Merge pull request #47 from QuantStrategyLab/codex/qmt-offline-dry-run-20260903

fix(qmt): fail closed for non-dry-run orders

Author: Pigbibi

README.md

@@ -11,7 +11,7 @@
 
 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.
+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`.
 
 ## Supported dry-run profiles
 
@@ -64,7 +64,7 @@ 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 |
+| `QMT_DRY_RUN_ONLY` | `true` | Offline-only guard; non-dry-run requests remain blocked |
 | `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 |

application/qmt_client.py

@@ -41,19 +41,20 @@ def load_market_history(self) -> pd.DataFrame:
         return frame
 
     def submit_order(self, order: OrderIntent, *, dry_run: bool = True) -> ExecutionReport:
-        status = "previewed" if dry_run else "submitted"
+        status = "previewed" if dry_run else "blocked"
         return ExecutionReport(
             symbol=order.symbol,
             side=order.side,
             quantity=float(order.quantity),
             status=status,
-            # This adapter has no broker fill query.  A submitted order must
-            # stay unfilled until a future reconciliation adapter proves it.
+            # This offline adapter never submits to QMT. Non-dry-run requests
+            # must remain explicitly blocked rather than looking executable.
             filled_quantity=0.0,
             raw_payload={
                 "dry_run": dry_run,
                 "broker": "qmt",
-                "execution_status": "dry_run_preview" if dry_run else "pending_reconciliation",
+                "execution_status": "dry_run_preview" if dry_run else "dry_run_only_blocked",
+                "executable": False,
             },
         )
 

tests/test_qmt_client.py

@@ -4,15 +4,16 @@
 from quant_platform_kit.common.models import OrderIntent
 
 
-def test_live_qmt_submission_is_not_reported_as_filled() -> None:
+def test_non_dry_run_qmt_submission_is_blocked() -> None:
     report = QmtBrokerClient().submit_order(
         OrderIntent(symbol="510300.SH", side="buy", quantity=100.0),
         dry_run=False,
     )
 
-    assert report.status == "submitted"
+    assert report.status == "blocked"
     assert report.filled_quantity == 0.0
-    assert report.raw_payload["execution_status"] == "pending_reconciliation"
+    assert report.raw_payload["execution_status"] == "dry_run_only_blocked"
+    assert report.raw_payload["executable"] is False
 
 
 def test_qmt_dry_run_remains_an_unfilled_preview() -> None: