deeptrade-quant 0.0.2__py3-none-any.whl

deeptrade/strategies_builtin/limit_up_board/limit_up_board/runtime.py

@@ -0,0 +1,172 @@
+"""LubRuntime — context bundle the plugin's pipeline runs against.
+
+Replaces the old framework-provided ``StrategyContext``. The plugin owns its
+own runtime now: it constructs db / config / tushare itself, and obtains LLM
+clients on-demand from the framework's :class:`LLMManager`.
+
+v0.6 — ``llm: DeepSeekClient`` field removed. ``llms: LLMManager`` is the
+new framework hand-off; runner / pipeline pull a per-provider ``LLMClient``
+via ``rt.llms.get_client(name, plugin_id=, run_id=)``.
+"""
+
+from __future__ import annotations
+
+import logging
+from dataclasses import dataclass
+from typing import TYPE_CHECKING, Any
+
+from deeptrade.plugins_api.events import EventLevel, EventType, StrategyEvent
+
+if TYPE_CHECKING:  # pragma: no cover
+    from deeptrade.core.config import ConfigService
+    from deeptrade.core.db import Database
+    from deeptrade.core.llm_manager import LLMManager
+    from deeptrade.core.tushare_client import TushareClient
+    from deeptrade.plugins_api.notify import NotificationPayload
+
+logger = logging.getLogger(__name__)
+
+PLUGIN_ID = "limit-up-board"
+
+
+@dataclass
+class LubRuntime:
+    """Services bundle the plugin's run() / sync_data() use.
+
+    ``llms`` is the framework's LLMManager — call
+    ``rt.llms.get_client(name, plugin_id=rt.plugin_id, run_id=rt.run_id, ...)``
+    to obtain a per-provider client. The plugin may use multiple providers
+    in the same run.
+    """
+
+    db: Database
+    config: ConfigService
+    llms: LLMManager
+    plugin_id: str = PLUGIN_ID
+    run_id: str | None = None
+    is_intraday: bool = False
+    tushare: TushareClient | None = None
+
+    def emit(
+        self,
+        event_type: EventType,
+        message: str,
+        *,
+        level: EventLevel = EventLevel.INFO,
+        **payload: object,
+    ) -> StrategyEvent:
+        return StrategyEvent(type=event_type, level=level, message=message, payload=dict(payload))
+
+    def notify(self, payload: NotificationPayload) -> bool:
+        """Push a NotificationPayload through the framework's notifier.
+
+        Returns True on success, False if no channel is enabled or dispatch
+        raised. Never blocks on HTTP — top-level ``deeptrade.notify`` builds
+        a notifier that uses an async dispatch worker.
+        """
+        from deeptrade import notify as _notify
+
+        try:
+            _notify(self.db, payload)
+            return True
+        except Exception as e:  # noqa: BLE001
+            logger.warning("notify dispatch failed: %s", e)
+            return False
+
+    def is_notify_enabled(self) -> bool:
+        """Cheap probe: any channel plugin enabled?"""
+        from deeptrade.core.plugin_manager import PluginManager
+
+        mgr = PluginManager(self.db)
+        return any(r.type == "channel" and r.enabled for r in mgr.list_all())
+
+
+def build_tushare_client(
+    rt: LubRuntime,
+    *,
+    intraday: bool = False,
+    event_cb: Any = None,
+) -> TushareClient:
+    """Construct a TushareClient bound to this plugin."""
+    from deeptrade.core.tushare_client import TushareClient, TushareSDKTransport
+
+    token = rt.config.get("tushare.token")
+    if not token:
+        raise RuntimeError("tushare.token not configured; run `deeptrade config set-tushare`")
+    cfg = rt.config.get_app_config()
+    transport = TushareSDKTransport(str(token))
+    return TushareClient(
+        rt.db,
+        transport,
+        plugin_id=rt.plugin_id,
+        rps=cfg.tushare_rps,
+        intraday=intraday,
+        event_cb=event_cb,
+    )
+
+
+def open_worker_runtime(
+    plugin_id: str,
+    run_id: str,
+    *,
+    config: ConfigService,
+    is_intraday: bool = False,
+) -> tuple[Database, LubRuntime]:
+    """Construct an isolated runtime for a debate-mode worker thread.
+
+    Each worker gets its own DuckDB connection + ``LLMManager`` so that
+    concurrent ``LLMClient.complete_json`` calls don't share the lock /
+    audit-write bookkeeping. Same-process multiple ``duckdb.connect()`` calls
+    against the same file share the underlying DB instance, so writes still
+    land in the same physical file (run history visible across all workers).
+
+    The ``ConfigService`` (and its ``SecretStore``) is **shared** with the
+    main thread on purpose: ``SecretStore`` probes the OS keyring at
+    construction time with a side-effecting set/get/delete round-trip, and
+    running that probe per worker is both wasteful and racy — concurrent
+    workers overwrite each other's probe key, causing false negatives that
+    silently demote keyring-stored secrets to "no api_key set".
+
+    Sharing implies that ``ConfigService`` reads (e.g. ``get_app_config``)
+    are issued against the **main thread's** ``Database._conn`` from worker
+    threads. ``Database.fetchone`` / ``fetchall`` MUST therefore hold their
+    write lock across the full execute+fetch round-trip; otherwise concurrent
+    workers race on the connection's result set and trigger a native heap
+    corruption (Windows 0xC0000374). See ``deeptrade.core.db``.
+
+    The worker MUST close ``db`` when done.
+    """
+    from deeptrade.core import paths
+    from deeptrade.core.db import Database
+    from deeptrade.core.llm_manager import LLMManager
+
+    db = Database(paths.db_path())
+    rt = LubRuntime(
+        db=db,
+        config=config,
+        llms=LLMManager(db, config),
+        plugin_id=plugin_id,
+        run_id=run_id,
+        is_intraday=is_intraday,
+    )
+    return db, rt
+
+
+def pick_llm_provider(rt: LubRuntime) -> str:
+    """Pick which configured LLM provider to use for this run.
+
+    v0.6 policy: prefer ``deepseek`` (the original default and the target of
+    the legacy-config auto-migration), else fall back to the first available
+    provider. v0.7 will let the user override via a plugin-level config key
+    such as ``limit-up-board.default_llm``.
+
+    Raises ``RuntimeError`` if no provider is configured at all.
+    """
+    available = rt.llms.list_providers()
+    if not available:
+        raise RuntimeError(
+            "No LLM provider configured; run `deeptrade config set-llm`"
+        )
+    if "deepseek" in available:
+        return "deepseek"
+    return available[0]

