Enable mega cap dynamic top20 profile

Author: Pigbibi

.github/workflows/sync-cloud-run-env.yml

@@ -77,10 +77,14 @@ jobs:
             missing_vars+=("LONGPORT_APP_SECRET_SECRET_NAME")
           fi
 
-          if { [ "${STRATEGY_PROFILE:-}" = "tech_communication_pullback_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "qqq_tech_enhancement" ]; } && [ -z "${LONGBRIDGE_FEATURE_SNAPSHOT_PATH:-}" ]; then
+          if { [ "${STRATEGY_PROFILE:-}" = "tech_communication_pullback_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "qqq_tech_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "mega_cap_leader_rotation_dynamic_top20" ]; } && [ -z "${LONGBRIDGE_FEATURE_SNAPSHOT_PATH:-}" ]; then
             missing_vars+=("LONGBRIDGE_FEATURE_SNAPSHOT_PATH")
           fi
 
+          if [ "${STRATEGY_PROFILE:-}" = "mega_cap_leader_rotation_dynamic_top20" ] && [ -z "${LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH:-}" ]; then
+            missing_vars+=("LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH")
+          fi
+
           if [ "${#missing_vars[@]}" -gt 0 ]; then
             echo "enabled=false" >> "$GITHUB_OUTPUT"
             echo "HK Cloud Run env sync is enabled, but these values are missing:" >&2
@@ -279,10 +283,14 @@ jobs:
             missing_vars+=("LONGPORT_APP_SECRET_SECRET_NAME")
           fi
 
-          if { [ "${STRATEGY_PROFILE:-}" = "tech_communication_pullback_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "qqq_tech_enhancement" ]; } && [ -z "${LONGBRIDGE_FEATURE_SNAPSHOT_PATH:-}" ]; then
+          if { [ "${STRATEGY_PROFILE:-}" = "tech_communication_pullback_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "qqq_tech_enhancement" ] || [ "${STRATEGY_PROFILE:-}" = "mega_cap_leader_rotation_dynamic_top20" ]; } && [ -z "${LONGBRIDGE_FEATURE_SNAPSHOT_PATH:-}" ]; then
             missing_vars+=("LONGBRIDGE_FEATURE_SNAPSHOT_PATH")
           fi
 
+          if [ "${STRATEGY_PROFILE:-}" = "mega_cap_leader_rotation_dynamic_top20" ] && [ -z "${LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH:-}" ]; then
+            missing_vars+=("LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH")
+          fi
+
           if [ "${#missing_vars[@]}" -gt 0 ]; then
             echo "enabled=false" >> "$GITHUB_OUTPUT"
             echo "SG Cloud Run env sync is enabled, but these values are missing:" >&2

README.md

@@ -10,7 +10,7 @@
 Quant system on LongPort OpenAPI and Google Cloud Run.
 
 This repository uses `QuantPlatformKit` for LongPort token handling, context bootstrap, account snapshot access, market data, and order submission. Cloud Run deploys this repository directly.
-The LongBridge runtime can execute all five live `us_equity` profiles from `UsEquityStrategies`; `LongBridgePlatform` keeps the LongPort runtime, token refresh, execution, and notification flow.
+The LongBridge runtime can execute all six live `us_equity` profiles from `UsEquityStrategies`; `LongBridgePlatform` keeps the LongPort runtime, token refresh, execution, and notification flow.
 
