fix: propagate CN strategy retirement policy

.env.example

@@ -2,7 +2,8 @@ QMT_DRY_RUN_ONLY=true
 QMT_EXECUTION_MODE=dry_run
 # Required only by: python3 scripts/preflight_qmt_runtime.py --paper-admission
 # QMT_PAPER_ADMISSION_INPUT_SHA256=<frozen SHA-256 of QMT_MARKET_HISTORY_PATH>
-STRATEGY_PROFILE=cn_industry_etf_rotation
+# No profiles are currently selectable; retained historical example only.
+# STRATEGY_PROFILE=cn_industry_etf_rotation
 ACCOUNT_PREFIX=QMT
 ACCOUNT_REGION=CN
 QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv

README.md

@@ -6,7 +6,7 @@ A-share quant platform layer for miniQMT / QMT, built on `QuantPlatformKit` and
 
 ## Status
 
-Experimental. The current implementation evaluates strategies offline and previews orders. This project is not financial advice and does not guarantee any trading result.
+Experimental. The pinned CN policy has no selectable runtime profiles. Retired profiles are rejected before offline evaluation or order preview; historical catalog metadata and adapters remain available. This project is not financial advice and does not guarantee any trading result.
 
 ## What this is
 
@@ -24,30 +24,10 @@ Requirements: Python 3.11 or later and Git. Run these commands from the reposito
 python3 -m pip install -e '.[test]'
 python3 -m pytest -q tests
 
-unset RUNTIME_TARGET_JSON
-export STRATEGY_PROFILE=cn_industry_etf_rotation
-export QMT_DRY_RUN_ONLY=true
-export QMT_EXECUTION_MODE=dry_run
-export QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv
-
-python3 scripts/preflight_qmt_runtime.py
 python3 main.py
 ```
 
-In another terminal, query the local service:
-
-```bash
-curl http://127.0.0.1:8080/probe
-curl http://127.0.0.1:8080/profiles
-curl http://127.0.0.1:8080/dry-run
-```
-
-The fixture-backed smoke scripts run a local strategy cycle without starting the HTTP service:
-
-```bash
-python3 scripts/smoke_cn_industry_etf_rotation_dry_run_e2e.py
-python3 scripts/smoke_cn_industry_etf_rotation_aggressive_dry_run_e2e.py
-```
+Query `GET /profiles` to inspect the disabled historical profiles. No profile can currently pass preflight or run through `/dry-run`. The retained industry ETF smoke scripts reject their retired profiles under this policy.
 
 ## Configuration
 
@@ -63,20 +43,13 @@ Use [`.env.example`](.env.example) as the dry-run configuration reference. Expor
 | `RUNTIME_TARGET_JSON` | No | none | JSON runtime target from `QuantRuntimeSettings`; takes precedence over `STRATEGY_PROFILE`. |
 | `PORT` | No | `8080` | HTTP port; the Flask entrypoint binds to `0.0.0.0`. |
 
-## Supported dry-run profiles
-
-| Profile | Input mode | Role |
-|---|---|---|
-| `cn_industry_etf_rotation` | `market_history` | Primary profile. |
-| `cn_industry_etf_rotation_aggressive` | `market_history` | Optional profile with a 25% volatility target. |
-
-Set `STRATEGY_PROFILE=cn_industry_etf_rotation_aggressive` to select the optional profile when `RUNTIME_TARGET_JSON` is unset. The QMT target layout is documented in [QuantRuntimeSettings](https://github.com/QuantStrategyLab/QuantRuntimeSettings/blob/main/examples/targets/qmt/README.md).
+## Retired profiles
 
-Profile availability follows the `CnEquityStrategies` catalog and QMT rollout allowlist. Research-only profiles such as `cn_dividend_quality_snapshot` and `cn_index_etf_tactical_rotation` are rejected by the QMT runtime policy.
+`cn_industry_etf_rotation` and `cn_industry_etf_rotation_aggressive` are no longer selectable, including through aliases, environment configuration or `RUNTIME_TARGET_JSON`. The QMT rollout allowlist is empty. Historical definitions and adapters remain available for reading and isolated contract tests; they do not grant runtime selection.
 
 ## Offline paper admission
 
-`--paper-admission` checks a local configuration and fixed input file. It requires `QMT_EXECUTION_MODE=paper`, `QMT_DRY_RUN_ONLY=true`, and a pre-recorded SHA-256 digest matching `QMT_MARKET_HISTORY_PATH`.
+`--paper-admission` currently rejects retired profiles at configuration validation. The retained checks below describe the offline contract for an eligible profile. The command checks a local configuration and fixed input file. It requires `QMT_EXECUTION_MODE=paper`, `QMT_DRY_RUN_ONLY=true`, and a pre-recorded SHA-256 digest matching `QMT_MARKET_HISTORY_PATH`.
 
 After configuring the profile and input path, replace `<expected-sha256>` with that recorded digest:
 
@@ -91,7 +64,7 @@ The command loads the strategy contract and hashes the local input. It does not
 
 ## Disabled-target lifecycle validation
 
-The weekday `Runtime Target Lifecycle` workflow runs deterministic preflight and a fixture-backed dry-run for a fixed disabled target. It publishes `disabled` / `dry_run` status. A completed cycle whose target weights are empty because of the risk gate is a successful no-order check; a preflight or dry-run failure is reported as `attention`. These reports do not change target settings, establish a broker connection, or submit orders.
+With the current empty allowlist, the retained industry ETF target fails preflight and is reported as `attention`. The weekday `Runtime Target Lifecycle` workflow runs deterministic preflight and a fixture-backed dry-run for a fixed disabled target. It publishes `disabled` / `dry_run` status. A completed cycle whose target weights are empty because of the risk gate is a successful no-order check; a preflight or dry-run failure is reported as `attention`. These reports do not change target settings, establish a broker connection, or submit orders.
 
 ## HTTP endpoints
 

README.zh-CN.md

@@ -6,7 +6,7 @@
 
 ## 状态
 
-实验性项目。当前实现离线评估策略并预览订单。本项目不构成投资建议，也不保证任何交易结果。
+实验性项目。固定依赖中的 A 股政策已无可选运行策略；退役策略会在离线评估或订单预览之前被拒绝，历史策略元数据和适配器仍保留。本项目不构成投资建议，也不保证任何交易结果。
 
 ## 简介
 
@@ -24,30 +24,10 @@ QmtPlatform 提供 QMT 平台集成层。它从 `CnEquityStrategies` 加载策
 python3 -m pip install -e '.[test]'
 python3 -m pytest -q tests
 
-unset RUNTIME_TARGET_JSON
-export STRATEGY_PROFILE=cn_industry_etf_rotation
-export QMT_DRY_RUN_ONLY=true
-export QMT_EXECUTION_MODE=dry_run
-export QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv
-
-python3 scripts/preflight_qmt_runtime.py
 python3 main.py
 ```
 
-在另一个终端查询本地服务：
-
-```bash
-curl http://127.0.0.1:8080/probe
-curl http://127.0.0.1:8080/profiles
-curl http://127.0.0.1:8080/dry-run
-```
-
-以下 smoke 脚本使用固定样本运行本地策略周期，无需启动 HTTP 服务：
-
-```bash
-python3 scripts/smoke_cn_industry_etf_rotation_dry_run_e2e.py
-python3 scripts/smoke_cn_industry_etf_rotation_aggressive_dry_run_e2e.py
-```
+通过 `GET /profiles` 查看已停用的历史策略。目前没有策略能通过预检或运行 `/dry-run`；保留的行业 ETF smoke 脚本也会因策略退役而拒绝运行。
 
 ## 配置
 
@@ -63,20 +43,13 @@ python3 scripts/smoke_cn_industry_etf_rotation_aggressive_dry_run_e2e.py
 | `RUNTIME_TARGET_JSON` | 否 | 无 | 来自 `QuantRuntimeSettings` 的 JSON 运行目标；优先于 `STRATEGY_PROFILE`。 |
 | `PORT` | 否 | `8080` | HTTP 端口；Flask 入口绑定 `0.0.0.0`。 |
 
