Sync russell top50 strategy profile (#111)

Author: Pigbibi

notifications/telegram.py

@@ -258,10 +258,9 @@ def format_small_account_cash_substitution_notes(
         "strategy_name_soxl_soxx_trend_income": "SOXL/SOXX 半导体趋势收益",
         "strategy_name_global_etf_rotation": "全球 ETF 轮动",
         "strategy_name_global_etf_confidence_vol_gate": "全球 ETF 置信波动门控",
-        "strategy_name_russell_1000_multi_factor_defensive": "罗素1000多因子",
         "strategy_name_tech_communication_pullback_enhancement": "科技通信回调增强",
         "strategy_name_qqq_tech_enhancement": "科技通信回调增强",
-        "strategy_name_mega_cap_leader_rotation_top50_balanced": "美股超大盘50强平衡龙头轮动",
+        "strategy_name_russell_top50_leader_rotation_aggressive": "罗素 Top50 领涨轮动（激进）",
         "strategy_name_ibit_smart_dca": "IBIT 比特币 ETF 智能定投",
         "skip_reason_below_trade_threshold": "低于调仓阈值",
         "skip_reason_quote_unavailable": "无法获取报价",
@@ -409,10 +408,9 @@ def format_small_account_cash_substitution_notes(
         "strategy_name_soxl_soxx_trend_income": "SOXL/SOXX Semiconductor Trend Income",
         "strategy_name_global_etf_rotation": "Global ETF Rotation",
         "strategy_name_global_etf_confidence_vol_gate": "Global ETF Confidence Vol Gate",
-        "strategy_name_russell_1000_multi_factor_defensive": "Russell 1000 Multi-Factor Defensive",
         "strategy_name_tech_communication_pullback_enhancement": "Tech Communication Pullback Enhancement",
         "strategy_name_qqq_tech_enhancement": "Tech Communication Pullback Enhancement",
-        "strategy_name_mega_cap_leader_rotation_top50_balanced": "Mega Cap Leader Rotation Top50 Balanced",
+        "strategy_name_russell_top50_leader_rotation_aggressive": "Russell Top50 Leader Rotation Aggressive",
         "strategy_name_ibit_smart_dca": "IBIT Smart DCA",
         "skip_reason_below_trade_threshold": "below trade threshold",
         "skip_reason_quote_unavailable": "quote unavailable",

pyproject.toml

@@ -15,7 +15,7 @@ authors = [
 dependencies = [
   "firstrade==0.0.39",
   "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@b846c9d777a450e95d23c264853997d671f47dd9",
-  "us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@361338f60900182e3be535cd5fd2be2b9a07b422",
+  "us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@d789c5cacea6b82cccc0202561bd53482294b14a",
   "google-cloud-storage",
   "requests",
 ]

requirements.txt

@@ -2,7 +2,7 @@ flask
 gunicorn
 firstrade==0.0.39
 quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@b846c9d777a450e95d23c264853997d671f47dd9
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@53de72b2ebd3f142d72988f3a327a56e89d59171
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@d789c5cacea6b82cccc0202561bd53482294b14a
 google-cloud-storage
 google-auth
 requests

strategy_runtime.py

@@ -173,7 +173,7 @@ def _build_runtime_overrides(profile: str, runtime_settings: PlatformRuntimeSett
         if runtime_settings.qqqi_income_ratio is not None:
             overrides["qqqi_income_ratio"] = runtime_settings.qqqi_income_ratio
     if profile in {
-        "mega_cap_leader_rotation_top50_balanced",
+        "russell_top50_leader_rotation_aggressive",
         "tech_communication_pullback_enhancement",
     }:
         if runtime_settings.runtime_execution_window_trading_days is not None:

tests/test_decision_mapper.py

@@ -26,7 +26,7 @@ def test_applies_platform_reserved_cash_policy_to_weight_decision():
     plan = map_strategy_decision_to_plan(
         decision,
         snapshot=snapshot,
-        strategy_profile="mega_cap_leader_rotation_top50_balanced",
+        strategy_profile="russell_top50_leader_rotation_aggressive",
         runtime_metadata={
             "firstrade_execution_policy": {
                 "reserved_cash_floor_usd": 1500.0,
@@ -157,7 +157,7 @@ def test_value_decision_without_threshold_uses_platform_default():
     plan = map_strategy_decision_to_plan(
         decision,
         snapshot=snapshot,
-        strategy_profile="mega_cap_leader_rotation_top50_balanced",
+        strategy_profile="russell_top50_leader_rotation_aggressive",
     )
 
