diff --git a/py-client/strategy/zt/order.py b/py-client/libs/order.py
similarity index 60%
rename from py-client/strategy/zt/order.py
rename to py-client/libs/order.py
index 1c39e49..8a66d41 100644
--- a/py-client/strategy/zt/order.py
+++ b/py-client/libs/order.py
@@ -1,4 +1,4 @@
-"""做 T 策略委托簿，对应 Go 客户端的 ``logic/order.go``。"""
+"""策略共用委托簿。"""
 
 from __future__ import annotations
 
@@ -10,7 +10,7 @@ from cachelib import SimpleCache
 import logging
 
 import httpx
-from sdk import Client,ORDER_SIDE_BY_OFFSET,APIError,OrderItem
+from sdk import Client, ORDER_SIDE_BY_OFFSET, APIError, OrderItem
 
 # 表示委托仍在处理、可能继续成交的 QMT 状态。
 BUSY_STATUSES = {"48", "49", "50", "51", "52", "55"}
@@ -22,6 +22,7 @@ CANCELABLE_STATUSES = {"49", "50", "51", "52"}
 @dataclass(slots=True)
 class PlaceOrderRequest:
     """``OrderBook.place`` 提交委托所需的全部参数。"""
+
     op: int
     code: str
     volume: int
@@ -33,18 +34,22 @@ class PlaceOrderRequest:
 class OrderBook:
     """线程安全的活动委托缓存。"""
 
-    def __init__(self, lock_timeout_sec: int = 180, cancel_timeout_sec: float = 10) -> None:
+    def __init__(
+        self, order_prefix: str, lock_timeout_sec: int = 180, cancel_timeout_sec: float = 10
+    ) -> None:
+        self.order_prefix = order_prefix
         self.lock_timeout_sec = max(1, lock_timeout_sec)
         self.cancel_timeout_sec = timedelta(seconds=cancel_timeout_sec)
         self.data: list[OrderItem] = []
         self.busy_keys: set[str] = set()
-        self.busy_cache = SimpleCache(threshold=10_000, default_timeout=self.lock_timeout_sec)
+        self.busy_cache = SimpleCache(
+            threshold=10_000, default_timeout=self.lock_timeout_sec
+        )
         self.mutex = Lock()
 
-    @staticmethod
-    def new_order_id(side:str) -> str:
-        """生成 ``zt-xxxxxxxx`` 格式的本地订单号。"""
-        return f"zt-{side}-{secrets.token_hex(10)}"
+    def new_order_id(self, side: str) -> str:
+        """生成带策略前缀的本地订单号。"""
+        return f"{self.order_prefix}-{side}-{secrets.token_hex(10)}"
 
     def busy(self, code: str, side: str) -> bool:
         """判断证券是否存在仍在处理中的同方向委托。"""
@@ -72,16 +77,23 @@ class OrderBook:
             # 清理过期的
             if (
                 item.created_at is not None
-                and item.local_order_id.startswith("zt-")
+                and item.local_order_id.startswith(f"{self.order_prefix}-")
                 and item.status in CANCELABLE_STATUSES
                 and current - item.created_at > self.cancel_timeout_sec
             ):
                 try:
                     client.cancel_by_id(item.id)
                     canceled += 1
-                    logging.info("[Order] 超时撤单，代码=%s，方向=%s，柜台订单=%s", item.code, item.side, item.id)
+                    logging.info(
+                        "[Order] 超时撤单，代码=%s，方向=%s，柜台订单=%s",
+                        item.code,
+                        item.side,
+                        item.id,
+                    )
                 except Exception:
-                    logging.exception("[Order] 撤单失败，保留在途状态，订单=%s", item.id)
+                    logging.exception(
+                        "[Order] 撤单失败，保留在途状态，订单=%s", item.id
+                    )
 
             # 缓存本次有效订单
             data.append(item)
@@ -89,19 +101,30 @@ class OrderBook:
         with self.mutex:
             self.data = data
             self.busy_keys = busy_keys
-        logging.info("[Order] 刷新完成，跟踪=%d，处理中=%d，撤销=%d", len(data), len(busy_keys), canceled)
+        logging.info(
+            "[Order] 刷新完成，跟踪=%d，处理中=%d，撤销=%d",
+            len(data),
+            len(busy_keys),
+            canceled,
+        )
 
     def place(self, client: Client, request: PlaceOrderRequest) -> bool:
         """按最新价提交委托，并立即写入本地方向锁。"""
         side = ORDER_SIDE_BY_OFFSET.get(str(request.op), "")
         if not side:
-            logging.warning("[Order] 下单失败，代码=%s，原因=未知买卖方向(%s)", request.code, request.op)
+            logging.warning(
+                "[Order] 下单失败，代码=%s，原因=未知买卖方向(%s)",
+                request.code,
+                request.op,
+            )
             return False
 
         key = self._busy_key(side, request.code)
         with self.mutex:
             if key in self.busy_keys or self.busy_cache.has(key):
-                logging.info("[Order] 跳过重复下单，代码=%s，方向=%s", request.code, side)
+                logging.info(
+                    "[Order] 跳过重复下单，代码=%s，方向=%s", request.code, side
+                )
                 return False
             self.busy_cache.set(key, True, timeout=self.lock_timeout_sec)
 
@@ -114,12 +137,29 @@ class OrderBook:
                 order_id=request.order_id,
             )
         except APIError as exc:
-            logging.exception("[Order] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%s", request.code, request.order_id, exc.status_code, exc.message or str(exc))
+            logging.exception(
+                "[Order] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%s",
+                request.code,
+                request.order_id,
+                exc.status_code,
+                exc.message or str(exc),
+            )
             return False
         except (httpx.RequestError, ValueError):
             # 响应异常不能证明柜台未受理，保留缓存防重，不自动重试。
-            logging.exception("[Order] 下单请求或响应异常，代码=%s，本地订单=%s", request.code, request.order_id)
+            logging.exception(
+                "[Order] 下单请求或响应异常，代码=%s，本地订单=%s",
+                request.code,
+                request.order_id,
+            )
             return False
-        
-        logging.info("[Order] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，返回=%s", request.code, side, request.volume, request.order_id, result)
+
+        logging.info(
+            "[Order] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，返回=%s",
+            request.code,
+            side,
+            request.volume,
+            request.order_id,
+            result,
+        )
         return True
diff --git a/py-client/libs/overview.py b/py-client/libs/overview.py
new file mode 100644
index 0000000..e56b7b2
--- /dev/null
+++ b/py-client/libs/overview.py
@@ -0,0 +1,39 @@
+"""账户启动概览日志。"""
+
+import logging as log
+
+import config
+
+
+def Overview(assets, positions, account_cfg=None) -> None:
+    """记录策略启动时的账户、资金和持仓概览。"""
+    account_cfg = account_cfg or config.account_config
+
+    if account_cfg is not None:
+        log.info(
+            "[启动] 账户=%s，主机=%s，单笔金额=%.2f",
+            account_cfg.account_id,
+            account_cfg.host_key,
+            account_cfg.buy_value,
+        )
+
+    if assets is not None:
+        log.info("[启动] 总资产=%.2f，可用资金=%.2f", assets.total, assets.available)
+    else:
+        log.warning("[启动] 获取资金概览失败")
+
+    for position in positions:
+        if position.volume <= 0:
+            continue
+        log.info(
+            "[启动] %s %s %s，持仓=%d，可用=%d，成本=%.2f(%.2f)，现价=%.2f，盈亏=%.2f%%",
+            position.trade_id,
+            position.stock_code,
+            position.stock_name,
+            position.volume,
+            position.can_use_volume,
+            position.open_price,
+            position.open_cost,
+            position.last_price,
+            position.profit_rate * 100,
+        )
diff --git a/py-client/libs/runtime.py b/py-client/libs/runtime.py
new file mode 100644
index 0000000..bb8a607
--- /dev/null
+++ b/py-client/libs/runtime.py
@@ -0,0 +1,26 @@
+"""策略单次运行所需的公共上下文对象。"""
+
+from __future__ import annotations
+
+from concurrent.futures import ThreadPoolExecutor
+from dataclasses import dataclass
+
+from config import AccountConfig, GlobalConfig
+from sdk import Client
+from libs.grid_take_profit import GridTrailingTracker
+from libs.order import OrderBook
+from libs.watch import DipWatch
+
+
+@dataclass(slots=True)
+class Runtime:
+    """集中保存策略运行期间共享的客户端、配置和内存组件。"""
+
+    client: Client
+    global_cfg: GlobalConfig
+    account_cfg: AccountConfig
+    orders: OrderBook
+    open_watch: DipWatch
+    add_watch: DipWatch
+    profit_tracker: GridTrailingTracker
+    executor: ThreadPoolExecutor | None = None
diff --git a/py-client/strategy/trend/watch.py b/py-client/libs/watch.py
similarity index 100%
rename from py-client/strategy/trend/watch.py
rename to py-client/libs/watch.py
diff --git a/py-client/strategy/trend/boot.py b/py-client/strategy/trend/boot.py
index 55c8074..dec5ab4 100644
--- a/py-client/strategy/trend/boot.py
+++ b/py-client/strategy/trend/boot.py
@@ -13,36 +13,18 @@ from datetime import datetime
 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 libs.collector import collector_push
 from sdk import Client
 from libs.grid_take_profit import GridTrailingTracker
-from .order import OrderBook
-from .watch import DipWatch
-from .runtime import Runtime
+from libs.order import OrderBook
+from libs.watch import DipWatch
+from libs.runtime import Runtime
 from .open import open_signal
 from .positions import manage_positions
 
