Archive research-only IBKR profiles

README.md

@@ -39,10 +39,7 @@ The mainline runtime now follows one path only:
 - `tqqq_growth_income`
 - `soxl_soxx_trend_income`
 - `tech_communication_pullback_enhancement`
-- `mega_cap_leader_rotation_aggressive`
-- `mega_cap_leader_rotation_dynamic_top20`
 - `mega_cap_leader_rotation_top50_balanced`
-- `dynamic_mega_leveraged_pullback`
 
 
 **IBKR profile status**
@@ -54,10 +51,10 @@ The mainline runtime now follows one path only:
 | `tqqq_growth_income` | TQQQ Growth Income | Yes | Yes | `us_equity` | enabled value-mode alternative |
 | `soxl_soxx_trend_income` | SOXL/SOXX Semiconductor Trend Income | Yes | Yes | `us_equity` | current IBKR live line |
 | `tech_communication_pullback_enhancement` | Tech/Communication Pullback Enhancement | Yes | Yes | `us_equity` | enabled feature-snapshot alternative |
-| `mega_cap_leader_rotation_aggressive` | Mega Cap Leader Rotation Aggressive | Yes | Yes | `us_equity` | enabled aggressive leader rotation |
-| `mega_cap_leader_rotation_dynamic_top20` | Mega Cap Leader Rotation Dynamic Top20 | Yes | Yes | `us_equity` | enabled concentrated leader rotation |
 | `mega_cap_leader_rotation_top50_balanced` | Mega Cap Leader Rotation Top50 Balanced | Yes | Yes | `us_equity` | enabled balanced Top50 leader rotation |
-| `dynamic_mega_leveraged_pullback` | Dynamic Mega Leveraged Pullback | Yes | Yes | `us_equity` | enabled 2x mega-cap pullback 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:
 
@@ -103,9 +100,12 @@ The selected `ACCOUNT_GROUP` is now the runtime identity. Keep broker-specific i
 | `IB_GATEWAY_ZONE` | Optional fallback | GCE zone (for example `us-central1-a`). Recommended to keep in the selected account-group entry; this env var is only a transition fallback. |
 | `IB_GATEWAY_IP_MODE` | Optional fallback | `internal` (default) or `external`. Recommended to keep in the selected account-group entry; this env var is only a transition fallback. |
 | `IBKR_CONNECT_TIMEOUT_SECONDS` | No | IB API handshake timeout in seconds. Defaults to `60`; raise only if Gateway remote API startup is consistently slow. |
-| `STRATEGY_PROFILE` | Yes | Strategy profile selector. Supported `us_equity` values: `global_etf_rotation`, `russell_1000_multi_factor_defensive`, `tqqq_growth_income`, `soxl_soxx_trend_income`, `tech_communication_pullback_enhancement`, `mega_cap_leader_rotation_aggressive`, `mega_cap_leader_rotation_dynamic_top20`, `mega_cap_leader_rotation_top50_balanced`, `dynamic_mega_leveraged_pullback` |
+| `IBKR_CONNECT_ATTEMPTS` | No | Number of IBKR connection attempts before failing the cycle. Defaults to `3`. |
+| `IBKR_CONNECT_RETRY_DELAY_SECONDS` | No | Delay between failed IBKR connection attempts. Defaults to `5`. |
+| `IBKR_CLIENT_ID_RETRY_OFFSET` | No | Offset added to the configured `ib_client_id` on each retry, so a timed-out API handshake can retry with a fresh client id. Defaults to `100`. |
+| `STRATEGY_PROFILE` | Yes | Strategy profile selector. Supported `us_equity` values: `global_etf_rotation`, `russell_1000_multi_factor_defensive`, `tqqq_growth_income`, `soxl_soxx_trend_income`, `tech_communication_pullback_enhancement`, `mega_cap_leader_rotation_top50_balanced` |
 | `ACCOUNT_GROUP` | Yes | Account-group selector. Set explicitly for each deployment. |
-| `IBKR_FEATURE_SNAPSHOT_PATH` | Conditionally required | Required for snapshot-backed profiles such as `russell_1000_multi_factor_defensive`, `tech_communication_pullback_enhancement`, `mega_cap_leader_rotation_dynamic_top20`, and `mega_cap_leader_rotation_top50_balanced`. Path to the latest feature snapshot file (`.csv`, `.json`, `.jsonl`, `.parquet`). |
+| `IBKR_FEATURE_SNAPSHOT_PATH` | Conditionally required | Required for snapshot-backed profiles such as `russell_1000_multi_factor_defensive`, `tech_communication_pullback_enhancement`, and `mega_cap_leader_rotation_top50_balanced`. Path to the latest feature snapshot file (`.csv`, `.json`, `.jsonl`, `.parquet`). |
 | `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME` | Yes for Cloud Run | Secret Manager secret name for account-group config JSON. Recommended production source. |
 | `IB_ACCOUNT_GROUP_CONFIG_JSON` | No | Local/dev JSON fallback for account-group config. Not recommended for production Cloud Run. |
 | `TELEGRAM_TOKEN` | Yes | Telegram bot token. For Cloud Run, prefer a Secret Manager reference instead of a literal env var. |
@@ -165,11 +165,11 @@ NOTIFY_LANG=zh
 ```
 
