)
+        c.font = f
+        if fmt:
+            c.number_format = fmt
+        if align:
+            c.alignment = align
+        if fill:
+            c.fill = fill
+        if border:
+            c.border = border
+        return c
+
+    def header_row(row, heads):
+        for i, h in enumerate(heads):
+            put(row, 3 + i, h, f=bold, align=center, fill=head_fill)
+
+    def entry_row(row, e, *, date2_key, px_key):
+        vals = [e.get("seq"), e["account"], e["code"], e["name"], e["amount"],
+                e["open_date"], e[date2_key], e["structure"], e["cost"], e["qty"],
+                e[px_key], e["days"], _FIN_NONE, _FIN_NONE, e["per_share"], e["chg"],
+                e["pnl"], e["ret"], e["nav_est"]]
+        for i, v in enumerate(vals):
+            put(row, 3 + i, v, fmt=FMTS[i])
+
+    def subtotal_row(row, top, bottom):
+        """小计行: 金额与盈亏用 SUM 公式, 比率按公式引用 (空表保护为 0)。"""
+        put(row, 5, "小计", f=bold, align=center)
+        put(row, 7, f"=SUM(G{top}:G{bottom})" if bottom >= top else 0, f=bold, fmt=M_FMT)
+        put(row, 18, "合计", f=bold, align=center)
+        put(row, 19, f"=SUM(S{top}:S{bottom})" if bottom >= top else 0, f=bold, fmt=M_FMT)
+        put(row, 20, f"=IF(G{row}=0,0,S{row}/G{row})", f=bold, fmt=P_FMT)
+        put(row, 21, f"=1+T{row}", f=bold, fmt=N_FMT)
+
+    # ---- 标题与时间 ----
+    ws.merge_cells(start_row=1, start_column=2, end_row=1, end_column=21)
+    put(1, 2, s["title"], f=Font(name="等线", size=16, bold=True), align=center, border=None)
+    start = nav_rows[0]["ymd"] if nav_rows else int(s["today"].strftime("%Y%m%d"))
+    put(2, 19, "起始时间：", border=None)
+    put(2, 20, datetime.strptime(str(start), "%Y%m%d").date(), fmt=D_FMT, border=None)
+    put(3, 19, "更新时间：", border=None)
+    put(3, 20, s["today"], fmt=D_FMT, border=None)
+
+    # ---- 持仓明细 ----
+    r = 4
+    header_row(r, HEAD_H)
+    hold_top = r + 1
+    for i, e in enumerate(s["holdings"], 1):
+        e["seq"] = i
+        entry_row(r + i, e, date2_key="upd_date", px_key="price")
+    if not s["holdings"]:
+        put(hold_top, 3, "（当前无持仓）", align=center)
+    r_sub = hold_top + (len(s["holdings"]) if s["holdings"] else 1)
+    subtotal_row(r_sub, hold_top, r_sub - 1 if s["holdings"] else hold_top - 1)
+    ws.merge_cells(start_row=4, start_column=2, end_row=r_sub, end_column=2)
+    put(4, 2, "平层\n持仓", f=bold, align=center)
+
+    # ---- 平仓明细 ----
+    r = r_sub + 1
+    header_row(r, HEAD_C)
+    close_top = r + 1
+    for i, e in enumerate(s["closed"], 1):
+        e["seq"] = i
+        entry_row(r + i, e, date2_key="close_date", px_key="settle")
+    if not s["closed"]:
+        put(close_top, 3, "（暂无平仓记录）", align=center)
+    r_csub = close_top + (len(s["closed"]) if s["closed"] else 1)
+    subtotal_row(r_csub, close_top, r_csub - 1 if s["closed"] else close_top - 1)
+    ws.merge_cells(start_row=r_sub + 1, start_column=2, end_row=r_csub, end_column=2)
+    put(r_sub + 1, 2, "平层\n卖出", f=bold, align=center)
+
+    # ---- 汇总两行 (公式引用两张小计行, 口径同模板) ----
+    r1, r2 = r_csub + 1, r_csub + 2
+    put(r1, 2, "存量合计", f=bold, align=center)
+    put(r1, 7, f"=G{r_sub}", f=bold, fmt=M_FMT)
+    ws.merge_cells(start_row=r1, start_column=17, end_row=r1, end_column=18)
+    put(r1, 17, "持仓+平仓收益合计", f=bold, align=center)
+    put(r1, 19, f"=S{r_sub}+S{r_csub}", f=bold, fmt=M_FMT)
+    put(r1, 20, f"=S{r1}/{s['scale']}", f=bold, fmt=P_FMT)
+    put(r1, 21, f"=1+T{r1}", f=bold, fmt=N_FMT)
+    ws.merge_cells(start_row=r2, start_column=2, end_row=r2, end_column=5)
+    put(r2, 2, "初始规模+已回收益后可开仓总金额", f=bold, align=center)
+    put(r2, 6, f"={s['scale']}+S{r_csub}", f=bold, fmt=M_FMT)
+    put(r2, 8, "剩余可开仓金额", f=bold, align=center)
+    put(r2, 10, f"=F{r2}-G{r1}", f=bold, fmt=M_FMT)
+    put(r2, 11, "持仓仓位", f=bold, align=center)
+    put(r2, 12, f"=IF(F{r2}=0,0,G{r1}/F{r2})", f=bold, fmt=P_FMT)
+    put(r2, 13, "累计净值", f=bold, align=center)
+    put(r2, 15, f"=U{r1}", f=bold, fmt=N_FMT)
+    if s["price_missing"]:
+        put(r2 + 1, 2, f"注：{len(s['price_missing'])} 只标的当日无行情，按成本价计入市值"
+                       f"（{'、'.join(s['price_missing'][:5])}"
+                       f"{' 等' if len(s['price_missing']) > 5 else ''}）。",
+            border=None)
+
+    # ---- 净值序列 (表右侧, 位置同模板 Y/Z/AA 列) + 折线图 ----
+    NC = 25                                # Y 列
+    put(4, NC, "时间", f=bold, align=center, fill=head_fill)
+    put(4, NC + 1, "净值数据", f=bold, align=center, fill=head_fill)
+    put(4, NC + 2, "仓位占比", f=bold, align=center, fill=head_fill)
+    for i, row in enumerate(nav_rows, 1):
+        put(4 + i, NC, datetime.strptime(str(row["ymd"]), "%Y%m%d").date(), fmt=D_FMT)
+        put(4 + i, NC + 1, float(row["nav"]), fmt=N_FMT)
+        pr = row.get("pos_ratio")
+        put(4 + i, NC + 2, float(pr) if pr is not None else None, fmt=P_FMT)
+    if nav_rows:
+        chart = LineChart()
+        chart.title = "净值走势"
+        chart.height, chart.width = 8, 16
+        chart.y_axis.title = "净值"
+        data = Reference(ws, min_col=NC + 1, min_row=4, max_row=4 + len(nav_rows))
+        cats = Reference(ws, min_col=NC, min_row=5, max_row=4 + len(nav_rows))
+        chart.add_data(data, titles_from_data=True)
+        chart.set_categories(cats)
+        ws.add_chart(chart, f"{get_column_letter(NC)}{6 + len(nav_rows)}")
+
+    # ---- 列宽 ----
+    widths = {2: 9, 3: 5, 4: 10, 5: 9, 6: 13, 7: 11, 8: 11, 9: 12, 10: 9, 11: 9, 12: 9,
+              13: 9, 14: 9, 15: 10, 16: 12, 17: 12, 18: 13, 19: 11, 20: 11, 21: 9,
+              25: 11, 26: 10, 27: 10}
+    for col, w in widths.items():
+        ws.column_dimensions[get_column_letter(col)].width = w
+    ws.freeze_panes = "C5"
+
+    buf = io.BytesIO()
+    wb.save(buf)
+    return buf.getvalue()
+
+
+def export_xlsx() -> tuple:
+    """导出入口: 返回 (文件名, xlsx 字节)。文件名沿用公司习惯: 量化数据YYYY.M.D.xlsx。"""
+    s = compute_snapshot()
+    blob = build_workbook(s, _nav_series(s))
+    t = s["today"]
+    return f"量化数据{t.year}.{t.month}.{t.day}.xlsx", blob

