Cursor/fix post merge test drift - #645
Open
zjk1984 wants to merge 290 commits into
Open
Conversation
feat(ci): GitHub Actions daily-run schedule + secrets setup script
Switch workflow schedules from UTC conversion to native timezone field with Beijing wall-clock cron times. Resolve job from github.event.schedule when available; set TZ=Asia/Shanghai on the runner job. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
fix(ci): GitHub Actions daily-run cron in 北京时间 (Asia/Shanghai)
GHA schedule runs failed at save_run_manifest when evaluation contained dataclass audit/gate objects. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
…-7c18 fix(daily-run): serialize AuditResult in GHA run manifests
Add paper-mode portfolio_manager that applies buy/sell when intraday T1-T5 fires: max 10 holdings, no per-position cap, sells weakest holding on macro veto, buys top watchlist candidate with deployable cash. Persists to portfolio.json and trade_ledger.jsonl; morning job increments days_held for holding lock. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
feat(daily-run): MSS-driven paper portfolio auto-adjust
- Extend intraday schedule to 12 scans (S1-S2 at 7:00/8:00 Beijing) - Move morning job to 8:10 to avoid cron conflict with 8:00 scan - Update GHA workflow, resolve script, MAX_SCANS, and tests Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
Single 8:00 morning job runs Team-First full analysis and records S2 into intraday state without re-running experts. Remove separate 8:00 intraday and 8:10 morning crons. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
feat(schedule): 7:00/8:00 盘前 SN MSS 扫描
Intraday portfolio apply no longer adds/removes watchlist entries. Morning and close jobs run adjust_watchlist(); close recycles intraday sells from trade ledger. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
Keep watchlist morning/close-only policy; integrate S2 scan from morning job. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
…y-7c18 feat(daily-run): watchlist adjust only at morning and close
Close job now generates structured feedback on MSS, portfolio, watchlist, and S_n scan schedule. Results appear in the Feishu close card under 复盘改进意见. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
feat(daily-run): 收盘复盘输出 MSS/持仓/观察池/S_n 改进意见
…close card GHA was checking out main which lacks close_improvements (PR #10). Pin workflow to cursor/daily-run-skill-a3e7; move 复盘改进意见 to end of Feishu card and always render when enabled. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
fix(daily-run): GHA 检出 daily-run 分支以启用复盘改进意见
Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
merge(daily-run): 将 daily-run 集成分支合并到 main
portfolio.max_holdings now caps deduplicated holdings+watchlist count. Watchlist trim and buy/sell respect remaining slots under the total cap. Removed separate watchlist.max_size default of 20. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
fix(daily-run): 最多10只为持仓+观察池合计上限
Add close_code_review: portfolio overlap/上限/cash_ratio repairs, intraday state checks, manifest review, AST source walkthrough. Renders 代码走读与 Bug 修复 section in close Feishu card. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
feat(daily-run): 收盘复盘代码走读与 Bug 自动修复
- Cache load_settings by file mtime - Parallel Xueqiu quotes and Exa close research - Shared symbols.py helpers; single portfolio load/save on close - Skip AST source walk by default (walk_on_close) - Reuse scan lookback/trend in evaluate_trade; portfolio from snapshot - Precompute MSS once in watchlist trim; tail-read trade ledger Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
perf(daily-run): 优化收盘/盘中执行效率与逻辑复用
Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
chore(portfolio): 新增海能达 002583 持仓
Fork repos have zero GHA schedule runs; add morning S1 backfill when 07:00 missed, fork warning in workflow, and local crontab dispatch helper. Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
