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 offline dry-run only: evaluate strategy targets and preview orders without submitting to the broker. This repository is not a shadow/live runtime; any non-dry-run order request is rejected as blocked and is never reported as submitted.

Offline paper admission (not broker paper)

--paper-admission is a deterministic local configuration gate, not a miniQMT/QMT paper account connection. It requires all of the following:

• QMT_EXECUTION_MODE=paper;
• QMT_DRY_RUN_ONLY=true;
• a pre-recorded SHA-256 digest matching the fixed QMT_MARKET_HISTORY_PATH input.

It only loads the strategy contract and hashes the local input. It does not call a QMT SDK/provider, read credentials, create orders, evaluate a broker account, or make this repository broker-paper or live ready.

export QMT_EXECUTION_MODE=paper
export QMT_DRY_RUN_ONLY=true
export QMT_PAPER_ADMISSION_INPUT_SHA256=5612a923290ed9fb779ce39613c5ea875ee68f69bf2aade0358761f2b86b3afb
python3 scripts/preflight_qmt_runtime.py --paper-admission

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	Offline-only guard; non-dry-run requests remain blocked
QMT_EXECUTION_MODE	dry_run	Must be paper for offline paper admission; it never enables a broker connection
QMT_PAPER_ADMISSION_INPUT_SHA256	—	Required only for --paper-admission; pre-recorded digest of the fixed market-history input
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.

Disabled-target lifecycle validation

QMT has no configured broker runtime or live credentials. The weekday Runtime Target Lifecycle workflow therefore runs only the deterministic preflight and fixture-backed dry-run smoke, then publishes a sanitized central status of disabled / dry_run. A completed dry-run with weights blocked by the deterministic risk gate is also a passing no-order validation: the platform and its safety boundary both worked. It does not mean that QMT is deployed, connected to miniQMT, paper-enabled, or live-enabled. A preflight or dry-run failure is published as attention; no status can change the target state or submit an order.

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