 
-def Overview(assets, positions, account_cfg=None) -> None:
-    """记录策略启动时的账户、资金和持仓概览。"""
-    account_cfg = account_cfg or config.account_config
-
-    if account_cfg is not None:
-        log.info("[启动] 账户=%s，主机=%s，单笔金额=%.2f", account_cfg.account_id, account_cfg.host_key, account_cfg.buy_value)
-
-    if assets is not None:
-        log.info("[启动] 总资产=%.2f，可用资金=%.2f", assets.total, assets.available)
-    else:
-        log.warning("[启动] 获取资金概览失败")
-
-    for position in positions:
-        if position.volume <= 0:
-            continue
-        log.info("[启动] %s %s %s，持仓=%d，可用=%d，成本=%.2f(%.2f)，现价=%.2f，盈亏=%.2f%%",position.trade_id, position.stock_code, position.stock_name, position.volume, position.can_use_volume, position.open_price,position.open_cost, position.last_price, position.profit_rate * 100)
-
-
-
 def StartTrend() -> None:
     """初始化趋势策略，并以 30 秒间隔持续执行。"""
     client = Client(
@@ -55,7 +37,7 @@ def StartTrend() -> None:
         portfolio = client.portfolio()
         assets = portfolio.assets
         positions = list(portfolio.positions.values())
-        order_book = OrderBook()
+        order_book = OrderBook("trend")
         order_book.refresh(client, portfolio.orders)
 
         # 获取本策略的信号开仓数据
@@ -63,7 +45,12 @@ def StartTrend() -> None:
             config.global_config,
             config.account_config.signal_allow,
         )
-        log.info("[启动] 趋势策略已启动，账户=%s，信号=%d，持仓=%d", config.account_config.account_id, len(signals), len(positions))
+        log.info(
+            "[启动] 趋势策略已启动，账户=%s，信号=%d，持仓=%d",
+            config.account_config.account_id,
+            len(signals),
+            len(positions),
+        )
         executor = ThreadPoolExecutor(max_workers=3, thread_name_prefix="trend")
         run = Runtime(
             client=client,
@@ -101,7 +88,9 @@ def StartTrend() -> None:
             try:
                 RunOnce(run, signals)
             except Exception as e:
-                log.error(f"[Trend] 本 tick 执行失败，下一 tick 继续: {e}", exc_info=True)
+                log.error(
+                    f"[Trend] 本 tick 执行失败，下一 tick 继续: {e}", exc_info=True
+                )
     finally:
         try:
             if executor is not None:
@@ -110,13 +99,15 @@ def StartTrend() -> None:
             client.close()
 
 
-def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
+def RunOnce(run: Runtime, signals: list[SignalItem]) -> None:
     """按固定步骤执行一轮趋势策略， ``RunOnce``。"""
     if not trading_time(datetime.now()):
         return
 
-    print("=" * 40 + f" Ticker {datetime.now().strftime('%Y-%m-%d %H:%M:%S')} " +"=" * 40)
-    
+    print(
+        "=" * 40 + f" Ticker {datetime.now().strftime('%Y-%m-%d %H:%M:%S')} " + "=" * 40
+    )
+
     started_at = time.monotonic()
 
     # 1. 一次获取资产、持仓和订单，并清理过期订单。
@@ -131,21 +122,27 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
         return
 
     futures: list[tuple[str, Future]] = [
-            (
-                "数据提交",
-                run.executor.submit(
-                    collector_push,
-                    run.account_cfg.account_id,
-                    assets,
-                    positions,
-                ),
-            )
-        ]
+        (
+            "数据提交",
+            run.executor.submit(
+                collector_push,
+                run.account_cfg.account_id,
+                assets,
+                positions,
+            ),
+        )
+    ]
 
     # 2. 验证可用资金；低于资金安全线时禁止开新仓。
-    allow_open_by_cash = assets.available >= assets.total * run.account_cfg.min_cash_ratio
+    allow_open_by_cash = (
+        assets.available >= assets.total * run.account_cfg.min_cash_ratio
+    )
     if not allow_open_by_cash:
-        log.info("[Status] 禁止开仓：可用资金不足，可用=%.2f，总资产=%.2f", assets.available, assets.total)
+        log.info(
+            "[Status] 禁止开仓：可用资金不足，可用=%.2f，总资产=%.2f",
+            assets.available,
+            assets.total,
+        )
 
     # 3. 获取大盘状态，只有大盘信号允许时才执行开仓。
     market_ok = market_allow_open()
@@ -169,20 +166,37 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
         log.exception("[行情] 获取行情失败，代码数量=%d", len(all_codes))
         return
 
-    log.info("[RunOnce] 本轮就绪，持仓=%d，候选=%d，大盘允许=%s，资金允许=%s", len(positions), len(allow_open), market_ok, allow_open_by_cash)
-    
+    log.info(
+        "[RunOnce] 本轮就绪，持仓=%d，候选=%d，大盘允许=%s，资金允许=%s",
+        len(positions),
+        len(allow_open),
+        market_ok,
+        allow_open_by_cash,
+    )
+
     # 启动线程，开始计算
     # 7. 持仓计算。
-    futures.append(("持仓计算",run.executor.submit(manage_positions,run,ticks,positions,market_ok,assets.available)))
+    futures.append(
+        (
+            "持仓计算",
+            run.executor.submit(
+                manage_positions, run, ticks, positions, market_ok, assets.available
+            ),
+        )
+    )
 