deeptrade/strategies_builtin/limit_up_board/limit_up_board/schemas.py

@@ -0,0 +1,178 @@
+"""Pydantic schemas for the LLM stages.
+
+DESIGN §12.4-12.5 + the v0.3.1 fixes:
+    F5 — R1 evidence max_length=4 (was 8); rationale length-capped via prompt
+    M3 — extra='forbid' on every model
+    M4 — FinalRankingResponse for multi-batch R2 reconciliation
+    S5 — final_rank field separated from batch_local_rank semantics
+"""
+
+from __future__ import annotations
+
+from typing import Literal
+
+from pydantic import BaseModel, ConfigDict, Field, field_validator
+
+# ---------------------------------------------------------------------------
+# Common evidence shape
+# ---------------------------------------------------------------------------
+
+
+class EvidenceItem(BaseModel):
+    """One field-level fact from the input data the LLM is using to reason.
+
+    `field` MUST refer to a key actually present in the input prompt (e.g.
+    `fd_amount_yi`, `up_stat`); `unit` is REQUIRED (F-M1 fix) so the prompt
+    and the LLM speak the same units (亿/万/%/次/日/秒/none/...).
+    Use literal "none" when the field genuinely has no unit (e.g. categorical).
+    """
+
+    model_config = ConfigDict(extra="forbid")
+    field: str = Field(..., min_length=1, max_length=64)
+    value: str | int | float | None
+    unit: str = Field(..., min_length=1, max_length=16)
+    interpretation: str = Field(..., min_length=1, max_length=120)
+
+
+# ---------------------------------------------------------------------------
+# R1 — strong-target analysis
+# ---------------------------------------------------------------------------
+
+
+class StrongCandidate(BaseModel):
+    """One R1 verdict per input candidate."""
+
+    model_config = ConfigDict(extra="forbid")
+    candidate_id: str
+    ts_code: str
+    name: str
+    selected: bool
+    score: float = Field(ge=0, le=100)
+    strength_level: Literal["high", "medium", "low"]
+    rationale: str = Field(..., max_length=120)
+    evidence: list[EvidenceItem] = Field(min_length=1, max_length=4)
+    risk_flags: list[str] = Field(default_factory=list, max_length=5)
+    missing_data: list[str] = Field(default_factory=list)
+
+
+class StrongAnalysisResponse(BaseModel):
+    model_config = ConfigDict(extra="forbid")
+    stage: Literal["strong_target_analysis"]
+    trade_date: str
+    batch_no: int = Field(ge=1)
+    batch_total: int = Field(ge=1)
+    candidates: list[StrongCandidate]
+    batch_summary: str
+
+
+# ---------------------------------------------------------------------------
+# R2 — continuation prediction
+# ---------------------------------------------------------------------------
+
+
+class ContinuationCandidate(BaseModel):
+    model_config = ConfigDict(extra="forbid")
+    candidate_id: str
+    ts_code: str
+    name: str
+    rank: int = Field(ge=1)
+    continuation_score: float = Field(ge=0, le=100)
+    confidence: Literal["high", "medium", "low"]
+    prediction: Literal["top_candidate", "watchlist", "avoid"]
+    rationale: str = Field(..., max_length=200)
+    key_evidence: list[EvidenceItem] = Field(min_length=1, max_length=5)
+    next_day_watch_points: list[str] = Field(min_length=1, max_length=4)
+    failure_triggers: list[str] = Field(min_length=1, max_length=4)
+    missing_data: list[str] = Field(default_factory=list)
+
+
+class ContinuationResponse(BaseModel):
+    model_config = ConfigDict(extra="forbid")
+    stage: Literal["limit_up_continuation_prediction"]
+    trade_date: str
+    next_trade_date: str
+    market_context_summary: str
+    risk_disclaimer: str
+    candidates: list[ContinuationCandidate]
+
+    @field_validator("candidates")
+    @classmethod
+    def ranks_must_be_dense_1_to_n(
+        cls, v: list[ContinuationCandidate]
+    ) -> list[ContinuationCandidate]:
+        """F-M1 — ranks must be a dense permutation 1..N (not just unique).
+        E.g. [1,2,3] OK; [1,3,5] or [10,20,30] rejected."""
+        ranks = sorted(c.rank for c in v)
+        expected = list(range(1, len(ranks) + 1))
+        if ranks != expected:
+            raise ValueError(f"candidate ranks must be a dense permutation 1..N; got {ranks}")
+        return v
+
+
+# ---------------------------------------------------------------------------
+# R3 — Debate-mode revision (each LLM revises its own R2 after seeing peers)
+# ---------------------------------------------------------------------------
+
+
+class RevisedContinuationCandidate(ContinuationCandidate):
+    """R2 fields + ``revision_note`` recording why the prediction shifted
+    after reviewing peer LLM outputs."""
+
+    model_config = ConfigDict(extra="forbid")
+    revision_note: str = Field(..., max_length=120)
+
+
+class RevisionResponse(BaseModel):
+    """R3 output. ``candidates`` keeps the same candidate_id set as the LLM's
+    own R2 (set-equality enforced by the pipeline); ranks are 1..N dense
+    within this single batch."""
+
+    model_config = ConfigDict(extra="forbid")
+    stage: Literal["limit_up_continuation_revision"]
+    trade_date: str
+    next_trade_date: str
+    revision_summary: str = Field(..., max_length=200)
+    candidates: list[RevisedContinuationCandidate]
+
+    @field_validator("candidates")
+    @classmethod
+    def ranks_must_be_dense_1_to_n(
+        cls, v: list[RevisedContinuationCandidate]
+    ) -> list[RevisedContinuationCandidate]:
+        ranks = sorted(c.rank for c in v)
+        expected = list(range(1, len(ranks) + 1))
+        if ranks != expected:
+            raise ValueError(f"candidate ranks must be a dense permutation 1..N; got {ranks}")
+        return v
+
+
+# ---------------------------------------------------------------------------
+# Final-ranking — global re-rank when R2 was multi-batch (M4 + S5)
+# ---------------------------------------------------------------------------
+
+
+class FinalRankItem(BaseModel):
+    model_config = ConfigDict(extra="forbid")
+    candidate_id: str
+    ts_code: str
+    final_rank: int = Field(ge=1)
+    final_prediction: Literal["top_candidate", "watchlist", "avoid"]
+    final_confidence: Literal["high", "medium", "low"]
+    reason_vs_peers: str = Field(..., max_length=200)
+    delta_vs_batch: Literal["upgraded", "kept", "downgraded"]
+
+
+class FinalRankingResponse(BaseModel):
+    model_config = ConfigDict(extra="forbid")
+    stage: Literal["final_ranking"]
+    trade_date: str
+    next_trade_date: str
+    finalists: list[FinalRankItem]
+
+    @field_validator("finalists")
+    @classmethod
+    def ranks_dense_and_unique(cls, v: list[FinalRankItem]) -> list[FinalRankItem]:
+        ranks = sorted(c.final_rank for c in v)
+        if ranks != list(range(1, len(ranks) + 1)):
+            raise ValueError("final_rank must be a dense permutation 1..N")
+        return v

deeptrade/strategies_builtin/limit_up_board/migrations/20260430_001_init.sql

@@ -0,0 +1,150 @@
+-- limit-up-board strategy: full plugin schema (Plan A pure isolation).
+--
+-- All tables are plugin-owned. Tushare-derived "shared" tables (formerly in
+-- core migrations) now live here under the lub_* prefix so the plugin owns
+-- its own data in line with the no-cross-plugin-coupling principle.
+
+-- ============================================================
+-- Tushare-derived business tables (plugin-prefixed copies of what used to
+-- be in core under the un-prefixed names)
+-- ============================================================
+
+CREATE TABLE IF NOT EXISTS lub_stock_basic (
+    ts_code VARCHAR PRIMARY KEY,
+    symbol VARCHAR, name VARCHAR, area VARCHAR, industry VARCHAR,
+    market VARCHAR, exchange VARCHAR,
+    list_status VARCHAR, list_date VARCHAR, delist_date VARCHAR,
+    is_hs VARCHAR, act_name VARCHAR, act_ent_type VARCHAR,
+    updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+);
+
+CREATE TABLE IF NOT EXISTS lub_trade_cal (
+    exchange VARCHAR, cal_date VARCHAR, is_open INTEGER, pretrade_date VARCHAR,
+    PRIMARY KEY (exchange, cal_date)
+);
+
+CREATE TABLE IF NOT EXISTS lub_daily (
+    ts_code VARCHAR, trade_date VARCHAR,
+    open DOUBLE, high DOUBLE, low DOUBLE, close DOUBLE, pre_close DOUBLE,
+    change DOUBLE, pct_chg DOUBLE, vol DOUBLE, amount DOUBLE,
+    PRIMARY KEY (ts_code, trade_date)
+);
+
+CREATE TABLE IF NOT EXISTS lub_daily_basic (
+    ts_code VARCHAR, trade_date VARCHAR, close DOUBLE,
+    turnover_rate DOUBLE, turnover_rate_f DOUBLE, volume_ratio DOUBLE,
+    pe DOUBLE, pe_ttm DOUBLE, pb DOUBLE, ps DOUBLE, ps_ttm DOUBLE,
+    total_share DOUBLE, float_share DOUBLE, free_share DOUBLE,
+    total_mv DOUBLE, circ_mv DOUBLE,
+    PRIMARY KEY (ts_code, trade_date)
+);
+
+CREATE TABLE IF NOT EXISTS lub_moneyflow (
+    ts_code         VARCHAR,
+    trade_date      VARCHAR,
+    buy_sm_vol      DOUBLE, buy_sm_amount   DOUBLE,
+    sell_sm_vol     DOUBLE, sell_sm_amount  DOUBLE,
+    buy_md_vol      DOUBLE, buy_md_amount   DOUBLE,
+    sell_md_vol     DOUBLE, sell_md_amount  DOUBLE,
+    buy_lg_vol      DOUBLE, buy_lg_amount   DOUBLE,
+    sell_lg_vol     DOUBLE, sell_lg_amount  DOUBLE,
+    buy_elg_vol     DOUBLE, buy_elg_amount  DOUBLE,
+    sell_elg_vol    DOUBLE, sell_elg_amount DOUBLE,
+    net_mf_vol      DOUBLE, net_mf_amount   DOUBLE,
+    PRIMARY KEY (ts_code, trade_date)
+);
+
+-- ============================================================
+-- Strategy-specific business tables
+-- ============================================================
+
+CREATE TABLE IF NOT EXISTS lub_limit_list_d (
+    trade_date     VARCHAR NOT NULL,
+    ts_code        VARCHAR NOT NULL,
+    name           VARCHAR,
+    industry       VARCHAR,
+    close          DOUBLE,
+    pct_chg        DOUBLE,
+    amount         DOUBLE,
+    fd_amount      DOUBLE,
+    limit_amount   DOUBLE,
+    float_mv       DOUBLE,
+    total_mv       DOUBLE,
+    turnover_ratio DOUBLE,
+    first_time     VARCHAR,
+    last_time      VARCHAR,
+    open_times     INTEGER,
+    up_stat        VARCHAR,
+    limit_times    INTEGER,
