add paper trading - #14
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Co-Authored-By: Claude <noreply@anthropic.com>
- 实现 PaperAccount / PaperQuantTrader，API 与 xtquant.xttrader 对齐 - 支持多账户隔离、静态/xtdata/回退价格源、即时撮合 - 每笔委托写入 CSV，每笔成交更新 JSON 业绩摘要 - 提供 /api/paper_accounts 配置接口与 /api/paper_trading 交易接口 - 新增 QMT_BRIDGE_PAPER_TRADING_* 配置与 --paper-trading CLI 参数 Co-Authored-By: Claude <noreply@anthropic.com>
- 新增 docs/paper-trading.md，含架构图、时序图、模块职责、数据格式 - 在 mkdocs.yml 导航中加入模拟交易页面 Co-Authored-By: Claude <noreply@anthropic.com>
- StaticPriceSource.download_prices 调用 xtquant.xtdata.get_full_tick
- 新增 _extract_price_from_tick 价格字段提取，兼容 lastPrice/close/open
- PaperTraderManager 封装 download_prices，更新账户 static_prices 配置
- REST 新增 POST /api/paper_accounts/{account_id}/download_prices
- docs/paper-trading.md 补充下载价格调用流程与端点说明
- tests/test_paper_trading.py 增加 engine/manager/router 三级 mock 测试
Co-Authored-By: Claude <noreply@anthropic.com>
- BaseClient 新增 paper 参数，TradingMixin 根据 paper 切换 /api/paper_trading/* 端点 - lumibot QMTBridgeBroker 透传 paper 配置（配合 QMT_BRIDGE_PAPER 环境变量） - 新增 scripts/run_paper_strategy_test.py 支持单/多策略并发模拟交易测试 - 新增 tests/test_client_paper.py 覆盖 paper 端点路由 Co-Authored-By: Claude <noreply@anthropic.com>
- PaperTradingStorage 按 {data_dir}/paper_trading/{account_id}/order/ 与 summary/ 分层
- 兼容历史配置：若 data_dir 已以 paper_trading 结尾则不再追加
- 删除账户时同步清理空账户目录
- docs/paper-trading.md 更新数据路径说明与架构图
- 新增 test_storage_folder_structure 验证目录结构
Co-Authored-By: Claude <noreply@anthropic.com>
- 新增 docs/paper-trading-guide.md，覆盖启用方式、账户管理、下单查询、 价格下载、lumibot 策略对接、目录结构与常见问题 - 更新 mkdocs.yml，将模拟交易文档分为使用指南与架构详解两组 - 修复 ruff lint 错误（未使用导入、歧义变量名等） - 对 src/ 与 tests/ 执行 ruff format 统一格式 - 版本号升级至 2.9.5 Co-Authored-By: Claude <noreply@anthropic.com>
- 在单策略运行示例后增加 .env 加载顺序注意事项 - 说明如何处理 load_dotenv(override=True) 覆盖策略目录 .env 的问题 Co-Authored-By: Claude <noreply@anthropic.com>
- papertrader.py: 增加账户加载/创建/重置/删除、下单、成交、撤单日志 - engine.py: 增加价格解析、撮合失败原因、资金/持仓变动、持仓价格刷新日志 - manager.py: 增加账户管理、价格下载、下单撤单、资产查询日志 - storage.py: 增加配置/CSV/摘要写入与文件删除日志 - 版本号升级至 2.9.6 Co-Authored-By: Claude <noreply@anthropic.com>
- 新增 scripts/download_paper_prices.py，支持从策略文件提取股票列表
或直接指定股票代码，调用 /api/paper_accounts/{id}/download_prices
为模拟交易账户下载静态价格
- 更新 justfile，增加 download-paper-prices 快捷命令
- 版本号升级至 2.9.7
Co-Authored-By: Claude <noreply@anthropic.com>
- PaperAccountConfig 新增 auto_download_prices 开关，默认开启 - PaperQuantTrader.order_stock() 在 static/fallback 源价格缺失时， 自动调用 xtquant.xtdata.get_full_tick 下载并持久化到账户配置 - 下载成功后刷新价格源，避免市价单直接废单 Co-Authored-By: Claude <noreply@anthropic.com>
- PaperQuantTrader 新增 _sync_accounts_from_storage()，扫描数据目录中 存在 summary.json 但 config.json 里没有的账户，自动重建默认配置 - PaperTraderManager.connect() 在加载配置后调用同步，避免 config.json 被覆盖/还原后账户目录残留但配置丢失的问题 - 已把之前手动的 config.json 修改回退，改由服务端在启动时自动修复 Co-Authored-By: Claude <noreply@anthropic.com>
- PaperTraderManager 新增 _ensure_account()，在下单、撤单、查询资产/持仓/ 委托/成交/单只持仓前自动创建缺失账户并写入 config.json - 服务端无需手动调用 /api/paper_accounts 创建账户，客户端带上 account_id 第一次请求即可自动落库 - 测试验证：查询不存在的账户资产后，该账户立即出现在 config.json Co-Authored-By: Claude <noreply@anthropic.com>
- OrderState 新增 commission、stamp_tax 字段 - 撮合引擎成交时将费用写回委托状态 - XtOrder 模型支持 commission、stamp_tax - orders CSV 表头新增 commission、stamp_tax，持久化时自动写入 Co-Authored-By: Claude <noreply@anthropic.com>
- OrderState 新增 account_cash、account_market_value 字段 - order_stock() 在成交/废单后把账户快照写入委托 - orders CSV 表头新增 account_cash、account_market_value Co-Authored-By: Claude <noreply@anthropic.com>
- PaperTraderManager.get_account_status() 返回 server_connected、 account_exists、account_subscribed 等详细信息 - QMTClient 新增 get_paper_account_status() 方法 - 保持旧接口兼容，不破坏现有客户端 Co-Authored-By: Claude <noreply@anthropic.com>
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