app/web/main.py

@@ -394,6 +394,26 @@ def api_report(ymd: int = Query(None)):
               or {"ymd": None, "report": {}})
 
 
+@app.get("/api/export/publish-xlsx")
+def api_export_publish_xlsx():
+    """公示表导出 (2026-08-28): 持仓/平仓/净值一张表, 版式对齐公司《量化数据》模板,
+    数据只含系统接管后的账本 (口径见 publish_export 模块头)。二进制下载不走 ok()
+    包装; 失败按站内惯例回 JSON (HTTP 200), 新开的下载页会直接显示错误原因。"""
+    from urllib.parse import quote
+
+    from fastapi.responses import Response
+    try:
+        from app.services import publish_export
+        fname, blob = publish_export.export_xlsx()
+    except Exception as e:
+        logger.exception("公示表导出失败")
+        return JSONResponse({"ok": False, "error": f"{type(e).__name__}: {e}"})
+    return Response(
+        content=blob,
+        media_type="application/vnd.openxmlformats-officedocument.spreadsheetml.sheet",
+        headers={"Content-Disposition": f"attachment; filename*=UTF-8''{quote(fname)}"})
+
+
 # ================================================================ ④ 提议确认
 @app.get("/api/proposals")
 def api_proposals(status: str = Query("WAIT_USER"), limit: int = 100,

app/web/static/index.html

@@ -429,6 +429,7 @@ body.dock-r:not(.r-fold) .side-r .strip{display:none;}
 
     <button class="tbtn hd-report" @click="openPlan">选股计划</button>
     <button class="tbtn hd-report" @click="openReport">日报</button>
+    <button class="tbtn hd-report" v-if="authed" @click="doExport" title="按公司《量化数据》模板导出当日持仓、平仓与净值 (系统接管后的数据)">导出公示表</button>
     <button class="tbtn" v-show="mode==='ops'" @click="opsDrawer=true">运维</button>
     <span class="muted hd-refresh-at" style="font-size:11.5px;cursor:pointer" @click="autoRefresh=!autoRefresh"
           :title="autoRefresh?'自动刷新开，点此关闭':'自动刷新关，点此开启'">{{ autoRefresh ? '自动' : '手动' }}<span v-if="lastRefresh"> · {{ lastRefresh }}</span></span>
@@ -2490,6 +2491,10 @@ createApp({
       me.value = { phone: '', username: '', roles: [] };
     }
 