     # 8. 开仓计算：必须同时存在有效信号且大盘允许开仓。
     if allow_open and market_ok and allow_open_by_cash:
-        futures.append(("开仓计算", run.executor.submit(open_signal, run, ticks, allow_open)))
+        futures.append(
+            ("开仓计算", run.executor.submit(open_signal, run, ticks, allow_open))
+        )
 
     # 9. 开始执行
     for name, future in futures:
         _wait_worker(name, future)
-    log.info("[RunOnce] 本轮完成，耗时=%d毫秒", int((time.monotonic() - started_at) * 1000))
+    log.info(
+        "[RunOnce] 本轮完成，耗时=%d毫秒", int((time.monotonic() - started_at) * 1000)
+    )
 
 
 def _wait_worker(name: str, future: Future) -> None:
diff --git a/py-client/strategy/trend/open.py b/py-client/strategy/trend/open.py
index af89773..89da94f 100644
--- a/py-client/strategy/trend/open.py
+++ b/py-client/strategy/trend/open.py
@@ -6,16 +6,18 @@ from datetime import datetime
 
 from libs import calc_buy_volume
 from sdk import OP_BUY
-from .runtime import Runtime
-from .order import PlaceOrderRequest
+from libs.runtime import Runtime
+from libs.order import PlaceOrderRequest
 import logging as log
 
 
-def open_signal(run:Runtime, ticks, open_signals) -> None:
+def open_signal(run: Runtime, ticks, open_signals) -> None:
     """逐个验证开仓信号并提交买入委托。"""
     for item in open_signals:
         if item.code in run.account_cfg.excluded_codes:
-            log.info("[Open] %s 信号=%s，跳过：已配置为排除股票", item.code, item.signal_key)
+            log.info(
+                "[Open] %s 信号=%s，跳过：已配置为排除股票", item.code, item.signal_key
+            )
             continue
         # 1. 验证信号配置允许开仓的时间区间。
         signal_config = run.global_cfg.signals.get(item.signal_key)
@@ -36,8 +38,10 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
             continue
 
         # 2. 检查该证券是否已有买入委托锁，防止重复下单。
-        if run.orders.busy(item.code,"BUY"):
-            log.info("[Open] %s 信号=%s，跳过：买入委托处理中", item.code, item.signal_key)
+        if run.orders.busy(item.code, "BUY"):
+            log.info(
+                "[Open] %s 信号=%s，跳过：买入委托处理中", item.code, item.signal_key
+            )
             continue
 
         # 3. 验证行情和最新价格是否有效。
@@ -54,14 +58,34 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
             continue
 
         # 当前价高于昨收价可开仓
-        if signal_config.gt_last_price_is_open and item.last_close>0 and price>item.last_close:
+        if (
+            signal_config.gt_last_price_is_open
+            and item.last_close > 0
+            and price > item.last_close
+        ):
             try:
                 do_open(run, item.code, volume, item.signal_key, price)
-                log.info("[Open] %s 信号=%s，买入=%d股，原因=现价高于昨收", item.code, item.signal_key, volume)
+                log.info(
+                    "[Open] %s 信号=%s，买入=%d股，原因=现价高于昨收",
+                    item.code,
+                    item.signal_key,
+                    volume,
+                )
             except RuntimeError as exc:
-                log.info("[Open] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc)
+                log.info(
+                    "[Open] %s 信号=%s，买入=%d股失败：%s",
+                    item.code,
+                    item.signal_key,
+                    volume,
+                    exc,
+                )
             except Exception:
-                log.exception("[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume)
+                log.exception(
+                    "[Open] %s 信号=%s，买入=%d股异常",
+                    item.code,
+                    item.signal_key,
+                    volume,
+                )
             continue
 
         # 4. 等待价格从观察低点反弹，防止直接接下跌中的“飞刀”。
@@ -70,14 +94,29 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
 
         try:
             do_open(run, item.code, volume, item.signal_key, price)
-            log.info("[Open] %s 信号=%s，买入=%d股，原因=反弹已确认", item.code, item.signal_key, volume)
+            log.info(
+                "[Open] %s 信号=%s，买入=%d股，原因=反弹已确认",
+                item.code,
+                item.signal_key,
+                volume,
+            )
         except RuntimeError as exc:
-            log.warning("[Open] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc)
+            log.warning(
+                "[Open] %s 信号=%s，买入=%d股失败：%s",
+                item.code,
+                item.signal_key,
+                volume,
+                exc,
+            )
         except Exception:
-            log.exception("[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume)
-        
+            log.exception(
+                "[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume
+            )
 
-def do_open(run: Runtime, code: str, volume: int, signal_key: str, price: float) -> None:
+
+def do_open(
+    run: Runtime, code: str, volume: int, signal_key: str, price: float
+) -> None:
     """生成本地订单号并按最新价提交开仓委托。"""
     order_id = run.orders.new_order_id("BUY")
     request = PlaceOrderRequest(
@@ -89,9 +128,7 @@ def do_open(run: Runtime, code: str, volume: int, signal_key: str, price: float)
         kind="base",
     )
 
-    #run.state.new_order(PendingOrder(order_id, code, "base", volume))
-    
-    if not run.orders.place(run.client,request):
+    if not run.orders.place(run.client, request):
         raise RuntimeError("订单提交失败")
 
