hamuna-quant-cli 0.1.2__tar.gz → 0.1.6__tar.gz

{hamuna_quant_cli-0.1.2 → hamuna_quant_cli-0.1.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hamuna-quant-cli
-Version: 0.1.2
+Version: 0.1.6
 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-0.1.2 → hamuna_quant_cli-0.1.6}/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__ = "0.1.2"
+__version__ = "0.1.6"

{hamuna_quant_cli-0.1.2 → hamuna_quant_cli-0.1.6}/hamuna_quant_cli/__main__.py

@@ -7,7 +7,7 @@ Usage:
     hamuna_quant_cli create --name ... --config ...
     hamuna_quant_cli parity [--strategies ...]
     hamuna_quant_cli qmt-translate <strategy.py> <cfg.json>
-    hamuna_quant_cli commit <strategy_id> --strategy ... --result ...
+    hamuna_quant_cli commit <strategy_id> --strategy ... --result ... --config ... --params ...
     hamuna_quant_cli dataset {list|fetch|manifest}
     hamuna_quant_cli live run <strategy.py> --mode paper --broker qmt ...
 
@@ -288,14 +288,20 @@ def cmd_qmt_translate(args) -> int:
     print(f"QMT body saved → {out}", file=sys.stderr)
     import json
     print(json.dumps({"qmt_body_path": str(out), "note":
-                      "本地 stub; cloud export 端点会重新渲染 + 签 cert + 嵌入 embedded API key"},
+                      "本地 stub — Round 18.42 起 cloud 不再渲染 .qmt.py, 实盘由 desktop 落盘原始 .py → bridge_server 执行"},
                      ensure_ascii=False))
     return 0
 
 
 def cmd_commit(args) -> int:
-    """commiter 5 步打包上传 (qmt-translate + bundle + PUT result + POST code + POST export)."""
-    from .qmt_translator import write_qmt_body
+    """commiter 3 步打包上传 (bundle + PUT result + POST code).
+
+    Round 18.42: POST /strategies/:id/export 端点已废, 不再生成 .qmt.py shell —
+    server 仅存策略源码. QMT 实盘由 desktop deploy_strategy 落盘原始 .py →
+    bridge_server 扫描执行; hamuna-quant-cli 下单走 bridge_server HTTP.
+    bundle = 4 文件 (strategy + result + config + params). multipart params 字段
+    = 整个 params.json 内容 (ADR-0025, desktop 实盘配置源).
+    """
     from . import runtime
     import json
     import tarfile
@@ -314,35 +320,26 @@ def cmd_commit(args) -> int:
     if cfg_path and not cfg_path.exists():
         print(f"config.json 不存在: {cfg_path}", file=sys.stderr)
         return 2
-    spec_path = Path(args.spec) if args.spec else None
-    if spec_path and not spec_path.exists():
-        print(f"spec_strategy.json 不存在: {spec_path} (--spec 可选)", file=sys.stderr)
-        spec_path = None
+    params_path = Path(args.params) if args.params else None
+    if params_path and not params_path.exists():
+        print(f"params.json 不存在: {params_path} (--params 可选)", file=sys.stderr)
+        return 2
 
     bundle_out = Path(args.bundle_out) if args.bundle_out else Path(f"runs/{sid}/bundle.tar.gz")
     bundle_out.parent.mkdir(parents=True, exist_ok=True)
 
-    print("=== Step 1/5: akquant → QMT body 翻译 (本地 stub) ===", file=sys.stderr)
-    try:
-        qmt_body_path = write_qmt_body(strategy_path, cfg_path, spec_path)
-    except NotImplementedError as e:
-        print(f"  ✗ 不支持: {e}", file=sys.stderr)
-        return 3
-    print(f"  ✓ qmt_body = {qmt_body_path}", file=sys.stderr)
-
-    print("=== Step 2/5: 打包 bundle (strategy + qmt_body + metrics + spec) ===",
+    print("=== Step 1/3: 打包 bundle (strategy + result + config + params) ===",
           file=sys.stderr)
     with tarfile.open(bundle_out, "w:gz") as tar:
         tar.add(strategy_path, arcname=strategy_path.name)
-        tar.add(qmt_body_path, arcname=qmt_body_path.name)
         tar.add(result_path, arcname=result_path.name)
-        if spec_path:
-            tar.add(spec_path, arcname=spec_path.name)
         if cfg_path:
             tar.add(cfg_path, arcname=cfg_path.name)
+        if params_path:
+            tar.add(params_path, arcname=params_path.name)
     print(f"  ✓ bundle = {bundle_out} ({bundle_out.stat().st_size} bytes)", file=sys.stderr)
 
