fix: concentration_guard infinite loop, HWM backfill, time stop (#483, #484, #485)#486
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cct08311github merged 2 commits intomainfrom Mar 27, 2026
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…stop concentration_guard.py (#483): - Extend dedup window from 360s to 3600s and include filled orders - Add daily sell cap of 3 per symbol to prevent infinite loop ticker_watcher.py (#484, #485): - Add EOD price deviation guard blocking buys >5% from last close - Sync positions table after proposal sells - Add time-based stop loss: held >5d + loss >5% → force sell pnl_engine.py (#485): - Include entry_trading_day in sync_positions_table - Add _backfill_high_water_mark from eod_prices Fixes #483, Fixes #484, Fixes #485 Branch: fix/483-484-485-strategy-bugs Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This was referenced Mar 27, 2026
…er_mark columns and logger - test_pnl_engine: add ts_submit to orders, entry_trading_day + high_water_mark to positions - test_position_quarantine: add entry_trading_day + high_water_mark columns, fix positional INSERT - pnl_engine: add missing logger for _backfill_high_water_mark warning Fixes #485 Branch: fix/483-484-485-strategy-bugs Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Summary
修復每日策略審核發現的三個 CRITICAL bug：
submitted狀態，filled後又重新觸發，導致 2382 產生 48 筆 sell orders（16,852 股賣出 vs 720 股持有）。修正：擴展 dedup 視窗至 1 小時含 filled 狀態 + 每日最多 3 筆 sell cap。high_water_mark和entry_trading_day為 NULL 導致 1303 持倉跌 16% 未觸發止損。修正：sync_positions_table自動回填 HWM（從 eod_prices max close）+ 加入時間止損（持有 >5 天且虧損 >5% → 強制 sell）。Changes
concentration_guard.pyticker_watcher.pypnl_engine.pyTest plan
pytest tests/ -q→ 887 passed, 4 failed (all pre-existing)pytest frontend/backend/tests/ -q→ 581 passed, 1 failed (pre-existing)Fixes #483, Fixes #484, Fixes #485
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