feat: named live books; start selected_2026_09 (26 strategies)

A live book is a cohort of strategies, each with its own account, started
on one date with one capital and a flat fee per order (trader.LIVE_BOOKS).
The original book keeps its state in data/; a named book in
data/books/<book>/. The monitor runs every book; auto/status/log/compare/
replay take --book. A fresh account opens on the book's first session.

selected_2026_09: US $10,000 and $1 per order from 2026-09-25, CN ¥50,000
and ¥5 per order from 2026-09-28 (the first CN session after the choice).
Strategies beat their benchmark in the Apr-Sep 2026 point-in-time replay
and passed a 10-year PIT backtest (US Sharpe >= 0.6, MaxDD > -50%; CN
Sharpe >= 0.2, CAGR > 0), no daily variants, at most two frequencies per
factor signal, plus the three 2026-09 research strategies.

bridge.py live --book and bridge.py books feed a book selector on the
live page (/api/strategies/live?book=, /api/strategies/live/books).

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

web/src/client/LivePage.tsx

@@ -16,6 +16,7 @@ import {
   formatNumber,
   formatPct,
   type EquityPoint,
+  type LiveBook,
   type LiveStrategyState,
   type StrategyCurrency,
   type StrategyMarket,
@@ -40,8 +41,29 @@ async function api<T>(path: string, init?: RequestInit): Promise<T> {
 
 type SortKey = "currentValue" | "unrealizedPnlPct" | "name" | "lastUpdated";
 
+const BOOK_STORAGE_KEY = "live.book";
+
+function storedBook(): string | null {
+  try {
+    return window.localStorage.getItem(BOOK_STORAGE_KEY);
+  } catch {
+    return null;
+  }
+}
+
+function storeBook(book: string) {
+  try {
+    window.localStorage.setItem(BOOK_STORAGE_KEY, book);
+  } catch {
+    // storage unavailable: the choice just is not remembered
+  }
+}
+
 export function LivePage() {
   const [market, setMarket] = useState<StrategyMarket>("us");
+  const [books, setBooks] = useState<LiveBook[]>([]);
+  // null until the book list is known; "" is the original book
+  const [book, setBook] = useState<string | null>(null);
   const [strategies, setStrategies] = useState<LiveStrategyState[]>([]);
   const [selectedName, setSelectedName] = useState<string | null>(null);
   const [loading, setLoading] = useState(true);
@@ -49,10 +71,29 @@ export function LivePage() {
   const [sortKey, setSortKey] = useState<SortKey>("unrealizedPnlPct");
   const [filterText, setFilterText] = useState("");
 
-  const refresh = (mk: StrategyMarket = market) => {
+  useEffect(() => {
+    api<LiveBook[]>("/api/strategies/live/books")
+      .then((res) => {
+        setBooks(res);
+        const saved = storedBook();
+        // Default to the newest named book (listed last).
+        setBook(saved !== null && res.some((b) => b.id === saved) ? saved : (res[res.length - 1]?.id ?? ""));
+      })
+      .catch(() => setBook(""));
+  }, []);
+
+  const selectBook = (id: string) => {
+    storeBook(id);
+    setBook(id);
+  };
+
+  const currentBook = books.find((b) => b.id === book);
+
+  const refresh = (mk: StrategyMarket = market, bk: string | null = book) => {
+    if (bk === null) return;
     setLoading(true);
     setError("");
-    api<LiveStrategyState[]>(`/api/strategies/live?market=${mk}`)
+    api<LiveStrategyState[]>(`/api/strategies/live?market=${mk}&book=${encodeURIComponent(bk)}`)
       .then((res) => {
         setStrategies(res);
         if (res.length > 0) {
@@ -68,9 +109,9 @@ export function LivePage() {
   };
 
   useEffect(() => {
-    refresh(market);
+    refresh(market, book);
     // eslint-disable-next-line react-hooks/exhaustive-deps
-  }, [market]);
+  }, [market, book]);
 
   const sorted = useMemo(() => {
     const list = [...strategies];
@@ -111,6 +152,20 @@ export function LivePage() {
           <button className={market === "us" ? "active" : ""} onClick={() => setMarket("us")}>美股</button>
           <button className={market === "cn" ? "active" : ""} onClick={() => setMarket("cn")}>A股</button>
         </div>
+        {books.length > 1 && (
+          <label className="ghostSelectLabel">
+            <span>组合</span>
+            <select
+              className="ghostSelect"
+              value={book ?? ""}
+              onChange={(e) => selectBook(e.target.value)}
+            >
+              {books.map((b) => (
+                <option key={b.id} value={b.id}>{b.label}</option>
+              ))}
+            </select>
+          </label>
+        )}
         <input
           className="ghostInput"
           placeholder="筛选策略..."
@@ -151,7 +206,7 @@ export function LivePage() {
           {loading && sorted.length === 0 ? (
             <p className="hint">加载中...</p>
           ) : sorted.length === 0 ? (
-            <p className="hint">暂无在线策略。运行 quant 的 trader.py auto 后再刷新。</p>
+            <p className="hint">{emptyHint(currentBook, market)}</p>
           ) : (
             <div className="liveList">
               {sorted.map((s) => (
@@ -203,6 +258,14 @@ export function LivePage() {
   );
 }
 
