hamuna-quant-cli 0.1.25__tar.gz → 0.1.26__tar.gz

{hamuna_quant_cli-0.1.25 → hamuna_quant_cli-0.1.26}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hamuna-quant-cli
-Version: 0.1.25
+Version: 0.1.26
 Summary: Hamuna A 股回测 + 实盘统一 CLI (akquant 0.3.x). 替代 v1 自建 driver + QMT-style 策略规范.
 Author-email: Hamuna Team <team@hamuna.example>
 License: MIT

{hamuna_quant_cli-0.1.25 → hamuna_quant_cli-0.1.26}/hamuna_quant_cli/__init__.py

@@ -12,4 +12,4 @@ server (13-key metrics schema). 全部走 akquant 0.3.x 引擎.
 """
 from __future__ import annotations
 
-__version__ = "0.1.25"
+__version__ = "0.1.26"

{hamuna_quant_cli-0.1.25 → hamuna_quant_cli-0.1.26}/hamuna_quant_cli/live/qmt_broker.py

@@ -66,7 +66,9 @@ def _import_akquant_gateway():
 # (transient failure 自动重试; 4xx/业务错误不重试)
 # ============================================================
 import json
+import os
 import time
+from dataclasses import dataclass
 from typing import Any
 
 import requests
@@ -159,6 +161,36 @@ class _HTTP:
         return self._request("POST", route, payload=payload)
 
 
+# ============================================================
+# Round 33+2: broker 硬 cap — 装在 place_order 入口, 1万/笔 + 5万/总 + 10 笔/日.
+# env override: HAMUNA_LIVE_MAX_ORDER_AMOUNT / HAMUNA_LIVE_MAX_TOTAL_AMOUNT /
+#               HAMUNA_LIVE_MAX_DAILY_ORDERS (空字符串/未设走默认).
+# 模拟信号模式下仍生效 (broker 入口最后兜底, 不依赖 QMT 模式).
+# ============================================================
+@dataclass(frozen=True)
+class _HardCap:
+    """实盘下单硬 cap — 单笔/累计/笔数 3 维."""
+    max_order_amount: float = 10_000.0   # 单笔金额 ≤ 1 万
+    max_total_amount: float = 50_000.0   # 累计金额 ≤ 5 万
+    max_daily_orders: int = 10           # 单日 ≤ 10 笔
+
+    @classmethod
+    def from_env(cls) -> "_HardCap":
+        def _f(env: str, default: float) -> float:
+            raw = os.environ.get(env, "").strip()
+            return float(raw) if raw else default
+
+        def _i(env: str, default: int) -> int:
+            raw = os.environ.get(env, "").strip()
+            return int(raw) if raw else default
+
+        return cls(
+            max_order_amount=_f("HAMUNA_LIVE_MAX_ORDER_AMOUNT", cls.max_order_amount),
+            max_total_amount=_f("HAMUNA_LIVE_MAX_TOTAL_AMOUNT", cls.max_total_amount),
+            max_daily_orders=_i("HAMUNA_LIVE_MAX_DAILY_ORDERS", cls.max_daily_orders),
+        )
+
+
 # ============================================================
 # 安全码映射: akquant 侧用 sh600000 / sz000001 / 600000.XSHG, bridge 接受 600000.SH / 600000.XSHG.
 # 转换原则: 已是 .XSHG/.XSHE 形式直接 to_qmt; sh/sz 前缀剥掉; 裸 6 位按首字 (5/6/7/9→SH, 0/1/2/3→SZ) 加 .SH/.SZ.
@@ -273,6 +305,17 @@ def _make_trader_gateway():
             self._account_id = account_id
             self._account_type = account_type
             self._connected = False
+            # Round 33+2: 装 broker 硬 cap (默认 1万/笔 + 5万/总 + 10 笔/日, env override).
+            self._cap = _HardCap.from_env()
+            self._day_orders: list[float] = []  # 今日已下金额 (price * qty) 累积
+            self._day_reset_at: str = time.strftime("%Y-%m-%d")
+            # round 33+2: cap 启动 log 让用户/测试一眼看到生效.
+            print(
+                f"[cap] order={self._cap.max_order_amount:.0f} "
+                f"total={self._cap.max_total_amount:.0f} "
+                f"daily={self._cap.max_daily_orders}",
+                flush=True,
+            )
 
         # ----- 生命周期 -----
         def connect(self) -> None:
@@ -287,7 +330,9 @@ def _make_trader_gateway():
                 "account_id": self._account_id,
                 "account_type": self._account_type,
             })
-            if not isinstance(set_resp, dict) or not set_resp.get("ok"):
+            # Round 33+2: /set_account 实测返裸 dict ({account_id, account_type, applied},
+            # 不带 {ok, value, ...} 信封) — 兼容: ok 字段缺省视为 True, 仅当 ok=False 抛.
+            if not isinstance(set_resp, dict) or set_resp.get("ok") is False:
                 raise BrokerHTTPError(
                     f"connect: /set_account 返回异常: {set_resp!r}"
                 )
@@ -333,10 +378,56 @@ def _make_trader_gateway():
                 }),
             )
 
+        # ----- 硬 cap (Round 33+2) -----
+        def _rollover_day(self) -> None:
+            """跨日清零 _day_orders (本机时区)."""
+            today = time.strftime("%Y-%m-%d")
+            if today != self._day_reset_at:
+                self._day_orders.clear()
+                self._day_reset_at = today
+
+        def _check_cap(self, req) -> None:
+            """hard cap 入口检查 — 任一超 cap 立刻 raise, 不发任何 HTTP.
+
+            笔数 cap 总是检查; 金额 cap 在 price * qty > 0 时检查 (市价单 amount=0 跳过).
+            """
+            try:
+                qty = float(req.quantity or 0.0)
+            except (TypeError, ValueError):
+                qty = 0.0
+            try:
+                price = float(req.price or 0.0)
+            except (TypeError, ValueError):
+                price = 0.0
+            amount = price * qty
+
+            if amount > self._cap.max_order_amount:
+                raise BrokerHTTPError(
+                    f"[hard-cap] 单笔金额 {amount:.2f} > {self._cap.max_order_amount:.0f} "
+                    f"(sym={req.symbol} qty={qty} price={price})"
+                )
+            self._rollover_day()
+            if len(self._day_orders) + 1 > self._cap.max_daily_orders:
+                raise BrokerHTTPError(
+                    f"[hard-cap] 单日笔数 {len(self._day_orders) + 1} > "
+                    f"{self._cap.max_daily_orders}"
+                )
+            if amount > 0 and sum(self._day_orders) + amount > self._cap.max_total_amount:
+                raise BrokerHTTPError(
+                    f"[hard-cap] 累计金额 {sum(self._day_orders) + amount:.2f} > "
+                    f"{self._cap.max_total_amount:.0f}"
+                )
+
+        def _record_order(self, price: float, qty: int) -> None:
+            """HTTP /place_order 成功后记一笔 (供累计金额 cap)."""
+            if price > 0 and qty > 0:
+                self._day_orders.append(float(price * qty))
+
         # ----- 下单 -----
         def place_order(self, req):  # type: ignore[override]
             if not self._connected:
                 raise BrokerHTTPError("place_order: 未 connect, 先调 start()/connect()")
+            self._check_cap(req)  # Round 33+2: 硬 cap 在所有真实动作前
             # Round 18.63.18: paper mock 路径已删 — QMT 客户端原生模拟信号模式
             # (GUI 手动切), CLI 永远发真 passorder, 模拟由 QMT 侧承担.
             ak = _import_akquant_gateway()
@@ -371,6 +462,8 @@ def _make_trader_gateway():
                 "client_order_id": req.client_order_id,
             }
             data = self._http.post("/place_order", payload)
+            # Round 33+2: HTTP 成功才记 cap (金额 cap 累计用). price=0 市价单不记金额.
+            self._record_order(price, amount)
             order_id = str(data.get("order_id") or data.get("order_ref") or "")
             if order_id:
                 self.record_broker_order(order_id, req.client_order_id)

{hamuna_quant_cli-0.1.25 → hamuna_quant_cli-0.1.26}/hamuna_quant_cli/runtime/discipline.py

@@ -33,6 +33,11 @@ class DisciplineError:
         return f'ERROR: rule={self.rule} line={self.line} {self.msg}'
 
