Add QMT dry-run console architecture and cash/margin UI exclusion

examples/targets/qmt/README.zh-CN.md

@@ -0,0 +1,53 @@
+# QMT（A 股）Runtime Target 架构
+
+当前阶段：**仅 dry-run，无 live 券商账号**。中信 / 国金等券商差异不在 `platform_id` 层建模，将来 live 时在 `account-options` 增加 target 项并在对应 miniQMT 部署侧区分即可。
+
+## 分层
+
+| 层 | 仓库 / ID | 说明 |
+| --- | --- | --- |
+| 策略 | `CnEquityStrategies` / `cn_*` profile | 仅 `cn_equity` domain |
+| 平台 | `QmtPlatform` / `platform_id=qmt` | 统一 miniQMT 执行层，一个 Platform 仓 |
+| 运行配置 | `QuantRuntimeSettings` | target 示例、切换控制台、`manual-strategy-switch` |
+| 变量作用域 | `variable_scope=repository` | QMT 使用仓库级 GitHub Variables |
+
+## Runtime-enabled 策略（切换页可选）
+
+| Profile | 输入 | 示例 target |
+| --- | --- | --- |
+| `cn_industry_etf_rotation` | `market_history` | `industry_etf_dry_run.example.json`（**主轨**） |
+| `cn_dividend_quality_snapshot` | `feature_snapshot` | `dividend_quality_dry_run.example.json` |
+
+`cn_index_etf_tactical_rotation` 在策略 catalog 中为 **research_backtest_only**，不要放进 `strategy-profiles.example.json` 的 runtime 列表。
+
+## 账号路由（`account-options`）
+
+每个 **dry-run target** 对应控制台一条 QMT 账号项，字段对齐示例 JSON：
+
+- `target_name`：与 `examples/targets/qmt/*.example.json` 的 target 名一致
+- `variable_scope`：`repository`
+- `deployment_selector` / `account_selector`：`qmt`
+- `account_scope`：`CN`
+- `service_name`：`qmt-quant-service`
+- `cash_currency`：`CNY`
+- `supported_domains`：`["cn_equity"]`
+- `default_strategy_profile`：与该 target 默认策略一致
+
+**不要**在账号配置里放 miniQMT 密码、券商 token 或本机路径；fixture 路径走 QmtPlatform 仓库变量（如 `QMT_MARKET_HISTORY_PATH`）。
+
+## 执行模式
+
+- 控制台 QMT tab **锁定 paper（dry-run）**，Worker 拒绝 `execution_mode=live`。
+- `QMT_DRY_RUN_ONLY=true` 为默认；live 上线前需单独评审并扩展 workflow / sync。
+
+## 与美股平台的差异
+
+- 美股：一个券商一个 Platform 仓（IBKR、Schwab…），同一策略可跨平台。
+- A 股：仅 **QMT 一个 Platform 仓**；多策略、多 dry-run target，但无「中信 Platform / 国金 Platform」拆分。
+
+## 部署 checklist（当前）
+
+1. `strategy-profiles.example.json` 登记 runtime-enabled 的 `cn_*` profile
+2. `account-options.example.json` 配置 QMT dry-run 账号项
+3. 同步 KV：`strategy_profiles`、`account_options`
+4. 触发 `manual-strategy-switch`（platform=`qmt`）— Cloud Run env sync 仍会 skip，属预期

examples/targets/qmt/dry_run.example.json

@@ -1,14 +1,14 @@
 {
   "$schema": "../../../schemas/runtime-target.schema.json",
   "target_id": "qmt/dry_run",
-  "description": "Example QMT repository-scoped dry-run deployment target for A-share strategies.",
+  "description": "Legacy alias target id; prefer qmt/industry_etf_dry_run for new deployments.",
   "github": {
     "repository": "QuantStrategyLab/QmtPlatform",
     "variable_scope": "repository"
   },
   "runtime_target": {
     "platform_id": "qmt",
-    "strategy_profile": "cn_index_etf_tactical_rotation",
+    "strategy_profile": "cn_industry_etf_rotation",
     "dry_run_only": true,
     "deployment_selector": "qmt",
     "account_selector": ["qmt"],