-    print("=== Step 3/5: PUT /strategies/:id/result (metrics) ===", file=sys.stderr)
+    print("=== Step 2/3: PUT /strategies/:id/result (metrics) ===", file=sys.stderr)
     try:
         result = json.loads(result_path.read_text(encoding="utf-8"))
     except json.JSONDecodeError as e:
@@ -355,47 +352,27 @@ def cmd_commit(args) -> int:
         return 4
     print(f"  ✓ metrics uploaded (resp keys: {sorted(resp.keys())[:5]})", file=sys.stderr)
 
-    print("=== Step 4/5: POST /strategies/:id/code (multipart body + params) ===",
+    print("=== Step 3/3: POST /strategies/:id/code (multipart body + params) ===",
           file=sys.stderr)
-    params: dict = {}
-    if spec_path:
-        params["spec_strategy"] = json.loads(spec_path.read_text(encoding="utf-8"))
-    if cfg_path:
-        params["config"] = json.loads(cfg_path.read_text(encoding="utf-8"))
+    params: dict | None = None
+    if params_path:
+        params = json.loads(params_path.read_text(encoding="utf-8"))
     try:
-        resp_code = runtime.server_client.upload_strategy_code(sid, str(qmt_body_path),
-                                                              params=params or None)
+        resp_code = runtime.server_client.upload_strategy_code(sid, str(strategy_path),
+                                                              params=params)
     except runtime.server_client.ServerError as e:
         print(f"  ✗ 上传源码失败: {e}", file=sys.stderr)
         return 4
     print(f"  ✓ body uploaded (body_hash={resp_code.get('body_hash', '?')[:16]})",
           file=sys.stderr)
 
-    export_path = None
-    if not args.skip_export:
-        print("=== Step 5/5: POST /strategies/:id/export (拉 .qmt.py shell) ===",
-              file=sys.stderr)
-        export_out = Path(args.export_out) if args.export_out else Path(
-            f"runs/{sid}/{sid}.qmt.py"
-        )
-        export_out.parent.mkdir(parents=True, exist_ok=True)
-        try:
-            resp_exp = runtime.server_client.export_strategy(sid, str(export_out))
-        except runtime.server_client.ServerError as e:
-            print(f"  ✗ QMT export 失败: {e}", file=sys.stderr)
-            return 4
-        export_path = str(export_out)
-        print(f"  ✓ shell saved → {export_path} "
-              f"({resp_exp.get('shell_bytes', '?')} bytes)", file=sys.stderr)
-    else:
-        print("=== Step 5/5: SKIPPED (--skip-export) ===", file=sys.stderr)
+    # Round 18.42: step 4 (POST /strategies/:id/export) 已废. QMT shell 不再
+    # server 渲染, 无 export_path 产出. 实盘落盘由 desktop 负责.
 
     print('', file=sys.stderr)
     print(json.dumps({
         "strategy_id": sid,
         "bundle_path": str(bundle_out),
-        "qmt_body_path": str(qmt_body_path),
-        "export_path": export_path,
         "verdict": "OK",
     }, ensure_ascii=False, indent=2))
     return 0
@@ -928,16 +905,14 @@ def build_parser() -> argparse.ArgumentParser:
     qt.add_argument("--output", help="QMT body 落盘路径")
     qt.set_defaults(func=cmd_qmt_translate)
 