 
+# 2026-09-11 用户拍板 A: warn-only rules 永远不 abort cmd_check (default 不破坏现有策略).
+# 现有 rule 命名约定: 用 rule name 区分 severity, 不改 DisciplineError 形态.
+_WARN_ONLY_RULES: set[str] = {"on_bar_duplicate_dispatch"}  # Rule 20
+
+
 # QMT 残留标识符 (出现即报 — v2 走 akquant, 任何 QMT-specific 调用都该走 v1)
 _QMT_GLOBALS: dict[str, str] = {
     'passorder':              'QMT 报单函数 (akquant 用 self.buy / self.sell)',
@@ -592,6 +597,70 @@ def _rule_position_sizing(tree: ast.Module) -> list[DisciplineError]:
 _SIGNAL_HOOKS = ("on_bar", "on_timer", "on_cross_section")
 
 
+# ---- Rule 20 (2026-09-11 用户拍板): broker_live 1m SSE 同根 bar 多次推送,
+# on_bar 必须 dedup. 永远 warn-only (用户拍板 A: 不破坏现有策略).
+# Round 33+2 e2e 实测: vol=0 占位 + 后续 vol 增量, 同一 ts 触发 on_bar 多次.
+# 真实策略无 dedup = 同根重复下单. 见 auditor.md §2.13.
+def _rule_on_bar_duplicate_dispatch(tree: ast.Module) -> list[DisciplineError]:
+    """Rule 20 (2026-09-11 用户拍板, warn-only).
+
+    检测: 策略类 `bar_interval ∈ {1m, 5m}` (Rule 15 联动) + `on_bar` 函数体前 3 行
+    **无** `bar.timestamp == self.X` 模式 → emit `on_bar_duplicate_dispatch`.
+
+    不拦: `bar_interval` 不在 {1m, 5m} (日线/周线实盘不重复推送); `on_bar` 缺 dedup
+    但 emit 后被主流程 warn-only 过滤掉 (cmd_check 不 abort, 仅 stderr 提示).
+    """
+    errs: list[DisciplineError] = []
+    for node in ast.walk(tree):
+        if not isinstance(node, ast.ClassDef):
+            continue
+        bar_interval = None
+        for stmt in node.body:
+            if (
+                isinstance(stmt, ast.Assign)
+                and len(stmt.targets) == 1
+                and isinstance(stmt.targets[0], ast.Name)
+                and stmt.targets[0].id == "bar_interval"
+                and isinstance(stmt.value, ast.Constant)
+                and isinstance(stmt.value.value, str)
+            ):
+                bar_interval = stmt.value.value
+        if bar_interval not in {"1m", "5m"}:
+            continue
+        on_bar = next(
+            (s for s in node.body if isinstance(s, ast.FunctionDef) and s.name == "on_bar"),
+            None,
+        )
+        if on_bar is None:
+            continue
+        # on_bar 函数体前 3 行 (line 1 是 docstring 时, 跳过它)
+        body_stmts = [s for s in on_bar.body if not (
+            isinstance(s, ast.Expr) and isinstance(s.value, ast.Constant)
+            and isinstance(s.value.value, str)
+        )][:3]
+        try:
+            body_src = ast.unparse(ast.Module(body=body_stmts, type_ignores=[]))
+        except Exception:
+            body_src = ""
+        if "bar.timestamp" in body_src and "==" in body_src and "return" in body_src:
+            continue
+        errs.append(DisciplineError(
+            rule="on_bar_duplicate_dispatch",
+            line=on_bar.lineno,
+            msg=(
+                f"bar_interval={bar_interval!r} 但 on_bar 前 3 行无 "
+                f"`bar.timestamp == self.X: return` dedup 模式. "
+                f"Round 33+2 e2e 实测 broker_live SSE 推同根 bar 多次 "
+                f"(vol=0 占位 + 后续 vol 增量). 无 dedup = 同根重复下单. "
+                f"修复: on_bar 首行加 "
+                f"`if bar.timestamp == self._last_bar_ts: return; "
+                f"self._last_bar_ts = bar.timestamp`. "
+                f"另: on_start 加 `self._last_bar_ts: int = 0`."
+            ),
+        ))
+    return errs
+
+
 def _rule_cash_guard(tree: ast.Module) -> list[DisciplineError]:
     """Rule 13 (2026-08-29): 信号买入前必须确认剩余资金.
 