+function emptyHint(book: LiveBook | undefined, market: StrategyMarket): string {
+  if (!book?.startDate) return "暂无在线策略。运行 quant 的 trader.py auto 后再刷新。";
+  const currency = currencyForMarket(market);
+  const fee = book.feePerOrder ? ` · 每笔 ${formatMoney(book.feePerOrder[market], currency)}` : "";
+  return `${book.label}：${book.strategies[market].length} 个策略，各 ${formatMoney(book.capital[market], currency)}${fee}，`
+    + `${book.startDate[market]} 收盘后出现首日记录。`;
+}
+
 function LiveStrategyDetail({ strategy }: { strategy: LiveStrategyState }) {
   const m = strategy;
   const currency = currencyOf(m);

web/src/server/index.ts

@@ -11,7 +11,7 @@ import { WatchlistStore } from "../agent/watchlistStore";
 import { loadIpadsConfig } from "./ipadsConfig";
 import type { ChartPeriod, WatchStock } from "../shared/types";
 import type { BacktestConfig } from "../shared/strategyTypes";
-import { listStrategies, runBacktest, getCachedResult, getLiveStrategies } from "./strategyService";
+import { listStrategies, runBacktest, getCachedResult, getLiveStrategies, getLiveBooks } from "./strategyService";
 
 const port = Number(process.env.PORT ?? 8787);
 const host = process.env.HOST ?? "127.0.0.1";
@@ -284,7 +284,16 @@ app.get("/api/strategies/live", async (request, response, next) => {
   try {
     const market = String(request.query.market ?? "us");
     const strategy = request.query.strategy ? String(request.query.strategy) : undefined;
-    response.json(await getLiveStrategies(market, strategy));
+    const book = request.query.book ? String(request.query.book) : undefined;
+    response.json(await getLiveStrategies(market, strategy, book));
+  } catch (error) {
+    next(error);
+  }
+});
+
+app.get("/api/strategies/live/books", async (_request, response, next) => {
+  try {
+    response.json(await getLiveBooks());
   } catch (error) {
     next(error);
   }

web/src/server/strategyService.ts

@@ -3,7 +3,7 @@ import { createHash } from "node:crypto";
 import { existsSync, mkdirSync, readFileSync, readdirSync, statSync, writeFileSync, unlinkSync } from "node:fs";
 import { join } from "node:path";
 import { REPO_ROOT, WEB_DATA_DIR } from "./paths";
-import type { BacktestConfig, BacktestResult, LiveStrategyState, StrategyInfo } from "../shared/strategyTypes.js";
+import type { BacktestConfig, BacktestResult, LiveBook, LiveStrategyState, StrategyInfo } from "../shared/strategyTypes.js";
 
 const CACHE_DIR = join(WEB_DATA_DIR, "strategy_cache");
 const TIMEOUT_MS = Number(process.env.QUANT_BACKTEST_TIMEOUT_MS) || 180_000;
@@ -157,12 +157,17 @@ export async function getCachedResult(id: string): Promise<BacktestResult | null
   return normalizeBacktestResult(JSON.parse(readFileSync(cachePath, "utf-8")) as BacktestResult);
 }
 
-export async function getLiveStrategies(market: string, strategy?: string): Promise<LiveStrategyState[]> {
+export async function getLiveStrategies(market: string, strategy?: string, book?: string): Promise<LiveStrategyState[]> {
   const args = ["live", "--market", market];
   if (strategy) args.push("--strategy", strategy);
+  if (book) args.push("--book", book);
   return (await runBridge(args)) as LiveStrategyState[];
 }
 
+export async function getLiveBooks(): Promise<LiveBook[]> {
+  return (await runBridge(["books"])) as LiveBook[];
+}
+
 function normalizeBacktestResult(result: BacktestResult): BacktestResult {
   return {
     ...result,

web/src/shared/strategyTypes.ts

@@ -160,6 +160,18 @@ export interface TradeLogEntry {
   commission: number;
 }
 
+// A live book: a cohort of strategies, each with its own account, started on
+// one date with one capital and fee schedule. id "" is the original book.
+export interface LiveBook {
+  id: string;
+  label: string;
+  startDate: Record<StrategyMarket, string> | null;
+  capital: Record<StrategyMarket, number>;
+  // Flat fee per order; null for the original book's tiered schedule.
+  feePerOrder: Record<StrategyMarket, number> | null;
+  strategies: Record<StrategyMarket, string[]>;
+}
+
 export interface LiveStrategyState {
   name: string;
   label: string;