 Full strategy documentation now lives in [`UsEquityStrategies`](https://github.com/QuantStrategyLab/UsEquityStrategies). The sections below focus on LongBridge runtime behavior, profile enablement, deployment, and credentials.
 This runtime matrix is the authoritative enablement source for LongBridge. `UsEquityStrategies` carries strategy-layer logic, cadence, compatibility, and metadata.
@@ -33,6 +33,7 @@ Platform execution no longer depends on `strategy/allocation.py` or hard-coded s
 | --- | --- | --- | --- | --- | --- | --- | --- |
 | `global_etf_rotation` | Global ETF Rotation | Yes | Yes | No | No | `us_equity` | enabled weight-mode rotation line |
 | `russell_1000_multi_factor_defensive` | Russell 1000 Multi-Factor | Yes | Yes | No | No | `us_equity` | enabled feature-snapshot stock baseline |
+| `mega_cap_leader_rotation_dynamic_top20` | Mega Cap Leader Rotation Dynamic Top20 | Yes | Yes | No | No | `us_equity` | selectable monthly feature-snapshot leader rotation |
 | `soxl_soxx_trend_income` | SOXL/SOXX Semiconductor Trend Income | Yes | Yes | Yes | Yes | `us_equity` | current LongBridge default |
 | `tqqq_growth_income` | TQQQ Growth Income | Yes | Yes | No | No | `us_equity` | current SG dry-run line |
 | `tech_communication_pullback_enhancement` | Tech/Communication Pullback Enhancement | Yes | Yes | No | No | `us_equity` | current HK feature-snapshot line |
@@ -61,7 +62,7 @@ Telegram notifications include structured execution and heartbeat messages, with
 | `LONGPORT_APP_SECRET` | Yes | LongPort OpenAPI app secret (for token refresh); recommended to inject from the region-specific Secret Manager secret for this deployment, such as `longport-app-secret-hk` / `longport-app-secret-sg` |
 | `LONGPORT_SECRET_NAME` | No | Secret Manager secret name for LongPort token (default: `longport_token_hk`) |
 | `ACCOUNT_PREFIX` | No | Alert/log prefix for account/environment (default: `DEFAULT`) |
-| `STRATEGY_PROFILE` | No | Strategy profile selector (default: `soxl_soxx_trend_income`; enabled values include `global_etf_rotation`, `russell_1000_multi_factor_defensive`, `tech_communication_pullback_enhancement` on HK, and `tqqq_growth_income` on SG) |
+| `STRATEGY_PROFILE` | No | Strategy profile selector (default: `soxl_soxx_trend_income`; enabled values include `global_etf_rotation`, `mega_cap_leader_rotation_dynamic_top20`, `russell_1000_multi_factor_defensive`, `soxl_soxx_trend_income`, `tech_communication_pullback_enhancement`, and `tqqq_growth_income`) |
 | `ACCOUNT_REGION` | No | Account region marker for platform-style deployment (e.g. `HK`, `SG`; defaults to `ACCOUNT_PREFIX` / `DEFAULT`) |
 | `LONGBRIDGE_DRY_RUN_ONLY` | No | Set to `true` to keep the selected deployment in dry-run mode. |
 | `NOTIFY_LANG` | No | Notification language: `en` (English, default) or `zh` (Chinese) |
@@ -153,7 +154,7 @@ IAM: the Cloud Run service account needs **Secret Manager Admin** (or Secret Acc
 基于 LongPort OpenAPI 和 Google Cloud Run 的量化交易系统。
 
 这个仓库通过 `QuantPlatformKit` 复用 LongPort token 处理、上下文初始化、账户快照、行情读取和下单逻辑。Cloud Run 直接部署这个仓库。
-`LongBridgePlatform` 现在可直接执行 `UsEquityStrategies` 里的全部 5 条 live `us_equity` 策略：`global_etf_rotation`、`russell_1000_multi_factor_defensive`、`soxl_soxx_trend_income`、`tqqq_growth_income` 和 `tech_communication_pullback_enhancement`；仓库本身继续保留 LongPort 运行时、token 刷新、执行和通知流程。
+`LongBridgePlatform` 现在可直接执行 `UsEquityStrategies` 里的全部 6 条 live `us_equity` 策略：`global_etf_rotation`、`mega_cap_leader_rotation_dynamic_top20`、`russell_1000_multi_factor_defensive`、`soxl_soxx_trend_income`、`tqqq_growth_income` 和 `tech_communication_pullback_enhancement`；仓库本身继续保留 LongPort 运行时、token 刷新、执行和通知流程。
 
 完整策略说明现在放在 [`UsEquityStrategies`](https://github.com/QuantStrategyLab/UsEquityStrategies)。下面这些章节只保留 LongBridge 运行时、profile 启用状态、部署和凭据说明。
 
