chore: converge qmt runtime dependencies

Co-Authored-By: Codex <noreply@openai.com>

Author: Pigbibi

.env.example

@@ -3,5 +3,3 @@ STRATEGY_PROFILE=cn_industry_etf_rotation
 ACCOUNT_PREFIX=QMT
 ACCOUNT_REGION=CN
 QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv
-QMT_FEATURE_SNAPSHOT_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv
-QMT_FEATURE_SNAPSHOT_MANIFEST_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv.manifest.json

.github/workflows/ci.yml

@@ -30,19 +30,6 @@ jobs:
           ref="$(grep -Eo 'CnEquityStrategies\.git@[0-9a-f]+' pyproject.toml | head -n1 | sed 's/.*@//')"
           echo "ref=${ref}" >> "$GITHUB_OUTPUT"
 
-      - name: Resolve CnEquitySnapshotPipelines ref
-        id: cn-equity-snapshot-pipelines-ref
-        run: |
-          set -euo pipefail
-          ref="main"
-          for candidate in "${GITHUB_HEAD_REF:-}" "${GITHUB_BASE_REF:-}"; do
-            if [ -n "$candidate" ] && git ls-remote --exit-code --heads https://github.com/QuantStrategyLab/CnEquitySnapshotPipelines.git "$candidate" >/dev/null 2>&1; then
-              ref="$candidate"
-              break
-            fi
-          done
-          echo "ref=${ref}" >> "$GITHUB_OUTPUT"
-
       - name: Checkout QuantPlatformKit
         uses: actions/checkout@v6
         with:
@@ -57,13 +44,6 @@ jobs:
           ref: ${{ steps.cn-equity-strategies-ref.outputs.ref }}
           path: external/CnEquityStrategies
 
-      - name: Checkout CnEquitySnapshotPipelines
-        uses: actions/checkout@v6
-        with:
-          repository: QuantStrategyLab/CnEquitySnapshotPipelines
-          ref: ${{ steps.cn-equity-snapshot-pipelines-ref.outputs.ref }}
-          path: external/CnEquitySnapshotPipelines
-
       - name: Setup Python
         uses: actions/setup-python@v6
         with:
@@ -74,7 +54,7 @@ jobs:
           set -euo pipefail
           python -m pip install --upgrade pip
           python -m pip install -e '.[test]' ruff
-          python -m pip install --no-deps -e external/QuantPlatformKit -e external/CnEquityStrategies -e external/CnEquitySnapshotPipelines
+          python -m pip install --no-deps -e external/QuantPlatformKit -e external/CnEquityStrategies
 
       - name: Run ruff
         run: python -m ruff check . --extend-exclude external

README.md

@@ -6,21 +6,21 @@
 - **Layer**: `runtime-platform`.
 - **Responsibility**: QMT / miniQMT A-share execution runtime.
 - **Owns**: QMT runtime controls and A-share platform integration.
-- **Consumes**: CnEquityStrategies, CnEquitySnapshotPipelines artifacts, QuantPlatformKit, QuantRuntimeSettings.
+- **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 profiles (P0)
+## 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，vol25%**) |
-| `cn_dividend_quality_snapshot` | `feature_snapshot` (requires snapshot path) |
-| `cn_index_etf_tactical_rotation` | `market_history` (legacy / research_backtest_only) |
+| `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
 
@@ -34,6 +34,7 @@ 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
@@ -52,35 +53,9 @@ curl http://127.0.0.1:8080/dry-run
 
 Runtime target example: `QuantRuntimeSettings/examples/targets/qmt/industry_etf_aggressive_dry_run.example.json`
 