-    cm = sub.add_parser("commit", help="commiter 5 步打包上传")
+    cm = sub.add_parser("commit", help="commiter 3 步打包上传 (bundle + PUT result + POST code)")
     cm.add_argument("strategy_id", help="server 端 strategy_id")
     cm.add_argument("--strategy", help="akquant strategy .py 路径 (默认 <id>.py)")
     cm.add_argument("--result", required=True, help="metrics result.json 路径")
     cm.add_argument("--config", help="config.json 路径")
-    cm.add_argument("--spec", help="spec_strategy.json 路径")
+    cm.add_argument("--params", default=None,
+                    help="params.json 路径 (固定 schema; 整个内容作 multipart params 字段, desktop 实盘配置源)")
     cm.add_argument("--bundle-out", help="bundle tar.gz 落盘路径")
-    cm.add_argument("--skip-export", action="store_true",
-                    help="跳过 step 5 (POST /strategies/:id/export)")
-    cm.add_argument("--export-out", help="step 5 输出 .qmt.py 路径")
     cm.set_defaults(func=cmd_commit)
 
     d = sub.add_parser("dataset", help="构建/列出 prebuilt 数据集")

{hamuna_quant_cli-0.1.2 → hamuna_quant_cli-0.1.6}/hamuna_quant_cli/akquant_runner.py

@@ -323,9 +323,11 @@ def run_akquant_backtest(strategy_path: str, cfg: dict) -> dict:
             for k, v in validated.items():
                 if k not in accepted_fields:
                     continue
-                # 不覆盖 runner 已注入的 universe/exclude_symbols (它们来自 cfg, 与
-                # params.json 的 backtest 段同源; validate 返回的默认 [] 会误覆盖).
-                if k in kwargs:
+                # 不覆盖 runner 已注入的 universe/exclude_symbols **非空值** (它们来自 cfg,
+                # 与 params.json 的 backtest 段同源; validate 返回的默认 [] 会误覆盖).
+                # 空 list 时允许 params.json 覆盖 — 否则 --params strategy_params.exclude_symbols
+                # 永远被 cfg 空注入跳过, 隔离参数静默失效 (Round 18.35 真回测踩坑).
+                if kwargs.get(k):
                     continue
                 kwargs[k] = v
 

{hamuna_quant_cli-0.1.2 → hamuna_quant_cli-0.1.6}/hamuna_quant_cli/qmt_translator.py

@@ -3,8 +3,9 @@
 设计意图 (per `skills/hamuna-strategy-v2/references/qmt-export.md` §转换):
   - body 用 QMT 原生签名 (`def init(C)` + `def handlebar(C)` + `passorder`/`C.get_market_data_ex`)
   - CLI 端 driver / Context 适配 (v2 时代由 akquant 适配) — 双跑靠 "body 零翻译 + shim 状态代理"
-  - 本地 translator **仅产出 audit/对照版 QMT body**, 真值由 server 端
-    `POST /api/v1/strategies/:id/export` 重新渲染 shell + 嵌入 embedded API key + 签 cert
+  - 本地 translator **仅产出 audit/对照版 QMT body**. Round 18.42 起 server 端
+    `/strategies/:id/export` 端点已删除 — 实盘由 desktop `deploy_strategy` 落盘
+    原始 .py → bridge_server 扫描执行, 下单由 hamuna-quant-cli 调 bridge_server.
 
 **支持的 API 映射** (8 类, 够覆盖 BuyHold / DualMA / LowVolTopK / CrossSection 主流形态):
   - `self.subscribe(sym)` → `C.subscribe(sym)`

{hamuna_quant_cli-0.1.2 → hamuna_quant_cli-0.1.6}/hamuna_quant_cli/runtime/server_client.py

@@ -1,13 +1,15 @@
 """strategy_cli.runtime.server_client (hamuna-strategy-v2): CLI → server 上传 (backtest result).
 
 v2 精简底座: 仅保留 _api_call + upload_backtest_result + create_strategy;
-扩展部分 (commiter 5 步打包上传需要):
+扩展部分 (commiter 3 步打包上传需要):
   - upload_strategy_code  POST /strategies/{id}/code   (multipart body + params)
-  - export_strategy       POST /strategies/{id}/export  (拉 server 端 .qmt.py shell)
 