@@ -174,6 +175,7 @@ IAM: the Cloud Run service account needs **Secret Manager Admin** (or Secret Acc
 | --- | --- | --- | --- | --- | --- | --- | --- |
 | `global_etf_rotation` | Global ETF Rotation | Yes | Yes | No | No | `us_equity` | 已启用的 weight-mode 轮动线 |
 | `russell_1000_multi_factor_defensive` | Russell 1000 Multi-Factor | Yes | Yes | No | No | `us_equity` | 已启用的 feature-snapshot 个股基线 |
+| `mega_cap_leader_rotation_dynamic_top20` | Mega Cap Leader Rotation Dynamic Top20 | Yes | Yes | No | No | `us_equity` | 可选的月度 feature-snapshot 龙头轮动线 |
 | `soxl_soxx_trend_income` | SOXL/SOXX 半导体趋势收益 | Yes | Yes | Yes | Yes | `us_equity` | 当前 LongBridge 默认回退线 |
 | `tqqq_growth_income` | TQQQ 增长收益 | Yes | Yes | No | No | `us_equity` | 当前 SG dry-run 线路 |
 | `tech_communication_pullback_enhancement` | 科技通信回调增强 | Yes | Yes | No | No | `us_equity` | 当前 HK feature-snapshot 线路 |
@@ -202,7 +204,7 @@ Telegram 通知包含结构化的调仓和心跳消息，支持中英文切换
 | `LONGPORT_APP_SECRET` | 是 | LongPort OpenAPI 应用密钥（用于刷新 Token）；建议从当前部署对应区域的 Secret Manager 密钥注入，例如 `longport-app-secret-hk` / `longport-app-secret-sg` |
 | `LONGPORT_SECRET_NAME` | 否 | Secret Manager 中的密钥名称（默认: `longport_token_hk`） |
 | `ACCOUNT_PREFIX` | 否 | 通知/日志前缀，区分账户环境（默认: `DEFAULT`） |
-| `STRATEGY_PROFILE` | 否 | 策略档位选择（默认: `soxl_soxx_trend_income`；已启用值还包括 `global_etf_rotation`、`russell_1000_multi_factor_defensive`，当前线上 HK 用 `tech_communication_pullback_enhancement`，SG 用 `tqqq_growth_income`） |
+| `STRATEGY_PROFILE` | 否 | 策略档位选择（默认: `soxl_soxx_trend_income`；已启用值还包括 `global_etf_rotation`、`mega_cap_leader_rotation_dynamic_top20`、`russell_1000_multi_factor_defensive`、`soxl_soxx_trend_income`、`tech_communication_pullback_enhancement` 和 `tqqq_growth_income`） |
 | `ACCOUNT_REGION` | 否 | 平台化部署时的账户区域标记（如 `HK`、`SG`；默认按 `ACCOUNT_PREFIX` / `DEFAULT` 推断） |
 | `LONGBRIDGE_DRY_RUN_ONLY` | 否 | 设为 `true` 时，该部署保持 dry-run。 |
 | `NOTIFY_LANG` | 否 | 通知语言: `en`（英文，默认）或 `zh`（中文） |

requirements.txt

@@ -1,7 +1,7 @@
 flask
 gunicorn
 quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@v0.7.15
-us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@v0.7.21
+us-equity-strategies @ git+https://github.com/QuantStrategyLab/UsEquityStrategies.git@v0.7.22
 pandas
 requests
 pytz

strategy_registry.py

@@ -25,6 +25,7 @@
 LONGBRIDGE_ROLLOUT_ALLOWLIST = frozenset(
     {
         "global_etf_rotation",
+        "mega_cap_leader_rotation_dynamic_top20",
         "russell_1000_multi_factor_defensive",
         "soxl_soxx_trend_income",
         "tqqq_growth_income",