fix(daily-run): fork 仓库 07:00 cron 未触发 + 早盘 S1 补录
_today_str() previously used UTC date.today(), causing S1 backfills near midnight Beijing to append to the prior trading day (e.g. S3 instead of S1). Co-authored-by: zjk1984 <zjk1984@users.noreply.github.com>
When Eastmoney clist and akshare spot fail, aggregate rise/fall/flat from Xueqiu index detail quotes; partial cards show counts without limit stats. Co-authored-by: Cursor <cursoragent@cursor.com>
When Eastmoney clist is blocked, enrich Xueqiu/macro breadth with akshare涨停/跌停/炸板股池 counts and limit-up stocks for sector analysis. Co-authored-by: Cursor <cursoragent@cursor.com>
…verlay Parse verify/forecast_review playbook calibration lines (bias/vol_scale arrows) into harness flat overrides, expose effective values via forecast_calibration and calibration_overlay, and merge into load_calibration. Co-authored-by: Cursor <cursoragent@cursor.com>
Document one-question-at-a-time decision trees for open high findings, add grill-me-bug-fix reference, and hint Phase G in walk markdown output. Co-authored-by: Cursor <cursoragent@cursor.com>
When AKShare hist fails, fetch ma20/volume_ratio/position_20d from Xueqiu chart/kline before portfolio cost fallback so watchlist symbols pass structured_review_complete during morning runs. Co-authored-by: Cursor <cursoragent@cursor.com>
Set llm_narrative.planner to llm for morning/close Feishu cards while keeping weekly/forecast on deterministic via per-job planner overrides. Co-authored-by: Cursor <cursoragent@cursor.com>
Give deepseek-v4-flash enough completion budget for reasoning plus JSON content on morning/close narrative cards. Co-authored-by: Cursor <cursoragent@cursor.com>
Trade cards reused blocked=true to always say "不允许执行买入", which mislabeled deep-loss sell blocks (e.g. T3 海能达 hold). Add block_kind and context-aware markdown messages for buy vs sell blocks. Co-authored-by: Cursor <cursoragent@cursor.com>
Portfolio-wide 1W/4L was blocking buys on unrelated symbols (e.g. T4 长电科技). Win-rate checks now filter realized_sells by target code; portfolio loss-streak guard is unchanged. Co-authored-by: Cursor <cursoragent@cursor.com>
Reuse symbol sell win-rate stats from pnl_execution_guard during morning/close adjust_watchlist: remove low-win-rate names, skip recycle/add candidates, and block re-entry when filling the watchlist. Co-authored-by: Cursor <cursoragent@cursor.com>
… config Set pnl_overview.win_rate_min base to 0 and win_rate_min_mode to harness. Harness raises the guard to 33% (40% on repeat) when pnl_overview emits 卖出胜率偏低, relaxes on pnl_target_hit, and respects fixed mode fallback. Co-authored-by: Cursor <cursoragent@cursor.com>
Set pnl_overview.loss_streak_max base to 0 with loss_streak_max_mode:harness. Activate guard at 3 consecutive losing sells when 连亏警戒 appears, relax by 1 on pnl_target_hit, and use bootstrap detection floors in pnl_overview evidence so phrases still emit before harness thresholds turn on. Co-authored-by: Cursor <cursoragent@cursor.com>
Attach T-numbered buy/sell/hold lines (including blocked/unapplied) to intraday narrative cards under a 调仓操作 section, mirroring close-day 当日买卖 formatting. Co-authored-by: Cursor <cursoragent@cursor.com>
When the same symbol gets buy recommendations three times in a row, waive min_cash reserve and deploy/max-position caps for one minimum-lot buy so high-priced names like 300308 can still fill. Co-authored-by: Cursor <cursoragent@cursor.com>
Add L0/L1 sidecars for skill fragments, overlay/memory diff jsonl audit, and 上下文轨迹 on morning/intraday/close 规则解读 cards. Co-authored-by: Cursor <cursoragent@cursor.com>
Persist failed/blocked intraday trades as structured cases under memory/cases, sync harness entries to sidecar markdown, and expose agentreach:// URIs via `agent-reach context ls|read|find`. Wire case recording into intraday evaluate_trade and attach case_uri to rule interpretation context traces. Co-authored-by: Cursor <cursoragent@cursor.com>