-## 支持的 dry-run 策略
-
-| 策略配置 | 输入模式 | 用途 |
-|---|---|---|
-| `cn_industry_etf_rotation` | `market_history` | 主要策略。 |
-| `cn_industry_etf_rotation_aggressive` | `market_history` | 可选策略，目标波动率为 25%。 |
-
-未设置 `RUNTIME_TARGET_JSON` 时，可通过 `STRATEGY_PROFILE=cn_industry_etf_rotation_aggressive` 选择可选策略。QMT 运行目标结构见 [QuantRuntimeSettings](https://github.com/QuantStrategyLab/QuantRuntimeSettings/blob/main/examples/targets/qmt/README.md)。
+## 已退役策略
 
-可用策略由 `CnEquityStrategies` 的策略目录和 QMT 启用清单决定。QMT 运行配置不接受 `cn_dividend_quality_snapshot`、`cn_index_etf_tactical_rotation` 等仅供研究的策略配置。
+`cn_industry_etf_rotation` 和 `cn_industry_etf_rotation_aggressive` 均不可再选择，包括别名、环境变量及 `RUNTIME_TARGET_JSON` 入口。QMT 运行允许清单为空。历史定义和适配器供读取及隔离的契约测试使用，不赋予运行选择资格。
 
 ## 离线 paper-admission 检查
 
-`--paper-admission` 检查本地配置和固定输入文件。它要求 `QMT_EXECUTION_MODE=paper`、`QMT_DRY_RUN_ONLY=true`，且预先记录的 SHA-256 摘要与 `QMT_MARKET_HISTORY_PATH` 一致。
+`--paper-admission` 目前会在配置检查时拒绝退役策略。下面保留的是具备选择资格时的离线检查契约：检查本地配置和固定输入文件。它要求 `QMT_EXECUTION_MODE=paper`、`QMT_DRY_RUN_ONLY=true`，且预先记录的 SHA-256 摘要与 `QMT_MARKET_HISTORY_PATH` 一致。
 
 配置策略和输入路径后，将 `<expected-sha256>` 替换为预先记录的摘要：
 
@@ -91,7 +64,7 @@ python3 scripts/preflight_qmt_runtime.py --paper-admission
 
 ## 已停用目标的生命周期验证
 
-工作日运行的 `Runtime Target Lifecycle` 工作流为固定的已停用目标执行确定性预检和基于样本的 dry-run，并发布 `disabled` / `dry_run` 状态。若周期已完成，但风控检查使目标权重为空，视为成功完成无订单检查；预检或 dry-run 失败则报告为 `attention`。这些报告不会修改目标设置、建立券商连接或提交订单。
+当前允许清单为空，保留的行业 ETF 目标会在预检失败并报告为 `attention`。工作日运行的 `Runtime Target Lifecycle` 工作流为固定的已停用目标执行确定性预检和基于样本的 dry-run，并发布 `disabled` / `dry_run` 状态。若周期已完成，但风控检查使目标权重为空，视为成功完成无订单检查；预检或 dry-run 失败则报告为 `attention`。这些报告不会修改目标设置、建立券商连接或提交订单。
 
 ## HTTP 接口
 

pyproject.toml

@@ -13,8 +13,8 @@ authors = [{ name = "QuantStrategyLab" }]
 dependencies = [
   "flask>=3.0",
   "pandas>=2.0",
-  "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@7f140f07ac89f0b4b88347a903906825dde11c39",
-  "cn-equity-strategies @ git+https://github.com/QuantStrategyLab/CnEquityStrategies.git@3ed1bfb5c2d481f96b941c3d5299d477ccded734",
+  "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@f6f2079f6b53d3cbb3b72bdcc5c2476ed8f170f1",
+  "cn-equity-strategies @ git+https://github.com/QuantStrategyLab/CnEquityStrategies.git@29b6cb74464ddb01874a9b3390dd56d19d5860af",
 ]
 
