refactor(constants): single source of truth for A-share constants (P1.1)

src/risk/position_sizer.py

@@ -16,6 +16,8 @@
 
 import numpy as np
 
+from src.utils.ashare_constants import LOT_SIZE, MAX_SINGLE_POSITION
+
 logger = logging.getLogger(__name__)
 
 
@@ -39,8 +41,8 @@ class SizingResult:
 class PositionSizingConfig:
     """Configuration for position sizing."""
 
-    max_single_weight: float = 0.30
-    min_lot_size: int = 100
+    max_single_weight: float = MAX_SINGLE_POSITION
+    min_lot_size: int = LOT_SIZE
     kelly_fraction: float = 0.25
     target_volatility: float = 0.15
     max_leverage: float = 1.0

src/strategy/base.py

@@ -12,6 +12,12 @@
 
 import pandas as pd
 
+from src.utils.ashare_constants import (
+    COMMISSION_RATE,
+    LOT_SIZE,
+    PRICE_LIMITS,
+    STAMP_DUTY_RATE,
+)
 from src.utils.config import load_config
 from src.utils.logger import get_logger
 
@@ -27,12 +33,9 @@
 BOARD_CHINEXT: str = "chinext"
 BOARD_STAR: str = "star"
 
-# Price limit percentages by board type
-PRICE_LIMITS: dict[str, float] = {
-    BOARD_MAIN: 0.10,
-    BOARD_CHINEXT: 0.20,
-    BOARD_STAR: 0.20,
-}
+# Price limits by board live in the canonical constants module and are imported
+# above (re-exported here for back-compat; backtest/engine imports PRICE_LIMITS
+# from this module).
 
 
 class BaseStrategy(ABC):
@@ -50,10 +53,14 @@ class BaseStrategy(ABC):
     def __init__(self, config_path: str = "strategy") -> None:
         self.config: dict[str, Any] = load_config(config_path)
         self.common_config: dict[str, Any] = self.config.get("common", {})
-        self.min_lot_size: int = self.common_config.get("min_lot_size", 100)
-        self.commission_rate: float = self.common_config.get("commission_rate", 0.0003)
+        self.min_lot_size: int = self.common_config.get("min_lot_size", LOT_SIZE)
+        self.commission_rate: float = self.common_config.get(
+            "commission_rate", COMMISSION_RATE
+        )
         self.min_commission: float = self.common_config.get("min_commission", 5.0)
-        self.stamp_tax_rate: float = self.common_config.get("stamp_tax_rate", 0.001)
+        self.stamp_tax_rate: float = self.common_config.get(
+            "stamp_tax_rate", STAMP_DUTY_RATE
+        )
         self.stop_loss: float = self.common_config.get("stop_loss", 0.08)
         self.take_profit: float = self.common_config.get("take_profit", 0.15)
         self.position_size: float = self.common_config.get("position_size", 0.3)

src/trading/constraints.py

@@ -15,13 +15,18 @@
 from datetime import date, datetime
 from typing import Any
 
+from src.utils.ashare_constants import (
+    CHINEXT_PREFIXES,
+    COMMISSION_RATE,
+    LOT_SIZE,
+    STAMP_DUTY_RATE,
+    STAR_PREFIXES,
+)
 from src.utils.config import load_config
 
 logger = logging.getLogger(__name__)
 
-# A-share exchange prefixes
-CHINEXT_PREFIXES = ("300", "301")  # 创业板
-STAR_PREFIXES = ("688", "689")  # 科创板
+# A-share exchange prefixes (CHINEXT/STAR from the canonical constants module)
 BSE_PREFIXES = ("8",)  # 北交所
 MAIN_BOARD_SH = ("600", "601", "603", "605")  # 沪市主板
 MAIN_BOARD_SZ = ("000", "001", "002", "003")  # 深市主板
@@ -71,9 +76,9 @@ def __init__(self, config: dict[str, Any] | None = None) -> None:
         )
         self._max_chase_pct = self._config.get("max_intraday_chase_pct", 5.0)
         self._min_daily_turnover_wan = self._config.get("min_daily_turnover_wan", 5000)
-        self._lot_size = self._config.get("lot_size", 100)
-        self._commission_rate = self._config.get("commission_rate", 0.0003)
-        self._stamp_duty_rate = self._config.get("stamp_duty_rate", 0.001)
+        self._lot_size = self._config.get("lot_size", LOT_SIZE)
+        self._commission_rate = self._config.get("commission_rate", COMMISSION_RATE)
+        self._stamp_duty_rate = self._config.get("stamp_duty_rate", STAMP_DUTY_RATE)
         self._min_commission = self._config.get("min_commission", 5.0)
         logger.info("TradingConstraintsEngine initialized")
 

src/utils/ashare_constants.py

@@ -0,0 +1,39 @@
+"""Canonical A-share market constants — single source of truth.
+
+The lot size, commission / stamp-duty rates, max-position cap, and board daily
+price limits were previously re-declared as literal defaults in several modules
+(``trading/constraints``, ``strategy/base``, ``backtest/engine``,
+``risk/position_sizer``, ``agent_loop/ashare_constraints``). That duplication is
+a drift hazard. Import these instead of re-hardcoding the values.
+
+Scope (#47): this consolidates the shared *constants*. Each module's board
+*detection* logic and rule application still live locally — unifying those is a
+deeper, behavior-sensitive follow-up tracked on the same issue.
+"""
+
+from __future__ import annotations
+
+# Minimum tradable unit: 1 lot = 100 shares (1 手 = 100 股).
+LOT_SIZE: int = 100
+
+# Transaction costs.
+COMMISSION_RATE: float = 0.0003  # brokerage commission (both sides)
+STAMP_DUTY_RATE: float = 0.001  # stamp duty (sell side only)
+
+# Default max weight for a single position.
+MAX_SINGLE_POSITION: float = 0.30
+
+# Daily price-limit magnitude by board, as a decimal fraction.
+#   main board       ±10%
+#   ChiNext / STAR   ±20%
+#   BSE              ±30%
+PRICE_LIMITS: dict[str, float] = {
+    "main": 0.10,
+    "chinext": 0.20,
+    "star": 0.20,
+    "bse": 0.30,
+}
+
+# Board code prefixes (6-digit A-share codes).
+CHINEXT_PREFIXES: tuple[str, ...] = ("300", "301")
+STAR_PREFIXES: tuple[str, ...] = ("688", "689")