Skip to content

Latest commit

 

History

2,639 Commits

Folders and files

NameName
Last commit message
Last commit date
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

ant 文档

v2 文档围绕「MetaTrader 作为量化数据基础」设计。策略执行架构由 ADR-0023 定义(MQL → AST → Bytecode VM 进程内执行)。


阅读路径

角色 推荐阅读顺序
新工程师 onboarding architecture/01-vision.md → architecture/02-overview.md → architecture/03-data-flow.md
策略管线理解 go-native-strategy-pipeline.md → adr/0023 → adr/0022 → adr/0021
MT 适配实现者 spec/10-mt-adapter.md → spec/16-mtapi-quirks-register.md → adr/0003
行情网关实现者 spec/11-mdgateway.md → spec/09-postgres-schema-catalog.md → adr/0004 0005
会话/下单实现者 spec/12-mthub.md → spec/14-rpc-contracts.md
运维/SRE spec/15-observability.md → spec/20-slo.md → runbook/mt-incidents.md
数据归属(C2C 多租户) adr/0006-platform-shared-vs-user-private.md
决策审计 adr/ 全部按编号读

目录结构

docs/
├── README.md                    本文件
├── CAPABILITIES.md              能力索引(自动生成)
├── go-native-strategy-pipeline.md   策略管线全景(MQL → Bytecode VM → 实盘执行)
├── architecture/
│   ├── 01-vision.md             设计哲学:MT = 地基
│   ├── 02-overview.md           整体架构图 + 7 层职责划分
│   └── 03-data-flow.md          tick/bar/factor/signal 流转时序
├── spec/
│   ├── 00-architecture-overview.md
│   ├── 09-postgres-schema-catalog.md
│   ├── 10-mt-adapter.md         mtapi gRPC → Gateway 接口契约
│   ├── 11-mdgateway.md          网关内部设计
│   ├── 12-mthub.md              会话注册中心 + OrderEventBroker
│   ├── 13-clickhouse-schema.md  [DEPRECATED] CH 表设计(ADR-0012 已移除 ClickHouse)
│   ├── 14-rpc-contracts.md      ConnectRPC proto 契约
│   ├── 15-observability.md      Prometheus 指标、健康检查
│   ├── 16-mtapi-quirks-register.md  mtapi 暗坑清单
│   ├── 17-secrets-and-errors.md     Vault + 错误处理规范
│   ├── 18-backfiller.md             历史回填器
│   ├── 19-md-doctor.md              端到端对账 CLI
│   ├── 20-slo.md                    SLO + Error Budget 框架
│   ├── 21-backtest-replay.md
│   ├── 22-order-state-machine.md
│   ├── 23-risk-management.md
│   ├── 24-paper-trading.md
│   ├── 25-bar-revision-cascade.md
│   ├── 26-ai-strategy-generation.md
│   ├── 27-signal-execution-slo.md
│   ├── 31-risk-gate.md
│   └── 31-saas-foundation.md
├── adr/
│   ├── README.md                ADR 索引
│   └── 0001–0023                架构决策记录
├── plans/
│   └── 2026-06-29-mql-coverage-completion.md   MQL 覆盖率补齐计划
├── roadmaps/
│   └── live-strategy-user-facing.md            实盘策略用户功能路线图
├── superpowers/
├── runbook/
│   └── mt-incidents.md          常见故障应急手册
└── spec/                        技术规范

关键 ADR

ADR 标题 状态
0012 统一回测/实盘代码路径 Accepted
0020 EA 完全替代:统一 Strategy SDK + 双实现 Broker Superseded by 0021
0021 策略运行时从 Python 迁移到 Go Partially superseded by 0023
0022 MQL 盲区架构 — 静态分析 + 运行时追踪 + 致命阻断 Accepted
0023 AST 树遍历解释器 + MQL 源码为唯一真实来源 Accepted

About

No description, website, or topics provided.

Resources

Stars

0 stars

Watchers

0 watching

Forks

Releases

Packages

Contributors

Languages