examples/targets/qmt/industry_etf_dry_run.example.json

@@ -0,0 +1,31 @@
+{
+  "$schema": "../../../schemas/runtime-target.schema.json",
+  "target_id": "qmt/industry_etf_dry_run",
+  "description": "Primary QMT dry-run target for cn_industry_etf_rotation (A-share industry ETF rotation).",
+  "github": {
+    "repository": "QuantStrategyLab/QmtPlatform",
+    "variable_scope": "repository"
+  },
+  "runtime_target": {
+    "platform_id": "qmt",
+    "strategy_profile": "cn_industry_etf_rotation",
+    "dry_run_only": true,
+    "deployment_selector": "qmt",
+    "account_selector": ["qmt"],
+    "account_scope": "CN",
+    "service_name": "qmt-quant-service",
+    "execution_mode": "dry_run",
+    "scheduler": {
+      "timezone": "Asia/Shanghai",
+      "main_time": "45 15 * * *",
+      "probe_time": "35 9,15 * * *",
+      "precheck_time": "45 9 * * *"
+    }
+  },
+  "plugin_mounts_variable": "QMT_STRATEGY_PLUGIN_MOUNTS_JSON",
+  "plugin_mounts": [],
+  "extra_variables": {
+    "QMT_DRY_RUN_ONLY": "true",
+    "QMT_MARKET_HISTORY_PATH": "data/fixtures/market_history.sample.csv"
+  }
+}

internal_dependency_matrix.json

@@ -34,14 +34,14 @@
       "path": "requirements.txt",
       "package": "quant-platform-kit",
       "source_repo": "QuantPlatformKit",
-      "ref": "bc5351d3567b2bb60416dc969062c37eedbbf65e"
+      "ref": "7b6e3ce33e6563db4794fa7b865db9ec428dc478"
     },
     {
       "consumer_repo": "CharlesSchwabPlatform",
       "path": "requirements.txt",
       "package": "us-equity-strategies",
       "source_repo": "UsEquityStrategies",
-      "ref": "5aa949df2962b70d6fdb11c33f7d150492795f16"
+      "ref": "608f491f4ef083c752ec29ea2669665d5de4a219"
     },
     {
       "consumer_repo": "CryptoStrategies",
@@ -69,63 +69,63 @@
       "path": "requirements.txt",
       "package": "quant-platform-kit",
       "source_repo": "QuantPlatformKit",
-      "ref": "bc5351d3567b2bb60416dc969062c37eedbbf65e"
+      "ref": "7b6e3ce33e6563db4794fa7b865db9ec428dc478"
     },
     {
       "consumer_repo": "FirstradePlatform",
       "path": "requirements.txt",
       "package": "us-equity-strategies",
       "source_repo": "UsEquityStrategies",
-      "ref": "5aa949df2962b70d6fdb11c33f7d150492795f16"
+      "ref": "608f491f4ef083c752ec29ea2669665d5de4a219"
     },
     {
       "consumer_repo": "HkEquityStrategies",
       "path": "pyproject.toml",
       "package": "quant-platform-kit",
       "source_repo": "QuantPlatformKit",
-      "ref": "bc5351d3567b2bb60416dc969062c37eedbbf65e"
+      "ref": "7b6e3ce33e6563db4794fa7b865db9ec428dc478"
     },
     {
       "consumer_repo": "InteractiveBrokersPlatform",
       "path": "requirements.txt",
       "package": "quant-platform-kit",
       "source_repo": "QuantPlatformKit",
-      "ref": "bc5351d3567b2bb60416dc969062c37eedbbf65e"
+      "ref": "7b6e3ce33e6563db4794fa7b865db9ec428dc478"
     },
     {
       "consumer_repo": "InteractiveBrokersPlatform",
       "path": "requirements.txt",
       "package": "us-equity-strategies",
       "source_repo": "UsEquityStrategies",
-      "ref": "5aa949df2962b70d6fdb11c33f7d150492795f16"
+      "ref": "608f491f4ef083c752ec29ea2669665d5de4a219"
     },
     {
       "consumer_repo": "InteractiveBrokersPlatform",
       "path": "requirements.txt",
       "package": "hk-equity-strategies",
       "source_repo": "HkEquityStrategies",
-      "ref": "f4a7d9252e4c82750045872ff852cb474b172e91"
+      "ref": "9775fea22a0f397422d27b6a3340934b1ea7f064"
     },
     {
       "consumer_repo": "LongBridgePlatform",
       "path": "requirements.txt",
       "package": "quant-platform-kit",
       "source_repo": "QuantPlatformKit",
-      "ref": "bc5351d3567b2bb60416dc969062c37eedbbf65e"
+      "ref": "7b6e3ce33e6563db4794fa7b865db9ec428dc478"
     },
     {
       "consumer_repo": "LongBridgePlatform",
       "path": "requirements.txt",
       "package": "us-equity-strategies",
       "source_repo": "UsEquityStrategies",
-      "ref": "5aa949df2962b70d6fdb11c33f7d150492795f16"
+      "ref": "608f491f4ef083c752ec29ea2669665d5de4a219"
     },
     {
       "consumer_repo": "LongBridgePlatform",
       "path": "requirements.txt",
       "package": "hk-equity-strategies",
       "source_repo": "HkEquityStrategies",
-      "ref": "f4a7d9252e4c82750045872ff852cb474b172e91"
+      "ref": "9775fea22a0f397422d27b6a3340934b1ea7f064"
     },
     {
       "consumer_repo": "UsEquitySnapshotPipelines",
@@ -153,7 +153,7 @@
       "path": "pyproject.toml",
       "package": "quant-platform-kit",
       "source_repo": "QuantPlatformKit",
-      "ref": "bc5351d3567b2bb60416dc969062c37eedbbf65e"
+      "ref": "7b6e3ce33e6563db4794fa7b865db9ec428dc478"
     },
     {
       "consumer_repo": "QmtPlatform",

