From fce7fd0b5ecdfb4256a00e8a89a1e4dc613140a1 Mon Sep 17 00:00:00 2001 From: Pigbibi <20649888+Pigbibi@users.noreply.github.com> Date: Sun, 23 Aug 2026 20:16:36 +0800 Subject: [PATCH 1/5] docs: add cross asset strategy inventory Co-Authored-By: Codex --- docs/cross_asset_integration_plan.zh-CN.md | 14 +++++++++++ .../cross_asset_strategy_inventory.json | 24 +++++++++++++++++++ 2 files changed, 38 insertions(+) create mode 100644 docs/cross_asset_integration_plan.zh-CN.md create mode 100644 docs/registry/cross_asset_strategy_inventory.json diff --git a/docs/cross_asset_integration_plan.zh-CN.md b/docs/cross_asset_integration_plan.zh-CN.md new file mode 100644 index 0000000..49c0637 --- /dev/null +++ b/docs/cross_asset_integration_plan.zh-CN.md @@ -0,0 +1,14 @@ +# 跨资产主线接入计划 + +此前生命周期矩阵主要覆盖美股策略。本清单补上中国股票、港股和加密策略的统一入口，但它是 inventory，不把各仓库已有的 `runtime_enabled` 字样误当成完整 P0-P6 证据。 + +接入顺序： + +1. 将各仓库 catalog 导出到统一 inventory。 +2. 为每个策略绑定 owner、数据 manifest、evidence package 和 RiskSnapshot。 +3. 先接入 research/shadow，每日记录运行结果。 +4. 再按策略自身证据推进 P4/P5。 +5. live 权限继续由原有 broker gate 控制，自动系统不能扩大权限。 + +当前覆盖：CN equity 8 条、HK equity 3 条、crypto 5 条；详见 +`docs/registry/cross_asset_strategy_inventory.json`。 diff --git a/docs/registry/cross_asset_strategy_inventory.json b/docs/registry/cross_asset_strategy_inventory.json new file mode 100644 index 0000000..a83788f --- /dev/null +++ b/docs/registry/cross_asset_strategy_inventory.json @@ -0,0 +1,24 @@ +{ + "schema_version": "cross_asset_strategy_inventory.v1", + "generated_at": "2026-08-23", + "inventory_only": true, + "source_policy": "Repository catalog inventory; entries do not assert P0-P6 evidence or grant trading authority.", + "entries": [ + {"id": "cn_industry_etf_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一 lifecycle matrix、每日 risk snapshot 和 shadow evidence。"}, + {"id": "cn_industry_etf_rotation_aggressive", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "补齐组合级风险边界与统一 shadow 记录。"}, + {"id": "cn_index_etf_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一插件 catalog 和 P0-P3 evidence package。"}, + {"id": "cn_chinext_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "核对真实数据证据与 Risk Gate 消费。"}, + {"id": "cn_dividend_quality_snapshot", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入 snapshot freshness、组合风险和 shadow 记录。"}, + {"id": "cn_chinext_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "建立统一 P3 evidence package。"}, + {"id": "cn_star_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "建立统一 P3 evidence package。"}, + {"id": "cn_equity_combo", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "作为组合 orchestrator 接入统一风险层，不直接获得 live 权限。"}, + {"id": "hk_global_etf_tactical_rotation", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一 lifecycle matrix 与每日 shadow/risk 记录。"}, + {"id": "hk_low_vol_dividend_quality_snapshot", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入 snapshot freshness 与组合级风险聚合。"}, + {"id": "hk_equity_combo", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "保持 research_active，补证据后再评估 shadow。"}, + {"id": "crypto_live_pool_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "runtime_enabled", "next_action": "接入 pool artifact、统一 Risk Gate 和每日运行记录。"}, + {"id": "crypto_leader_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "runtime_enabled", "next_action": "补齐统一 P0-P3 evidence 与组合风险记录。"}, + {"id": "crypto_btc_dca", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一 shadow/forward 与资金风险快照。"}, + {"id": "crypto_trend_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "保持 research_active，完成证据和风险重构。"}, + {"id": "crypto_equity_combo", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "作为 shadow orchestrator 研究，不直接进入 live。"