-### Legacy index ETF tactical rotation (research only)
-
-```bash
-export STRATEGY_PROFILE=cn_index_etf_tactical_rotation
-export QMT_MARKET_HISTORY_PATH=data/fixtures/market_history.sample.csv
-python3 main.py
-```
-
-### Dividend quality snapshot (feature snapshot)
-
-```bash
-python3 -m pip install --no-deps -e ../CnEquitySnapshotPipelines
-
-# Regenerate fixtures (uses sample factor CSV; sets as_of to today)
-python3 scripts/build_fixtures.py
-
-export STRATEGY_PROFILE=cn_dividend_quality_snapshot
-export QMT_DRY_RUN_ONLY=true
-export QMT_FEATURE_SNAPSHOT_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv
-export QMT_FEATURE_SNAPSHOT_MANIFEST_PATH=data/fixtures/dividend_quality/cn_dividend_quality_snapshot_factor_snapshot_latest.csv.manifest.json
-
-python3 main.py
-curl http://127.0.0.1:8080/dry-run
-```
-
 End-to-end smoke (stage/build/run):
 
 ```bash
-python3 scripts/smoke_cn_dividend_quality_dry_run_e2e.py
 python3 scripts/smoke_cn_industry_etf_rotation_dry_run_e2e.py
 python3 scripts/smoke_cn_industry_etf_rotation_aggressive_dry_run_e2e.py
 ```
@@ -90,13 +65,11 @@ python3 scripts/smoke_cn_industry_etf_rotation_aggressive_dry_run_e2e.py
 | Variable | Default | Description |
 |---|---|---|
 | `QMT_DRY_RUN_ONLY` | `true` | When true, never submit live orders |
-| `STRATEGY_PROFILE` | required | Strategy profile id |
+| `STRATEGY_PROFILE` | required | QMT-enabled strategy profile id |
 | `QMT_MARKET_HISTORY_PATH` | — | CSV with `date,symbol,close` for direct strategies |
-| `QMT_FEATURE_SNAPSHOT_PATH` | — | Snapshot CSV for feature-snapshot strategies |
-| `QMT_FEATURE_SNAPSHOT_MANIFEST_PATH` | — | Snapshot manifest JSON (required for dividend quality) |
 | `RUNTIME_TARGET_JSON` | — | Optional runtime target override from QuantRuntimeSettings |
 
-See `.env.example` and `CnEquityStrategies/docs/platform_integration.md`.
+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
 

README.zh-CN.md

@@ -6,32 +6,36 @@
 - **层级**：`执行平台`。
 - **职责**：QMT / miniQMT A 股执行运行时。
 - **事实源/归属**：QMT runtime 控制和 A 股平台集成。
-- **消费对象**：CnEquityStrategies、CnEquitySnapshotPipelines artifacts、QuantPlatformKit、QuantRuntimeSettings。
+- **消费对象**：CnEquityStrategies、QuantPlatformKit、QuantRuntimeSettings、market-history 输入。
 - **禁止事项**：承载策略研究逻辑或发布 snapshot artifacts。
 
 A 股量化平台层，基于 `QuantPlatformKit` 和 `CnEquityStrategies` 构建，对接 **miniQMT / QMT**。
 
 当前范围为**仅干跑**：评估策略目标并预览订单，不向券商提交实盘。
 
-## 支持策略
+## 支持 dry-run 策略
 
 | Profile | 输入模式 |
 |---|---|
 | `cn_industry_etf_rotation` | `market_history`（主轨，runtime_enabled） |
-| `cn_industry_etf_rotation_aggressive` | `market_history`（可选目标，vol25%） |
-| `cn_dividend_quality_snapshot` | `feature_snapshot`（需快照路径） |
-| `cn_index_etf_tactical_rotation` | `market_history`（旧版/research_backtest_only） |
+| `cn_industry_etf_rotation_aggressive` | `market_history`（可选目标，live_candidate） |
+
+`cn_dividend_quality_snapshot`、`cn_index_etf_tactical_rotation` 等 research-only profile 不会进入 QMT runtime 配置；只有在 `CnEquityStrategies` 中完成提级后才允许启用。
 
 ## 快速开始
 
 ```bash
 python3 -m pip install -e '.[test]'
 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
 ```
 
+`.env.example` 是当前 dry-run 配置模板；preflight 只校验 profile 与输入文件路径，不读取或写入账号、密码、token。
+
 详见 [README.md](README.md)（英文）。
 
 ## 许可证

pyproject.toml

@@ -14,7 +14,7 @@ dependencies = [
   "flask>=3.0",
   "pandas>=2.0",
   "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@37c81901160c5b31127a27dba1c63944933fb6bf",
-  "cn-equity-strategies @ git+https://github.com/QuantStrategyLab/CnEquityStrategies.git@8dfadcf8a4dc6cc516f27a4013248474603d8ce2",
+  "cn-equity-strategies @ git+https://github.com/QuantStrategyLab/CnEquityStrategies.git@73844e92a8570a61e5a9dc6c245809d0b27b89bc",
 ]
 
 [project.optional-dependencies]
@@ -23,6 +23,7 @@ test = ["pytest>=8"]
 [tool.setuptools]
 py-modules = [
   "main",
+  "runtime_preflight",
   "runtime_config_support",
   "strategy_loader",
   "strategy_registry",

qsl.toml

@@ -3,14 +3,11 @@ repo = "QmtPlatform"
 tier = "runtime-platform"
 ring = 3
 allow_legacy = false
-enforce_bundle = false
-owner = "runtime-platform"
-expires_at = "2026-09-30"
-next_action = "finish dependency pin convergence and restore enforce_bundle=true"
+enforce_bundle = true
 
 [qsl.requires]
 quant_platform_kit = "37c81901160c5b31127a27dba1c63944933fb6bf"
-cn_equity_strategies = "8dfadcf8a4dc6cc516f27a4013248474603d8ce2"
+cn_equity_strategies = "73844e92a8570a61e5a9dc6c245809d0b27b89bc"
 
 [qsl.compat]
 bundle = "2026.07.2"

runtime_preflight.py

@@ -0,0 +1,96 @@
+from __future__ import annotations
+
+from dataclasses import dataclass
+from pathlib import Path
+from typing import Any
+
+from runtime_config_support import load_platform_runtime_settings
+from strategy_loader import load_strategy_entrypoint_for_profile
+
+
+@dataclass(frozen=True)
+class PreflightIssue:
+    code: str
+    message: str
+
+
+@dataclass(frozen=True)
+class QmtPreflightReport:
+    status: str
+    strategy_profile: str | None
+    dry_run_only: bool | None
+    required_inputs: tuple[str, ...]
+    issues: tuple[PreflightIssue, ...]
+
+    def to_payload(self) -> dict[str, Any]:
+        return {
+            "status": self.status,
+            "strategy_profile": self.strategy_profile,
+            "dry_run_only": self.dry_run_only,
+            "required_inputs": list(self.required_inputs),
+            "issues": [
+                {"code": issue.code, "message": issue.message}
+                for issue in self.issues
+            ],
+        }
+
+
+def run_preflight(*, allow_non_dry_run: bool = False) -> QmtPreflightReport:
+    issues: list[PreflightIssue] = []
+    try:
+        settings = load_platform_runtime_settings()
+        entrypoint = load_strategy_entrypoint_for_profile(settings.strategy_profile)
+    except Exception as exc:
+        return QmtPreflightReport(
+            status="error",
+            strategy_profile=None,
+            dry_run_only=None,
+            required_inputs=(),
+            issues=(PreflightIssue("runtime_config_error", str(exc)),),
+        )
+
+    required_inputs = tuple(sorted(frozenset(entrypoint.manifest.required_inputs)))
+    if not settings.dry_run_only and not allow_non_dry_run:
+        issues.append(
+            PreflightIssue(
+                "non_dry_run_blocked",
+                "QMT_DRY_RUN_ONLY=false is not accepted by preflight; live QMT submission is not wired in this repo.",
+            )
+        )
+
+    if "market_history" in required_inputs:
+        _check_existing_path(
+            settings.market_history_path,
+            code="missing_market_history",
+            label="QMT_MARKET_HISTORY_PATH",
+            issues=issues,
+        )
+    if "feature_snapshot" in required_inputs:
+        _check_existing_path(
+            settings.feature_snapshot_path,
+            code="missing_feature_snapshot",
+            label="QMT_FEATURE_SNAPSHOT_PATH",
+            issues=issues,
+        )
+        _check_existing_path(
+            settings.feature_snapshot_manifest_path,
+            code="missing_feature_snapshot_manifest",
+            label="QMT_FEATURE_SNAPSHOT_MANIFEST_PATH",
+            issues=issues,
+        )
+
+    return QmtPreflightReport(
+        status="ok" if not issues else "error",
+        strategy_profile=settings.strategy_profile,
+        dry_run_only=settings.dry_run_only,
+        required_inputs=required_inputs,
+        issues=tuple(issues),
+    )
+
+
+def _check_existing_path(value: str | None, *, code: str, label: str, issues: list[PreflightIssue]) -> None:
+    if not value:
+        issues.append(PreflightIssue(code, f"{label} is required."))
+        return
+    if not Path(value).expanduser().exists():
+        issues.append(PreflightIssue(code, f"{label} does not exist."))