scripts/build_runtime_switch.py

@@ -84,6 +84,7 @@
     "russell_top50_leader_rotation": US_SNAPSHOT_SCHEDULER,
     "hk_low_vol_dividend_quality_snapshot": HK_SNAPSHOT_SCHEDULER,
     "cn_index_etf_tactical_rotation": CN_DAILY_SCHEDULER,
+    "cn_industry_etf_rotation": CN_DAILY_SCHEDULER,
     "cn_dividend_quality_snapshot": CN_SNAPSHOT_SCHEDULER,
 }
 PLATFORM_DRY_RUN_VARIABLES = {
@@ -782,7 +783,12 @@ def _scheduler_plan_for_strategy(
         return dict(US_DAILY_SCHEDULER)
     scheduler = STRATEGY_SCHEDULER_PROFILES.get(profile)
     if scheduler is None:
-        scheduler = HK_DAILY_SCHEDULER if profile.startswith("hk_") else US_DAILY_SCHEDULER
+        if profile.startswith("cn_"):
+            scheduler = CN_DAILY_SCHEDULER
+        elif profile.startswith("hk_"):
+            scheduler = HK_DAILY_SCHEDULER
+        else:
+            scheduler = US_DAILY_SCHEDULER
     return dict(scheduler)
 
 

tests/strategy_switch_worker_validation.mjs

@@ -39,7 +39,12 @@ assert.ok(indexHtml.includes('optionOverlayMode: "期权层状态"'));
 assert.ok(indexHtml.includes('optionOverlayMode: "Option layer"'));
 assert.ok(indexHtml.includes("optionOverlayDefaultsFromProfileItem"));
 assert.ok(indexHtml.includes('id="cash-only-execution-mode-select"'));
-assert.ok(indexHtml.includes('class="form-section cash-only-section"'));
+assert.ok(indexHtml.includes('class="form-section execution-cash-policy-section"'));
+assert.ok(indexHtml.includes('function reconcileExecutionCashPolicy('));
+assert.ok(indexHtml.includes('qmt: { label: "QMT"'));
+assert.ok(indexHtml.includes('cn_industry_etf_rotation'));
+assert.ok(indexHtml.includes('platformDryRunOnly'));
+assert.ok(indexHtml.includes('qmtDryRunOnlyNote'));
 assert.ok(indexHtml.includes('cashOnlyExecutionMode: "允许融资"'));
 assert.ok(indexHtml.includes('cashOnlyExecutionValueYes: "允许融资：是"'));
 assert.ok(indexHtml.includes('cashOnlyExecutionMode: "Allow margin"'));
@@ -63,7 +68,7 @@ assert.ok(indexHtml.includes('el("dca-base-investment-usd-input").addEventListen
 assert.ok(indexHtml.includes('label_zh: "纳指100 / 标普500 定投"'));
 assert.ok(indexHtml.includes('class="form-section income-layer-section"'));
 assert.ok(indexHtml.includes('class="form-section dca-section"'));
-assert.ok(indexHtml.includes('class="control-block reserve-policy-block section-wide"'));
+assert.ok(indexHtml.includes('class="control-block reserve-policy-block policy-block"'));
 assert.ok(indexHtml.includes('profile: "ibit_smart_dca"'));
 assert.ok(indexHtml.includes('IBIT 比特币定投'));
 assert.ok(indexHtml.includes('localStrategyLabels'));
@@ -554,6 +559,22 @@ assert.throws(
   }),
   /IBIT Z-Score exit settings/,
 );
+assert.throws(
+  () => __test.normalizeSwitchInputs({
+    platform: "qmt",
+    target_name: "industry_etf_dry_run",
+    strategy_profile: "cn_industry_etf_rotation",
+    execution_mode: "live",
+  }),
+  /does not support live execution yet/,
+);
+const normalizedQmtDryRunInputs = __test.normalizeSwitchInputs({
+  platform: "qmt",
+  target_name: "industry_etf_dry_run",
+  strategy_profile: "cn_industry_etf_rotation",
+  execution_mode: "paper",
+});
+assert.equal(normalizedQmtDryRunInputs.execution_mode, "paper");
 assert.throws(
   () => __test.normalizeSwitchInputs({
     platform: "ibkr",

