From bafecb7feab30939e83861418e8b42ca25042776 Mon Sep 17 00:00:00 2001
From: baobao <baobao@intel-mbp.local>
Date: Fri, 16 Oct 2026 11:27:19 +0800
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一、自然成交反例
威胜信息原网格档位1000股，首卖700后恢复300股。第二次穿越仍按配置卖700股，实际侵入400股底仓。原代码只以配置档量和总可卖量封顶，遗漏档位余额和实际ADD持仓。

二、修复与验证
增加两项数量上限，保持原穿越条件、参数、价格、资金上限和最小申报要求。四组新增回归原实现均失败，修复后45个策略用例及44批配置隔离禁网回归全部通过。未成交和部分成交仍按原流程恢复余额。

三、实际成交边界
真实七笔成交合计1400股、32933.49元，批次和指令已逐笔核验。保留实际成交，不回填底仓或反向交易，已取消策略不恢复。仅部署155模拟仓，188不动。关联桥台账070，规格与部署判收另同步。
---
 DEVLOG.md                       |  7 ++++
 app/services/strategy_runner.py |  7 +++-
 scripts/run_tests.py            |  2 +-
 scripts/test_batch17_units.py   | 74 +++++++++++++++++++++++++++++++++
 4 files changed, 87 insertions(+), 3 deletions(-)

diff --git a/DEVLOG.md b/DEVLOG.md
index fdd9e4d..fe85517 100644
--- a/DEVLOG.md
+++ b/DEVLOG.md
@@ -1969,3 +1969,10 @@ PMS 页面需要重新登录；基座页面版本与研究字段已实机核对
 15072f7 的 18 个专项用例、44 批本地和候选镜像禁网回归全部通过。10:44:28 在 155 重建四容器，镜像 7003b81c79000cb61633d94a6529253a412de9c2cbc5522e296aea71a0e2f337，代码指纹 cf0a57a03a76。15 项参数与三票修复账本不变，七条暂停指令仍 CANCELLED，审计 122+1。健康正常、QMT ONLINE、resync=0、对账差异为空。188 未操作。
 
 14 笔昨日修复后自然成交已逐笔判收：数量、父指令进度与批次毛盈亏未双记。既有逐笔舍入一分钱差异单列。修复后的自然确认、开盘后新评析传播时延仍待事件，不能以本地通过替代。详细证据、备份与绑定挂载下的回退步骤见四仓同步交接 10:50 节。
+
+
+## 2026-10-16 · 网格卖出按实际余额封顶
+
+11:15 自然事件核验发现威胜信息第二次网格卖单越界。原档位 1,000 股，首卖 700 后正确恢复 300；第二次仍按配置卖 700，连同 400 股底仓卖出。七笔成交据实入账，快照追平后对账为空。原策略 11:16:01 已被清场取消。实际成交保留，不回填或反向交易。
+
+修复 strategy_runner._eval_grid，将数量同时限在配置档量、档位余额、实际 ADD 与可卖量内。保持穿越信号、价格、档距、资金上限和最小申报规则。四组新增反例在原实现均失败，批次 17 增至 45 例；完整禁网与候选镜像回归通过后仅部署 155。关联桥台账 070。部署与成本核验结果待追加。
diff --git a/app/services/strategy_runner.py b/app/services/strategy_runner.py
index feeec87..cd29dfd 100644
--- a/app/services/strategy_runner.py
+++ b/app/services/strategy_runner.py
@@ -437,10 +437,13 @@ def _eval_grid(st, pos, day, now, ctx):
     if cur > last:
         k = last
         if k in filled and avail >= LOT and actual_add >= LOT:
-            q = min(per_lot, _round_lot(avail))
+            info = filled[k]
+            # 部分成交恢复的档位可能小于配置档量；不能借底仓补齐一档。
+            # 同时守住实际网格股和可卖量，最小申报口径继续沿用下面的检查。
+            q = min(per_lot, _round_lot(info.get("qty")),
+                    _round_lot(actual_add), _round_lot(avail))
             if q >= mlot:         # 科创板部分卖低于 200 股不合法, 量不足先不推进
                 state["last_band"] = last + 1
-                info = filled[k]
                 return {"side": "sell", "action": A_SELL, "qty": q, "leg": f"grid_sell:{k}",
                         "grid_sell_idx": k,
                         "reason": f"网格卖: 现价 {price} 涨破档{k}(买价 {info.get('price')}), 卖 {q} 股"}
diff --git a/scripts/run_tests.py b/scripts/run_tests.py
index 1a089bb..d7850cf 100644
--- a/scripts/run_tests.py
+++ b/scripts/run_tests.py
@@ -43,7 +43,7 @@
                         五阶段判定与逐票阶段返回/note 约定与冷却推导/
                         接力判定/clear_buypause/编排冒烟(dry_run 滴水不写/
                         名额/暂停买入/接力全链)/真跑写一跳摘要而预演不写/
-                        判分脚本聚合与对照分组                            (41 例)
+                        判分脚本聚合与对照分组、网格余额封顶与恢复        (45 例)
   test_batch18_units.py 登录与权限: 角色判定/会话票签验/bshop 返回解析/
                         接口鉴权(维护类归管理员)                      (16 例)
   test_batch19_units.py 2026-08-28 审查修复回归: 科创板最小申报统一口径/
diff --git a/scripts/test_batch17_units.py b/scripts/test_batch17_units.py
index 30bb3db..a9d4e41 100644
--- a/scripts/test_batch17_units.py
+++ b/scripts/test_batch17_units.py
@@ -836,6 +836,80 @@ def _():
     assert rep._fmt_pct(None) == "—" and rep._fmt_pct(0.1) == "+10.00%"
 