     run.open_watch.forget(code)
diff --git a/py-client/strategy/trend/order.py b/py-client/strategy/trend/order.py
deleted file mode 100644
index ef0065d..0000000
--- a/py-client/strategy/trend/order.py
+++ /dev/null
@@ -1,122 +0,0 @@
-"""趋势策略委托簿，对应 Go 客户端的 ``logic/order.go``。"""
-
-from __future__ import annotations
-
-import secrets
-from dataclasses import dataclass
-from datetime import datetime, timedelta
-from threading import Lock
-from cachelib import SimpleCache
-import logging
-
-import httpx
-from sdk import Client,ORDER_SIDE_BY_OFFSET,APIError,OrderItem
-
-# 表示委托仍在处理、可能继续成交的 QMT 状态。
-BUSY_STATUSES = {"48", "49", "50", "51", "52", "55"}
-COMPLETED_STATUSES = {"56"}
-TRACKED_STATUSES = BUSY_STATUSES | COMPLETED_STATUSES
-CANCELABLE_STATUSES = {"49", "50", "51", "52"}
-
-
-@dataclass(slots=True)
-class PlaceOrderRequest:
-    """``OrderBook.place`` 提交委托所需的全部参数。"""
-    op: int
-    code: str
-    volume: int
-    order_id: str
-    strategy_name: str
-    kind: str = ""
-
-
-class OrderBook:
-    """线程安全的活动委托缓存。"""
-
-    def __init__(self, lock_timeout_sec: int = 180, cancel_timeout_sec: float = 10) -> None:
-        self.lock_timeout_sec = max(1, lock_timeout_sec)
-        self.cancel_timeout_sec = timedelta(seconds=cancel_timeout_sec)
-        self.data: list[OrderItem] = []
-        self.busy_keys: set[str] = set()
-        self.busy_cache = SimpleCache(threshold=10_000, default_timeout=self.lock_timeout_sec)
-        self.mutex = Lock()
-
-    @staticmethod
-    def new_order_id(side:str) -> str:
-        """生成 ``trend-xxxxxxxx`` 格式的本地订单号。"""
-        return f"trend-{side}-{secrets.token_hex(10)}"
-
-    def busy(self, code: str, side: str) -> bool:
-        """判断证券是否存在仍在处理中的同方向委托。"""
-        with self.mutex:
-            key = self._busy_key(side, code)
-            return key in self.busy_keys or self.busy_cache.has(key)
-
-    @staticmethod
-    def _busy_key(side: str, code: str) -> str:
-        return f"{side}-{code}"
-
-    def refresh(self, client: Client, orders: list[OrderItem]) -> None:
-        """用账户快照刷新委托，并撤销超时的活动委托。"""
-        current = datetime.now()
-        data: list[OrderItem] = []
-        busy_keys: set[str] = set()
-        canceled = 0
-
-        for item in orders:
-            # 不处理状态不对的
-            if item.status not in TRACKED_STATUSES:
-                continue
-            if item.status in BUSY_STATUSES:
-                busy_keys.add(self._busy_key(item.side, item.code))
-            # 清理过期的
-            if (
-                item.created_at is not None
-                and item.status in CANCELABLE_STATUSES
-                and current - item.created_at > self.cancel_timeout_sec
-            ):
-                client.cancel_by_id(item.id)
-                canceled += 1
-                logging.info("[Order] 超时撤单，代码=%s，方向=%s，柜台订单=%s", item.code, item.side, item.id)
-                continue
-
-            # 缓存本次有效订单
-            data.append(item)
-
-        with self.mutex:
-            self.data = data
-            self.busy_keys = busy_keys
-        logging.info("[Order] 刷新完成，跟踪=%d，处理中=%d，撤销=%d", len(data), len(busy_keys), canceled)
-
-    def place(self, client: Client, request: PlaceOrderRequest) -> bool:
-        """按最新价提交委托，并立即写入本地方向锁。"""
-        side = ORDER_SIDE_BY_OFFSET.get(str(request.op), "")
-        if not side:
-            logging.warning("[Order] 下单失败，代码=%s，原因=未知买卖方向(%s)", request.code, request.op)
-            return False
-
-        key = self._busy_key(side, request.code)
-        with self.mutex:
-            if key in self.busy_keys or self.busy_cache.has(key):
-                logging.info("[Order] 跳过重复下单，代码=%s，方向=%s", request.code, side)
-                return False
-            self.busy_cache.set(key, True, timeout=self.lock_timeout_sec)
-
-        try:
-            result = client.passorder(
-                op_type=request.op,
-                stock_code=request.code,
-                volume=request.volume,
-                strategy_name=request.strategy_name,
-                order_id=request.order_id,
-            )
-        except APIError as exc:
-            logging.exception("[Order] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%s", request.code, request.order_id, exc.status_code, exc.message or str(exc))
-            return False
-        except (httpx.RequestError, ValueError):
-            # 响应异常不能证明柜台未受理，保留缓存防重，不自动重试。
-            logging.exception("[Order] 下单请求或响应异常，代码=%s，本地订单=%s", request.code, request.order_id)
-            return False
-        
-        logging.info("[Order] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，返回=%s", request.code, side, request.volume, request.order_id, result)
-        return True
diff --git a/py-client/strategy/trend/positions.py b/py-client/strategy/trend/positions.py
index d5e4cdd..16dea12 100644
--- a/py-client/strategy/trend/positions.py
+++ b/py-client/strategy/trend/positions.py
@@ -8,8 +8,8 @@ from libs.calc import calc_buy_volume, calculate_min_profit_rate
 from libs.grid_take_profit import GridState
 from sdk import OP_BUY, OP_SELL, PositionItem, Tick
 
-from .order import PlaceOrderRequest
-from .runtime import Runtime
+from libs.order import PlaceOrderRequest
+from libs.runtime import Runtime
 import logging as log
 
 LOSS_TIERS = [-50.0]
@@ -34,11 +34,15 @@ def manage_positions(
     # 遍历处理每个持仓
     for position in positions:
         try:
-            available = max(0,0,available)
+            available = max(0, 0, available)
             code = position.stock_code
             tick = ticks.get(code)
             if code in runtime.account_cfg.excluded_codes:
-                log.info("[Position - ] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=已配置为排除股票", code, position.stock_name)
+                log.info(
+                    "[Position - ] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=已配置为排除股票",
+                    code,
+                    position.stock_name,
+                )
                 continue
             if (
                 not code
@@ -47,7 +51,11 @@ def manage_positions(
                 or tick is None
                 or tick.last_price <= 0
             ):
-                log.warning("[Position - ] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=持仓或行情数据无效", code or "未知", position.stock_name)
+                log.warning(
+                    "[Position - ] 代码=%s，名称=%s，止盈=跳过，补仓=跳过，原因=持仓或行情数据无效",
+                    code or "未知",
+                    position.stock_name,
+                )
                 continue
 
             pnl_rate = round(
@@ -77,18 +85,29 @@ def manage_positions(
             elif runtime.account_cfg.enable_loss_add_position:
                 loss_add_action = "大盘信号不允许"
 
-            if pnl_rate>=0:
+            if pnl_rate >= 0:
                 log.info(
                     "[Position ↑ ] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
-                    code, position.stock_name, pnl_rate, profit_action, loss_add_action,
+                    code,
+                    position.stock_name,
+                    pnl_rate,
+                    profit_action,
+                    loss_add_action,
                 )
             else:
                 log.info(
                     "[Position ↓ ] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
-                    code, position.stock_name, pnl_rate, profit_action, loss_add_action,
+                    code,
+                    position.stock_name,
+                    pnl_rate,
+                    profit_action,
+                    loss_add_action,
                 )
         except Exception:
-            log.exception("[Position] 持仓处理异常，代码=%s，继续处理后续持仓", position.stock_code)
+            log.exception(
+                "[Position] 持仓处理异常，代码=%s，继续处理后续持仓",
+                position.stock_code,
+            )
 
 
 def handle_profit(
@@ -132,8 +151,7 @@ def handle_profit(
     )
     if not runtime.orders.place(runtime.client, request):
         return TradeDecision(False, "止盈委托失败")
-    
-    
+
     return TradeDecision(True, f"卖出 {volume} 股，订单={order_id}")
 
 
@@ -142,10 +160,12 @@ def handle_loss(
     position: PositionItem,
     tick: Tick,
     pnl_rate: float,
-    available: float
+    available: float,
 ) -> TradeDecision:
     """按亏损档位、反弹确认和本轮剩余预算提交补仓。"""
-    add_num = get_add_num(hands=int(position.volume/100),market_value=position.market_value)
+    add_num = get_add_num(
+        hands=int(position.volume / 100), market_value=position.market_value
+    )
     if add_num >= len(LOSS_TIERS) or add_num < 0:
         return TradeDecision(False, f"补仓次数无效:{add_num}")
     if pnl_rate > LOSS_TIERS[add_num]:
@@ -171,10 +191,10 @@ def handle_loss(
         strategy_name=runtime.account_cfg.strategy,
         kind="add",
     )
-    
+
     if not runtime.orders.place(runtime.client, request):
         return TradeDecision(False, "补仓订单委托失败")
-    
+
     runtime.add_watch.forget(position.stock_code)
     return TradeDecision(True, f"买入 {volume} 股，订单={order_id}", amount)
 
@@ -182,9 +202,10 @@ def handle_loss(
 def _position_key(runtime: Runtime, code: str) -> str:
     return f"{runtime.account_cfg.account_id}:{code}"
 