tests/test_runtime_settings.py

@@ -506,9 +506,9 @@ def test_build_switch_target_defaults_qmt_repository_scope(self):
                 "--platform",
                 "qmt",
                 "--target-name",
-                "dry-run",
+                "industry-etf-dry-run",
                 "--strategy-profile",
-                "cn_index_etf_tactical_rotation",
+                "cn_industry_etf_rotation",
                 "--execution-mode",
                 "dry_run",
             ]
@@ -526,7 +526,7 @@ def test_build_switch_target_defaults_qmt_repository_scope(self):
         self.assertEqual(target["runtime_target"]["service_name"], "qmt-quant-service")
         self.assertEqual(target["runtime_target"]["dry_run_only"], True)
         self.assertEqual(assignments["QMT_DRY_RUN_ONLY"], "true")
-        self.assertEqual(assignments["STRATEGY_PROFILE"], "cn_index_etf_tactical_rotation")
+        self.assertEqual(assignments["STRATEGY_PROFILE"], "cn_industry_etf_rotation")
         self.assertEqual(
             target["runtime_target"]["scheduler"],
             {

web/strategy-switch-console/README.zh-CN.md

@@ -125,7 +125,9 @@ Worker 会校验 dispatch 参数必须匹配这里的某个账号项，也会校
 
 登录用户访问 `/api/config` 时，Worker 还会读取目标平台仓库的当前 GitHub Variables。读取优先级是账号匹配的 `CLOUD_RUN_SERVICE_TARGETS_JSON`、匹配的 `RUNTIME_TARGET_JSON.strategy_profile`、`STRATEGY_PROFILE`；都读不到时，页面才回退到 `default_strategy_profile`。
 
-切换表单也支持可选的预留现金覆盖项：所选账号币种下的最小预留现金和预留现金比例。如果账号现金币种固定，可以在账号配置里把 `cash_currency` 设为 `USD` 或 `HKD`；否则页面会按所选策略推断，港股策略显示 HKD，美股策略显示 USD。沿用当前策略会保留平台现有变量；如果平台没有显式配置预留现金变量，源码默认是不额外预留（账号币种 `0`、比例 `0%`）。填写后，Worker 会把它们传给 `manual-strategy-switch.yml`，由 workflow 写入平台对应变量，例如 `IBKR_MIN_RESERVED_CASH_USD` 和 `IBKR_RESERVED_CASH_RATIO`。
+切换表单也支持可选的预留现金覆盖项：所选账号币种下的最小预留现金和预留现金比例。如果账号现金币种固定，可以在账号配置里把 `cash_currency` 设为 `USD`、`HKD` 或 `CNY`；否则页面会按所选策略推断，A 股策略显示 CNY，港股策略显示 HKD，美股策略显示 USD。沿用当前策略会保留平台现有变量；如果平台没有显式配置预留现金变量，源码默认是不额外预留（账号币种 `0`、比例 `0%`）。填写后，Worker 会把它们传给 `manual-strategy-switch.yml`，由 workflow 写入平台对应变量，例如 `IBKR_MIN_RESERVED_CASH_USD` 和 `IBKR_RESERVED_CASH_RATIO`。
+
+「允许融资」与「预留现金覆盖」在网页上互斥：选「允许融资：是」会禁用预留现金覆盖；设置比例/金额类预留覆盖会禁用「允许融资：是」，并自动切到「否」。QMT（A 股）平台不展示这两项，现金约束在 CnEquityStrategies 策略参数 `execution_cash_reserve_ratio` 内配置。
 
