diff --git a/README.md b/README.md index 8ad0e577..2df9642b 100644 --- a/README.md +++ b/README.md @@ -12,6 +12,8 @@ English | [简体中文](README.zh-CN.md) > Investing involves risk. This project does not provide investment advice and is for education, research, and engineering review only. +The pinned HK strategy policy has no selectable profiles. New selection of `hk_global_etf_tactical_rotation` and `hk_low_vol_dividend_quality_snapshot` is rejected, including dry-run switch plans. Historical catalog metadata and adapters remain available. US strategy pins and existing deployment configuration are unchanged. + ## QSL architecture role - **Layer**: `runtime-platform`. diff --git a/README.zh-CN.md b/README.zh-CN.md index d6f0a847..021c2d96 100644 --- a/README.zh-CN.md +++ b/README.zh-CN.md @@ -10,6 +10,8 @@ LongBridge 兼容的券商连接执行，并在真实下单前经过区域化的 > 投资有风险。本项目不构成投资建议，仅用于学习、研究和工程审阅。 +固定依赖中的港股策略政策已无可选策略。`hk_global_etf_tactical_rotation` 和 `hk_low_vol_dividend_quality_snapshot` 均拒绝新选择，包括 dry-run 切换计划；历史策略元数据和适配器仍保留。美股策略版本及现有部署配置不变。 + ## QSL 架构角色 - **层级**：`执行平台`。 diff --git a/pyproject.toml b/pyproject.toml index 4ef7834a..44b3876f 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -20,7 +20,7 @@ dependencies = [ "longport==3.0.23", "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@350dd38ece0952beef096893a7dcf8ae3871609a", "us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@8412d8338879f335ef8830678c2733e02e53e7c7", - "hk-equity-strategies @ git+https://github.com/QuantStrategyLab/HkEquityStrategies.git@cc3045689ae9d76eb97b9e1aa3b8fb6288ee1bcc", + "hk-equity-strategies @ git+https://github.com/QuantStrategyLab/HkEquityStrategies.git@fe0c32e09d454ca4388c3372bf3874097b1bbaf0", ] [project.optional-dependencies] diff --git a/scripts/run_hk_notification_canary.py b/scripts/run_hk_notification_canary.py index d3face7c..2a8be2e1 100644 --- a/scripts/run_hk_notification_canary.py +++ b/scripts/run_hk_notification_canary.py @@ -31,7 +31,8 @@ _validate_image_only_source, ) from application.runtime_target_manifest import load_runtime_target_manifest -from strategy_registry import LONGBRIDGE_PLATFORM, resolve_strategy_definition +from hk_equity_strategies import get_strategy_definition +from strategy_registry import LONGBRIDGE_PLATFORM BASE_APPLICATION_SHA = "922f338fea7c46391b50bb8316ac88154596916f" @@ -486,9 +487,12 @@ def _runtime_target(env: Mapping[str, str], *, service: str) -> Mapping[str, Any if not isinstance(profile, str) or not profile or profile.strip() != profile: raise _stop("runtime_target_mismatch") try: - canonical_profile = resolve_strategy_definition( - profile, platform_id=LONGBRIDGE_PLATFORM - ).profile + # Inspect an already-disabled historical target, not a new selection. + # The disabled/paper/dry-run and source/configuration gates still apply. + definition = get_strategy_definition(profile) + if LONGBRIDGE_PLATFORM not in definition.supported_platforms: + raise ValueError("Unsupported historical HK profile") + canonical_profile = definition.profile except (TypeError, ValueError): raise _stop("runtime_target_mismatch") from None selector = target.get("account_selector") diff --git a/tests/test_hk_notification_canary.py b/tests/test_hk_notification_canary.py index 936b00c9..bf3cbc64 100644 --- a/tests/test_hk_notification_canary.py +++ b/tests/test_hk_notification_canary.py @@ -170,7 +170,7 @@ def test_preconditions_accept_both_existing_hk_selector_shapes(selector): ] -def test_preconditions_accept_legal_native_profile_when_old_and_service_match(): +def test_preconditions_accept_retired_native_profile_when_old_and_service_match(): profile = "hk_low_vol_dividend_quality_snapshot" selected, contract, _ = canary.validate_canary_preconditions( service=_service(profile=profile), @@ -232,6 +232,8 @@ def test_preconditions_reject_old_revision_profile_or_config_drift(drift): [ ("", ""), ("unsupported_profile", "unsupported_profile"), + ("global_etf_rotation", "global_etf_rotation"), + ("hk_equity_combo", "hk_equity_combo"), ("hk_low_vol_dividend_quality_snapshot", DEFAULT_PROFILE), ], ) @@ -1120,3 +1122,21 @@ def test_pause_failure_does_not_mask_terminal_observation_failure( assert state["run_count"] == 1 assert state["uri_restores"] == 0 assert state["traffic_restores"] == 0 + + +@pytest.mark.parametrize("profile", [DEFAULT_PROFILE, "hk_low_vol_dividend_quality_snapshot"]) +@pytest.mark.parametrize("unsafe_field", ["enabled", "live", "target_not_dry_run", "environment_not_dry_run"]) +def test_retired_target_inspection_preserves_disabled_paper_guards(profile, unsafe_field): + env = _runtime_env("HK", profile) + target = json.loads(env["RUNTIME_TARGET_JSON"]) + if unsafe_field == "enabled": + env["RUNTIME_TARGET_ENABLED"] = "true" + elif unsafe_field == "live": + target["execution_mode"] = "live" + elif unsafe_field == "target_not_dry_run": + target["dry_run_only"] = False + else: + env["LONGBRIDGE_DRY_RUN_ONLY"] = "false" + env["RUNTIME_TARGET_JSON"] = json.dumps(target) + with pytest.raises(canary.CanaryError, match="runtime_target_mismatch"): + canary._runtime_target(env, service=SERVICE) diff --git a/tests/test_runtime_config_support.py b/tests/test_runtime_config_support.py index ab7ec6e3..87ac0b7f 100644 --- a/tests/test_runtime_config_support.py +++ b/tests/test_runtime_config_support.py @@ -65,14 +65,10 @@ } ) OPTIONAL_LONGBRIDGE_PROFILES = frozenset({"global_etf_confidence_vol_gate"}) -HK_RUNTIME_ENABLED_PROFILES = frozenset( +HK_DISABLED_PROFILES = frozenset( { "hk_global_etf_tactical_rotation", "hk_low_vol_dividend_quality_snapshot", - } -) -HK_DISABLED_PROFILES = frozenset( - { "hk_dividend_gold_defensive_rotation", "hk_blue_chip_leader_rotation", "hk_index_mean_reversion", @@ -83,7 +79,7 @@ def expected_longbridge_enabled_profiles(actual_profiles) -> frozenset[str]: actual = frozenset(actual_profiles) - return BASE_LONGBRIDGE_PROFILES | HK_RUNTIME_ENABLED_PROFILES | (OPTIONAL_LONGBRIDGE_PROFILES & actual) + return BASE_LONGBRIDGE_PROFILES | (OPTIONAL_LONGBRIDGE_PROFILES & actual) def expected_longbridge_profiles(actual_profiles) -> frozenset[str]: @@ -758,18 +754,6 @@ def test_platform_profile_status_matrix_matches_current_longbridge_rollout(self) by_profile["russell_top50_leader_rotation"]["display_name"], "Russell Top50 Leader Rotation", ) - self.assertEqual( - by_profile["hk_global_etf_tactical_rotation"], - { - "canonical_profile": "hk_global_etf_tactical_rotation", - "display_name": "HK Global ETF Tactical Rotation", - "display_name_zh": "港股ETF战术轮动", - "domain": "hk_equity", - "eligible": True, - "enabled": True, - "platform": "longbridge", - }, - ) for profile in HK_DISABLED_PROFILES: self.assertNotIn(profile, by_profile) @@ -805,31 +789,15 @@ def test_rejects_disabled_hk_profiles(self): with self.assertRaisesRegex(ValueError, "Unsupported STRATEGY_PROFILE"): load_platform_runtime_settings(project_id_resolver=lambda: "project-1") - def test_accepts_runtime_enabled_hk_profiles(self): - expected_names = { - "hk_global_etf_tactical_rotation": "HK Global ETF Tactical Rotation", - } - for profile, display_name in expected_names.items(): + def test_rejects_retired_hk_profiles_without_snapshot_inputs(self): + for profile in ("hk_global_etf_tactical_rotation", "hk_low_vol_dividend_quality_snapshot"): with self.subTest(profile=profile): - with patch.dict( - os.environ, - { - "RUNTIME_TARGET_JSON": runtime_target_json(profile), - "ACCOUNT_REGION": "HK", - }, - clear=True, - ): - settings = load_platform_runtime_settings(project_id_resolver=lambda: "project-1") - - self.assertEqual(settings.strategy_profile, profile) - self.assertEqual(settings.strategy_display_name, display_name) - self.assertEqual(settings.strategy_domain, "hk_equity") - self.assertIsNotNone(settings.strategy_metadata) - self.assertEqual(settings.market, HK_MARKET) - self.assertEqual(settings.market_calendar, HK_MARKET_CALENDAR) - self.assertEqual(settings.market_timezone, HK_MARKET_TIMEZONE) - self.assertEqual(settings.symbol_suffix, HK_SYMBOL_SUFFIX) - self.assertEqual(settings.trading_currency, HK_TRADING_CURRENCY) + with patch.dict(os.environ, { + "RUNTIME_TARGET_JSON": runtime_target_json(profile), + "ACCOUNT_REGION": "HK", + }, clear=True): + with self.assertRaisesRegex(ValueError, "Unsupported STRATEGY_PROFILE"): + load_platform_runtime_settings(project_id_resolver=lambda: "project-1") def test_derives_feature_snapshot_paths_from_artifact_root(self): with TemporaryDirectory() as tmp_dir: @@ -905,17 +873,8 @@ def test_print_strategy_profile_status_json_matches_registry(self): "hk_dividend_gold_defensive_rotation", ): self.assertNotIn(profile, by_profile) - for profile in HK_RUNTIME_ENABLED_PROFILES - {"hk_low_vol_dividend_quality_snapshot"}: - self.assertEqual(by_profile[profile]["profile_group"], "direct_runtime_inputs") - self.assertEqual(by_profile[profile]["input_mode"], "market_history") - self.assertFalse(by_profile[profile]["requires_snapshot_artifacts"]) - self.assertFalse(by_profile[profile]["requires_snapshot_manifest_path"]) - self.assertFalse(by_profile[profile]["requires_strategy_config_path"]) - self.assertEqual(by_profile["hk_low_vol_dividend_quality_snapshot"]["profile_group"], "snapshot_backed") - self.assertEqual(by_profile["hk_low_vol_dividend_quality_snapshot"]["input_mode"], "feature_snapshot") - self.assertTrue(by_profile["hk_low_vol_dividend_quality_snapshot"]["requires_snapshot_artifacts"]) - self.assertTrue(by_profile["hk_low_vol_dividend_quality_snapshot"]["requires_snapshot_manifest_path"]) - self.assertFalse(by_profile["hk_low_vol_dividend_quality_snapshot"]["requires_strategy_config_path"]) + for profile in HK_DISABLED_PROFILES: + self.assertNotIn(profile, by_profile) def test_print_strategy_profile_status_table_contains_expected_headers(self): result = subprocess.run( @@ -933,10 +892,10 @@ def test_print_strategy_profile_status_table_contains_expected_headers(self): self.assertIn("requires_snapshot_artifacts", result.stdout) self.assertIn("soxl_soxx_trend_income", result.stdout) self.assertIn("global_etf_rotation", result.stdout) - self.assertIn("hk_global_etf_tactical_rotation", result.stdout) + self.assertNotIn("hk_global_etf_tactical_rotation", result.stdout) self.assertNotIn("hk_dividend_gold_defensive_rotation", result.stdout) self.assertIn("Global ETF Rotation", result.stdout) - self.assertIn("HK Global ETF Tactical Rotation", result.stdout) + self.assertNotIn("HK Global ETF Tactical Rotation", result.stdout) self.assertNotIn("HK Dividend-Gold Defensive Rotation", result.stdout) self.assertIn("Russell Top50 Leader Rotation", result.stdout) self.assertIn("罗素Top50领涨", result.stdout) @@ -1004,78 +963,14 @@ def test_print_strategy_switch_env_plan_for_global_etf_rotation(self): self.assertIn("LONGBRIDGE_TRADING_CURRENCY", plan["optional_env"]) self.assertNotIn("LONGBRIDGE_FEATURE_SNAPSHOT_PATH", plan["remove_if_present"]) - def test_print_strategy_switch_env_plan_for_hk_global_etf_dry_run(self): + def test_print_strategy_switch_env_plan_rejects_retired_hk_global_etf_dry_run(self): result = subprocess.run( - [ - sys.executable, - str(SWITCH_PLAN_SCRIPT_PATH), - "--profile", - "hk_global_etf_tactical_rotation", - "--account-region", - "hk", - "--dry-run-only", - "--deployment-selector", - "hk-verify", - "--account-scope", - "hk-verify", - "--service-name", - "longbridge-quant-hk-verify-service", - "--json", - ], - check=True, - capture_output=True, - text=True, - ) - - plan = json.loads(result.stdout) - self.assertEqual(plan["platform"], "longbridge") - self.assertEqual(plan["canonical_profile"], "hk_global_etf_tactical_rotation") - self.assertEqual(plan["domain"], HK_EQUITY_DOMAIN) - self.assertEqual(plan["set_env"]["ACCOUNT_REGION"], "HK") - self.assertEqual(plan["set_env"]["ACCOUNT_PREFIX"], "HK") - self.assertEqual(plan["set_env"]["LONGBRIDGE_DRY_RUN_ONLY"], "true") - self.assertEqual(plan["set_env"]["LONGBRIDGE_MARKET"], HK_MARKET) - self.assertEqual(plan["set_env"]["LONGBRIDGE_MARKET_CALENDAR"], HK_MARKET_CALENDAR) - self.assertEqual(plan["set_env"]["LONGBRIDGE_MARKET_TIMEZONE"], HK_MARKET_TIMEZONE) - self.assertEqual(plan["set_env"]["LONGBRIDGE_SYMBOL_SUFFIX"], HK_SYMBOL_SUFFIX) - self.assertEqual(plan["set_env"]["LONGBRIDGE_TRADING_CURRENCY"], HK_TRADING_CURRENCY) - self.assertTrue(plan["runtime_target"]["dry_run_only"]) - self.assertEqual(plan["runtime_target"]["execution_mode"], "paper") - self.assertEqual(plan["runtime_target"]["deployment_selector"], "hk-verify") - self.assertEqual(plan["runtime_target"]["account_scope"], "hk-verify") - self.assertEqual(plan["runtime_target"]["service_name"], "longbridge-quant-hk-verify-service") - runtime_target_env = json.loads(plan["set_env"]["RUNTIME_TARGET_JSON"]) - self.assertTrue(runtime_target_env["dry_run_only"]) - self.assertEqual(runtime_target_env["execution_mode"], "paper") - self.assertEqual(plan["profile_group"], "direct_runtime_inputs") - self.assertEqual(plan["input_mode"], "market_history") - self.assertFalse(plan["requires_snapshot_artifacts"]) - self.assertIn("LONGBRIDGE_FEATURE_SNAPSHOT_PATH", plan["remove_if_present"]) - self.assertTrue(plan["dry_run_plan"]["dry_run_only"]) - self.assertTrue(plan["dry_run_plan"]["verify_only"]) - self.assertEqual( - plan["dry_run_plan"]["workflow_dispatch"], - { - "workflow": "sync-cloud-run-env.yml", - "target": "hk-verify", - "cloud_run_service": "longbridge-quant-hk-verify-service", - "deploy_image": True, - "sync_env": True, - }, - ) - self.assertTrue(any("lot-size" in check for check in plan["dry_run_plan"]["checks"])) - self.assertFalse( - any( - "Cloud Run" in action and "deploy" in action - for action in plan["dry_run_plan"]["blocked_actions"] - ) - ) - self.assertTrue( - any( - "live" in action and "orders" in action - for action in plan["dry_run_plan"]["blocked_actions"] - ) + [sys.executable, str(SWITCH_PLAN_SCRIPT_PATH), "--profile", + "hk_global_etf_tactical_rotation", "--dry-run-only", "--json"], + check=False, capture_output=True, text=True, ) + self.assertNotEqual(result.returncode, 0) + self.assertIn("Unsupported STRATEGY_PROFILE", result.stderr) def test_print_strategy_switch_env_plan_rejects_retired_russell_defensive(self): result = subprocess.run( @@ -1145,40 +1040,14 @@ def test_print_strategy_switch_env_plan_for_mega_cap_top50_balanced(self): "russell_top50_leader_rotation_feature_snapshot_latest.csv", ) - def test_print_strategy_switch_env_plan_for_hk_low_vol_dividend_quality_snapshot(self): + def test_print_strategy_switch_env_plan_rejects_retired_hk_low_vol_dividend_quality_snapshot(self): result = subprocess.run( - [ - sys.executable, - str(SWITCH_PLAN_SCRIPT_PATH), - "--profile", - "hk_low_vol_dividend_quality_snapshot", - "--account-region", - "hk", - "--dry-run-only", - "--json", - ], - check=True, - capture_output=True, - text=True, - ) - - plan = json.loads(result.stdout) - self.assertEqual(plan["canonical_profile"], "hk_low_vol_dividend_quality_snapshot") - self.assertTrue(plan["enabled"]) - self.assertEqual(plan["profile_group"], "snapshot_backed") - self.assertEqual(plan["input_mode"], "feature_snapshot") - self.assertEqual(plan["snapshot_contract_version"], "hk_low_vol_dividend_quality_snapshot.factor_snapshot.v1") - self.assertEqual(plan["set_env"]["LONGBRIDGE_DRY_RUN_ONLY"], "true") - self.assertEqual(plan["set_env"]["LONGBRIDGE_FEATURE_SNAPSHOT_PATH"], "") - self.assertEqual(plan["set_env"]["LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH"], "") - self.assertEqual( - plan["hints"]["feature_snapshot_filename"], - "hk_low_vol_dividend_quality_snapshot_factor_snapshot_latest.csv", - ) - self.assertEqual( - plan["hints"]["feature_snapshot_manifest_filename"], - "hk_low_vol_dividend_quality_snapshot_factor_snapshot_latest.csv.manifest.json", + [sys.executable, str(SWITCH_PLAN_SCRIPT_PATH), "--profile", + "hk_low_vol_dividend_quality_snapshot", "--dry-run-only", "--json"], + check=False, capture_output=True, text=True, ) + self.assertNotEqual(result.returncode, 