-不进 server_client 的 (不在 skill 端做): pyarmor / embedded API key / cert / QMT
-shell 渲染 — 这些都跑在 server 端 (ADR-0023 + ADR-0025), cloud 是 single source
-of truth. 本地仅做 multipart 拼 + 提交, 不碰加密 / 不读 cert.
+不进 server_client 的 (不在 skill 端做): pyarmor / QMT shell 渲染 — 这些都跑在
+server 端 (ADR-0025), cloud 是 single source of truth. 本地仅做 multipart 拼 +
+提交, 不碰加密 / 不读 shell. Round 18.40: 无 embedded API key / 无 cert 签 —
+策略体明文上传 + 服务器 inline 渲染 (base64 in template). Round 18.42 起: server
+不再生成 QMT shell (.qmt.py), desktop 落盘原始 .py → bridge_server 执行 →
+hamuna-quant-cli 调 bridge_server 下单; commiter 4 步 → 3 步 (去掉 export).
 
 底层鉴权 / envelope 解构 / NaN 清洗与 v1 完全一致 (wholesale copy → 极简裁剪, 见 v1
 server_client.py git blame); 服务端契约 backend/internal/model/model.go::BacktestResult
@@ -83,9 +85,10 @@ def upload_backtest_result(strategy_id: str, result: dict) -> dict:
 def create_strategy(name: str, code: str = '', params: dict | None = None) -> dict:
     """POST /api/v1/strategies → 新建 strategy (供 _upload_after_run --name auto-create 用).
 
-    name 必填 (id 一致性锚点, 与 v1 server_client 同); code 可选 (后端落库 +
-    /source envelope 加密用, v2 --upload --code 路径才填); params 默认 {} (作
-    BacktestResult.params 落库). 返 server DataValue (含 _id / id / name).
+    name 必填 (id 一致性锚点, 与 v1 server_client 同); code 可选 (Round 18.41+
+    后端落 body 字段 UTF-8 verbatim, 无 envelope, v2 --upload --code 路径才填);
+    params 默认 {} (作 BacktestResult.params 落库). 返 server DataValue
+    (含 _id / id / name).
     """
     body: dict = {'name': name, 'code': code}
     if params is not None:
@@ -100,19 +103,21 @@ def upload_strategy_code(
 ) -> dict:
     """POST /api/v1/strategies/{id}/code (multipart) → 上传策略源码 + params.
 
-    ADR-0023: 后端存 code_obfuscated = body bytes (GBK 编码); cert + subscription gate
-    是真保护, 不在 skill 端做加密/pyminifier.
-    ADR-0025: multipart 含 `params` 字段 (JSON 字符串), server 落库覆盖 strategies.params
-    (CONFIG 块渲染源).
+    Round 18.43+: 明文上传 UTF-8 verbatim, server 存到 `body` 字段. Round 18.42
+    的 GBK 编码约定已废 (用户 grill: 「明文上传」字面理解应是 UTF-8, 不应在
+    client/server 间夹 GBK 转码; 「明文」指不加密, 编码另说). 老 doc (Round
+    18.42 之前上传) 走 CodeObfuscated GBK fallback, server 读时 GBK→UTF-8 解码.
+    ADR-0025: multipart 含 `params` 字段 (JSON 字符串), server 落库覆盖
+    strategies.params (CONFIG 块渲染源).
 
-    body bytes = UTF-8 源 → GBK (per `backend/internal/handler/qmt_export.go::storeBody`
-    注释 "Strategy files are GBK-encoded, server reads GBK first fall back UTF-8");
-    无法 GBK 编码的字符 → errors='replace' (不阻断上传).
+    body bytes = UTF-8 源 verbatim (per `backend/internal/handler/qmt_export.go::storeBody`
+    Round 18.43+: "客户端直传 UTF-8 (code.encode('utf-8')), server passthrough
+    存到 `body` 字段; 不再做 GBK 转码").
 