@@ -677,6 +746,9 @@ def check_discipline(source: str, config: dict) -> list[DisciplineError]:
     errs += _rule_get_history_nan_guard(tree)
     errs += _rule_position_sizing(tree)          # Rule 12 (2026-08-29)
     errs += _rule_cash_guard(tree)               # Rule 13 (2026-08-29): buy 前资金守卫
+    errs += _rule_on_bar_duplicate_dispatch(tree)  # Rule 20 (2026-09-11 用户拍板, warn-only)
+    # 过滤 warn-only rules (用户拍板 A: 永远不 abort, 仅 emit 给用户看)
+    errs = [e for e in errs if e.rule not in _WARN_ONLY_RULES]
     return errs
 
 
@@ -873,6 +945,53 @@ class WithSizing(Strategy):
     assert not any(e.rule == 'position_sizing_missing' for e in errs), f'有 total_pct 应放行: {errs}'
     print(f'OK: total_pct 仓位声明放行')
 
+    # Rule 20 (2026-09-11 用户拍板, warn-only): broker_live 1m 同根 bar 多次推送.
+    # 违规: bar_interval='1m' 但 on_bar 无 dedup → AST emit, 主流程 warn-only 过滤掉 (0 errs)
+    bad_dedup = '''
+from akquant import Strategy
+class MyStrat(Strategy):
+    bar_interval = "1m"
+    def on_bar(self, bar):
+        self.buy(bar.symbol, 100)
+'''
+    errs_raw = _rule_on_bar_duplicate_dispatch(ast.parse(bad_dedup))
+    assert any(e.rule == 'on_bar_duplicate_dispatch' for e in errs_raw), \
+        f'Rule 20 应 emit AST 错: {errs_raw}'
+    print(f'OK: Rule 20 AST 检测 emit (bar_interval=1m, on_bar 无 dedup)')
+    errs = check_discipline(bad_dedup, {})
+    assert not any(e.rule == 'on_bar_duplicate_dispatch' for e in errs), \
+        f'Rule 20 应被 warn-only 过滤 (主流程不 abort): {errs}'
+    print(f'OK: Rule 20 warn-only 过滤掉 (cmd_check 不 exit 3)')
+
+    # 合规: on_bar 首行 dedup → AST 放行
+    good_dedup = '''
+from akquant import Strategy
+class MyStrat(Strategy):
+    bar_interval = "1m"
+    def on_start(self):
+        self._last_bar_ts: int = 0
+    def on_bar(self, bar):
+        if bar.timestamp == self._last_bar_ts:
+            return
+        self._last_bar_ts = bar.timestamp
+        self.buy(bar.symbol, 100)
+'''
+    errs_raw = _rule_on_bar_duplicate_dispatch(ast.parse(good_dedup))
+    assert not errs_raw, f'合规 dedup 应放行: {errs_raw}'
+    print(f'OK: Rule 20 合规 dedup 放行 (bar.timestamp == self._last_bar_ts: return)')
+
+    # 不拦: bar_interval='1d' (日线不重复推送)
+    daily_dedup = '''
+from akquant import Strategy
+class DailyStrat(Strategy):
+    bar_interval = "1d"
+    def on_bar(self, bar):
+        self.buy(bar.symbol, 100)
+'''
+    errs_raw = _rule_on_bar_duplicate_dispatch(ast.parse(daily_dedup))
+    assert not errs_raw, f'bar_interval=1d 应放行: {errs_raw}'
+    print(f'OK: Rule 20 bar_interval=1d 放行 (日线不重复推送)')
+
 
 if __name__ == '__main__':
     _selfcheck()

{hamuna_quant_cli-0.1.25 → hamuna_quant_cli-0.1.26}/hamuna_quant_cli.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hamuna-quant-cli
-Version: 0.1.25
+Version: 0.1.26
 Summary: Hamuna A 股回测 + 实盘统一 CLI (akquant 0.3.x). 替代 v1 自建 driver + QMT-style 策略规范.
 Author-email: Hamuna Team <team@hamuna.example>
 License: MIT

{hamuna_quant_cli-0.1.25 → hamuna_quant_cli-0.1.26}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "hamuna-quant-cli"
-version = "0.1.25"
+version = "0.1.26"
 description = "Hamuna A 股回测 + 实盘统一 CLI (akquant 0.3.x). 替代 v1 自建 driver + QMT-style 策略规范."
 readme = "hamuna_quant_cli/README.md"
 requires-python = ">=3.10"