+    "limit"        VARCHAR NOT NULL,
+    PRIMARY KEY (trade_date, ts_code, "limit")
+);
+
+CREATE TABLE IF NOT EXISTS lub_limit_ths (
+    trade_date         VARCHAR NOT NULL,
+    ts_code            VARCHAR NOT NULL,
+    name               VARCHAR,
+    price              DOUBLE,
+    pct_chg            DOUBLE,
+    open_num           INTEGER,
+    lu_desc            VARCHAR,
+    limit_type         VARCHAR NOT NULL,
+    tag                VARCHAR,
+    status             VARCHAR,
+    first_lu_time      VARCHAR,
+    last_lu_time       VARCHAR,
+    limit_order        DOUBLE,
+    limit_amount       DOUBLE,
+    turnover_rate      DOUBLE,
+    free_float         DOUBLE,
+    lu_limit_order     DOUBLE,
+    limit_up_suc_rate  DOUBLE,
+    turnover           DOUBLE,
+    sum_float          DOUBLE,
+    market_type        VARCHAR,
+    PRIMARY KEY (trade_date, ts_code, limit_type)
+);
+
+CREATE TABLE IF NOT EXISTS lub_stage_results (
+    run_id              UUID NOT NULL,
+    stage               VARCHAR NOT NULL,           -- 'r1' | 'r2' | 'final_ranking'
+    batch_no            INTEGER,
+    trade_date          VARCHAR NOT NULL,
+    ts_code             VARCHAR NOT NULL,
+    name                VARCHAR,
+    score               DOUBLE,
+    rank                INTEGER,
+    decision            VARCHAR,
+    rationale           VARCHAR,
+    evidence_json       VARCHAR,
+    risk_flags_json     VARCHAR,
+    raw_response_json   VARCHAR,
+    PRIMARY KEY (run_id, stage, ts_code)
+);
+
+-- ============================================================
+-- Run history & event stream (formerly framework strategy_runs / strategy_events)
+-- ============================================================
+
+CREATE TABLE IF NOT EXISTS lub_runs (
+    run_id        UUID PRIMARY KEY,
+    trade_date    VARCHAR NOT NULL,
+    status        VARCHAR NOT NULL,             -- running | success | failed | partial_failed | cancelled
+    is_intraday   BOOLEAN NOT NULL DEFAULT FALSE,
+    started_at    TIMESTAMP NOT NULL,
+    finished_at   TIMESTAMP,
+    params_json   VARCHAR,
+    summary_json  VARCHAR,
+    error         VARCHAR
+);
+
+CREATE TABLE IF NOT EXISTS lub_events (
+    run_id       UUID NOT NULL,
+    seq          BIGINT NOT NULL,
+    event_time   TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+    level        VARCHAR NOT NULL,
+    event_type   VARCHAR NOT NULL,
+    message      VARCHAR NOT NULL,
+    payload_json VARCHAR,
+    PRIMARY KEY (run_id, seq)
+);

deeptrade/strategies_builtin/limit_up_board/migrations/20260501_002_lub_stage_results_llm_provider.sql

@@ -0,0 +1,8 @@
+-- v0.8 — debate mode: distinguish per-LLM rows in lub_stage_results.
+-- llm_provider is NULL for non-debate runs and for cross-provider rows;
+-- in debate mode each provider's r1 / r2_initial / r2_revised /
+-- r2_final_initial rows are tagged with the provider name (e.g. 'deepseek').
+ALTER TABLE lub_stage_results ADD COLUMN llm_provider VARCHAR;
+
+CREATE INDEX IF NOT EXISTS ix_lub_stage_results_run_provider
+    ON lub_stage_results(run_id, llm_provider, stage);

deeptrade/strategies_builtin/limit_up_board/migrations/20260508_001_lub_lhb_tables.sql