tests/test_runtime_config_support.py

@@ -58,6 +58,7 @@ def test_platform_supported_profiles_are_filtered_by_registry(self):
             frozenset(
                 {
                     "global_etf_rotation",
+                    "mega_cap_leader_rotation_dynamic_top20",
                     "russell_1000_multi_factor_defensive",
                     "tqqq_growth_income",
                     "soxl_soxx_trend_income",
@@ -72,6 +73,7 @@ def test_platform_eligible_profiles_are_exposed_by_capability_matrix(self):
             frozenset(
                 {
                     "global_etf_rotation",
+                    "mega_cap_leader_rotation_dynamic_top20",
                     "russell_1000_multi_factor_defensive",
                     "tqqq_growth_income",
                     "soxl_soxx_trend_income",
@@ -131,6 +133,7 @@ def test_platform_profile_status_matrix_matches_current_longbridge_rollout(self)
             set(by_profile),
             {
                 "global_etf_rotation",
+                "mega_cap_leader_rotation_dynamic_top20",
                 "russell_1000_multi_factor_defensive",
                 "tqqq_growth_income",
                 "soxl_soxx_trend_income",
@@ -163,6 +166,9 @@ def test_platform_profile_status_matrix_matches_current_longbridge_rollout(self)
         self.assertTrue(by_profile["tech_communication_pullback_enhancement"]["eligible"])
         self.assertTrue(by_profile["tech_communication_pullback_enhancement"]["enabled"])
         self.assertEqual(by_profile["tech_communication_pullback_enhancement"]["display_name"], "Tech/Communication Pullback Enhancement")
+        self.assertTrue(by_profile["mega_cap_leader_rotation_dynamic_top20"]["eligible"])
+        self.assertTrue(by_profile["mega_cap_leader_rotation_dynamic_top20"]["enabled"])
+        self.assertEqual(by_profile["mega_cap_leader_rotation_dynamic_top20"]["display_name"], "Mega Cap Leader Rotation Dynamic Top20")
 
     def test_loads_feature_snapshot_env_for_tech_profile(self):
         with patch.dict(
@@ -220,6 +226,10 @@ def test_print_strategy_profile_status_json_matches_registry(self):
         self.assertEqual(by_profile["tech_communication_pullback_enhancement"]["input_mode"], "feature_snapshot")
         self.assertTrue(by_profile["tech_communication_pullback_enhancement"]["requires_snapshot_artifacts"])
         self.assertTrue(by_profile["tech_communication_pullback_enhancement"]["requires_strategy_config_path"])
+        self.assertEqual(by_profile["mega_cap_leader_rotation_dynamic_top20"]["profile_group"], "snapshot_backed")
+        self.assertEqual(by_profile["mega_cap_leader_rotation_dynamic_top20"]["input_mode"], "feature_snapshot")
+        self.assertTrue(by_profile["mega_cap_leader_rotation_dynamic_top20"]["requires_snapshot_artifacts"])
+        self.assertFalse(by_profile["mega_cap_leader_rotation_dynamic_top20"]["requires_strategy_config_path"])
         self.assertFalse(
             by_profile["russell_1000_multi_factor_defensive"]["requires_strategy_config_path"]
         )
@@ -239,6 +249,7 @@ def test_print_strategy_profile_status_table_contains_expected_headers(self):
         self.assertIn("requires_snapshot_artifacts", result.stdout)
         self.assertIn("soxl_soxx_trend_income", result.stdout)
         self.assertIn("global_etf_rotation", result.stdout)
+        self.assertIn("mega_cap_leader_rotation_dynamic_top20", result.stdout)
         self.assertIn("russell_1000_multi_factor_defensive", result.stdout)
         self.assertIn("Global ETF Rotation", result.stdout)
         self.assertIn("Russell 1000 Multi-Factor", result.stdout)
@@ -303,5 +314,38 @@ def test_print_strategy_switch_env_plan_for_russell(self):
         self.assertIn("LONGBRIDGE_STRATEGY_CONFIG_PATH", plan["remove_if_present"])
 
 
+    def test_print_strategy_switch_env_plan_for_mega_cap_dynamic_top20(self):
+        result = subprocess.run(
+            [
+                sys.executable,
+                str(SWITCH_PLAN_SCRIPT_PATH),
+                "--profile",
+                "mega_cap_leader_rotation_dynamic_top20",
+                "--account-region",
+                "hk",
+                "--json",
+            ],
+            check=True,
+            capture_output=True,
+            text=True,
+        )
+
+        plan = json.loads(result.stdout)
+        self.assertEqual(plan["canonical_profile"], "mega_cap_leader_rotation_dynamic_top20")
+        self.assertEqual(plan["set_env"]["ACCOUNT_REGION"], "HK")
+        self.assertEqual(plan["set_env"]["ACCOUNT_PREFIX"], "HK")
+        self.assertEqual(plan["profile_group"], "snapshot_backed")
+        self.assertEqual(plan["input_mode"], "feature_snapshot")
+        self.assertTrue(plan["requires_snapshot_artifacts"])
+        self.assertFalse(plan["requires_strategy_config_path"])
+        self.assertEqual(plan["set_env"]["LONGBRIDGE_FEATURE_SNAPSHOT_PATH"], "<required>")
+        self.assertEqual(plan["set_env"]["LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH"], "<required>")
+        self.assertIn("LONGBRIDGE_STRATEGY_CONFIG_PATH", plan["remove_if_present"])
+        self.assertEqual(
+            plan["hints"]["feature_snapshot_filename"],
+            "mega_cap_leader_rotation_dynamic_top20_feature_snapshot_latest.csv",
+        )
+
+
 if __name__ == "__main__":
     unittest.main()