 [project.optional-dependencies]

tests/conftest.py

@@ -36,3 +36,22 @@ def market_history_csv(tmp_path) -> str:
     path = tmp_path / "market_history.csv"
     frame.to_csv(path, index=False)
     return str(path)
+
+
+@pytest.fixture
+def historical_strategy_policy(monkeypatch):
+    """Exercise retained offline contracts under an explicit historical policy.
+
+    Opt in only for tests of risk/preflight behavior below profile selection.
+    Retirement entrypoint tests use the real empty policy.
+    """
+    from dataclasses import replace
+    import strategy_registry
+
+    monkeypatch.setattr(
+        strategy_registry,
+        "PLATFORM_POLICY",
+        replace(strategy_registry.PLATFORM_POLICY, enabled_profiles=frozenset({
+            "cn_industry_etf_rotation", "cn_industry_etf_rotation_aggressive",
+        })),
+    )

tests/test_dry_run_cycle.py

@@ -10,28 +10,21 @@
 from strategy_registry import QMT_PLATFORM, PLATFORM_POLICY, get_enabled_profiles_for_platform
 
 
-def test_qmt_enabled_profiles_include_primary_runtime_strategies():
-    profiles = get_enabled_profiles_for_platform(QMT_PLATFORM, policy=PLATFORM_POLICY)
-    assert profiles == frozenset(
-        {
-            CN_INDUSTRY_ETF_ROTATION_PROFILE,
-            CN_INDUSTRY_ETF_ROTATION_AGGRESSIVE_PROFILE,
-        }
-    )
+def test_qmt_enabled_profiles_are_empty_after_retirement():
+    assert get_enabled_profiles_for_platform(QMT_PLATFORM, policy=PLATFORM_POLICY) == frozenset()
 
 
-def test_load_platform_runtime_settings_from_env(monkeypatch: pytest.MonkeyPatch, market_history_csv: str):
-    monkeypatch.setenv("STRATEGY_PROFILE", CN_INDUSTRY_ETF_ROTATION_PROFILE)
+@pytest.mark.parametrize("profile", [CN_INDUSTRY_ETF_ROTATION_PROFILE, CN_INDUSTRY_ETF_ROTATION_AGGRESSIVE_PROFILE])
+def test_load_platform_runtime_settings_rejects_retired_profiles(monkeypatch, market_history_csv, profile):
+    monkeypatch.setenv("STRATEGY_PROFILE", profile)
     monkeypatch.setenv("QMT_DRY_RUN_ONLY", "true")
     monkeypatch.setenv("QMT_MARKET_HISTORY_PATH", market_history_csv)
     monkeypatch.delenv("RUNTIME_TARGET_JSON", raising=False)
-
-    settings = load_platform_runtime_settings()
-    assert settings.strategy_profile == CN_INDUSTRY_ETF_ROTATION_PROFILE
-    assert settings.dry_run_only is True
-    assert settings.market_history_path == market_history_csv
+    with pytest.raises(ValueError, match="Unsupported STRATEGY_PROFILE"):
+        load_platform_runtime_settings()
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_dry_run_cycle_fails_closed_on_concentrated_target(
     monkeypatch: pytest.MonkeyPatch,
     market_history_csv: str,
@@ -65,6 +58,7 @@ def test_dry_run_cycle_fails_closed_on_concentrated_target(
     assert report["dry_run_only"] is True
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_aggressive_industry_profile_fails_closed_on_concentration(
     monkeypatch: pytest.MonkeyPatch,
     market_history_csv: str,

tests/test_main.py

@@ -14,7 +14,7 @@ def client(monkeypatch: pytest.MonkeyPatch, market_history_csv: str):
     return app.test_client()
 
 
-def test_probe_endpoint(client):
+def test_probe_endpoint(client, historical_strategy_policy):
     response = client.get("/probe")
     assert response.status_code == 200
     payload = response.get_json()
@@ -23,7 +23,7 @@ def test_probe_endpoint(client):
     assert payload["strategy_profile"] == "cn_industry_etf_rotation"
 
 
-def test_dry_run_endpoint(client):
+def test_dry_run_endpoint(client, historical_strategy_policy):
     response = client.get("/dry-run")
     assert response.status_code == 200
     payload = response.get_json()
@@ -32,3 +32,19 @@ def test_dry_run_endpoint(client):
     assert payload["order_previews"] == []
     assert payload["risk_flags"] == ["rejected:concentration"]
     assert payload["diagnostics"]["risk_gate"] == "REJECT"
+
+
+def test_retired_profile_cannot_run_through_http(client, monkeypatch):
+    import main
+
+    def unexpected_cycle(**kwargs):
+        pytest.fail("Retired profile reached the strategy cycle")
+
+    monkeypatch.setattr(main, "run_dry_run_cycle", unexpected_cycle)
+    assert client.get("/dry-run").status_code == 500
+
+
+def test_profiles_endpoint_has_no_enabled_profiles(client):
+    response = client.get("/profiles")
+    assert response.status_code == 200
+    assert not any(row["enabled"] for row in response.get_json()["profiles"])

tests/test_runtime_preflight.py

@@ -42,6 +42,7 @@ def _valid_e3_receipt() -> dict[str, object]:
     }
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_preflight_accepts_primary_dry_run_config(monkeypatch, market_history_csv: str):
     monkeypatch.setenv("STRATEGY_PROFILE", "cn_industry_etf_rotation")
     monkeypatch.setenv("QMT_DRY_RUN_ONLY", "true")
@@ -57,6 +58,7 @@ def test_preflight_accepts_primary_dry_run_config(monkeypatch, market_history_cs
     assert report.issues == ()
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_preflight_requires_market_history_for_direct_profile(monkeypatch):
     monkeypatch.setenv("STRATEGY_PROFILE", "cn_industry_etf_rotation")
     monkeypatch.setenv("QMT_DRY_RUN_ONLY", "true")
@@ -69,6 +71,7 @@ def test_preflight_requires_market_history_for_direct_profile(monkeypatch):
     assert _issue_codes(report) == {"missing_market_history"}
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_preflight_blocks_non_dry_run_config(monkeypatch, market_history_csv: str):
     monkeypatch.setenv("STRATEGY_PROFILE", "cn_industry_etf_rotation")
     monkeypatch.setenv("QMT_DRY_RUN_ONLY", "false")
@@ -81,6 +84,7 @@ def test_preflight_blocks_non_dry_run_config(monkeypatch, market_history_csv: st
     assert _issue_codes(report) == {"non_dry_run_blocked"}
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_paper_admission_requires_paper_mode_and_a_frozen_input_digest(monkeypatch, market_history_csv: str):
     monkeypatch.setenv("STRATEGY_PROFILE", "cn_industry_etf_rotation")
     monkeypatch.setenv("QMT_DRY_RUN_ONLY", "true")
@@ -101,6 +105,7 @@ def test_paper_admission_requires_paper_mode_and_a_frozen_input_digest(monkeypat
     assert report.to_payload() == run_preflight(paper_admission=True).to_payload()
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_paper_admission_rejects_live_mode_and_non_dry_run(monkeypatch, market_history_csv: str):
     monkeypatch.setenv("STRATEGY_PROFILE", "cn_industry_etf_rotation")
     monkeypatch.setenv("QMT_DRY_RUN_ONLY", "false")
@@ -120,6 +125,7 @@ def test_paper_admission_rejects_live_mode_and_non_dry_run(monkeypatch, market_h
     }
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_paper_admission_rejects_an_unfrozen_input(monkeypatch, market_history_csv: str):
     monkeypatch.setenv("STRATEGY_PROFILE", "cn_industry_etf_rotation")
     monkeypatch.setenv("QMT_DRY_RUN_ONLY", "true")
@@ -141,6 +147,7 @@ def test_preflight_cli_has_no_non_dry_run_bypass():
     assert exc_info.value.code == 2
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_preflight_cli_runs_offline_paper_admission(monkeypatch, market_history_csv: str):
     monkeypatch.setenv("STRATEGY_PROFILE", "cn_industry_etf_rotation")
     monkeypatch.setenv("QMT_DRY_RUN_ONLY", "true")
@@ -224,6 +231,7 @@ def test_e3_receipt_validator_fails_closed_for_missing_required_fields():
     assert _issue_codes(report) == {"missing_receipt_fields", "verify_only_required"}
 
 
+@pytest.mark.usefixtures("historical_strategy_policy")
 def test_preflight_cli_validates_e3_receipt_offline(monkeypatch, market_history_csv: str, tmp_path, capsys):
     monkeypatch.setenv("STRATEGY_PROFILE", "cn_industry_etf_rotation")
     monkeypatch.setenv("QMT_DRY_RUN_ONLY", "true")