 ```bash
-STRATEGY_PROFILE=mega_cap_leader_rotation_dynamic_top20
+STRATEGY_PROFILE=mega_cap_leader_rotation_top50_balanced
 ACCOUNT_GROUP=default
 IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME=ibkr-account-groups
-IBKR_FEATURE_SNAPSHOT_PATH=/var/data/mega_cap_leader_rotation_dynamic_top20_feature_snapshot_latest.csv
-IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/manifests/mega_cap_leader_rotation_dynamic_top20_feature_snapshot_latest.csv.manifest.json
+IBKR_FEATURE_SNAPSHOT_PATH=/var/data/mega_cap_leader_rotation_top50_balanced_feature_snapshot_latest.csv
+IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH=/var/manifests/mega_cap_leader_rotation_top50_balanced_feature_snapshot_latest.csv.manifest.json
 GLOBAL_TELEGRAM_CHAT_ID=<telegram-chat-id>
 NOTIFY_LANG=zh
 ```
@@ -269,6 +269,8 @@ gcloud run deploy interactive-brokers-quant-service \
   --source . \
   --region us-central1 \
   --service-account ibkr-platform-runtime@PROJECT_ID.iam.gserviceaccount.com \
+  --concurrency 1 \
+  --max-instances 1 \
   --network default \
   --subnet cloudrun-direct-egress \
   --vpc-egress private-ranges-only \
@@ -280,6 +282,8 @@ If the service already exists and your CI only updates source/image, you can pat
 ```bash
 gcloud run services update ibkr-quant \
   --region us-central1 \
+  --concurrency 1 \
+  --max-instances 1 \
   --network default \
   --subnet cloudrun-direct-egress \
   --vpc-egress private-ranges-only \
@@ -293,7 +297,7 @@ gcloud run services update ibkr-quant \
 
 IBKR runtime 负责把共享的 `us_equity` 策略档位部署到 GCP Cloud Run，并连接 GCE 上的 IB Gateway 执行。策略逻辑、策略频率、标的池、参数和研究/回测说明都放在 `UsEquityStrategies`；这个仓库只维护 IBKR 运行时、账号组、Gateway 连接、下单和通知。
 
-当前 `global_etf_rotation`、`russell_1000_multi_factor_defensive`、`tqqq_growth_income`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement`、`mega_cap_leader_rotation_aggressive`、`mega_cap_leader_rotation_dynamic_top20`、`mega_cap_leader_rotation_top50_balanced` 和 `dynamic_mega_leveraged_pullback` 的策略实现都来自 `UsEquityStrategies`。
+当前可运行的 `global_etf_rotation`、`russell_1000_multi_factor_defensive`、`tqqq_growth_income`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement` 和 `mega_cap_leader_rotation_top50_balanced` 的策略实现都来自 `UsEquityStrategies`；`mega_cap_leader_rotation_aggressive`、`mega_cap_leader_rotation_dynamic_top20`、`dynamic_mega_leveraged_pullback` 保留为 research-only 存档，不进入 IBKR rollout。
 
 完整策略说明现在放在 [`UsEquityStrategies`](https://github.com/QuantStrategyLab/UsEquityStrategies)。这个 README 只保留 IBKR 运行时、profile 启用状态、部署和凭据说明。
 