0) + self.assertIn("Unsupported STRATEGY_PROFILE", result.stderr) def test_print_strategy_switch_env_plan_rejects_hk_disabled_profiles(self): for profile in sorted(HK_DISABLED_PROFILES): diff --git a/tests/test_strategy_retirement_policy.py b/tests/test_strategy_retirement_policy.py new file mode 100644 index 00000000..dcde5aff --- /dev/null +++ b/tests/test_strategy_retirement_policy.py @@ -0,0 +1,36 @@ +"""Retired profiles remain readable but cannot be selected by the platform.""" + +import pytest + +from hk_equity_strategies import get_platform_runtime_adapter, get_strategy_catalog +from strategy_loader import load_strategy_definition +from strategy_registry import get_supported_profiles_for_platform, resolve_strategy_definition + + +RETIRED_PROFILES = ('hk_global_etf_tactical_rotation', 'hk_low_vol_dividend_quality_snapshot') + + +@pytest.mark.parametrize("profile", RETIRED_PROFILES) +def test_retired_profiles_are_not_selectable(profile): + assert profile not in get_supported_profiles_for_platform("longbridge") + with pytest.raises(ValueError, match="Unsupported STRATEGY_PROFILE"): + resolve_strategy_definition(profile, platform_id="longbridge") + with pytest.raises(ValueError, match="Unsupported STRATEGY_PROFILE"): + load_strategy_definition(profile) + + +@pytest.mark.parametrize("profile", RETIRED_PROFILES) +def test_retired_profile_aliases_are_not_selectable(profile): + catalog = get_strategy_catalog() + for alias, canonical in catalog.profile_aliases.items(): + if canonical == profile: + with pytest.raises(ValueError, match="Unsupported STRATEGY_PROFILE"): + resolve_strategy_definition(alias, platform_id="longbridge") + + +@pytest.mark.parametrize("profile", RETIRED_PROFILES) +def test_retired_profile_history_and_adapters_remain_available(profile): + catalog = get_strategy_catalog() + assert profile in catalog.definitions + assert profile in catalog.metadata + assert get_platform_runtime_adapter(profile, platform_id="longbridge") is not None diff --git a/uv.lock b/uv.lock index 06508b61..c0561ff4 100644 --- a/uv.lock +++ b/uv.lock @@ -1,5 +1,5 @@ version = 1 -revision = 5 +revision = 3 requires-python = ">=3.11" resolution-markers = [ "python_full_version >= '3.14' and sys_platform == 'win32'", @@ -632,7 +632,7 @@ wheels = [ [[package]] name = "hk-equity-strategies" version = "0.4.7" -source = { git = "https://github.com/QuantStrategyLab/HkEquityStrategies.git?rev=cc3045689ae9d76eb97b9e1aa3b8fb6288ee1bcc#cc3045689ae9d76eb97b9e1aa3b8fb6288ee1bcc" } +source = { git = "https://github.com/QuantStrategyLab/HkEquityStrategies.git?rev=fe0c32e09d454ca4388c3372bf3874097b1bbaf0#fe0c32e09d454ca4388c3372bf3874097b1bbaf0" } dependencies = [ { name = "pandas" }, { name = "quant-platform-kit" }, @@ -720,7 +720,7 @@ requires-dist = [ { name = "google-cloud-secret-manager" }, { name = "google-cloud-storage" }, { name = "gunicorn" }, - { name = "hk-equity-strategies", git = "https://github.com/QuantStrategyLab/HkEquityStrategies.git?rev=cc3045689ae9d76eb97b9e1aa3b8fb6288ee1bcc" }, + { name = "hk-equity-strategies", git = "https://github.com/QuantStrategyLab/HkEquityStrategies.git?rev=fe0c32e09d454ca4388c3372bf3874097b1bbaf0" }, { name = "longport", specifier = "==3.0.23" }, { name = "pandas" }, { name = "pandas-market-calendars" },