-def get_add_num(hands:int,market_value:float) -> int:
-    if market_value>10000:
+
+def get_add_num(hands: int, market_value: float) -> int:
+    if market_value > 10000:
         return -1
     if hands < 2:
         return 0
-    return -1
\ No newline at end of file
+    return -1
diff --git a/py-client/strategy/trend/runtime.py b/py-client/strategy/trend/runtime.py
deleted file mode 100644
index f650c15..0000000
--- a/py-client/strategy/trend/runtime.py
+++ /dev/null
@@ -1,44 +0,0 @@
-"""趋势策略单次运行所需的上下文对象。"""
-
-from __future__ import annotations
-
-from concurrent.futures import ThreadPoolExecutor
-from dataclasses import dataclass, field
-
-from config import AccountConfig, GlobalConfig
-from sdk import Client
-from libs.grid_take_profit import GridTrailingTracker
-
-from .order import OrderBook
-from .watch import DipWatch
-
-
-@dataclass(slots=True)
-class Runtime:
-    """集中保存趋势策略运行期间共享的依赖和状态。
-
-    将这些对象集中到一个 dataclass 后，开仓、持仓管理和单轮调度函数
-    只需接收一个 ``Runtime``，无需重复传递大量参数。
-
-    Attributes:
-        client: QMT HTTP 客户端，用于查询账户、行情和提交委托。
-        global_cfg: 公共配置，包含 QMT、外部 API 和信号配置。
-        account_cfg: 当前主机的账户及交易策略配置。
-        state: 策略持仓状态的本地持久化存储。
-        orders: 当前活动委托和证券方向锁。
-        open_watch: 新开仓使用的价格反弹观察器。
-        add_watch: 亏损补仓使用的价格反弹观察器。
-        profit_tracker: 跨轮保存的账户持仓最高盈利网格跟踪器。
-    """
-
-    # 外部服务与账户配置。
-    client: Client
-    global_cfg: GlobalConfig
-    account_cfg: AccountConfig
-
-    # 策略运行过程中共享的状态组件。
-    orders: OrderBook
-    open_watch: DipWatch
-    add_watch: DipWatch
-    profit_tracker: GridTrailingTracker
-    executor: ThreadPoolExecutor
diff --git a/py-client/strategy/zt/boot.py b/py-client/strategy/zt/boot.py
index bedda59..fff2674 100644
--- a/py-client/strategy/zt/boot.py
+++ b/py-client/strategy/zt/boot.py
@@ -16,9 +16,9 @@ from libs.signal import init_signals
 from libs.collector import collector_push
 from libs.grid_take_profit import GridTrailingTracker
 from sdk import Client
-from .order import OrderBook
-from .watch import DipWatch
-from .runtime import Runtime
+from libs.order import OrderBook
+from libs.watch import DipWatch
+from libs.runtime import Runtime
 from .state import TState, SOLD
 from .open import open_signal
 from .positions import manage_positions
@@ -26,20 +26,39 @@ from .positions import manage_positions
 
 def StartZT() -> None:
     """初始化做 T 策略，并以 30 秒间隔持续执行。"""
-    with Client(config.global_config.qmt_base_url, config.global_config.qmt_token,
-                config.HTTP_TIMEOUT) as client:
-        state = TState.for_strategy(config.global_config.qmt_data_dir, "zt", config.account_config.account_id)
-        run = Runtime(client, config.global_config, config.account_config, state,
-                      OrderBook(), DipWatch(), DipWatch(),
-                      GridTrailingTracker(config.account_config.grid_step_pct))
-        log.info("[ZT 启动] 账户=%s，底仓信号=dcm，状态文件=%s", run.account_cfg.account_id, state.path)
+    with Client(
+        config.global_config.qmt_base_url,
+        config.global_config.qmt_token,
+        config.HTTP_TIMEOUT,
+    ) as client:
+        state = TState.for_strategy(
+            config.global_config.qmt_data_dir, "zt", config.account_config.account_id
+        )
+        run = Runtime(
+            client=client,
+            global_cfg=config.global_config,
+            account_cfg=config.account_config,
+            orders=OrderBook("zt"),
+            open_watch=DipWatch(),
+            add_watch=DipWatch(),
+            profit_tracker=GridTrailingTracker(config.account_config.grid_step_pct),
+        )
+        log.info(
+            "[ZT 启动] 账户=%s，底仓信号=dcm，状态文件=%s",
+            run.account_cfg.account_id,
+            state.path,
+        )
         while True:
             now = datetime.now()
             if now.time() >= clock_time(15):
                 # 收盘前最后一次只读对账，不发新单；未完成买回继续持久保存。
                 try:
                     portfolio = client.portfolio()
-                    state.reconcile(list(portfolio.positions.values()), portfolio.orders, now.date().isoformat())
+                    state.reconcile(
+                        list(portfolio.positions.values()),
+                        portfolio.orders,
+                        now.date().isoformat(),
+                    )
                 except Exception:
                     log.exception("[ZT] 收盘对账失败，保留本地待确认记录")
                 for item in state.items.values():
@@ -48,14 +67,14 @@ def StartZT() -> None:
                 return
             # 单轮失败不能杀死唯一的交易定时线程。
             try:
-                RunOnce(run)
+                RunOnce(run, state)
             except Exception:
                 log.exception("[ZT] 本 tick 执行失败，下一个 tick 继续")
             # 计算距离下一个目标时间点（0秒或30秒）的等待时间。
             time.sleep(30 - datetime.now().second % 30)
 
 
-def RunOnce(run: Runtime) -> None:
+def RunOnce(run: Runtime, state: TState) -> None:
     """账户快照 → 成交对账 → 做 T 管理 → dcm 建仓，共用一份资金预算。"""
     now = datetime.now()
     if not trading_time(now) or now.time() >= clock_time(15):
@@ -68,7 +87,7 @@ def RunOnce(run: Runtime) -> None:
     positions = list(portfolio.positions.values())
     run.orders.refresh(run.client, portfolio.orders)
     # 对账使用完整原始订单列表，不能丢弃撤单和废单的部分成交。
-    run.state.reconcile(positions, portfolio.orders, today)
+    state.reconcile(positions, portfolio.orders, today)
 
     # 2. 获取本策略的信号开仓数据；信号失败不阻断已有做 T 买回。
     try:
@@ -76,13 +95,23 @@ def RunOnce(run: Runtime) -> None:
     except Exception:
         log.exception("[ZT] 获取 dcm 信号失败，本轮只管理已有底仓")
         signals = []
-    position_codes = {position.stock_code for position in positions if position.volume > 0}
-    candidates = [signal for signal in signals
-                  if signal.signal_key == "dcm" and signal.code not in position_codes]
+    position_codes = {
+        position.stock_code for position in positions if position.volume > 0
+    }
+    candidates = [
+        signal
+        for signal in signals
+        if signal.signal_key == "dcm" and signal.code not in position_codes
+    ]
 
     # 3. 获取持仓和待开仓证券的实时行情 tick，零持仓的待买回证券也包含在内。
-    codes = list(dict.fromkeys(list(position_codes) + list(run.state.items)
-                              + [signal.code for signal in candidates]))
+    codes = list(
+        dict.fromkeys(
+            list(position_codes)
+            + list(state.items)
+            + [signal.code for signal in candidates]
+        )
+    )
     ticks = run.client.full_tick(codes) if codes else {}
     now = datetime.now()  # 网络请求可能跨过尾盘边界，提交前重新判断。
     if not trading_time(now) or now.time() >= clock_time(15):
@@ -91,7 +120,7 @@ def RunOnce(run: Runtime) -> None:
     # 4. 先完成买回，避免开底仓抢占资金；交易逻辑串行，状态无需多线程写入。
     available = max(0.0, portfolio.assets.available)
     # 未确认买单可能尚未反映在资金快照中，保守预留，宁可少买也不重复使用。
-    for pending in run.state.pending.values():
+    for pending in state.pending.values():
         if pending.kind != "sell":
             tick = ticks.get(pending.code)
             if tick is None or tick.last_price <= 0:
@@ -99,16 +128,22 @@ def RunOnce(run: Runtime) -> None:
                 break
             available = max(0.0, available - pending.qty * tick.last_price * 1.01)
     force = now.time() >= clock_time(14, 50)
-    available = manage_positions(run, ticks, positions, available, today, force)
+    available = manage_positions(run, state, ticks, positions, available, today, force)
 
