add snapshot

py-client/libs/collector.py

@@ -3,7 +3,7 @@ from datetime import date, datetime
 from enum import Enum
 import json
 from typing import Any
-from strategy.trend.boot import get_collector_snapshot
+from libs.snapshot import get_collector_snapshot
 import httpx
 
 
@@ -34,7 +34,7 @@ def _json_value(value: Any) -> Any:
     return str(value)
 
 
-def collector_push(account_id: str, assets: Any, positions: Any) -> None:
+def collector_push(account_id: str, assets: Any, positions: Any, deals: Any = None) -> None:
     """[暂停] 数据收集提交，太耗时，超过200毫秒."""
     try:
         payload = _json_value(
@@ -42,6 +42,7 @@ def collector_push(account_id: str, assets: Any, positions: Any) -> None:
                 "account_id": account_id,
                 "assets": assets,
                 "positions": positions,
+                **({"deals": deals} if deals is not None else {}),
             }
         )
         httpx.post(COLLECTOR_URL, json=payload, timeout=3.0)

py-client/libs/snapshot.py

@@ -0,0 +1,29 @@
+"""策略账户快照，供采集线程读取。"""
+
+from copy import deepcopy
+from threading import Lock
+
+from sdk import Assets, DealItem, PositionItem
+
+
+_collector_lock = Lock()
+_collector_snapshot: tuple[str, Assets, list[PositionItem], list[DealItem]] | None = None
+
+
+def cache_portfolio(
+    account_id: str,
+    assets: Assets,
+    positions: list[PositionItem],
+    deals: list[DealItem],
+) -> None:
+    """整体替换最新快照，策略线程不执行序列化和网络上报。"""
+    global _collector_snapshot
+    with _collector_lock:
+        _collector_snapshot = (account_id, assets, positions, deals)
+
+
+def get_collector_snapshot() -> tuple[str, Assets, list[PositionItem], list[DealItem]] | None:
+    """供 scheduler 读取；复制在锁外执行，不阻塞下一轮缓存更新。"""
+    with _collector_lock:
+        snapshot = _collector_snapshot
+    return deepcopy(snapshot)

py-client/strategy/trend/boot.py

@@ -6,16 +6,15 @@
 import time
 import logging as log
 from concurrent.futures import Future, ThreadPoolExecutor
-from copy import deepcopy
 from datetime import datetime
-from threading import Lock
 
 import config
 from libs.calc import trading_time
 from libs.market import market_allow_open
 from libs.overview import Overview
 from libs.signal import init_signals, SignalItem
-from sdk import Assets, Client, PositionItem
+from sdk import Client
+from libs.snapshot import cache_portfolio
 from libs.grid_take_profit import GridTrailingTracker
 from libs.order import OrderBook
 from libs.watch import DipWatch
@@ -23,23 +22,6 @@ from libs.runtime import Runtime
 from .open import open_signal
 from .positions import manage_positions
 
-_collector_lock = Lock()
-_collector_snapshot: tuple[str, Assets, list[PositionItem]] | None = None
-
-
-def _cache_portfolio(account_id: str, assets: Assets, positions: list[PositionItem]) -> None:
-    """整体替换最新快照，策略线程不执行序列化和网络上报。"""
-    global _collector_snapshot
-    with _collector_lock:
-        _collector_snapshot = (account_id, assets, positions)
-
-
-def get_collector_snapshot() -> tuple[str, Assets, list[PositionItem]] | None:
-    """供 scheduler 读取；复制在锁外执行，不阻塞下一轮缓存更新。"""
-    with _collector_lock:
-        snapshot = _collector_snapshot
-    return deepcopy(snapshot)
-
 
 def StartTrend() -> None:
     """初始化趋势策略，并以 30 秒间隔持续执行。"""
@@ -53,7 +35,7 @@ def StartTrend() -> None:
         portfolio = client.portfolio()
         assets = portfolio.assets
         positions = list(portfolio.positions.values())
-        _cache_portfolio(config.account_config.account_id, assets, positions)
+        cache_portfolio(config.account_config.account_id, assets, positions, client.deals())
         order_book = OrderBook("trend")
         order_book.refresh(client, portfolio.orders)
 
@@ -133,7 +115,7 @@ def RunOnce(run: Runtime, signals: list[SignalItem]) -> None:
         assets = portfolio.assets
         position_codes = list(portfolio.positions)
         positions = list(portfolio.positions.values())
-        _cache_portfolio(run.account_cfg.account_id, assets, positions)
+        cache_portfolio(run.account_cfg.account_id, assets, positions, run.client.deals())
         run.orders.refresh(run.client, portfolio.orders)
     except Exception:
         log.exception("[Portfolio] 刷新账户快照失败")