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Merged
Pigbibi merged 1 commit into from
Jun 1, 2026
Merged

[codex] Hide non-live HK profiles from LongBridge status #113

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2 changes: 1 addition & 1 deletion .github/workflows/ci.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -69,7 +69,7 @@ jobs:
assert CallableNotificationPort
assert CallablePortfolioPort
assert resolve_canonical_profile("tech_communication_pullback_enhancement") == "tech_communication_pullback_enhancement"
assert resolve_hk_canonical_profile("hk_blue_chip_leader_rotation") == "hk_blue_chip_leader_rotation"
assert resolve_hk_canonical_profile("hk_listed_global_etf_rotation") == "hk_listed_global_etf_rotation"
PY

- name: Install editable shared repositories
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16 changes: 9 additions & 7 deletions docs/hk_equity_runtime.md
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Expand Up @@ -14,9 +14,9 @@ QuantStrategyLab 现有平台仓库里，能做港股股票交易运行时接入

## 运行时设计

平台运行时已具备港股市场维度，并接入 `HkEquityStrategies` 的港股 profile 元数据：`hk_blue_chip_leader_rotation` 是架构占位，`hk_index_mean_reversion`、`hk_etf_regime_rotation` 是 `market_history` 研究候选，`hk_listed_global_etf_rotation` 已 runtime-enabled。生产 Cloud Run 仍保持原策略，除非单独变更 `RUNTIME_TARGET_JSON` / `STRATEGY_PROFILE`。整体仍沿用美股策略的分层方式：
平台运行时已具备港股市场维度，并接入 `HkEquityStrategies` 的港股 profile 元数据。当前平台可选港股 profile 只暴露 `runtime_enabled` 的 `hk_listed_global_etf_rotation`；`hk_blue_chip_leader_rotation` 是 snapshot 架构占位，`hk_index_mean_reversion`、`hk_etf_regime_rotation` 是 `market_history` 研究候选，均留在研究/快照仓库，不进入平台可选列表。生产 Cloud Run 仍保持原策略，除非单独变更 `RUNTIME_TARGET_JSON` / `STRATEGY_PROFILE`。整体仍沿用美股策略的分层方式：

1. [`HkEquityStrategies`](https://github.com/QuantStrategyLab/HkEquityStrategies) 提供 `hk_equity` 策略定义、运行入口和 LongBridge runtime adapter。
1. [`HkEquityStrategies`](https://github.com/QuantStrategyLab/HkEquityStrategies) 提供非 snapshot `hk_equity` 策略定义、运行入口和 LongBridge runtime adapter。
2. [`HkEquitySnapshotPipelines`](https://github.com/QuantStrategyLab/HkEquitySnapshotPipelines) 产出 snapshot-backed profile 的特征快照、manifest、ranking 和 release summary。
3. 非 snapshot profile 使用平台 market-data feed 提供的 `market_history`，不需要 snapshot artifact。
4. LongBridge 只读取 `RUNTIME_TARGET_JSON`、策略 profile、snapshot/config 路径和平台 market scope。
Expand All @@ -28,10 +28,12 @@ QuantStrategyLab 现有平台仓库里，能做港股股票交易运行时接入

| Profile | Domain | Inputs | Target mode | Snapshot manifest | Status |
| --- | --- | --- | --- | --- | --- |
| `hk_blue_chip_leader_rotation` | `hk_equity` | `feature_snapshot` | `weight` | required | eligible but disabled |
| `hk_index_mean_reversion` | `hk_equity` | `market_history` | `weight` | not required | eligible but disabled |
| `hk_etf_regime_rotation` | `hk_equity` | `market_history` | `weight` | not required | eligible but disabled |
| `hk_listed_global_etf_rotation` | `hk_equity` | `market_history` | `weight` | not required | runtime-enabled; not deployed by default |
| `hk_listed_global_etf_rotation` | `hk_equity` | `market_history` | `weight` | not required | runtime-enabled; platform-selectable |
| `hk_blue_chip_leader_rotation` | `hk_equity` | `feature_snapshot` | `weight` | required | snapshot scaffold; not platform-selectable |
| `hk_index_mean_reversion` | `hk_equity` | `market_history` | `weight` | not required | research/backtest only; not platform-selectable |
| `hk_etf_regime_rotation` | `hk_equity` | `market_history` | `weight` | not required | research/backtest only; not platform-selectable |

