QmtPlatform

QSL architecture role

• Layer: runtime-platform.
• Responsibility: QMT / miniQMT A-share execution runtime.
• Owns: QMT runtime controls and A-share platform integration.
• Consumes: CnEquityStrategies, QuantPlatformKit, QuantRuntimeSettings, market-history inputs.
• Must not: own strategy research logic or publish snapshot artifacts.

A-share quant platform layer for miniQMT / QMT, built on QuantPlatformKit and CnEquityStrategies.

Current scope is dry-run first: evaluate strategy targets and preview orders without submitting to the broker.

Supported dry-run profiles

Profile	Input mode
cn_industry_etf_rotation	market_history (主轨，runtime_enabled)
cn_industry_etf_rotation_aggressive	market_history (optional target，live_candidate)

Research-only profiles such as cn_dividend_quality_snapshot and cn_index_etf_tactical_rotation are intentionally rejected by QMT runtime settings until they are promoted in CnEquityStrategies.

Quick start

Industry ETF rotation (market history, primary)

python3 -m pip install -e '.[test]'
python3 -m pip install --no-deps -e ../QuantPlatformKit ../CnEquityStrategies

export STRATEGY_PROFILE=cn_industry_etf_rotation
export QMT_DRY_RUN_ONLY=true
export QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv

python3 scripts/preflight_qmt_runtime.py
python3 main.py
curl http://127.0.0.1:8080/probe
curl http://127.0.0.1:8080/dry-run

Industry ETF rotation aggressive (optional second target, vol25%)

export STRATEGY_PROFILE=cn_industry_etf_rotation_aggressive
export QMT_DRY_RUN_ONLY=true
export QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv

python3 main.py
curl http://127.0.0.1:8080/dry-run

Runtime target example: QuantRuntimeSettings/examples/targets/qmt/industry_etf_aggressive_dry_run.example.json

End-to-end smoke (stage/build/run):

python3 scripts/smoke_cn_industry_etf_rotation_dry_run_e2e.py
python3 scripts/smoke_cn_industry_etf_rotation_aggressive_dry_run_e2e.py

Environment variables

Variable	Default	Description
QMT_DRY_RUN_ONLY	true	When true, never submit live orders
STRATEGY_PROFILE	required	QMT-enabled strategy profile id
QMT_MARKET_HISTORY_PATH	—	CSV with date,symbol,close for direct strategies
RUNTIME_TARGET_JSON	—	Optional runtime target override from QuantRuntimeSettings

Use .env.example as the dry-run configuration template. Run python3 scripts/preflight_qmt_runtime.py before starting the service; it validates the selected profile and required input paths without touching any live account credentials.

HTTP endpoints

• GET /probe — health + active profile
• GET /profiles — platform profile matrix
• GET|POST /dry-run — evaluate strategy and return target weights + order previews

Related repositories

• CnEquityStrategies
• CnEquitySnapshotPipelines
• QuantRuntimeSettings