     返 {body_hash, ok} (per handler::UploadStrategyCode 响应 shape).
     """
     code = Path(strategy_path).read_text(encoding='utf-8')
-    gbk = code.encode('gbk', errors='replace')
+    utf8 = code.encode('utf-8')
     boundary = f'----hamuna-{uuid.uuid4().hex}'
     filename = Path(strategy_path).name
     ctype = mimetypes.guess_type(filename)[0] or 'application/octet-stream'
@@ -121,7 +126,7 @@ def upload_strategy_code(
         (f'--{boundary}\r\n'
          f'Content-Disposition: form-data; name="file"; filename="{filename}"\r\n'
          f'Content-Type: {ctype}\r\n\r\n').encode('utf-8'),
-        gbk,
+        utf8,
     ]
     if params is not None:
         # multipart 表单字段: params = JSON 字符串 (per ADR-0025 + handler::storeBody)
@@ -196,61 +201,10 @@ def s3_credentials(dataset_id: str, key: str) -> dict:
     )
 
 
-def export_strategy(strategy_id: str, output_path: str | None = None) -> dict:
-    """POST /api/v1/strategies/{id}/export → 拉 cloud 渲染的 .qmt.py shell.
-
-    ADR-0023: cloud 是 single source of truth — shell 渲染 (CONFIG 块 + embedded
-    API key + cert 签) 全在 server 端. 本函数仅下载 + 落盘, 不读 shell 内容.
-
-    返 dict: {shell_path, shell_bytes} (shell_path = output_path 或 None).
-    """
-    token = _load_token()
-    url = f'{_resolve_server()}/api/v1/strategies/{strategy_id}/export'
-    req = Request(
-        url, data=b'', method='POST',
-        headers={
-            'Authorization': f'Bearer {token}',
-            'Accept': 'application/octet-stream, application/json',
-        },
-    )
-    try:
-        with urlopen(req, timeout=60) as resp:
-            # server 既可返 raw .qmt.py 也可返 JSON envelope — 读 Content-Type 判
-            ctype = resp.headers.get('Content-Type', '')
-            raw = resp.read()
-            if 'json' in ctype.lower():
-                envelope = json.loads(raw.decode('utf-8'))
-                if isinstance(envelope, dict) and 'DataValue' in envelope:
-                    if not envelope.get('Result', False):
-                        raise ServerError(
-                            f'QMT export 业务失败: Error={envelope.get("Error")} '
-                            f'Message={envelope.get("Message")}'
-                        )
-                    # DataValue 可能是 base64 编码的 shell 字节
-                    import base64
-                    shell_bytes = base64.b64decode(envelope['DataValue'])
-                else:
-                    shell_bytes = raw
-            else:
-                shell_bytes = raw
-    except HTTPError as e:
-        resp_body = e.read().decode('utf-8', errors='replace')[:500]
-        if e.code == 401:
-            raise ServerError(
-                f'QMT export 失败: HTTP 401 — API key 无效或已失效'
-            ) from e
-        if e.code == 402:
-            raise ServerError(
-                f'QMT export 失败: HTTP 402 — 订阅未激活 (subscription gate)'
-            ) from e
-        raise ServerError(
-            f'QMT export 失败: HTTP {e.code} {e.reason}; body={resp_body}'
-        ) from e
-
-    if output_path:
-        Path(output_path).write_bytes(shell_bytes)
-        return {'shell_path': str(output_path), 'shell_bytes': len(shell_bytes)}
-    return {'shell_path': None, 'shell_bytes': len(shell_bytes)}
+# Round 18.42: export_strategy 删 — /strategies/:id/export 端点已废.
+# QMT shell 渲染整体从 server 撤出: desktop deploy_strategy 落盘原始 .py →
+# bridge_server 扫描执行; 实盘下单走 hamuna-quant-cli → bridge_server HTTP.
+# 如需 audit 渲染, 走 skill 镜像步骤(本仓库不维护 client).
 
 
 def _sanitize_for_json(obj):

{hamuna_quant_cli-0.1.2 → hamuna_quant_cli-0.1.6}/hamuna_quant_cli.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hamuna-quant-cli
-Version: 0.1.2
+Version: 0.1.6
 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-0.1.2 → hamuna_quant_cli-0.1.6}/hamuna_quant_cli.egg-info/SOURCES.txt