@@ -0,0 +1,36 @@
+-- v0.8 — Phase B1: 龙虎榜接入。
+-- top_list / top_inst 在本插件中升级为 required（账户已具权限）。
+-- candidate 未上榜时 lhb_* 字段为 null（合法事实），不进 data_unavailable。
+
+CREATE TABLE IF NOT EXISTS lub_top_list (
+    trade_date     VARCHAR NOT NULL,
+    ts_code        VARCHAR NOT NULL,
+    name           VARCHAR,
+    close          DOUBLE,
+    pct_change     DOUBLE,
+    turnover_rate  DOUBLE,
+    amount         DOUBLE,
+    l_sell         DOUBLE,
+    l_buy          DOUBLE,
+    l_amount       DOUBLE,
+    net_amount     DOUBLE,
+    net_rate       DOUBLE,
+    amount_rate    DOUBLE,
+    float_values   DOUBLE,
+    reason         VARCHAR,
+    PRIMARY KEY (trade_date, ts_code)
+);
+
+CREATE TABLE IF NOT EXISTS lub_top_inst (
+    trade_date  VARCHAR NOT NULL,
+    ts_code     VARCHAR NOT NULL,
+    exalter     VARCHAR NOT NULL,
+    side        INTEGER NOT NULL,            -- 0 = buy, 1 = sell
+    buy         DOUBLE,
+    buy_rate    DOUBLE,
+    sell        DOUBLE,
+    sell_rate   DOUBLE,
+    net_buy     DOUBLE,
+    reason      VARCHAR,
+    PRIMARY KEY (trade_date, ts_code, exalter, side)
+);

deeptrade/strategies_builtin/limit_up_board/migrations/20260508_002_lub_cyq_perf.sql

@@ -0,0 +1,18 @@
+-- v0.8 — Phase B2: 筹码集中度（cyq_perf）接入。
+-- 账户已具 cyq_perf 权限，按 required 接入；失败 → run terminated。
+-- 单只 candidate 在返回中无记录时该 candidate.missing_data 写入 cyq 字段名。
+
+CREATE TABLE IF NOT EXISTS lub_cyq_perf (
+    trade_date  VARCHAR NOT NULL,
+    ts_code     VARCHAR NOT NULL,
+    his_low     DOUBLE,
+    his_high    DOUBLE,
+    cost_5pct   DOUBLE,
+    cost_15pct  DOUBLE,
+    cost_50pct  DOUBLE,
+    cost_85pct  DOUBLE,
+    cost_95pct  DOUBLE,
+    weight_avg  DOUBLE,
+    winner_rate DOUBLE,
+    PRIMARY KEY (trade_date, ts_code)
+);

deeptrade/strategies_builtin/limit_up_board/migrations/20260508_003_lub_lhb_pk_fix.sql

@@ -0,0 +1,46 @@
+-- v0.8 Phase B1 fix — top_list/top_inst PRIMARY KEY needs to include `reason`.
+--
+-- Tushare returns multiple rows per (trade_date, ts_code) when a stock triggers
+-- the LHB for several reasons on the same day (e.g. 日涨幅偏离值达 7% +
+-- 连续三日累计偏离值达 20%). top_inst is the same: the same (date, code,
+-- exalter, side) can appear under several reasons.
+--
+-- 20260508_001 defined PKs that were narrower than the natural uniqueness key,
+-- so the first real materialize hit ConstraintException. Drop & recreate —
+-- these are tushare-derived caches, no business data loss; next run repopulates.
+
+DROP TABLE IF EXISTS lub_top_list;
+DROP TABLE IF EXISTS lub_top_inst;
+
+CREATE TABLE lub_top_list (
+    trade_date     VARCHAR NOT NULL,
+    ts_code        VARCHAR NOT NULL,
+    reason         VARCHAR NOT NULL,
+    name           VARCHAR,
+    close          DOUBLE,
+    pct_change     DOUBLE,
+    turnover_rate  DOUBLE,
+    amount         DOUBLE,
+    l_sell         DOUBLE,
+    l_buy          DOUBLE,
+    l_amount       DOUBLE,
+    net_amount     DOUBLE,
+    net_rate       DOUBLE,
+    amount_rate    DOUBLE,
+    float_values   DOUBLE,
+    PRIMARY KEY (trade_date, ts_code, reason)
+);
+
+CREATE TABLE lub_top_inst (
+    trade_date  VARCHAR NOT NULL,
+    ts_code     VARCHAR NOT NULL,
+    exalter     VARCHAR NOT NULL,
+    side        INTEGER NOT NULL,            -- 0 = buy, 1 = sell
+    reason      VARCHAR NOT NULL,
+    buy         DOUBLE,
+    buy_rate    DOUBLE,
+    sell        DOUBLE,
+    sell_rate   DOUBLE,
+    net_buy     DOUBLE,
+    PRIMARY KEY (trade_date, ts_code, exalter, side, reason)
+);