 收入层控件来自 `strategy-profiles.example.json` 里的 live 验证策略元数据。切换页可以沿用当前配置、按 profile 默认起始金额和最高比例开启收入层，或关闭收入层。期权层也来自同一份策略 profile 元数据，但网页只暴露三态策略：沿用当前、启用 profile 默认 recipe 和预算、或关闭并清理期权层变量。手工切换请求仍不能通过 `extra_variables_json` 覆盖直接期权 overlay / LEAPS 字段；Worker 和构建脚本会拒绝这些直接覆盖项。
 
@@ -139,9 +141,11 @@ Worker 会校验 dispatch 参数必须匹配这里的某个账号项，也会校
 
 - 在 `strategy-profiles.example.json` 增加 runtime-enabled profile id 和显示名称。
 - 运行 `python3 scripts/sync_strategy_switch_page_asset.py` 重新生成 `strategy_profiles_asset.js`。
-- 给每个策略 profile 设置 `domain`。当前支持 `us_equity` 和 `hk_equity`。
+- 给每个策略 profile 设置 `domain`。当前支持 `us_equity`、`hk_equity` 和 `cn_equity`。
 - 在 `account-options.example.json` 和已部署的 KV 账号配置里更新对应账号的 `default_strategy_profile` 和 `supported_domains`。
 - LongBridge 和 IBKR 账号默认写 `["us_equity", "hk_equity"]`，除非你明确要把某个账号限制成单市场。
+- QMT 账号写 `supported_domains: ["cn_equity"]`，`cash_currency: "CNY"`，并指向 `QuantStrategyLab/QmtPlatform` 仓库里的 target（见 `examples/targets/qmt/`）。当前阶段 **仅 dry-run**，无 live 券商账号；控制台会锁定 paper 模式，Worker 拒绝 QMT live 切换。Worker 后端已支持 `qmt`；平台 Cloud Run sync 目前仍会在 workflow 里 skip，切换策略本身可正常触发。
+- 架构说明见 `examples/targets/qmt/README.zh-CN.md`。Runtime-enabled 的 A 股策略为 `cn_industry_etf_rotation`（主轨）与 `cn_dividend_quality_snapshot`；`cn_index_etf_tactical_rotation` 为 research-only，不要放进切换页策略目录。
 - main 分支部署 workflow 会在 Worker 部署后，用 `strategy-profiles.example.json` 自动更新已部署 KV 的 `strategy_profiles` key。手动部署时，可用 Worker 同步 token 调用 `/api/internal/sync-strategy-profiles`。
 - 确认平台仓库当前的 `RUNTIME_TARGET_JSON.strategy_profile` 或账号级 `CLOUD_RUN_SERVICE_TARGETS_JSON` 使用同一个 id。
 - 让 `manual-strategy-switch.yml` 统一管理平台 plugin mounts。策略不需要插件时，它会写入空的 `*_STRATEGY_PLUGIN_MOUNTS_JSON`，清掉旧策略留下的插件配置。

web/strategy-switch-console/account-options.example.json

@@ -83,5 +83,33 @@
       "default_strategy_profile": "russell_top50_leader_rotation",
       "supported_domains": ["us_equity"]
     }
+  ],
+  "qmt": [
+    {
+      "key": "industry_etf_dry_run",
+      "label": "industry_etf_dry_run",
+      "target_name": "industry_etf_dry_run",
+      "variable_scope": "repository",
+      "deployment_selector": "qmt",
+      "account_selector": "qmt",
+      "account_scope": "CN",
+      "service_name": "qmt-quant-service",
+      "cash_currency": "CNY",
+      "default_strategy_profile": "cn_industry_etf_rotation",
+      "supported_domains": ["cn_equity"]
+    },
+    {
+      "key": "dividend_quality_dry_run",
+      "label": "dividend_quality_dry_run",
+      "target_name": "dividend_quality_dry_run",
+      "variable_scope": "repository",
+      "deployment_selector": "qmt",
+      "account_selector": "qmt",
+      "account_scope": "CN",
+      "service_name": "qmt-quant-service",
+      "cash_currency": "CNY",
+      "default_strategy_profile": "cn_dividend_quality_snapshot",
+      "supported_domains": ["cn_equity"]
+    }
   ]
 }