} + ] +} From 2b17578e5d6c2dc8d463186987fba8ebc48c1f30 Mon Sep 17 00:00:00 2001 From: Pigbibi <20649888+Pigbibi@users.noreply.github.com> Date: Sun, 23 Aug 2026 20:17:55 +0800 Subject: [PATCH 2/5] test: validate cross asset strategy inventory Co-Authored-By: Codex --- tests/test_cross_asset_strategy_inventory.py | 32 ++++++++++++++++++++ 1 file changed, 32 insertions(+) create mode 100644 tests/test_cross_asset_strategy_inventory.py diff --git a/tests/test_cross_asset_strategy_inventory.py b/tests/test_cross_asset_strategy_inventory.py new file mode 100644 index 0000000..836f5d5 --- /dev/null +++ b/tests/test_cross_asset_strategy_inventory.py @@ -0,0 +1,32 @@ +import json +from pathlib import Path + + +ROOT = Path(__file__).parents[1] + + +def _inventory(): + return json.loads( + (ROOT / "docs/registry/cross_asset_strategy_inventory.json").read_text() + ) + + +def test_inventory_is_metadata_only_and_covers_non_us_domains(): + data = _inventory() + assert data["inventory_only"] is True + assert "trading authority" in data["source_policy"] + domains = {entry["domain"] for entry in data["entries"]} + assert {"cn_equity", "hk_equity", "crypto"} <= domains + + +def test_inventory_entries_have_explicit_next_actions_and_no_live_grant(): + entries = _inventory()["entries"] + assert entries + ids = [entry["id"] for entry in entries] + assert len(ids) == len(set(ids)) + for entry in entries: + assert entry["owner_repo"] + assert entry["catalog_status"] + assert entry["next_action"] + assert "live" not in entry.get("authority", "").lower() + From ed8c17efb0f020d265a5bcf1af70c9becd789950 Mon Sep 17 00:00:00 2001 From: Pigbibi <20649888+Pigbibi@users.noreply.github.com> Date: Sun, 23 Aug 2026 20:21:23 +0800 Subject: [PATCH 3/5] feat: add cross-asset risk snapshot envelope Co-Authored-By: Codex --- src/quant_platform_kit/risk/__init__.py | 2 + .../risk/cross_asset_snapshot.py | 51 +++++++++++++++++++ tests/test_cross_asset_snapshot.py | 46 +++++++++++++++++ 3 files changed, 99 insertions(+) create mode 100644 src/quant_platform_kit/risk/cross_asset_snapshot.py create mode 100644 tests/test_cross_asset_snapshot.py diff --git a/src/quant_platform_kit/risk/__init__.py b/src/quant_platform_kit/risk/__init__.py index 4042e73..c258e8f 100644 --- a/src/quant_platform_kit/risk/__init__.py +++ b/src/quant_platform_kit/risk/__init__.py @@ -30,6 +30,7 @@ extract_portfolio_risk_diagnostics, ) from quant_platform_kit.risk.snapshot import RiskSnapshot, build_risk_snapshot +from quant_platform_kit.risk.cross_asset_snapshot import build_cross_asset_snapshot from quant_platform_kit.risk.research_consumer import ( DEFAULT_RESEARCH_STRATEGIES, ResearchRiskObservation, @@ -55,6 +56,7 @@ "build_risk_engine", "RiskSnapshot", "build_risk_snapshot", + "build_cross_asset_snapshot", "DEFAULT_RESEARCH_STRATEGIES", "ResearchRiskObservation", "consume_research_risk", diff --git a/src/quant_platform_kit/risk/cross_asset_snapshot.py b/src/quant_platform_kit/risk/cross_asset_snapshot.py new file mode 100644 index 0000000..732b135 --- /dev/null +++ b/src/quant_platform_kit/risk/cross_asset_snapshot.py @@ -0,0 +1,51 @@ +"""Cross-asset daily risk observation envelope. + +This is a research/shadow aggregation contract only. It deliberately does +not produce target weights, order intents, or broker instructions. +""" + +from __future__ import annotations + +from typing import Any, Mapping + +from quant_platform_kit.risk.snapshot import RiskSnapshot + + +def build_cross_asset_snapshot( + snapshots: Mapping[str, RiskSnapshot], + *, + as_of: str, + run_mode: str = "research_active", +) -> dict[str, Any]: + """Build a deterministic CN/HK/US/Crypto daily observation envelope. + + Individual asset snapshots retain their own provenance and expiry. The + envelope reports partial readiness instead of treating missing assets as + zero risk. ``no_order`` is fixed true by contract. + """ + if not isinstance(as_of, str) or not as_of.strip(): + raise ValueError("as_of is required") + if run_mode not in {"research_active", "shadow_active"}: + raise ValueError("run_mode must be research_active or shadow_active") + if not isinstance(snapshots, Mapping) or not snapshots: + raise ValueError("at least one asset snapshot is required") + if any(not isinstance(asset, str) or not asset.strip() for asset in snapshots): + raise ValueError("asset keys must be non-empty strings") + if any(not isinstance(snapshot, RiskSnapshot) for snapshot in snapshots.values()): + raise ValueError("snapshots must contain RiskSnapshot values") + + ready = {asset: snapshot for asset, snapshot in snapshots.items() if snapshot.is_usable} + parked = sorted(asset for asset, snapshot in snapshots.items() if not snapshot.is_usable) + return { + "contract_version": "cross_asset_risk_snapshot.v1", + "as_of": as_of.strip(), + "run_mode": run_mode, + "no_order": True, + "status": "READY" if len(ready) == len(snapshots) else "PARTIAL", + "asset_count": len(snapshots), + "ready_asset_count": len(ready), + "parked_assets": parked, + "effective_exposure": sum(snapshot.effective_exposure for snapshot in ready.values()), + "max_loss_estimate": sum(snapshot.max_loss_estimate for snapshot in ready.values()), + "assets": {asset: snapshot.to_dict() for asset, snapshot in sorted(snapshots.items())}, + } diff --git a/tests/test_cross_asset_snapshot.py b/tests/test_cross_asset_snapshot.py new file mode 100644 index 0000000..b91533f --- /dev/null +++ b/tests/test_cross_asset_snapshot.py @@ -0,0 +1,46 @@ +import unittest + +from quant_platform_kit.risk import build_cross_asset_snapshot, build_risk_snapshot + + +def _snapshot(**overrides): + values = { + "account_equity": 10_000.0, + "risk_budget": 0.01, + "effective_exposure": 0.20, + "max_loss_estimate": 0.01, + "drawdown_scalar": 1.0, + "kelly_fraction": 0.20, + "applied_fraction": 0.10, + "circuit_state": "ACTIVE", + "evidence_package_id": "sha256:abc", + "expires_at": "2026-08-24T00:00:00Z", + } + values.update(overrides) + return build_risk_snapshot(values) + + +class CrossAssetSnapshotTests(unittest.TestCase): + def test_ready_envelope_is_no_order_and_deterministic(self): + result = build_cross_asset_snapshot( + {"crypto": _snapshot(), "us_equity": _snapshot()}, + as_of="2026-08-23T00:00:00Z", + run_mode="shadow_active", + ) + self.assertEqual(result["status"], "READY") + self.assertTrue(result["no_order"]) + self.assertEqual(list(result["assets"]), ["crypto", "us_equity"]) + self.assertEqual(result["effective_exposure"], 0.4) + + def test_missing_or_parked_asset_is_partial_not_zero_risk(self): + result = build_cross_asset_snapshot( + {"cn_equity": _snapshot(), "hk_equity": _snapshot(circuit_state="TRIPPED")}, + as_of="2026-08-23", + ) + self.assertEqual(result["status"], "PARTIAL") + self.assertEqual(result["parked_assets"], ["hk_equity"]) + self.assertEqual(result["ready_asset_count"], 1) + + def test_rejects_live_mode(self): + with self.assertRaises(ValueError): + build_cross_asset_snapshot({"us_equity": _snapshot()}, as_of="today", run_mode="live") From 27d63a8d0d1f981481972eb2ad82511d5b394fcd Mon Sep 17 00:00:00 2001 From: Pigbibi <20649888+Pigbibi@users.noreply.github.com> Date: Sun, 23 Aug 2026 20:24:10 +0800 Subject: [PATCH 4/5] fix: align cross asset catalog statuses Co-Authored-By: Codex --- .../cross_asset_strategy_inventory.json | 18 +++++++++--------- 1 file changed, 9 insertions(+), 9 deletions(-) diff --git a/docs/registry/cross_asset_strategy_inventory.json b/docs/registry/cross_asset_strategy_inventory.json index a83788f..87a24d4 100644 --- a/docs/registry/cross_asset_strategy_inventory.json +++ b/docs/registry/cross_asset_strategy_inventory.json @@ -5,19 +5,19 @@ "source_policy": "Repository catalog inventory; entries do not assert P0-P6 evidence or grant trading authority.", "entries": [ {"id": "cn_industry_etf_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一 lifecycle matrix、每日 risk snapshot 和 shadow evidence。"}, - {"id": "cn_industry_etf_rotation_aggressive", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "补齐组合级风险边界与统一 shadow 记录。"}, - {"id": "cn_index_etf_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一插件 catalog 和 P0-P3 evidence package。"}, - {"id": "cn_chinext_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "核对真实数据证据与 Risk Gate 消费。"}, - {"id": "cn_dividend_quality_snapshot", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入 snapshot freshness、组合风险和 shadow 记录。"}, - {"id": "cn_chinext_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "建立统一 P3 evidence package。"}, - {"id": "cn_star_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "建立统一 P3 evidence package。"}, + {"id": "cn_industry_etf_rotation_aggressive", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "live_candidate", "next_action": "补齐组合级风险边界与统一 shadow 记录，不能自动扩大 live 权限。"}, + {"id": "cn_index_etf_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "接入统一插件 catalog 和 P0-P3 evidence package。"}, + {"id": "cn_chinext_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "核对真实数据证据与 Risk Gate 消费。"}, + {"id": "cn_dividend_quality_snapshot", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "接入 snapshot freshness、组合风险和 shadow 记录。"}, + {"id": "cn_chinext_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "建立统一 P3 evidence package。"