scripts/build_fixtures.py

@@ -4,20 +4,13 @@
 from __future__ import annotations
 
 import argparse
-import subprocess
-import sys
-from datetime import datetime, timezone
 from pathlib import Path
 
 import pandas as pd
 
 ROOT = Path(__file__).resolve().parents[1]
 FIXTURES = ROOT / "data" / "fixtures"
 MARKET_HISTORY = FIXTURES / "market_history.sample.csv"
-DIVIDEND_DIR = FIXTURES / "dividend_quality"
-SAMPLE_FACTOR = (
-    ROOT.parent / "CnEquitySnapshotPipelines" / "examples" / "dividend_quality" / "factor_snapshot.sample.csv"
-)
 
 
 def _build_market_history(path: Path, *, use_akshare: bool) -> None:
@@ -58,67 +51,17 @@ def _build_market_history(path: Path, *, use_akshare: bool) -> None:
     pd.DataFrame(rows).to_csv(path, index=False)
 
 
-def _build_dividend_factor_csv(*, output_path: Path, as_of: str, use_akshare: bool, sample_factor: Path) -> Path:
-    if use_akshare:
-        from cn_equity_snapshot_pipelines.akshare_staging import write_staging_factor_snapshot
-
-        write_staging_factor_snapshot(
-            output_path=output_path,
-            sample_fallback_path=sample_factor,
-            as_of=as_of,
-        )
-        return output_path
-    return sample_factor
-
-
-def _build_dividend_snapshot(*, as_of: str, sample_factor: Path, output_dir: Path) -> None:
-    command = [
-        sys.executable,
-        "-m",
-        "cn_equity_snapshot_pipelines.dividend_quality",
-        "--factor-snapshot",
-        str(sample_factor),
-        "--output-dir",
-        str(output_dir),
-        "--as-of",
-        as_of,
-    ]
-    subprocess.run(command, check=True)
-
-
 def main(argv: list[str] | None = None) -> int:
     parser = argparse.ArgumentParser()
-    parser.add_argument(
-        "--as-of",
-        default=datetime.now(timezone.utc).date().isoformat(),
-        help="Snapshot as_of date for dividend quality fixture (YYYY-MM-DD).",
-    )
-    parser.add_argument(
-        "--sample-factor",
-        type=Path,
-        default=SAMPLE_FACTOR,
-        help="Factor CSV used to build the dividend quality snapshot fixture.",
-    )
     parser.add_argument(
         "--use-akshare",
         action="store_true",
-        help="Fetch real ETF market history and dividend factor fields via AkShare when available.",
+        help="Fetch real ETF market history via AkShare when available.",
     )
     args = parser.parse_args(argv)
 
     _build_market_history(MARKET_HISTORY, use_akshare=args.use_akshare)
-    if not args.sample_factor.exists() and not args.use_akshare:
-        raise FileNotFoundError(f"sample factor CSV not found: {args.sample_factor}")
-    factor_path = _build_dividend_factor_csv(
-        output_path=FIXTURES / "staging" / "dividend_quality" / "factor_snapshot.latest.csv",
-        as_of=args.as_of,
-        use_akshare=args.use_akshare,
-        sample_factor=args.sample_factor,
-    )
-    _build_dividend_snapshot(as_of=args.as_of, sample_factor=factor_path, output_dir=DIVIDEND_DIR)
-
     print(f"market_history={MARKET_HISTORY}")
-    print(f"dividend_snapshot_dir={DIVIDEND_DIR}")
     return 0