chore: baseline — ORM migration + systemd deploy + MCP server + daily check

- ORM migration: models/ops 重构
- deploy: 标准化 systemd timer/service 部署体系
- MCP server: 5 个只读工具(任务/状态/数据集)
- daily check: 数据一致性巡检
- watch: task_watch 后台监控
- kline_daily: 麦蕊优先,时间门禁15:00
- 删除: task_industry_sector, task_sector_features

app/tasks/task_market_regime.py

@@ -3,7 +3,6 @@
 基于本地 kline_stock 数据聚合：advancers / decliners / turnover / advance_ratio。"""
 from __future__ import annotations
 
-from datetime import datetime
 from typing import Any
 
 import numpy as np
@@ -12,7 +11,7 @@ from sqlalchemy import text
 
 from app.core.db import ops as db_ops
 from app.core.db.orm import engine as pg_engine
-from app.core.sync.base import SyncTask
+from app.core.sync.base import SyncTask, _effective_sync_end
 from app.core.utils.logging import get_logger
 
 logger = get_logger("sync.market_regime")
@@ -34,7 +33,16 @@ class SyncMarketRegime(SyncTask):
     dataset_id = "market_regime"
 
     def _run(self, *, trigger_source: str = "manual", start: str = DEFAULT_START, **kwargs) -> dict[str, Any]:
-        end = datetime.now().strftime("%Y-%m-%d")
+        # 2026-07-12 修复: end 用 kline_stock 最大 trade_date，而不是 datetime.now()
+        # 避免节假日/周末跑时把非交易日当 end，导致 SQL 条件不精确
+        try:
+            with pg_engine.connect() as conn:
+                max_date = conn.execute(
+                    text("SELECT MAX(trade_date) FROM market_data.kline_stock")
+                ).scalar()
+            end = str(max_date) if max_date else _effective_sync_end()
+        except Exception:
+            end = _effective_sync_end()
         self._progress(message=f"构建 market_regime {start} ~ {end}...")
 
         # 1. 取所有非退市股票代码