…hu cards Expand build_context_trace to render overlay/memory diff lines from jsonl audit logs, iterate merged intraday symbols for per-stock trade status, and resolve case memory by prioritized symbol codes. Co-authored-by: Cursor <cursoragent@cursor.com>
Enrich intraday trade_operations with MSS, Lookback, verdict, execution fills, and portfolio status per symbol. Stop rendering harness runtime overlays in intraday context_trace so 调仓操作 stays focused on stock trades. Co-authored-by: Cursor <cursoragent@cursor.com>
Deep-loss holdings now record buy recommendations but block portfolio apply until the same symbol receives three consecutive buy signals in a row. Prevents one-off MSS spikes (e.g. T12 水晶光电) from adding into trapped positions before defensive trim can act. Co-authored-by: Cursor <cursoragent@cursor.com>
…an sells Stamp holding cost on sell TradeActions and use it (or portfolio.json opening costs) when ledger lacks buy lots, instead of treating sell price as cost basis. Fixes deep-loss sells showing only commission loss (e.g. 水晶光电 -4). Co-authored-by: Cursor <cursoragent@cursor.com>
Track today_buy_shares per holding so same-session buys cannot be sold until the next trade session. Merge add-on buys into weighted average cost (including commission) for unrealized P&L. FIFO replay skips same-day buy lots when matching sells. Co-authored-by: Cursor <cursoragent@cursor.com>
Use format_trade_at (Asia/Shanghai) for close-day trade operations and ledger summary lines instead of slicing UTC ISO timestamps. Co-authored-by: Cursor <cursoragent@cursor.com>
When portfolio.json cash drifts from morning baseline + ledger net flow, close summary and symbol_runner now use ledger-implied cash so daily PnL is not inflated by phantom cash. close_code_review auto_fix applies the same correction; tests mock empty ledger by default. Co-authored-by: Cursor <cursoragent@cursor.com>
Use end_total - start_total as the authoritative daily_pnl; decompose with stock_mv_delta and cash_delta instead of summing per-holding day_pnl plus cash. Update close card copy and tests for trade/capital scenarios. Co-authored-by: Cursor <cursoragent@cursor.com>
Close schedule run failed because symbol_runner imported the helper from snapshot_builder; it lives in symbols.py. Co-authored-by: Cursor <cursoragent@cursor.com>
Close cards no longer trust wrong ledger stored realized_pnl (often commission-only). Annotate day trades with FIFO replay using morning baseline costs; backfill uses morning baseline instead of current portfolio. Co-authored-by: Cursor <cursoragent@cursor.com>
Stamp FIFO realized_pnl onto portfolio_actions at ledger append time; enrich missing fields when rendering intraday 调仓操作 lines; fallback sell holding_cost to morning baseline; show realized on apply markdown. Co-authored-by: Cursor <cursoragent@cursor.com>
Do not let current merged portfolio cost overwrite morning baseline when seeding FIFO for intraday/ledger realized PnL. Co-authored-by: Cursor <cursoragent@cursor.com>
Add 12:30 midday macro/Lookback refresh, force bypass for non-trading cron runs, and Kronos hold-out backtest CLI. Enable Team-First defaults, StrategyOptimizer Sharpe parity, weekly experience dedupe by symbol, and two-worker parallel intraday with deterministic narrative cards. Includes supervisor counter-thesis LLM, plugin pipeline, intent cache, watchlist intel, xueqiu enhancements, and expanded test coverage. Co-authored-by: Cursor <cursoragent@cursor.com>
Remove evolved pnl_overview sell-ratio keys from static settings, expect midday cron in schedule tests, isolate harness audit windows from runtime dates, and bypass harness position caps in portfolio tests. Co-authored-by: Cursor <cursoragent@cursor.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
No description provided.