+    // 公示表导出 (2026-08-28): 直接开新页下载, 登录票在 cookie 里自然带上。
+    // 后端失败按站内惯例回 JSON (HTTP 200), 新页会显示错误原因, 不做弹窗翻译。
+    function doExport() { window.open('/api/export/publish-xlsx', '_blank'); }
+
     async function loadParams() {
       const d = await call('get', '/api/params');
       const list = ((d.data || d).params) || [];
@@ -3270,7 +3275,7 @@ createApp({
       msgLatest, msgLevelClass, setMsgKind, msgGo,
       sigTab, srcOpen, toggleSrc, sigBriefHeld, sigBriefOther,
       lFold, rFold, railOpen, foldRail, closeRail, openRailSide,
-      authed, authReady, me, isAdmin, rolesText, loginForm, loginBusy, loginErr, doLogin, doLogout,
+      authed, authReady, me, isAdmin, rolesText, loginForm, loginBusy, loginErr, doLogin, doLogout, doExport,
       sectClosed, toggleSect };
   }
 }).use(ElementPlus).mount('#app');

ddl_pms_v1.sql

@@ -397,3 +397,19 @@ CREATE TABLE IF NOT EXISTS pms_macro_signal (
   UNIQUE KEY uk_sig_date (signal_key, trade_date),
   KEY idx_key_id (signal_key, id)
 ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='宏观信号日快照与动作记录';
+
+-- 20. 每日净值快照 (公示导出, 2026-08-28)
+--     收盘后 15:20 调度落一行 (pms.nav_snapshot), 同日重跑覆盖。口径与公司《量化数据》
+--     公示表一致: 净值 = 1 + (持仓浮动盈亏 + 平仓已实现盈亏) / 净值规模;
+--     净值规模取参数 PMS_PUBLISH_NAV_SCALE (0 = 用 PMS_TOTAL_SCALE)。
+--     历史不回填 (2026-08-28 拍板): 系统只记启用日之后的净值, 之前的查人工表格。
+CREATE TABLE IF NOT EXISTS pms_nav_daily (
+  ymd           INT           PRIMARY KEY COMMENT 'YYYYMMDD',
+  nav           DECIMAL(10,4) NOT NULL COMMENT '累计净值',
+  pos_ratio     DECIMAL(8,4)  NULL COMMENT '仓位占比 = 存量成本额/可开仓总金额',
+  holding_pnl   DECIMAL(14,2) NOT NULL DEFAULT 0 COMMENT '持仓浮动盈亏合计',
+  realized_pnl  DECIMAL(14,2) NOT NULL DEFAULT 0 COMMENT '平仓已实现盈亏合计(含T)',
+  nav_scale     DECIMAL(14,2) NOT NULL COMMENT '当日采用的净值规模',
+  price_missing INT           NOT NULL DEFAULT 0 COMMENT '现价缺失只数(>0=按成本顶价估算)',
+  created_at    DATETIME      NOT NULL
+) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='每日净值快照 (公示导出)';

requirements.txt

@@ -17,3 +17,5 @@ chinesecalendar>=1.9
 websockets>=12.0,<15.0
 # Ed25519 签名/验签 (协议 §2.1)。python:3.11-slim 上有 manylinux 轮子, 不需要编译链。
 cryptography>=42.0
+# ---- 公示表导出 (2026-08-28): 生成持仓/净值 xlsx。锁 3.x 大版本内, 纯 python 轮子。
+openpyxl>=3.1,<4

scripts/check_db.py

@@ -30,7 +30,9 @@ PMS_TABLES = ["pms_command", "pms_plan", "pms_position", "pms_lot", "pms_instruc
               # 18 号表: 宏观信号日快照 (2026-08-18 宏观择时层)。
               # 顺带记录既有欠账: 16/17 号表 pms_strategy / pms_op_log 不在本清单里,
               # 属加表时漏登记 —— 按"不夹带"纪律这次不补, 单独提单独拍板。
-              "pms_macro_signal"]
+              "pms_macro_signal",
+              # 20 号表: 每日净值快照 (2026-08-28 公示导出)。
+              "pms_nav_daily"]
 DOWNSTREAM = ["trading_position", "trading_order", "trading_buy_plan"]
 
 FAILED, WARNED = [], []