     assert plan["execution"]["trade_threshold_value"] == 200.0
@@ -181,7 +181,7 @@ def test_no_execute_decision_without_threshold_holds_current_positions():
     plan = map_strategy_decision_to_plan(
         decision,
         snapshot=snapshot,
-        strategy_profile="mega_cap_leader_rotation_top50_balanced",
+        strategy_profile="russell_top50_leader_rotation_aggressive",
     )
 
     assert plan["execution"]["trade_threshold_value"] == 100.0

tests/test_rebalance_service.py

@@ -254,8 +254,8 @@ def get_balances(self, _account):
             return {"cash_balance": "$1000.00", "buying_power": "$1000.00"}
 
     class WeightTargetRuntime(FakeStrategyRuntime):
-        profile = "mega_cap_leader_rotation_top50_balanced"
-        display_name = "Mega Cap Leader Rotation Top50 Balanced"
+        profile = "russell_top50_leader_rotation_aggressive"
+        display_name = "Russell Top50 Leader Rotation Aggressive"
 
         def evaluate(self, **inputs):
             assert "portfolio_snapshot" in inputs
@@ -276,8 +276,8 @@ def evaluate(self, **inputs):
 
     result = run_strategy_cycle(
         runtime_settings=_runtime_settings_with_persistence(
-            strategy_profile="mega_cap_leader_rotation_top50_balanced",
-            strategy_display_name="Mega Cap Leader Rotation Top50 Balanced",
+            strategy_profile="russell_top50_leader_rotation_aggressive",
+            strategy_display_name="Russell Top50 Leader Rotation Aggressive",
         ),
         credentials=FirstradeCredentials(username="user", password="pass"),
         client_factory=CashOnlyClient,
@@ -296,8 +296,8 @@ def get_balances(self, _account):
             return {"total_value": "$0.00", "cash_balance": "$0.00", "buying_power": "$0.00"}
 
     class WeightTargetRuntime(FakeStrategyRuntime):
-        profile = "mega_cap_leader_rotation_top50_balanced"
-        display_name = "Mega Cap Leader Rotation Top50 Balanced"
+        profile = "russell_top50_leader_rotation_aggressive"
+        display_name = "Russell Top50 Leader Rotation Aggressive"
 
         def evaluate(self, **inputs):
             assert "portfolio_snapshot" in inputs
@@ -318,8 +318,8 @@ def evaluate(self, **inputs):
 
     result = run_strategy_cycle(
         runtime_settings=_runtime_settings_with_persistence(
-            strategy_profile="mega_cap_leader_rotation_top50_balanced",
-            strategy_display_name="Mega Cap Leader Rotation Top50 Balanced",
+            strategy_profile="russell_top50_leader_rotation_aggressive",
+            strategy_display_name="Russell Top50 Leader Rotation Aggressive",
         ),
         credentials=FirstradeCredentials(username="user", password="pass"),
         client_factory=ZeroEquityClient,
@@ -938,8 +938,8 @@ def test_render_cycle_summary_shows_funding_blocked_banner():
     message = render_cycle_summary(
         {
             "account": "****1234",
-            "strategy_profile": "mega_cap_leader_rotation_top50_balanced",
-            "strategy_display_name": "Mega Cap Leader Rotation Top50 Balanced",
+            "strategy_profile": "russell_top50_leader_rotation_aggressive",
+            "strategy_display_name": "Russell Top50 Leader Rotation Aggressive",
             "dry_run_only": False,
             "execution_blocked": True,
             "execution_block_retryable": False,
@@ -971,8 +971,8 @@ def test_render_cycle_summary_shows_retryable_execution_blocked_banner():
     message = render_cycle_summary(
         {
             "account": "****1234",
-            "strategy_profile": "mega_cap_leader_rotation_top50_balanced",
-            "strategy_display_name": "Mega Cap Leader Rotation Top50 Balanced",
+            "strategy_profile": "russell_top50_leader_rotation_aggressive",
+            "strategy_display_name": "Russell Top50 Leader Rotation Aggressive",
             "dry_run_only": False,
             "execution_blocked": True,
             "execution_block_retryable": True,