deeptrade/strategies_builtin/limit_up_board/migrations/20260508_004_lub_lhb_drop_pk.sql

@@ -0,0 +1,53 @@
+-- v0.8 Phase B1 fix #2 — drop PRIMARY KEY on lub_top_list / lub_top_inst.
+--
+-- 20260508_003 widened the PK to include `reason`, but Tushare data still has
+-- legitimate duplicates beyond the natural composite key:
+--
+--   * top_inst: anonymous institutional seats are reported as exalter="机构专用"
+--     (or "深股通专用" / "沪股通专用"). A single LHB list has up to 5 buy seats
+--     and 5 sell seats; multiple slots on the same side can all show as
+--     "机构专用" because the actual identity is hidden — Tushare emits each as
+--     a separate row with identical (trade_date, ts_code, exalter, side, reason).
+--     This is legitimate multi-seat semantics, NOT bad data.
+--
+--   * top_list: some upstream-pushed rows arrive duplicated on the natural
+--     key (e.g. 688755.SH 融资类规则). The reason field doesn't always fully
+--     distinguish.
+--
+-- DB-enforced uniqueness was the wrong abstraction for these tables. Drop the
+-- PK; rely on materialize()'s natural-key DELETE → INSERT for idempotency, keep
+-- NOT NULL on the natural-key columns for data quality.
+
+DROP TABLE IF EXISTS lub_top_list;
+DROP TABLE IF EXISTS lub_top_inst;
+
+CREATE TABLE lub_top_list (
+    trade_date     VARCHAR NOT NULL,
+    ts_code        VARCHAR NOT NULL,
+    reason         VARCHAR NOT NULL,
+    name           VARCHAR,
+    close          DOUBLE,
+    pct_change     DOUBLE,
+    turnover_rate  DOUBLE,
+    amount         DOUBLE,
+    l_sell         DOUBLE,
+    l_buy          DOUBLE,
+    l_amount       DOUBLE,
+    net_amount     DOUBLE,
+    net_rate       DOUBLE,
+    amount_rate    DOUBLE,
+    float_values   DOUBLE
+);
+
+CREATE TABLE lub_top_inst (
+    trade_date  VARCHAR NOT NULL,
+    ts_code     VARCHAR NOT NULL,
+    exalter     VARCHAR NOT NULL,
+    side        INTEGER NOT NULL,            -- 0 = buy, 1 = sell
+    reason      VARCHAR NOT NULL,
+    buy         DOUBLE,
+    buy_rate    DOUBLE,
+    sell        DOUBLE,
+    sell_rate   DOUBLE,
+    net_buy     DOUBLE
+);

deeptrade/strategies_builtin/limit_up_board/migrations/20260508_005_lub_config.sql

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+-- v0.4 — plugin-local settings store for limit-up-board.
+--
+-- Holds user-tunable run filters (流通市值 / 当前股价 上限). Distinct from the
+-- framework-level app_config table: framework keys are namespaced by the
+-- whitelisted AppConfig schema; per-plugin tunables live here so the framework
+-- stays free of plugin-specific knobs (Plan A pure isolation).
+--
+-- Keys currently in use (defaults are owned by limit_up_board.config:LubConfig
+-- and re-applied automatically when a row is missing — no DEFAULT here):
+--     lub.max_float_mv_yi   — max 流通市值 in 亿
+--     lub.max_close_yuan    — max 当前股价 in 元
+
+CREATE TABLE IF NOT EXISTS lub_config (
+    key         VARCHAR PRIMARY KEY,
+    value_json  VARCHAR NOT NULL,
+    updated_at  TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+);