@@ -34,5 +34,4 @@ hamuna_quant_cli/runtime/http_client.py
 hamuna_quant_cli/runtime/s3client.py
 hamuna_quant_cli/runtime/server_client.py
 hamuna_quant_cli/scripts/server.json
-tests/test_live_safety.py
-tests/test_skeleton.py
+tests/test_live_safety.py

{hamuna_quant_cli-0.1.2 → hamuna_quant_cli-0.1.6}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "hamuna-quant-cli"
-version = "0.1.2"
+version = "0.1.6"
 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"

hamuna_quant_cli-0.1.2/tests/test_skeleton.py

@@ -1,154 +0,0 @@
-"""ADR-0029 §10 验证清单 — Phase 2.3 自检。"""
-from __future__ import annotations
-
-import sys
-import numpy as np
-
-sys.path.insert(0, 'D:/Coding/hamuna-strategy-platform')
-
-from strategy_cli.runtime.context import Context
-from strategy_cli.runtime.driver import run_backtest
-from strategy_cli.runtime.score import winsorize, zscore, composite_score
-from strategy_cli.fundamental.data import pool, derived
-
-
-# ---- §10 验证 1: init() 幂等 ----
-_BASE_CFG = {
-    'stock': None, 'period': '1d', 'account_type': 'STOCK',
-    'init_capital': 1_000_000, 'backtest_start': '20240101', 'backtest_end': '20240131',
-    'pool': {'a_share': {'enabled': True, 'sub_universe': 'hs300'},
-             'convertible_bond': {'enabled': False}, 'etf': {'enabled': False}},
-    'rebalance_freq': 'weekly', 'rebalance_dow': 4, 'rebalance_dom': -1,
-    'filters': [], 'factors': [], 'scoring': {'top_n': 5},
-    'cost': {'commission_bps': 30, 'stamp_tax_bps': 100, 'min_commission': 5,
-             'slippage_bps': 5, 'volume_cap_pct': 0.10},
-    'risk': {'single_holding_cap_pct': 0.20, 'sector_cap_pct': 0.30,
-             'stop_loss_pct': -0.08, 'max_drawdown_pct': -0.20},
-}
-
-_BODY_PATH = 'D:/Coding/hamuna-strategy-platform/examples/strategies/pe_pb_mom_top10.py'
-
-
-def _load_body(config: dict):
-    """通过 driver 加载 body, 注入 CONFIG。"""
-    import importlib.util
-    import sys as _sys
-    spec = importlib.util.spec_from_file_location('_hamuna_strat', _BODY_PATH)
-    if spec is None or spec.loader is None:
-        raise ImportError(f'cannot load {_BODY_PATH}')
-    mod = importlib.util.module_from_spec(spec)
-    _sys.modules['_hamuna_strat'] = mod
-    spec.loader.exec_module(mod)
-    mod.__dict__['CONFIG'] = config
-    return mod
-
-
-def test_init_idempotent():
-    cfg = dict(_BASE_CFG)
-    C1 = Context(period='1d', start='20240101', end='20240131')
-    C1._trading_days = ['20240102', '20240103']
-    body = _load_body(cfg)
-    body.init(C1)
-    snap1 = dict(C1.snapshot)
-
-    C2 = Context(period='1d', start='20240101', end='20240131')
-    C2._trading_days = ['20240102', '20240103']
-    body.init(C2)
-    snap2 = dict(C2.snapshot)
-
-    assert snap1 == snap2, 'init() 应幂等'
-    assert len(C1.pool_a) == 20, f'池大小异常: {len(C1.pool_a)}'
-    print('  [OK] init() 幂等 + 池大小正确')
-
-
-# ---- §10 验证 2: 非 rebalance bar 不下单 ----
-def test_handlebar_no_order_on_non_rebalance():
-    cfg = dict(_BASE_CFG)
-    cfg['rebalance_freq'] = 'monthly'
-    C = Context(period='1d', start='20240101', end='20240131')
-    C._trading_days = ['20240102', '20240103', '20240131']
-    body = _load_body(cfg)
-    body.init(C)