@@ -335,7 +339,10 @@ IBKR 账户
 | `IB_GATEWAY_ZONE` | 可选过渡项 | GCE zone（如 `us-central1-a`）。推荐直接放进选中的账号组配置里；这里只保留过渡 fallback。 |
 | `IB_GATEWAY_IP_MODE` | 可选过渡项 | `internal`（默认）或 `external`。推荐直接放进选中的账号组配置里；这里只保留过渡 fallback。 |
 | `IBKR_CONNECT_TIMEOUT_SECONDS` | 否 | IB API 握手超时时间，单位秒。默认 `60`；只有 Gateway 远程 API 启动持续偏慢时才需要调高。 |
-| `STRATEGY_PROFILE` | 是 | 策略档位选择。当前可用的 `us_equity` 值：`global_etf_rotation`、`russell_1000_multi_factor_defensive`、`tqqq_growth_income`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement`、`mega_cap_leader_rotation_aggressive`、`mega_cap_leader_rotation_dynamic_top20`、`mega_cap_leader_rotation_top50_balanced`、`dynamic_mega_leveraged_pullback` |
+| `IBKR_CONNECT_ATTEMPTS` | 否 | IBKR 连接失败前最多尝试次数。默认 `3`。 |
+| `IBKR_CONNECT_RETRY_DELAY_SECONDS` | 否 | IBKR 连接重试间隔，单位秒。默认 `5`。 |
+| `IBKR_CLIENT_ID_RETRY_OFFSET` | 否 | 每次重试时加到 `ib_client_id` 上的偏移量，用新的 client id 避开超时握手留下的卡住会话。默认 `100`。 |
+| `STRATEGY_PROFILE` | 是 | 策略档位选择。当前可用的 `us_equity` 值：`global_etf_rotation`、`russell_1000_multi_factor_defensive`、`tqqq_growth_income`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement`、`mega_cap_leader_rotation_top50_balanced` |
 | `ACCOUNT_GROUP` | 是 | 账号组选择器，每个部署都要显式设置。 |
 | `IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME` | Cloud Run 建议必填 | 账号组配置 JSON 在 Secret Manager 里的密钥名。生产环境推荐使用。 |
 | `IB_ACCOUNT_GROUP_CONFIG_JSON` | 否 | 本地开发用的账号组配置 JSON fallback。不建议在生产 Cloud Run 直接使用。 |
@@ -467,6 +474,8 @@ gcloud run deploy interactive-brokers-quant-service \
   --source . \
   --region us-central1 \
   --service-account ibkr-platform-runtime@PROJECT_ID.iam.gserviceaccount.com \
+  --concurrency 1 \
+  --max-instances 1 \
   --network default \
   --subnet cloudrun-direct-egress \
   --vpc-egress private-ranges-only \
@@ -478,6 +487,8 @@ gcloud run deploy interactive-brokers-quant-service \
 ```bash
 gcloud run services update ibkr-quant \
   --region us-central1 \
+  --concurrency 1 \
+  --max-instances 1 \
   --network default \
   --subnet cloudrun-direct-egress \
   --vpc-egress private-ranges-only \

configs/paper_mega_cap_leader_rotation_dynamic_top20.env.example

@@ -1,4 +1,6 @@
-# IBKR paper runtime switch: mega_cap_leader_rotation_dynamic_top20
+# Archived research-only reference.
+# mega_cap_leader_rotation_dynamic_top20 is no longer accepted by IBKR rollout
+# unless UsEquityStrategies promotes it back to runtime_enabled.
 STRATEGY_PROFILE=mega_cap_leader_rotation_dynamic_top20
 ACCOUNT_GROUP=default
 IB_ACCOUNT_GROUP_CONFIG_SECRET_NAME=ibkr-account-groups

strategy_registry.py

@@ -22,7 +22,15 @@
 
 IBKR_PLATFORM = "ibkr"
 
-IBKR_ROLLOUT_ALLOWLIST = get_runtime_enabled_profiles()
+RESEARCH_ONLY_ARCHIVED_PROFILES = frozenset(
+    {
+        "dynamic_mega_leveraged_pullback",
+        "mega_cap_leader_rotation_aggressive",
+        "mega_cap_leader_rotation_dynamic_top20",
+    }
+)
+
+IBKR_ROLLOUT_ALLOWLIST = get_runtime_enabled_profiles() - RESEARCH_ONLY_ARCHIVED_PROFILES
 
 PLATFORM_SUPPORTED_DOMAINS: dict[str, frozenset[str]] = {
     IBKR_PLATFORM: frozenset({US_EQUITY_DOMAIN}),

tests/test_runtime_config_support.py

@@ -154,9 +154,6 @@ def test_platform_supported_profiles_are_filtered_by_registry():
             "tqqq_growth_income",
             "tech_communication_pullback_enhancement",
             "global_etf_rotation",
-            "dynamic_mega_leveraged_pullback",