`scripts/print_strategy_profile_status.py` 只显示平台可选 profile，因此只会列出 `hk_listed_global_etf_rotation` 这一条港股 profile。其他港股候选继续保留在研究文档和 snapshot pipeline，不应该出现在 Cloud Run switch plan 里。

未来启用 snapshot-backed profile 后的最小策略配置示例；当前不要写入 Cloud Run：

Expand Down Expand Up @@ -135,6 +137,6 @@ gh workflow run sync-cloud-run-env.yml \
## 风险和注意事项

- `XHKG` 是否可用取决于部署环境里的 `pandas_market_calendars` 版本；如不可用，可用 `LONGBRIDGE_MARKET_CALENDAR` 临时覆盖。
- `hk_listed_global_etf_rotation` 已在策略包 runtime-enabled，但生产 Cloud Run 仍保持原配置；`hk_blue_chip_leader_rotation`、`hk_index_mean_reversion`、`hk_etf_regime_rotation` 仍未启用，不要写入生产 Cloud Run。
- `hk_listed_global_etf_rotation` 已在策略包 runtime-enabled，但生产 Cloud Run 仍保持原配置；`hk_blue_chip_leader_rotation`、`hk_index_mean_reversion`、`hk_etf_regime_rotation` 不进入平台可选列表，不要写入生产 Cloud Run。
- 港股 `market_history` profile 投入生产前，需要先用 LongBridge HK 行情 feed 对 `02800`、`03033`、`02822`、`02840`、`03110`、`03188`、`02834`、`03175` 做 dry-run 校验，不提交真实订单。
- LongBridge 下单仍保持整数股规则；如果未来港股策略涉及碎股或特殊交易单位，需要在策略层明确 lot-size 约束后再扩展。
4 changes: 3 additions & 1 deletion strategy_registry.py
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Expand Up @@ -117,14 +117,16 @@ def describe_platform_runtime_requirements(profile: str | None, *, platform_id:
),
supported_capabilities=frozenset(),
)
ELIGIBLE_STRATEGY_PROFILES = derive_eligible_profiles_for_platform(
_STRUCTURALLY_ELIGIBLE_STRATEGY_PROFILES = derive_eligible_profiles_for_platform(
STRATEGY_CATALOG,
capability_matrix=PLATFORM_CAPABILITY_MATRIX,
runtime_adapter_loader=lambda profile: get_platform_runtime_adapter(
profile,
platform_id=LONGBRIDGE_PLATFORM,
),
) - frozenset({NASDAQ_SP500_SMART_DCA_PROFILE})
# Keep research-only and snapshot-scaffold HK profiles out of platform switch/status output.
ELIGIBLE_STRATEGY_PROFILES = _STRUCTURALLY_ELIGIBLE_STRATEGY_PROFILES & LONGBRIDGE_ROLLOUT_ALLOWLIST
LONGBRIDGE_ENABLED_PROFILES = derive_enabled_profiles_for_platform(
STRATEGY_CATALOG,
capability_matrix=PLATFORM_CAPABILITY_MATRIX,
Expand Down
55 changes: 9 additions & 46 deletions tests/test_runtime_config_support.py
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Expand Up @@ -78,7 +78,7 @@ def expected_longbridge_enabled_profiles(actual_profiles) -> frozenset[str]:


def expected_longbridge_profiles(actual_profiles) -> frozenset[str]:
return expected_longbridge_enabled_profiles(actual_profiles) | HK_DISABLED_PROFILES
return expected_longbridge_enabled_profiles(actual_profiles)


def runtime_target_json(
Expand Down Expand Up @@ -603,39 +603,6 @@ def test_platform_profile_status_matrix_matches_current_longbridge_rollout(self)
by_profile["mega_cap_leader_rotation_top50_balanced"]["display_name"],
"Mega Cap Leader Rotation Top50 Balanced",
)
self.assertEqual(
by_profile["hk_blue_chip_leader_rotation"],
{
"canonical_profile": "hk_blue_chip_leader_rotation",
"display_name": "HK Blue Chip Leader Rotation",
"domain": "hk_equity",
"eligible": True,
"enabled": False,
"platform": "longbridge",
},
)
self.assertEqual(
by_profile["hk_index_mean_reversion"],
{
"canonical_profile": "hk_index_mean_reversion",
"display_name": "HK Index Mean Reversion",
"domain": "hk_equity",
"eligible": True,
"enabled": False,
"platform": "longbridge",
},
)
self.assertEqual(
by_profile["hk_etf_regime_rotation"],
{
"canonical_profile": "hk_etf_regime_rotation",
"display_name": "HK ETF Regime Rotation",
"domain": "hk_equity",
"eligible": True,
"enabled": False,
"platform": "longbridge",
},
)
self.assertEqual(
by_profile["hk_listed_global_etf_rotation"],
{
Expand All @@ -647,6 +614,8 @@ def test_platform_profile_status_matrix_matches_current_longbridge_rollout(self)
"platform": "longbridge",
},
)
for profile in HK_DISABLED_PROFILES:
self.assertNotIn(profile, by_profile)

def test_loads_feature_snapshot_env_for_tech_profile(self):
with patch.dict(
Expand Down Expand Up @@ -768,12 +737,9 @@ def test_print_strategy_profile_status_json_matches_registry(self):
self.assertEqual(by_profile["mega_cap_leader_rotation_top50_balanced"]["input_mode"], "feature_snapshot")
self.assertTrue(by_profile["mega_cap_leader_rotation_top50_balanced"]["requires_snapshot_artifacts"])
self.assertFalse(by_profile["mega_cap_leader_rotation_top50_balanced"]["requires_strategy_config_path"])
self.assertEqual(by_profile["hk_blue_chip_leader_rotation"]["profile_group"], "snapshot_backed")
self.assertEqual(by_profile["hk_blue_chip_leader_rotation"]["input_mode"], "feature_snapshot")
self.assertTrue(by_profile["hk_blue_chip_leader_rotation"]["requires_snapshot_artifacts"])
self.assertTrue(by_profile["hk_blue_chip_leader_rotation"]["requires_snapshot_manifest_path"])
self.assertFalse(by_profile["hk_blue_chip_leader_rotation"]["requires_strategy_config_path"])
for profile in ("hk_index_mean_reversion", "hk_etf_regime_rotation", "hk_listed_global_etf_rotation"):
for profile in ("hk_index_mean_reversion", "hk_etf_regime_rotation", "hk_blue_chip_leader_rotation"):
self.assertNotIn(profile, by_profile)
for profile in ("hk_listed_global_etf_rotation",):
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"])
Expand All @@ -798,18 +764,15 @@ 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_blue_chip_leader_rotation", result.stdout)
self.assertIn("hk_index_mean_reversion", result.stdout)
self.assertIn("hk_etf_regime_rotation", result.stdout)
self.assertIn("hk_listed_global_etf_rotation", result.stdout)
self.assertIn("russell_1000_multi_factor_defensive", result.stdout)
self.assertIn("Global ETF Rotation", result.stdout)
self.assertIn("HK Blue Chip Leader Rotation", result.stdout)
self.assertIn("HK Index Mean Reversion", result.stdout)
self.assertIn("HK ETF Regime Rotation", result.stdout)
self.assertIn("HK-listed Global ETF Rotation", result.stdout)
self.assertIn("Russell 1000 Multi-Factor", result.stdout)
self.assertIn("Tech/Communication Pullback Enhancement", result.stdout)
self.assertNotIn("hk_blue_chip_leader_rotation", result.stdout)
self.assertNotIn("hk_index_mean_reversion", result.stdout)
self.assertNotIn("hk_etf_regime_rotation", result.stdout)

def test_print_strategy_switch_env_plan_for_global_etf_rotation(self):
result = subprocess.run(
Expand Down