tests/test_strategy_loader.py

@@ -44,6 +44,19 @@ def test_load_strategy_entrypoint_resolves_soxl_soxx_trend_income(self):
             ("SOXL", "SOXX", "BOXX", "QQQI", "SPYI"),
         )
 
+    def test_load_strategy_entrypoint_resolves_mega_cap_dynamic_top20(self):
+        try:
+            from strategy_loader import load_strategy_entrypoint_for_profile
+
+            entrypoint = load_strategy_entrypoint_for_profile("mega_cap_leader_rotation_dynamic_top20")
+        except ModuleNotFoundError as exc:
+            if exc.name in {"numpy", "pandas"}:
+                self.skipTest(f"{exc.name} is not installed")
+            raise
+
+        self.assertEqual(entrypoint.manifest.profile, "mega_cap_leader_rotation_dynamic_top20")
+        self.assertEqual(entrypoint.manifest.required_inputs, frozenset({"feature_snapshot"}))
+
     def test_load_strategy_entrypoint_rejects_legacy_soxl_alias(self):
         try:
             from strategy_loader import load_strategy_entrypoint_for_profile
@@ -89,6 +102,19 @@ def test_load_strategy_runtime_adapter_declares_russell_inputs(self):
         self.assertEqual(adapter.portfolio_input_name, "portfolio_snapshot")
         self.assertEqual(adapter.status_icon, "📏")
 
+    def test_load_strategy_runtime_adapter_declares_mega_cap_inputs(self):
+        from strategy_loader import load_strategy_runtime_adapter_for_profile
+
+        adapter = load_strategy_runtime_adapter_for_profile("mega_cap_leader_rotation_dynamic_top20")
+
+        self.assertEqual(
+            adapter.available_inputs,
+            frozenset({"feature_snapshot", "portfolio_snapshot"}),
+        )
+        self.assertEqual(adapter.portfolio_input_name, "portfolio_snapshot")
+        self.assertTrue(adapter.require_snapshot_manifest)
+        self.assertEqual(adapter.status_icon, "👑")
+
     def test_load_strategy_runtime_adapter_declares_hybrid_inputs(self):
         from strategy_loader import load_strategy_runtime_adapter_for_profile
 

tests/test_sync_cloud_run_env_workflow.sh

@@ -44,6 +44,8 @@ grep -Fq 'missing_vars+=("TELEGRAM_TOKEN_SECRET_NAME or TELEGRAM_TOKEN")' "$work
 grep -Fq 'missing_vars+=("LONGPORT_APP_KEY_SECRET_NAME")' "$workflow_file"
 grep -Fq 'missing_vars+=("LONGPORT_APP_SECRET_SECRET_NAME")' "$workflow_file"
 grep -Fq 'missing_vars+=("LONGBRIDGE_FEATURE_SNAPSHOT_PATH")' "$workflow_file"
+grep -Fq 'missing_vars+=("LONGBRIDGE_FEATURE_SNAPSHOT_MANIFEST_PATH")' "$workflow_file"
+grep -Fq '[ "${STRATEGY_PROFILE:-}" = "mega_cap_leader_rotation_dynamic_top20" ]' "$workflow_file"
 grep -Fq 'secret_pairs+=("TELEGRAM_TOKEN=${TELEGRAM_TOKEN_SECRET_NAME}:latest")' "$workflow_file"
 grep -Fq 'secret_pairs+=("LONGPORT_APP_KEY=${LONGPORT_APP_KEY_SECRET_NAME}:latest")' "$workflow_file"
 grep -Fq 'secret_pairs+=("LONGPORT_APP_SECRET=${LONGPORT_APP_SECRET_SECRET_NAME}:latest")' "$workflow_file"