}, + {"id": "cn_star_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "建立统一 P3 evidence package。"}, {"id": "cn_equity_combo", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "作为组合 orchestrator 接入统一风险层，不直接获得 live 权限。"}, {"id": "hk_global_etf_tactical_rotation", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一 lifecycle matrix 与每日 shadow/risk 记录。"}, {"id": "hk_low_vol_dividend_quality_snapshot", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入 snapshot freshness 与组合级风险聚合。"}, {"id": "hk_equity_combo", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "保持 research_active，补证据后再评估 shadow。"}, - {"id": "crypto_live_pool_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "runtime_enabled", "next_action": "接入 pool artifact、统一 Risk Gate 和每日运行记录。"}, - {"id": "crypto_leader_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "runtime_enabled", "next_action": "补齐统一 P0-P3 evidence 与组合风险记录。"}, - {"id": "crypto_btc_dca", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一 shadow/forward 与资金风险快照。"}, + {"id": "crypto_live_pool_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "接入 pool artifact、统一 Risk Gate 和每日运行记录，再评估 shadow。"}, + {"id": "crypto_leader_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "作为 live_pool alias 补齐统一 P0-P3 evidence 与组合风险记录。"}, + {"id": "crypto_btc_dca", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "shadow_candidate", "next_action": "接入统一 shadow/forward 与资金风险快照。"}, {"id": "crypto_trend_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "保持 research_active，完成证据和风险重构。"}, {"id": "crypto_equity_combo", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "作为 shadow orchestrator 研究，不直接进入 live。"} ] From f10be6f0904e288113339c7f9c04b61c5f217234 Mon Sep 17 00:00:00 2001 From: Pigbibi <20649888+Pigbibi@users.noreply.github.com> Date: Mon, 24 Aug 2026 00:52:58 +0800 Subject: [PATCH 5/5] docs: bind inventory to canonical lifecycle truth Co-Authored-By: Codex --- .../cross_asset_strategy_inventory.json | 33 ++++++++++--------- tests/test_cross_asset_strategy_inventory.py | 14 ++++++-- 2 files changed, 29 insertions(+), 18 deletions(-) diff --git a/docs/registry/cross_asset_strategy_inventory.json b/docs/registry/cross_asset_strategy_inventory.json index 87a24d4..ec97129 100644 --- a/docs/registry/cross_asset_strategy_inventory.json +++ b/docs/registry/cross_asset_strategy_inventory.json @@ -2,23 +2,24 @@ "schema_version": "cross_asset_strategy_inventory.v1", "generated_at": "2026-08-23", "inventory_only": true, + "permission_effect": "none", "source_policy": "Repository catalog inventory; entries do not assert P0-P6 evidence or grant trading authority.", "entries": [ - {"id": "cn_industry_etf_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一 lifecycle matrix、每日 risk snapshot 和 shadow evidence。"}, - {"id": "cn_industry_etf_rotation_aggressive", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "live_candidate", "next_action": "补齐组合级风险边界与统一 shadow 记录，不能自动扩大 live 权限。"}, - {"id": "cn_index_etf_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "接入统一插件 catalog 和 P0-P3 evidence package。"}, - {"id": "cn_chinext_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "核对真实数据证据与 Risk Gate 消费。"}, - {"id": "cn_dividend_quality_snapshot", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "接入 snapshot freshness、组合风险和 shadow 记录。"}, - {"id": "cn_chinext_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "建立统一 P3 evidence package。"}, - {"id": "cn_star_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "建立统一 P3 evidence package。"}, - {"id": "cn_equity_combo", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "作为组合 orchestrator 接入统一风险层，不直接获得 live 权限。"}, - {"id": "hk_global_etf_tactical_rotation", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入统一 lifecycle matrix 与每日 shadow/risk 记录。"}, - {"id": "hk_low_vol_dividend_quality_snapshot", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "runtime_enabled", "next_action": "接入 snapshot freshness 与组合级风险聚合。"}, - {"id": "hk_equity_combo", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "research_backtest_only", "next_action": "保持 research_active，补证据后再评估 shadow。"}, - {"id": "crypto_live_pool_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "接入 pool artifact、统一 Risk Gate 和每日运行记录，再评估 shadow。"