-            "mega_cap_leader_rotation_aggressive",
-            "mega_cap_leader_rotation_dynamic_top20",
             "mega_cap_leader_rotation_top50_balanced",
             "russell_1000_multi_factor_defensive",
         }
@@ -192,38 +189,23 @@ def test_load_platform_runtime_settings_accepts_tech_communication_pullback_enha
     assert settings.strategy_target_mode == "weight"
 
 
-def test_load_platform_runtime_settings_accepts_mega_cap_leader_rotation_dynamic_top20(monkeypatch):
-    monkeypatch.setenv("STRATEGY_PROFILE", "mega_cap_leader_rotation_dynamic_top20")
-    monkeypatch.setenv("ACCOUNT_GROUP", "default")
-    monkeypatch.setenv("IB_ACCOUNT_GROUP_CONFIG_JSON", MINIMAL_GROUP_JSON)
-    monkeypatch.setenv("IBKR_FEATURE_SNAPSHOT_PATH", "/tmp/mega.csv")
-    monkeypatch.setenv("IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH", "/tmp/mega.csv.manifest.json")
-
-    settings = load_platform_runtime_settings(project_id_resolver=lambda: "project-1")
-
-    assert settings.strategy_profile == "mega_cap_leader_rotation_dynamic_top20"
-    assert settings.strategy_display_name == "Mega Cap Leader Rotation Dynamic Top20"
-    assert settings.strategy_target_mode == "weight"
-    assert settings.feature_snapshot_path == "/tmp/mega.csv"
-    assert settings.feature_snapshot_manifest_path == "/tmp/mega.csv.manifest.json"
-    assert settings.strategy_config_path is None
-
-
-def test_load_platform_runtime_settings_accepts_dynamic_mega_leveraged_pullback(monkeypatch):
-    monkeypatch.setenv("STRATEGY_PROFILE", "dynamic_mega_leveraged_pullback")
+@pytest.mark.parametrize(
+    "archived_profile",
+    (
+        "mega_cap_leader_rotation_dynamic_top20",
+        "mega_cap_leader_rotation_aggressive",
+        "dynamic_mega_leveraged_pullback",
+    ),
+)
+def test_load_platform_runtime_settings_rejects_research_only_archived_profiles(monkeypatch, archived_profile):
+    monkeypatch.setenv("STRATEGY_PROFILE", archived_profile)
     monkeypatch.setenv("ACCOUNT_GROUP", "default")
     monkeypatch.setenv("IB_ACCOUNT_GROUP_CONFIG_JSON", MINIMAL_GROUP_JSON)
-    monkeypatch.setenv("IBKR_FEATURE_SNAPSHOT_PATH", "/tmp/dynamic-mega.csv")
-    monkeypatch.setenv("IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH", "/tmp/dynamic-mega.csv.manifest.json")
+    monkeypatch.setenv("IBKR_FEATURE_SNAPSHOT_PATH", "/tmp/archive.csv")
+    monkeypatch.setenv("IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH", "/tmp/archive.csv.manifest.json")
 
-    settings = load_platform_runtime_settings(project_id_resolver=lambda: "project-1")
-
-    assert settings.strategy_profile == "dynamic_mega_leveraged_pullback"
-    assert settings.strategy_display_name == "Dynamic Mega Leveraged Pullback"
-    assert settings.strategy_target_mode == "weight"
-    assert settings.feature_snapshot_path == "/tmp/dynamic-mega.csv"
-    assert settings.feature_snapshot_manifest_path == "/tmp/dynamic-mega.csv.manifest.json"
-    assert settings.strategy_config_path is None
+    with pytest.raises(ValueError, match="Unsupported STRATEGY_PROFILE"):
+        load_platform_runtime_settings(project_id_resolver=lambda: "project-1")
 
 
 def test_load_platform_runtime_settings_accepts_tqqq_growth_income(monkeypatch):
@@ -319,21 +301,13 @@ def test_print_strategy_profile_status_json_matches_registry():