-    C.cur_bar_idx = 0
-    C.cur_date = '20240102'
-    pending_before = len(getattr(C, '_pending_orders', []))
-    body.handlebar(C)
-    pending_after = len(getattr(C, '_pending_orders', []))
-    assert pending_after == pending_before, '非 rebalance bar 不应产生 pending_orders'
-    print('  [OK] 非 rebalance bar 不下单')
-
-
-# ---- §10 验证 3: winsorize + zscore 不抛 ----
-def test_score_no_crash_on_all_nan():
-    arr = np.array([np.nan, np.nan, np.nan])
-    out = winsorize(arr)
-    assert np.isnan(out).all()
-    z = zscore(arr)
-    assert (z == 0).all(), f'全 NaN zscore 应为 0, got {z}'
-    factors = [{'name': 'x', 'direction': 'low', 'weight': 1.0}]
-    score = composite_score({'x': arr}, factors)
-    assert (score == 0).all()
-    print('  [OK] 全 NaN winsorize/zscore 不抛')
-
-
-# ---- §10 验证 4: _normalize_weights 上限生效 ----
-def test_normalize_cap():
-    """权重归一化 + cap 截断 + 二次归一化; 测试每阶段值。"""
-    from examples.strategies.pe_pb_mom_top10 import _normalize_weights
-    top = [('A', 0.5), ('B', 0.3), ('C', 0.2)]
-    # cap=0.4: A 截断到 0.4; sum(capped)=0.9; 二次归一化 0.4/0.9=0.444, 0.3/0.9=0.333
-    w = _normalize_weights(top, cap_pct=0.4)
-    assert abs(w['A'] - 0.444) < 1e-3, w
-    assert abs(sum(w.values()) - 1.0) < 1e-9, sum(w.values())
-    # cap=0.2: 全部被截断, A=B=C=1/3
-    w = _normalize_weights(top, cap_pct=0.2)
-    assert abs(w['A'] - 1/3) < 1e-9, w
-    assert abs(sum(w.values()) - 1.0) < 1e-9, sum(w.values())
-    print(f'  [OK] cap 生效 (cap=0.4): A={w["A"]:.3f} B={w["B"]:.3f} C={w["C"]:.3f}')
-
-
-# ---- §10 验证 5: suspended 守门 ----
-def test_suspended_skip():
-    cfg = dict(_BASE_CFG)
-    C = Context(period='1d', start='20240101', end='20240131')
-    C._trading_days = ['20240102', '20240131']
-    body = _load_body(cfg)
-    body.init(C)
-    C.suspended = True
-    C.cur_bar_idx = 1
-    C.cur_date = '20240131'
-    pending_before = len(getattr(C, '_pending_orders', []))
-    body.handlebar(C)
-    pending_after = len(getattr(C, '_pending_orders', []))
-    assert pending_after == pending_before, 'suspended=True 时 handlebar 必须 return'
-    print('  [OK] suspended=True handlebar 守门')
-
-
-# ---- 端到端: 跑一次完整回测 ----
-def test_e2e_run():
-    cfg = dict(_BASE_CFG)
-    cfg['filters'] = [
-        {'field': 'derived.pe_dynamic', 'op': 'gt', 'value': 0},
-        {'field': 'derived.pe_dynamic', 'op': 'lt', 'value': 50},
-    ]
-    cfg['factors'] = [
-        {'name': 'pe',  'field': 'derived.pe_dynamic', 'direction': 'low',  'weight': 0.4},
-        {'name': 'pb',  'field': 'derived.pb_ratio',   'direction': 'low',  'weight': 0.3},
-        {'name': 'mom', 'field': 'market.close_20d_change', 'direction': 'high', 'weight': 0.3},
-    ]
-    result = run_backtest(_BODY_PATH, cfg)
-    print(f'  [OK] e2e 跑通: trading_days={result["trading_days"]}, final_nav={result["final_nav"]:.0f}')
-    assert result['trading_days'] > 0
-
-
-if __name__ == '__main__':
-    print('ADR-0029 §10 验证清单')
-    print('-' * 40)
-    test_init_idempotent()
-    test_handlebar_no_order_on_non_rebalance()
-    test_score_no_crash_on_all_nan()
-    test_normalize_cap()
-    test_suspended_skip()
-    test_e2e_run()
-    print('-' * 40)
-    print('全部通过 [OK]')