Add optional aggressive industry ETF QMT target and pin cn-equity-strategies.

Co-authored-by: Cursor <cursoragent@cursor.com>

Author: Pigbibi

README.md

@@ -9,6 +9,7 @@ Current scope is **dry-run first**: evaluate strategy targets and preview orders
 | 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) |
 
@@ -29,6 +30,19 @@ 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%)
+
+```bash
+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`
+
 ### Legacy index ETF tactical rotation (research only)
 
 ```bash
@@ -59,6 +73,7 @@ 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
 ```
 
 ## Environment variables

pyproject.toml

@@ -14,7 +14,7 @@ dependencies = [
   "flask>=3.0",
   "pandas>=2.0",
   "quant-platform-kit @ git+https://github.com/QuantStrategyLab/QuantPlatformKit.git@d18fe32b57a0a8bb746bebf6f11465dd68107eae",
-  "cn-equity-strategies @ git+https://github.com/QuantStrategyLab/CnEquityStrategies.git@32956606a4925d018873e979866559168493d01b",
+  "cn-equity-strategies @ git+https://github.com/QuantStrategyLab/CnEquityStrategies.git@de6c76033e9d8a83fd6a8a31a51ce98690bb4262",
 ]
 
 [project.optional-dependencies]

scripts/smoke_cn_industry_etf_rotation_aggressive_dry_run_e2e.py

@@ -0,0 +1,43 @@
+#!/usr/bin/env python3
+"""End-to-end smoke: QMT dry-run for cn_industry_etf_rotation_aggressive (vol25%)."""
+
+from __future__ import annotations
+
+import argparse
+import json
+import os
+import sys
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+FIXTURE = ROOT / "data" / "fixtures" / "market_history.sample.csv"
+
+
+def main(argv: list[str] | None = None) -> int:
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--market-history", default=str(FIXTURE))
+    args = parser.parse_args(argv)
+
+    if not Path(args.market_history).exists():
+        raise SystemExit(f"missing market history fixture: {args.market_history}")
+
+    os.environ["STRATEGY_PROFILE"] = "cn_industry_etf_rotation_aggressive"
+    os.environ["QMT_DRY_RUN_ONLY"] = "true"
+    os.environ["QMT_MARKET_HISTORY_PATH"] = str(args.market_history)
+
+    if str(ROOT) not in sys.path:
+        sys.path.insert(0, str(ROOT))
+    from application.dry_run_service import run_dry_run_cycle
+    from runtime_config_support import load_platform_runtime_settings
+
+    report = run_dry_run_cycle(runtime_settings=load_platform_runtime_settings())
+    print(json.dumps(report, ensure_ascii=False, indent=2, default=str))
+    if report.get("status") != "ok":
+        return 1
+    if not report.get("target_weights"):
+        return 2
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())

strategy_registry.py

@@ -16,6 +16,7 @@
 from cn_equity_strategies import (
     CN_EQUITY_DOMAIN,
     get_platform_runtime_adapter,
+    get_qmt_rollout_allowlist,
     get_runtime_enabled_profiles,
     get_strategy_catalog,
 )
@@ -27,7 +28,7 @@
 }
 
 STRATEGY_CATALOG = get_strategy_catalog()
-QMT_ROLLOUT_ALLOWLIST = get_runtime_enabled_profiles()
+QMT_ROLLOUT_ALLOWLIST = get_qmt_rollout_allowlist()
 PLATFORM_CAPABILITY_MATRIX = PlatformCapabilityMatrix(
     platform_id=QMT_PLATFORM,
     supported_domains=PLATFORM_SUPPORTED_DOMAINS[QMT_PLATFORM],

tests/test_dry_run_cycle.py

@@ -4,6 +4,7 @@
 
 from cn_equity_strategies.catalog import (
     CN_DIVIDEND_QUALITY_SNAPSHOT_PROFILE,
+    CN_INDUSTRY_ETF_ROTATION_AGGRESSIVE_PROFILE,
     CN_INDUSTRY_ETF_ROTATION_PROFILE,
 )
 from runtime_config_support import PlatformRuntimeSettings, load_platform_runtime_settings
@@ -13,6 +14,7 @@
 def test_qmt_enabled_profiles_include_primary_runtime_strategies():
     profiles = get_enabled_profiles_for_platform(QMT_PLATFORM, policy=PLATFORM_POLICY)
     assert CN_INDUSTRY_ETF_ROTATION_PROFILE in profiles
+    assert CN_INDUSTRY_ETF_ROTATION_AGGRESSIVE_PROFILE in profiles
     assert CN_DIVIDEND_QUALITY_SNAPSHOT_PROFILE in profiles
 
 
@@ -54,3 +56,32 @@ def test_dry_run_cycle_returns_target_weights(monkeypatch: pytest.MonkeyPatch, m
     assert report["target_weights"]
     assert report["order_previews"]
     assert report["dry_run_only"] is True
+
+
+def test_dry_run_cycle_supports_aggressive_industry_profile(
+    monkeypatch: pytest.MonkeyPatch,
+    market_history_csv: str,
+):
+    monkeypatch.setenv("STRATEGY_PROFILE", CN_INDUSTRY_ETF_ROTATION_AGGRESSIVE_PROFILE)
+    monkeypatch.setenv("QMT_DRY_RUN_ONLY", "true")
+    monkeypatch.setenv("QMT_MARKET_HISTORY_PATH", market_history_csv)
+
+    from application.dry_run_service import run_dry_run_cycle
+    from application.qmt_client import QmtBrokerClient
+
+    settings = PlatformRuntimeSettings(
+        strategy_profile=CN_INDUSTRY_ETF_ROTATION_AGGRESSIVE_PROFILE,
+        strategy_display_name="CN Industry ETF Rotation Aggressive",
+        strategy_domain="cn_equity",
+        dry_run_only=True,
+        market_history_path=market_history_csv,
+        feature_snapshot_path=None,
+        feature_snapshot_manifest_path=None,
+    )
+    report = run_dry_run_cycle(
+        runtime_settings=settings,
+        client=QmtBrokerClient(market_history_path=market_history_csv),
+    )
+    assert report["status"] == "ok"
+    assert report["strategy_profile"] == CN_INDUSTRY_ETF_ROTATION_AGGRESSIVE_PROFILE
+    assert report["target_weights"]