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Pigbibi merged 2 commits into from
Apr 21, 2026
Merged

Decouple LongBridge runtime adapters and audit timing contracts #32

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Decouple LongBridge runtime adapters and audit timing contracts
Pigbibi Apr 21, 2026
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Ignore local virtualenv
Pigbibi Apr 21, 2026
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1 change: 1 addition & 0 deletions .gitignore
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__pycache__/
*.py[cod]
.venv/

backtest_output/
backtest_output_*/
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20 changes: 10 additions & 10 deletions README.md
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Expand Up @@ -10,7 +10,7 @@
Quant system on LongPort OpenAPI and Google Cloud Run.

This repository uses `QuantPlatformKit` for LongPort token handling, context bootstrap, account snapshot access, market data, and order submission. Cloud Run deploys this repository directly.
The LongBridge runtime can execute all nine live `us_equity` profiles from `UsEquityStrategies`; `LongBridgePlatform` keeps the LongPort runtime, token refresh, execution, and notification flow.
The LongBridge runtime can execute the six current `runtime_enabled` `us_equity` profiles from `UsEquityStrategies`; `LongBridgePlatform` keeps the LongPort runtime, token refresh, execution, and notification flow.

Full strategy documentation now lives in [`UsEquityStrategies`](https://github.com/QuantStrategyLab/UsEquityStrategies). The sections below focus on LongBridge runtime behavior, profile enablement, deployment, and credentials.
This runtime matrix is the authoritative enablement source for LongBridge. `UsEquityStrategies` carries strategy-layer logic, cadence, compatibility, and metadata.
Expand All @@ -33,13 +33,13 @@ Platform execution no longer depends on `strategy/allocation.py` or hard-coded s
| --- | --- | --- | --- | --- | --- |
| `global_etf_rotation` | Global ETF Rotation | Yes | Yes | `us_equity` | enabled weight-mode rotation line |
| `russell_1000_multi_factor_defensive` | Russell 1000 Multi-Factor | Yes | Yes | `us_equity` | enabled feature-snapshot stock baseline |
| `mega_cap_leader_rotation_aggressive` | Mega Cap Leader Rotation Aggressive | Yes | Yes | `us_equity` | selectable aggressive monthly feature-snapshot leader rotation |
| `mega_cap_leader_rotation_dynamic_top20` | Mega Cap Leader Rotation Dynamic Top20 | Yes | Yes | `us_equity` | selectable monthly feature-snapshot leader rotation |
| `mega_cap_leader_rotation_top50_balanced` | Mega Cap Leader Rotation Top50 Balanced | Yes | Yes | `us_equity` | selectable balanced Top50 monthly leader rotation |
| `dynamic_mega_leveraged_pullback` | Dynamic Mega Leveraged Pullback | Yes | Yes | `us_equity` | selectable 2x mega-cap pullback line |
| `soxl_soxx_trend_income` | SOXL/SOXX Semiconductor Trend Income | Yes | Yes | `us_equity` | current SG deployment |
| `tqqq_growth_income` | TQQQ Growth Income | Yes | Yes | `us_equity` | selectable growth line |
| `tech_communication_pullback_enhancement` | Tech/Communication Pullback Enhancement | Yes | Yes | `us_equity` | current HK feature-snapshot line |
| `mega_cap_leader_rotation_aggressive` | Mega Cap Leader Rotation Aggressive | Yes | No | `us_equity` | research-only archive |
| `mega_cap_leader_rotation_dynamic_top20` | Mega Cap Leader Rotation Dynamic Top20 | Yes | No | `us_equity` | research-only archive |
| `dynamic_mega_leveraged_pullback` | Dynamic Mega Leveraged Pullback | Yes | No | `us_equity` | research-only archive |

Check the current matrix locally:

Expand All @@ -65,7 +65,7 @@ Telegram notifications include structured execution and heartbeat messages, with
| `LONGPORT_APP_SECRET` | Yes | LongPort OpenAPI app secret (for token refresh); recommended to inject from the region-specific Secret Manager secret for this deployment, such as `longport-app-secret-hk` / `longport-app-secret-sg` |
| `LONGPORT_SECRET_NAME` | No | Secret Manager secret name for LongPort token (default: `longport_token_hk`) |
| `ACCOUNT_PREFIX` | No | Alert/log prefix for account/environment (default: `DEFAULT`) |
| `STRATEGY_PROFILE` | Yes | Strategy profile selector. Set explicitly per deployment; enabled values include `dynamic_mega_leveraged_pullback`, `global_etf_rotation`, `mega_cap_leader_rotation_aggressive`, `mega_cap_leader_rotation_dynamic_top20`, `mega_cap_leader_rotation_top50_balanced`, `russell_1000_multi_factor_defensive`, `soxl_soxx_trend_income`, `tech_communication_pullback_enhancement`, and `tqqq_growth_income` |
| `STRATEGY_PROFILE` | Yes | Strategy profile selector. Set explicitly per deployment; enabled values include `global_etf_rotation`, `mega_cap_leader_rotation_top50_balanced`, `russell_1000_multi_factor_defensive`, `soxl_soxx_trend_income`, `tech_communication_pullback_enhancement`, and `tqqq_growth_income` |
| `ACCOUNT_REGION` | No | Account region marker for platform-style deployment (e.g. `HK`, `SG`; defaults to `ACCOUNT_PREFIX` / `DEFAULT`) |
| `LONGBRIDGE_DRY_RUN_ONLY` | No | Set to `true` to keep the selected deployment in dry-run mode. |
| `INCOME_THRESHOLD_USD` | No | Optional override for the `tqqq_growth_income` income-layer threshold. Leave unset to use the strategy package default. |
Expand Down Expand Up @@ -159,7 +159,7 @@ IAM: the Cloud Run service account needs **Secret Manager Admin** (or Secret Acc
基于 LongPort OpenAPI 和 Google Cloud Run 的量化交易系统。

这个仓库通过 `QuantPlatformKit` 复用 LongPort token 处理、上下文初始化、账户快照、行情读取和下单逻辑。Cloud Run 直接部署这个仓库。
`LongBridgePlatform` 现在可直接执行 `UsEquityStrategies` 里的全部 9 条 live `us_equity` 策略：`dynamic_mega_leveraged_pullback`、`global_etf_rotation`、`mega_cap_leader_rotation_aggressive`、`mega_cap_leader_rotation_dynamic_top20`、`mega_cap_leader_rotation_top50_balanced`、`russell_1000_multi_factor_defensive`、`soxl_soxx_trend_income`、`tqqq_growth_income` 和 `tech_communication_pullback_enhancement`；仓库本身继续保留 LongPort 运行时、token 刷新、执行和通知流程。
`LongBridgePlatform` 现在可直接执行 `UsEquityStrategies` 里的 6 条 `runtime_enabled` `us_equity` 策略：`global_etf_rotation`、`mega_cap_leader_rotation_top50_balanced`、`russell_1000_multi_factor_defensive`、`soxl_soxx_trend_income`、`tqqq_growth_income` 和 `tech_communication_pullback_enhancement`；`dynamic_mega_leveraged_pullback`、`mega_cap_leader_rotation_aggressive`、`mega_cap_leader_rotation_dynamic_top20` 保留为 research-only 存档，不进入 LongBridge rollout。仓库本身继续保留 LongPort 运行时、token 刷新、执行和通知流程。

完整策略说明现在放在 [`UsEquityStrategies`](https://github.com/QuantStrategyLab/UsEquityStrategies)。下面这些章节只保留 LongBridge 运行时、profile 启用状态、部署和凭据说明。

Expand All @@ -180,13 +180,13 @@ IAM: the Cloud Run service account needs **Secret Manager Admin** (or Secret Acc
| --- | --- | --- | --- | --- | --- |
| `global_etf_rotation` | Global ETF Rotation | Yes | Yes | `us_equity` | 已启用的 weight-mode 轮动线 |
| `russell_1000_multi_factor_defensive` | Russell 1000 Multi-Factor | Yes | Yes | `us_equity` | 已启用的 feature-snapshot 个股基线 |
| `mega_cap_leader_rotation_aggressive` | Mega Cap Leader Rotation Aggressive | Yes | Yes | `us_equity` | 可选的激进月度 feature-snapshot 龙头轮动线 |
| `mega_cap_leader_rotation_dynamic_top20` | Mega Cap Leader Rotation Dynamic Top20 | Yes | Yes | `us_equity` | 可选的月度 feature-snapshot 龙头轮动线 |
| `mega_cap_leader_rotation_top50_balanced` | Mega Cap Leader Rotation Top50 Balanced | Yes | Yes | `us_equity` | 可选的 Top50 平衡月度龙头轮动线 |
| `dynamic_mega_leveraged_pullback` | Dynamic Mega Leveraged Pullback | Yes | Yes | `us_equity` | 可选的 2x 龙头回调线 |
| `soxl_soxx_trend_income` | SOXL/SOXX 半导体趋势收益 | Yes | Yes | `us_equity` | 当前 SG 部署线路 |
| `tqqq_growth_income` | TQQQ 增长收益 | Yes | Yes | `us_equity` | 可选增长线路 |
| `tech_communication_pullback_enhancement` | 科技通信回调增强 | Yes | Yes | `us_equity` | 当前 HK feature-snapshot 线路 |
| `mega_cap_leader_rotation_aggressive` | Mega Cap Leader Rotation Aggressive | Yes | No | `us_equity` | research-only 存档 |
| `mega_cap_leader_rotation_dynamic_top20` | Mega Cap Leader Rotation Dynamic Top20 | Yes | No | `us_equity` | research-only 存档 |
| `dynamic_mega_leveraged_pullback` | Dynamic Mega Leveraged Pullback | Yes | No | `us_equity` | research-only 存档 |

本地可直接查看当前矩阵：

Expand All @@ -212,7 +212,7 @@ Telegram 通知包含结构化的调仓和心跳消息，支持中英文切换
| `LONGPORT_APP_SECRET` | 是 | LongPort OpenAPI 应用密钥（用于刷新 Token）；建议从当前部署对应区域的 Secret Manager 密钥注入，例如 `longport-app-secret-hk` / `longport-app-secret-sg` |
| `LONGPORT_SECRET_NAME` | 否 | Secret Manager 中的密钥名称（默认: `longport_token_hk`） |
| `ACCOUNT_PREFIX` | 否 | 通知/日志前缀，区分账户环境（默认: `DEFAULT`） |
| `STRATEGY_PROFILE` | 是 | 策略档位选择。每个部署都要显式设置；已启用值包括 `dynamic_mega_leveraged_pullback`、`global_etf_rotation`、`mega_cap_leader_rotation_aggressive`、`mega_cap_leader_rotation_dynamic_top20`、`mega_cap_leader_rotation_top50_balanced`、`russell_1000_multi_factor_defensive`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement` 和 `tqqq_growth_income` |
| `STRATEGY_PROFILE` | 是 | 策略档位选择。每个部署都要显式设置；已启用值包括 `global_etf_rotation`、`mega_cap_leader_rotation_top50_balanced`、`russell_1000_multi_factor_defensive`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement` 和 `tqqq_growth_income` |
| `ACCOUNT_REGION` | 否 | 平台化部署时的账户区域标记（如 `HK`、`SG`；默认按 `ACCOUNT_PREFIX` / `DEFAULT` 推断） |
| `LONGBRIDGE_DRY_RUN_ONLY` | 否 | 设为 `true` 时，该部署保持 dry-run。 |
| `INCOME_THRESHOLD_USD` | 否 | 可选的 `tqqq_growth_income` 收入层启动阈值覆盖。不填时使用策略包默认值。 |
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