tests/test_request_handling.py

@@ -192,7 +192,7 @@ def send(message):
     monkeypatch.setenv("GLOBAL_TELEGRAM_CHAT_ID", "chat-1")
     monkeypatch.setenv("STRATEGY_PLUGIN_ALERT_TELEGRAM_BOT_TOKEN", "plugin-token")
     monkeypatch.setenv("STRATEGY_PLUGIN_ALERT_TELEGRAM_CHAT_IDS", "plugin-chat")
-    monkeypatch.setenv("STRATEGY_PROFILE", "mega_cap_leader_rotation_top50_balanced")
+    monkeypatch.setenv("STRATEGY_PROFILE", "russell_top50_leader_rotation_aggressive")
     monkeypatch.setattr(main, "build_sender", fake_build_sender)
     monkeypatch.setattr(
         main,
@@ -213,15 +213,15 @@ def send(message):
     assert sent_messages[0][1] == "chat-1"
     assert "Firstrade strategy run failed" in sent_messages[0][2]
     assert "ValueError: snapshot denied" in sent_messages[0][2]
-    assert "strategy: mega_cap_leader_rotation_top50_balanced" in sent_messages[0][2]
+    assert "strategy: russell_top50_leader_rotation_aggressive" in sent_messages[0][2]
 
 
 def test_run_endpoint_error_notification_uses_chinese_copy(monkeypatch):
     monkeypatch.setenv("FIRSTRADE_RUN_STRATEGY_ON_HTTP", "true")
     monkeypatch.setenv("TELEGRAM_TOKEN", "token-1")
     monkeypatch.setenv("GLOBAL_TELEGRAM_CHAT_ID", "chat-1")
     monkeypatch.setenv("NOTIFY_LANG", "zh")
-    monkeypatch.setenv("STRATEGY_PROFILE", "mega_cap_leader_rotation_top50_balanced")
+    monkeypatch.setenv("STRATEGY_PROFILE", "russell_top50_leader_rotation_aggressive")
     sent_messages = []
 
     def fake_build_sender(token, chat_id):
@@ -243,7 +243,7 @@ def send(message):
     assert response.status_code == 500
     text = sent_messages[0][2]
     assert "Firstrade 策略运行失败" in text
-    assert "策略: mega_cap_leader_rotation_top50_balanced" in text
+    assert "策略: russell_top50_leader_rotation_aggressive" in text
     assert "错误: ValueError: snapshot denied" in text
 
 

tests/test_runtime_config_support.py

@@ -10,7 +10,7 @@
 )
 
 
-def _target_json(profile="mega_cap_leader_rotation_top50_balanced") -> str:
+def _target_json(profile="russell_top50_leader_rotation_aggressive") -> str:
     return (
         '{"platform_id":"firstrade","strategy_profile":"'
         + profile
@@ -23,7 +23,7 @@ def test_runtime_execution_window_uses_generic_env(monkeypatch):
     monkeypatch.setenv("FIRSTRADE_TECH_RUNTIME_EXECUTION_WINDOW_TRADING_DAYS", "3")
 
     assert (
-        _runtime_execution_window_trading_days_env("mega_cap_leader_rotation_top50_balanced")
+        _runtime_execution_window_trading_days_env("russell_top50_leader_rotation_aggressive")
         == 7
     )
     assert (
@@ -41,7 +41,7 @@ def test_runtime_execution_window_keeps_legacy_tech_env(monkeypatch):
         == 5
     )
     assert (
-        _runtime_execution_window_trading_days_env("mega_cap_leader_rotation_top50_balanced")
+        _runtime_execution_window_trading_days_env("russell_top50_leader_rotation_aggressive")
         is None
     )
 
@@ -255,4 +255,4 @@ def test_runtime_execution_window_rejects_invalid_generic_env(monkeypatch, raw_v
         ValueError,
         match="FIRSTRADE_RUNTIME_EXECUTION_WINDOW_TRADING_DAYS",
     ):
-        _runtime_execution_window_trading_days_env("mega_cap_leader_rotation_top50_balanced")
+        _runtime_execution_window_trading_days_env("russell_top50_leader_rotation_aggressive")

tests/test_session_check_service.py

@@ -112,7 +112,7 @@ def test_run_session_check_persists_funds_snapshot_when_enabled():
 def test_monthly_session_check_skips_when_current_period_is_already_maintained():
     now = datetime(2026, 6, 3, 1, 2, 3, tzinfo=timezone.utc)
     state_key = (
-        "session-checks/auto/mega_cap_leader_rotation_top50_balanced/2026_06/latest.json"
+        "session-checks/auto/russell_top50_leader_rotation_aggressive/2026_06/latest.json"
     )
     store = FakeStateStore(
         {
@@ -126,7 +126,7 @@ def test_monthly_session_check_skips_when_current_period_is_already_maintained()
     result = run_session_check(
         client_factory=ExplodingClient,
         state_store=store,
-        env_reader=_env({"STRATEGY_PROFILE": "mega_cap_leader_rotation_top50_balanced"}),
+        env_reader=_env({"STRATEGY_PROFILE": "russell_top50_leader_rotation_aggressive"}),
         now=now,
     )
 
@@ -147,14 +147,14 @@ def test_monthly_session_check_runs_and_persists_maintenance_state_when_due():
         credentials=FirstradeCredentials(username="user", password="pass"),
         client_factory=FakeClient,
         state_store=store,
-        env_reader=_env({"STRATEGY_PROFILE": "mega_cap_leader_rotation_top50_balanced"}),
+        env_reader=_env({"STRATEGY_PROFILE": "russell_top50_leader_rotation_aggressive"}),
         now=now,
     )
 
     assert result["ok"] is True
     assert result["session_check_maintenance_state_persisted"] is True
     state_key = (
-        "session-checks/auto/mega_cap_leader_rotation_top50_balanced/2026_06/latest.json"
+        "session-checks/auto/russell_top50_leader_rotation_aggressive/2026_06/latest.json"
     )
     assert store.reads == [state_key]
     assert store.writes == [
@@ -164,7 +164,7 @@ def test_monthly_session_check_runs_and_persists_maintenance_state_when_due():
                 "checked_at": "2026-06-03T01:02:03+00:00",
                 "account": "****5678",
                 "session_reused": True,
-                "strategy_profile": "mega_cap_leader_rotation_top50_balanced",
+                "strategy_profile": "russell_top50_leader_rotation_aggressive",
                 "strategy_cadence": "monthly",
                 "strategy_required_inputs": ["feature_snapshot"],
                 "period": "2026-06",
@@ -196,7 +196,7 @@ def test_daily_session_check_runs_every_time_without_maintenance_state_lookup():
 def test_session_check_policy_always_overrides_monthly_throttle():
     now = datetime(2026, 6, 3, 1, 2, 3, tzinfo=timezone.utc)
     state_key = (
-        "session-checks/auto/mega_cap_leader_rotation_top50_balanced/2026_06/latest.json"
+        "session-checks/auto/russell_top50_leader_rotation_aggressive/2026_06/latest.json"
     )
     store = FakeStateStore({state_key: {"checked_at": "2026-06-01T01:02:03+00:00"}})
 
@@ -206,7 +206,7 @@ def test_session_check_policy_always_overrides_monthly_throttle():
         state_store=store,
         env_reader=_env(
             {
-                "STRATEGY_PROFILE": "mega_cap_leader_rotation_top50_balanced",
+                "STRATEGY_PROFILE": "russell_top50_leader_rotation_aggressive",
                 "FIRSTRADE_SESSION_CHECK_POLICY": "always",
             }
         ),

tests/test_strategy_runtime.py

@@ -9,7 +9,7 @@ def _runtime_settings(**overrides) -> PlatformRuntimeSettings:
         "project_id": None,
         "account_prefix": "FIRSTRADE",
         "account_region": "US",
-        "strategy_profile": "mega_cap_leader_rotation_top50_balanced",
+        "strategy_profile": "russell_top50_leader_rotation_aggressive",
         "strategy_display_name": "Mega Cap Leader Rotation Top 50 Balanced",
         "strategy_domain": "us_equity",
         "notify_lang": "en",
@@ -29,7 +29,7 @@ def test_runtime_execution_window_override_applies_to_mega_strategy():
     settings = _runtime_settings(runtime_execution_window_trading_days=7)
 
     assert _build_runtime_overrides(
-        "mega_cap_leader_rotation_top50_balanced",
+        "russell_top50_leader_rotation_aggressive",
         settings,
     ) == {"runtime_execution_window_trading_days": 7}