 
+def _grid_sell_fixture(qty=300, avail=700, add=300, per_lot=700, code="688100.SH"):
+    from app.services import strategy_runner as srun
+    prm = {"lower": 9.0, "upper": 11.0, "center": 10.0, "step_pct": 0.02,
+           "per_lot": per_lot, "max_capital": 50000}
+    band = srun._band(srun._grid_levels(prm), 10.5) - 1
+    st = {"strategy_id": "grid-test", "type": "GRID", "ts_code": code, "params": prm}
+    state = {"last_band": band, "filled_levels": {str(band): {"price": 9.8, "qty": qty}},
+             "invested": 9.8 * qty}
+    pos = {"avail_qty": avail, "add_qty": add}
+    ctx = {"state": state, "notes": [], "buy_paused": False}
+    return srun, st, state, pos, ctx, band
+
+
+@case("[网格余额] 剩余300股、配置700股时只卖300股，完整档保持")
+def _():
+    for qty, avail, add, expected in [(300, 700, 300, 300), (700, 1100, 700, 700)]:
+        sr, st, state, pos, ctx, band = _grid_sell_fixture(qty, avail, add)
+        d = sr._eval_grid(st, pos, {"price": 10.5}, None, ctx)
+        assert d and d["qty"] == expected, d
+        assert state["last_band"] == band + 1
+
+
+@case("[网格余额] 原1000股首卖700后恢复300，再触发不卖底仓")
+def _():
+    from unittest.mock import patch
+    sr, st, state, pos, ctx, band = _grid_sell_fixture(1000, 1400, 1000)
+    first = sr._eval_grid(st, pos, {"price": 10.5}, None, ctx)
+    assert first["qty"] == 700
+    sr._apply_grid_state(state, first)
+    state["pending"] = {"iid": "i1", "leg": first["leg"], "grid_sell_idx": band,
+                        "grid_restore": first["_grid_restore"]}
+    with patch.object(sr, "_pending_terminal", return_value=(True, {"exec_qty": 700})):
+        assert sr._reconcile(st, state, pos)
+    assert state["filled_levels"][str(band)]["qty"] == 300
+    assert abs(state["invested"] - 2940) < 1e-6
+    state["last_band"] = band  # 正常再次穿越同档。
+    second = sr._eval_grid(st, {"avail_qty": 700, "add_qty": 300}, {"price": 10.5}, None, ctx)
+    assert second and second["qty"] == 300, second
+    assert first["qty"] + second["qty"] == 1000
+    assert 1400 - first["qty"] - second["qty"] == 400  # 底仓完整保留。
+
+
+@case("[网格余额] 可卖不足、档位零股与科创板小余额不突破持仓")
+def _():
+    for qty, avail, add, code, expected in [
+            (300, 200, 300, "688100.SH", 200),
+            (350, 1000, 500, "688100.SH", 300),
+            (100, 700, 100, "688100.SH", None),
+            (100, 700, 100, "600000.SH", 100),
+            (0, 700, 500, "688100.SH", None),
+            (300, 700, 0, "688100.SH", None)]:
+        sr, st, state, pos, ctx, band = _grid_sell_fixture(qty, avail, add, code=code)
+        d = sr._eval_grid(st, pos, {"price": 10.5}, None, ctx)
+        assert (d["qty"] if d else None) == expected, (qty, avail, add, d)
+        if qty in (100, 0) and code == "688100.SH":
+            assert state["last_band"] == band
+
+
+@case("[网格余额] 未成交和部分成交继续按实际剩余恢复档位")
+def _():
+    from unittest.mock import patch
+    for executed, remaining in [(0, 300), (200, 100), (300, 0)]:
+        sr, st, state, pos, ctx, band = _grid_sell_fixture()
+        d = sr._eval_grid(st, pos, {"price": 10.5}, None, ctx)
+        assert d["qty"] == 300, d
+        sr._apply_grid_state(state, d)
+        state["pending"] = {"iid": "i1", "leg": d["leg"], "grid_sell_idx": band,
+                            "grid_restore": d["_grid_restore"]}
+        with patch.object(sr, "_pending_terminal", return_value=(True, {"exec_qty": executed})):
+            assert sr._reconcile(st, state, pos)
+        assert state["filled_levels"].get(str(band), {}).get("qty", 0) == remaining
+        assert abs(state["invested"] - remaining * 9.8) < 1e-6
+
+
 def main():
     from test_wiring import install_fakes
     install_fakes()  # 其余外部依赖也必须有默认内存桩。