     # 5. 验证可用资金；低于资金安全线时禁止开新仓，尾盘只完成做 T 买回。
     reserve = max(0.0, portfolio.assets.total * run.account_cfg.min_cash_ratio)
     # 未完成的卖出/买回可能继续占用资金，不再额外开底仓。
-    outstanding = bool(run.state.pending) or any(item.phase == SOLD for item in run.state.items.values())
+    outstanding = bool(state.pending) or any(
+        item.phase == SOLD for item in state.items.values()
+    )
     if not force and not outstanding and market_allow_open() and available > reserve:
-        open_signal(run, ticks, candidates, available - reserve)
+        open_signal(run, state, ticks, candidates, available - reserve)
 
     # 6. 数据采集不与交易逻辑争用状态；采集函数自身隔离传输异常。
     collector_push(run.account_cfg.account_id, portfolio.assets, positions)
-    log.info("[ZT] 本轮完成，底仓=%d，待确认=%d，耗时=%d毫秒",
-             len(run.state.items), len(run.state.pending), int((time.monotonic() - started_at) * 1000))
+    log.info(
+        "[ZT] 本轮完成，底仓=%d，待确认=%d，耗时=%d毫秒",
+        len(state.items),
+        len(state.pending),
+        int((time.monotonic() - started_at) * 1000),
+    )
diff --git a/py-client/strategy/zt/open.py b/py-client/strategy/zt/open.py
index 7b832a1..df685b7 100644
--- a/py-client/strategy/zt/open.py
+++ b/py-client/strategy/zt/open.py
@@ -8,12 +8,12 @@ import math
 
 from libs.calc import calc_buy_volume
 from sdk import OP_BUY
-from .runtime import Runtime
-from .order import PlaceOrderRequest
-from .state import PendingOrder
+from libs.runtime import Runtime
+from libs.order import PlaceOrderRequest
+from .state import PendingOrder, TState
 
 
-def open_signal(run: Runtime, ticks, signals, available: float) -> float:
+def open_signal(run: Runtime, state: TState, ticks, signals, available: float) -> float:
     """逐个验证开仓信号并提交买入委托，返回本轮剩余资金。"""
     for item in signals:
         try:
@@ -22,20 +22,28 @@ def open_signal(run: Runtime, ticks, signals, available: float) -> float:
                 break
             if item.signal_key != "dcm" or item.code in run.account_cfg.excluded_codes:
                 continue
-            state = run.state.items.get(item.code)
-            if state is not None and state.base_qty > 0:
+            item_state = state.items.get(item.code)
+            if item_state is not None and item_state.base_qty > 0:
                 continue
             # 1. 验证信号配置允许开仓的时间区间。
             signal_config = run.global_cfg.signals.get("dcm")
             if signal_config is None or not check_timezone(signal_config.timezone):
                 continue
             # 2. 检查该证券是否已有买入委托锁，防止重复下单。
-            if run.state.busy(item.code) or run.orders.busy(item.code, "BUY") or run.orders.busy(item.code, "SELL"):
+            if (
+                state.busy(item.code)
+                or run.orders.busy(item.code, "BUY")
+                or run.orders.busy(item.code, "SELL")
+            ):
                 continue
             # 3. 验证行情和最新价格是否有效。
             tick = ticks.get(item.code)
             price = tick.last_price if tick else 0.0
-            if not math.isfinite(price) or price <= 0 or price > run.account_cfg.zt_max_price:
+            if (
+                not math.isfinite(price)
+                or price <= 0
+                or price > run.account_cfg.zt_max_price
+            ):
                 continue
             # 4. 根据单笔买入金额计算整手开仓数量，预留少量价差和费用。
             budget = min(run.account_cfg.buy_value, available)
@@ -47,8 +55,18 @@ def open_signal(run: Runtime, ticks, signals, available: float) -> float:
             if not run.open_watch.triggered("ZT 建仓", item.code, price):
                 continue
             order_id = run.orders.new_order_id("base")
-            request = PlaceOrderRequest(OP_BUY, item.code, volume, order_id, "zt", kind="base")
-            run.state.new_order(PendingOrder(order_id, item.code, "base", volume, datetime.now().date().isoformat()))
+            request = PlaceOrderRequest(
+                OP_BUY, item.code, volume, order_id, "zt", kind="base"
+            )
+            state.new_order(
+                PendingOrder(
+                    order_id,
+                    item.code,
+                    "base",
+                    volume,
+                    datetime.now().date().isoformat(),
+                )
+            )
             # 即使响应丢失，也保留资金预算和 pending，不能继续使用这笔钱。
             available -= amount
             if run.orders.place(run.client, request):
diff --git a/py-client/strategy/zt/positions.py b/py-client/strategy/zt/positions.py
index 8e5ac59..fc7de99 100644
--- a/py-client/strategy/zt/positions.py
+++ b/py-client/strategy/zt/positions.py
@@ -8,22 +8,29 @@ import math
 
 from libs.grid_take_profit import GridState
 from sdk import OP_BUY, OP_SELL, PositionItem
-from .order import PlaceOrderRequest
-from .runtime import Runtime
-from .state import PendingOrder, READY, SOLD
+from libs.order import PlaceOrderRequest
+from libs.runtime import Runtime
+from .state import PendingOrder, READY, SOLD, TState
 
 
-def manage_positions(run: Runtime, ticks, positions: list[PositionItem], available: float,
-                     today: str, force_buy_back: bool = False) -> float:
+def manage_positions(
+    run: Runtime,
+    state_store: TState,
+    ticks,
+    positions: list[PositionItem],
+    available: float,
+    today: str,
+    force_buy_back: bool = False,
+) -> float:
     """遍历本地底仓记录；全部卖出后即使持仓快照为空，也必须处理买回。"""
     by_code = {position.stock_code: position for position in positions}
-    for code, state in list(run.state.items.items()):
+    for code, state in list(state_store.items.items()):
         try:
             now = datetime.now()
             if now.hour >= 15:
                 break
             force_buy_back = force_buy_back or (now.hour, now.minute) >= (14, 50)
-            if code in run.account_cfg.excluded_codes or run.state.busy(code):
+            if code in run.account_cfg.excluded_codes or state_store.busy(code):
                 continue
             if run.orders.busy(code, "BUY") or run.orders.busy(code, "SELL"):
                 continue
@@ -36,39 +43,65 @@ def manage_positions(run: Runtime, ticks, positions: list[PositionItem], availab
             expected_qty = state.base_qty - state.sell_qty + state.buy_qty
             # 快照延迟或手动增减仓不能当作新的做 T 信号，先核对数量差异。
             if actual_qty != expected_qty:
-                log.warning("[ZT 持仓] %s 数量不符，记录=%d，实际=%d，暂停交易", code, expected_qty, actual_qty)
+                log.warning(
+                    "[ZT 持仓] %s 数量不符，记录=%d，实际=%d，暂停交易",
+                    code,
+                    expected_qty,
+                    actual_qty,
+                )
                 continue
             if state.phase == SOLD:
-                available = _try_buy_back(run, state, price, available, today, force_buy_back)
+                available = _try_buy_back(
+                    run, state_store, state, price, available, today, force_buy_back
+                )
             elif state.phase == READY and position and not force_buy_back:
                 if price <= run.account_cfg.zt_max_price:
-                    _try_sell(run, state, position, price, today)
+                    _try_sell(run, state_store, state, position, price, today)
         except Exception:
             log.exception("[ZT 持仓] %s 处理异常，继续后续证券", code)
     return available
 