     assert by_profile["tech_communication_pullback_enhancement"]["input_mode"] == "feature_snapshot"
     assert by_profile["tech_communication_pullback_enhancement"]["requires_snapshot_artifacts"] is True
     assert by_profile["tech_communication_pullback_enhancement"]["requires_strategy_config_path"] is True
-    assert by_profile["mega_cap_leader_rotation_dynamic_top20"]["profile_group"] == "snapshot_backed"
-    assert by_profile["mega_cap_leader_rotation_dynamic_top20"]["input_mode"] == "feature_snapshot"
-    assert by_profile["mega_cap_leader_rotation_dynamic_top20"]["requires_snapshot_artifacts"] is True
-    assert by_profile["mega_cap_leader_rotation_dynamic_top20"]["requires_strategy_config_path"] is False
     assert by_profile["mega_cap_leader_rotation_top50_balanced"]["profile_group"] == "snapshot_backed"
     assert by_profile["mega_cap_leader_rotation_top50_balanced"]["input_mode"] == "feature_snapshot"
     assert by_profile["mega_cap_leader_rotation_top50_balanced"]["requires_snapshot_artifacts"] is True
     assert by_profile["mega_cap_leader_rotation_top50_balanced"]["requires_strategy_config_path"] is False
-    assert by_profile["dynamic_mega_leveraged_pullback"]["profile_group"] == "snapshot_backed"
-    assert (
-        by_profile["dynamic_mega_leveraged_pullback"]["input_mode"]
-        == "feature_snapshot+market_history+benchmark_history+portfolio_snapshot"
-    )
-    assert by_profile["dynamic_mega_leveraged_pullback"]["requires_snapshot_artifacts"] is True
-    assert by_profile["dynamic_mega_leveraged_pullback"]["requires_strategy_config_path"] is False
+    assert by_profile["mega_cap_leader_rotation_dynamic_top20"]["enabled"] is False
+    assert by_profile["mega_cap_leader_rotation_aggressive"]["enabled"] is False
+    assert by_profile["dynamic_mega_leveraged_pullback"]["enabled"] is False
     assert by_profile["russell_1000_multi_factor_defensive"]["requires_strategy_config_path"] is False
 
 
@@ -377,24 +351,15 @@ def test_print_strategy_switch_env_plan_for_tqqq_growth_income():
     assert "IBKR_FEATURE_SNAPSHOT_PATH" in plan["remove_if_present"]
 
 
-def test_print_strategy_switch_env_plan_for_mega_cap_feature_snapshot_profile():
+def test_print_strategy_switch_env_plan_rejects_research_only_archived_profile():
     result = subprocess.run(
         [sys.executable, str(SWITCH_PLAN_SCRIPT_PATH), "--profile", "mega_cap_leader_rotation_dynamic_top20", "--json"],
-        check=True,
         capture_output=True,
         text=True,
     )
 
-    plan = json.loads(result.stdout)
-    assert plan["canonical_profile"] == "mega_cap_leader_rotation_dynamic_top20"
-    assert plan["profile_group"] == "snapshot_backed"
-    assert plan["input_mode"] == "feature_snapshot"
-    assert plan["requires_snapshot_artifacts"] is True
-    assert plan["requires_strategy_config_path"] is False
-    assert plan["set_env"]["IBKR_FEATURE_SNAPSHOT_PATH"] == "<required>"
-    assert plan["set_env"]["IBKR_FEATURE_SNAPSHOT_MANIFEST_PATH"] == "<required>"
-    assert "IBKR_STRATEGY_CONFIG_PATH" in plan["remove_if_present"]
-    assert "IBKR_RECONCILIATION_OUTPUT_PATH" in plan["remove_if_present"]
+    assert result.returncode != 0
+    assert "Unsupported STRATEGY_PROFILE" in result.stderr
 
 
 def test_print_strategy_switch_env_plan_for_mega_cap_top50_balanced_profile():