}, - {"id": "crypto_leader_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "作为 live_pool alias 补齐统一 P0-P3 evidence 与组合风险记录。"}, - {"id": "crypto_btc_dca", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "shadow_candidate", "next_action": "接入统一 shadow/forward 与资金风险快照。"}, - {"id": "crypto_trend_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "保持 research_active，完成证据和风险重构。"}, - {"id": "crypto_equity_combo", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "next_action": "作为 shadow orchestrator 研究，不直接进入 live。"} + {"id": "cn_industry_etf_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "runtime_enabled", "canonical_status": "live_candidate", "next_action": "接入统一 lifecycle matrix、每日 risk snapshot 和 shadow evidence。"}, + {"id": "cn_industry_etf_rotation_aggressive", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "live_candidate", "canonical_status": "live_candidate", "next_action": "补齐组合级风险边界与统一 shadow 记录，不能自动扩大 live 权限。"}, + {"id": "cn_index_etf_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "接入统一插件 catalog 和 P0-P3 evidence package。"}, + {"id": "cn_chinext_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "核对真实数据证据与 Risk Gate 消费。"}, + {"id": "cn_dividend_quality_snapshot", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "接入 snapshot freshness、组合风险和 shadow 记录。"}, + {"id": "cn_chinext_tactical_rotation", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "建立统一 P3 evidence package。"}, + {"id": "cn_star_growth_momentum_quality", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "建立统一 P3 evidence package。"}, + {"id": "cn_equity_combo", "domain": "cn_equity", "owner_repo": "CnEquityStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "作为组合 orchestrator 接入统一风险层，不直接获得 live 权限。"}, + {"id": "hk_global_etf_tactical_rotation", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "runtime_enabled", "canonical_status": "live_candidate", "next_action": "接入统一 lifecycle matrix 与每日 shadow/risk 记录。"}, + {"id": "hk_low_vol_dividend_quality_snapshot", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "runtime_enabled", "canonical_status": "live_candidate", "next_action": "接入 snapshot freshness 与组合级风险聚合。"}, + {"id": "hk_equity_combo", "domain": "hk_equity", "owner_repo": "HkEquityStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "保持 research_active，补证据后再评估 shadow。"}, + {"id": "crypto_live_pool_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "接入 pool artifact、统一 Risk Gate 和每日运行记录，再评估 shadow。"}, + {"id": "crypto_leader_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "作为 live_pool alias 补齐统一 P0-P3 evidence 与组合风险记录。"}, + {"id": "crypto_btc_dca", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "shadow_candidate", "canonical_status": "shadow_active", "next_action": "接入统一 shadow/forward 与资金风险快照。"}, + {"id": "crypto_trend_rotation", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "保持 research_active，完成证据和风险重构。"}, + {"id": "crypto_equity_combo", "domain": "crypto", "owner_repo": "CryptoStrategies", "catalog_status": "research_backtest_only", "canonical_status": "research_active", "next_action": "作为 shadow orchestrator 研究，不直接进入 live。"} ] } diff --git a/tests/test_cross_asset_strategy_inventory.py b/tests/test_cross_asset_strategy_inventory.py index 836f5d5..486b08f 100644 --- a/tests/test_cross_asset_strategy_inventory.py +++ b/tests/test_cross_asset_strategy_inventory.py @@ -1,6 +1,11 @@ import json from pathlib import Path +from quant_platform_kit.strategy_lifecycle.lifecycle_status import ( + catalog_status_grants_execution_permission, + normalize_catalog_lifecycle_status, +) + ROOT = Path(__file__).parents[1] @@ -20,13 +25,18 @@ def test_inventory_is_metadata_only_and_covers_non_us_domains(): def test_inventory_entries_have_explicit_next_actions_and_no_live_grant(): - entries = _inventory()["entries"] + inventory = _inventory() + assert inventory["permission_effect"] == "none" + entries = inventory["entries"] assert entries ids = [entry["id"] for entry in entries] assert len(ids) == len(set(ids)) for entry in entries: assert entry["owner_repo"] assert entry["catalog_status"] + assert entry["canonical_status"] == normalize_catalog_lifecycle_status( + entry["catalog_status"] + ) + assert catalog_status_grants_execution_permission(entry["catalog_status"]) is False assert entry["next_action"] assert "live" not in entry.get("authority", "").lower() -