 
-def _try_sell(run: Runtime, state, position: PositionItem, price: float, today: str) -> None:
+def _try_sell(
+    run: Runtime,
+    state_store: TState,
+    state,
+    position: PositionItem,
+    price: float,
+    today: str,
+) -> None:
     """基于独立保存的底仓成本，用跨轮最高盈利网格判断做 T 卖出。"""
     if state.base_cost <= 0:
         return
     pnl_rate = (price - state.base_cost) / state.base_cost * 100
     key = f"{run.account_cfg.account_id}:{state.code}:{today}"
-    observation = run.sell_tracker.observe(key, pnl_rate)
+    observation = run.profit_tracker.observe(key, pnl_rate)
     if observation.state != GridState.RETREAT:
         return
-    volume = min(position.can_use_volume, int(state.base_qty * run.account_cfg.zt_sell_ratio))
+    volume = min(
+        position.can_use_volume, int(state.base_qty * run.account_cfg.zt_sell_ratio)
+    )
     volume = volume // 100 * 100
     if volume <= 0:
         return
     order_id = run.orders.new_order_id("t-sell")
-    request = PlaceOrderRequest(OP_SELL, state.code, volume, order_id, "zt", kind="sell")
-    run.state.new_order(PendingOrder(order_id, state.code, "sell", volume, today))
+    request = PlaceOrderRequest(
+        OP_SELL, state.code, volume, order_id, "zt", kind="sell"
+    )
+    state_store.new_order(PendingOrder(order_id, state.code, "sell", volume, today))
     if run.orders.place(run.client, request):
         log.info("[ZT 卖出] %s %d 股，等待成交后确定买回数量和价格", state.code, volume)
 
 
-def _try_buy_back(run: Runtime, state, price: float, available: float, today: str, force: bool) -> float:
+def _try_buy_back(
+    run: Runtime,
+    state_store: TState,
+    state,
+    price: float,
+    available: float,
+    today: str,
+    force: bool,
+) -> float:
     """按实际卖出均价下跌后反弹买回；尾盘不再受下跌幅度、反弹及价格上限限制。"""
     target = state.sell_price * (1 - run.account_cfg.zt_buy_fall_pct / 100)
     if not force and (price > target or price > run.account_cfg.zt_max_price):
@@ -78,17 +111,22 @@ def _try_buy_back(run: Runtime, state, price: float, available: float, today: st
     if volume <= 0 or amount > available:
         log.warning("[ZT 买回] %s 买回资金不足或数量无效，保留未完成轮次", state.code)
         return available
-    if not force and not run.buy_watch.triggered("ZT 买回", state.code, price):
+    if not force and not run.add_watch.triggered("ZT 买回", state.code, price):
         return available
     order_id = run.orders.new_order_id("t-buy")
     request = PlaceOrderRequest(OP_BUY, state.code, volume, order_id, "zt", kind="buy")
-    run.state.new_order(PendingOrder(order_id, state.code, "buy", volume, today))
+    state_store.new_order(PendingOrder(order_id, state.code, "buy", volume, today))
     # pending 已落盘，任何请求结果都预留资金；下一轮再从柜台快照确认。
     available -= amount
     try:
         if run.orders.place(run.client, request):
-            run.buy_watch.forget(state.code)
-            log.info("[ZT 买回] %s %d 股，%s", state.code, volume, "尾盘强制买回" if force else "下跌后反弹")
+            run.add_watch.forget(state.code)
+            log.info(
+                "[ZT 买回] %s %d 股，%s",
+                state.code,
+                volume,
+                "尾盘强制买回" if force else "下跌后反弹",
+            )
     except Exception:
         log.exception("[ZT 买回] %s 请求结果未知，保留 pending 和预算", state.code)
     return available
diff --git a/py-client/strategy/zt/runtime.py b/py-client/strategy/zt/runtime.py
deleted file mode 100644
index 33831f0..0000000
--- a/py-client/strategy/zt/runtime.py
+++ /dev/null
@@ -1,31 +0,0 @@
-"""做 T 策略单次运行所需的上下文对象。"""
-
-from dataclasses import dataclass
-
-from config import AccountConfig, GlobalConfig
-from libs.grid_take_profit import GridTrailingTracker
-from sdk import Client
-from .order import OrderBook
-from .watch import DipWatch
-from .state import TState
-
-
-@dataclass(slots=True)
-class Runtime:
-    """集中保存策略运行期间共享的依赖和状态。
-
-    将这些对象集中到一个 dataclass 后，开仓、持仓管理和单轮调度函数
-    只需接收一个 Runtime，无需重复传递大量参数。
-    """
-
-    # 外部服务与账户配置。
-    client: Client
-    global_cfg: GlobalConfig
-    account_cfg: AccountConfig
-
-    # 策略运行过程中共享的状态组件。
-    state: TState
-    orders: OrderBook
-    open_watch: DipWatch
-    buy_watch: DipWatch
-    sell_tracker: GridTrailingTracker
diff --git a/py-client/strategy/zt/state.py b/py-client/strategy/zt/state.py
index 538b4aa..558f781 100644
--- a/py-client/strategy/zt/state.py
+++ b/py-client/strategy/zt/state.py
@@ -35,7 +35,7 @@ class TStateItem:
 class PendingOrder:
     order_id: str
     code: str
-    kind: str                 # base：底仓；sell：做 T 卖出；buy：做 T 买回
+    kind: str  # base：底仓；sell：做 T 卖出；buy：做 T 买回
     qty: int
     trade_date: str
     submit_at: float = field(default_factory=time)
@@ -52,7 +52,9 @@ class TState:
         self._load()
 
     @classmethod
-    def for_strategy(cls, data_dir: str | Path, strategy: str, account_id: str) -> TState:
+    def for_strategy(
+        cls, data_dir: str | Path, strategy: str, account_id: str
+    ) -> TState:
         return cls(Path(data_dir) / f"{strategy}_{account_id}_state.json")
 
     def busy(self, code: str) -> bool:
@@ -69,7 +71,9 @@ class TState:
             del self.pending[order.order_id]
             raise
 
-    def reconcile(self, positions: list[PositionItem], orders: list[OrderItem], today: str) -> None:
+    def reconcile(
+        self, positions: list[PositionItem], orders: list[OrderItem], today: str
+    ) -> None:
         """先按实际成交记账，再接管未知持仓；不覆盖已记录的底仓成本。"""
         # 同一本地委托可能拆单；按券商订单号去重，数量齐全且全部结束才记账。
         by_id: dict[str, dict[str, OrderItem]] = {}
@@ -78,8 +82,11 @@ class TState:
                 by_id.setdefault(order.local_order_id, {})[order.id] = order
         for order_id, pending in list(self.pending.items()):
             side = "SELL" if pending.kind == "sell" else "BUY"
-            rows = [row for row in by_id.get(order_id, {}).values()
-                    if row.code == pending.code and row.side == side]
+            rows = [
+                row
+                for row in by_id.get(order_id, {}).values()
+                if row.code == pending.code and row.side == side
+            ]
             if not rows:
                 log.warning("[ZT 状态] 委托暂未查到，保留待确认：%s", order_id)
                 continue
@@ -87,11 +94,20 @@ class TState:
                 continue
             if any(row.status not in TERMINAL_STATUSES for row in rows):
                 continue
-            if any(row.status == "56" and row.traded_volume != row.volume for row in rows):
+            if any(
+                row.status == "56" and row.traded_volume != row.volume for row in rows
+            ):
                 continue
             qty = sum(row.traded_volume for row in rows)
-            amounts = [row.trade_amount if row.trade_amount > 0 else row.trade_price * row.traded_volume
-                       for row in rows if row.traded_volume > 0]
+            amounts = [
+                (
+                    row.trade_amount
+                    if row.trade_amount > 0
+                    else row.trade_price * row.traded_volume
+                )
+                for row in rows
+                if row.traded_volume > 0
+            ]
             if any(not math.isfinite(amount) or amount <= 0 for amount in amounts):
                 continue
             amount = sum(amounts)
@@ -108,31 +124,59 @@ class TState:
                 item.phase = SOLD if qty else READY
             else:
                 total = item.buy_qty + qty
-                item.buy_cost = (item.buy_qty * item.buy_cost + amount) / total if total else 0.0
+                item.buy_cost = (
+                    (item.buy_qty * item.buy_cost + amount) / total if total else 0.0
+                )
                 item.buy_qty = total
                 item.buy_order_id = order_id
                 item.phase = DONE if total >= item.sell_qty else SOLD
                 if item.phase == DONE:
                     item.trade_date = today
             # 零成交撤单也记录，保留计划、实际数量、均价和柜台终态。
-            self.records.append({**asdict(pending), "confirmed_date": today,
-                                 "filled_qty": qty, "filled_cost": cost,
-                                 "amount": amount, "statuses": [row.status for row in rows]})
+            self.records.append(
+                {
+                    **asdict(pending),
+                    "confirmed_date": today,
+                    "filled_qty": qty,
+                    "filled_cost": cost,
+                    "amount": amount,
+                    "statuses": [row.status for row in rows],
+                }
+            )
             del self.pending[order_id]
 
         for position in positions:
             code = position.stock_code
             if position.volume <= 0 or self.busy(code):
                 continue
-            if code not in self.items and math.isfinite(position.open_price) and position.open_price > 0:
-                self.items[code] = TStateItem(code, position.volume, position.open_price)
-                self.records.append({"kind": "import", "code": code, "date": today,
-                                     "filled_qty": position.volume, "filled_cost": position.open_price})
-                log.warning("[ZT 底仓] 首次接管 %s，使用当前均价，无法还原历史成本", code)
+            if (
+                code not in self.items
+                and math.isfinite(position.open_price)
+                and position.open_price > 0
+            ):
+                self.items[code] = TStateItem(
+                    code, position.volume, position.open_price
+                )
+                self.records.append(
+                    {
+                        "kind": "import",
+                        "code": code,
+                        "date": today,
+                        "filled_qty": position.volume,
+                        "filled_cost": position.open_price,
+                    }
+                )
+                log.warning(
+                    "[ZT 底仓] 首次接管 %s，使用当前均价，无法还原历史成本", code
+                )
 
         for item in self.items.values():
             # 未买回的轮次跨日继续，不删除零持仓的做 T 债务。
-            if item.trade_date != today and item.phase == DONE and not self.busy(item.code):
+            if (
+                item.trade_date != today
+                and item.phase == DONE
+                and not self.busy(item.code)
+            ):
                 item.phase, item.trade_date = READY, ""
                 item.sell_qty = item.buy_qty = 0
                 item.sell_price = item.buy_cost = 0.0
@@ -142,10 +186,15 @@ class TState:
     def save(self) -> None:
         self.path.parent.mkdir(parents=True, exist_ok=True)
         temporary = self.path.with_suffix(self.path.suffix + ".tmp")
-        payload = {"items": {key: asdict(item) for key, item in self.items.items()},
-                   "pending": {key: asdict(item) for key, item in self.pending.items()},
-                   "records": self.records}
-        temporary.write_text(json.dumps(payload, ensure_ascii=False, indent=2, allow_nan=False) + "\n", encoding="utf-8")
+        payload = {
+            "items": {key: asdict(item) for key, item in self.items.items()},
+            "pending": {key: asdict(item) for key, item in self.pending.items()},
+            "records": self.records,
+        }
+        temporary.write_text(
+            json.dumps(payload, ensure_ascii=False, indent=2, allow_nan=False) + "\n",
+            encoding="utf-8",
+        )
         temporary.replace(self.path)
 
     def _load(self) -> None:
@@ -153,12 +202,18 @@ class TState:
             return
         raw = json.loads(self.path.read_text(encoding="utf-8"))
         # 兼容原 ZT 文件，保留原底仓成本；没有额外版本字段。
-        self.items = {code: TStateItem(**item) for code, item in raw.get("items", raw).items()}
-        self.pending = {key: PendingOrder(**item) for key, item in raw.get("pending", {}).items()}
+        self.items = {
+            code: TStateItem(**item) for code, item in raw.get("items", raw).items()
+        }
+        self.pending = {
+            key: PendingOrder(**item) for key, item in raw.get("pending", {}).items()
+        }
         self.records = raw.get("records", [])
         if "items" not in raw:
             # 旧记录只有提交行情价，不把它伪装成真实成交历史。
             self.records.append({"kind": "legacy_import", "items": raw})
             for item in self.items.values():
                 if item.phase in {"SELLING", "BUYING", SOLD}:
-                    raise ValueError(f"[ZT 状态] {item.code} 旧做 T 轮次未结束，需先核对成交再迁移")
+                    raise ValueError(
+                        f"[ZT 状态] {item.code} 旧做 T 轮次未结束，需先核对成交再迁移"
+                    )
diff --git a/py-client/strategy/zt/watch.py b/py-client/strategy/zt/watch.py
deleted file mode 100644
index b5f3626..0000000
--- a/py-client/strategy/zt/watch.py
+++ /dev/null
@@ -1,104 +0,0 @@
-import logging as log
-from dataclasses import dataclass
-from datetime import datetime, timedelta
-from threading import Lock
-
-
-@dataclass(slots=True)
-class _Entry:
-    last_close: float
-    expires_at: datetime
-
-
-class DipWatch:
-    """观察价格低点，并在价格达到指定反弹幅度时触发。"""
-
-    def __init__(
-        self,
-        expire_seconds: float = 300,
-        rebound_threshold: float = 1.5, # 反弹力度 1.5%
-    ) -> None:
-        self.expire_seconds = expire_seconds
-        self.rebound_threshold = rebound_threshold
-        self.data: dict[str, _Entry] = {}
-        self.lock = Lock()
-
-    def triggered(
-        self,
-        tag: str,
-        code: str,
-        price: float,
-        now: datetime | None = None,
-    ) -> bool:
-        """更新观察价格；达到反弹阈值时返回 ``True``。"""
-        if price <= 0:
-            log.warning("[%s Watch] %s 价格无效：%.2f", tag, code, price)
-            return False
-
-        current = now or datetime.now()
-        with self.lock:
-            watch = self.data.get(code)
-
-            if watch is None:
-                self._start(code, price, current)
-                log.info(
-                    "[%s Watch] %s 开始观察，收盘价=%.2f",
-                    tag,
-                    code,
-                    price,
-                )
-                return False
-
-            if current >= watch.expires_at:
-                self._start(code, price, current)
-                log.info("[%sWatch] %s 观察已过期，重新观察，收盘价=%.2f", tag, code, price)
-                return False
-
-            if price < watch.last_close:
-                old_price = watch.last_close
-                self._start(code, price, current)
-                log.info(
-                    "[%s Watch] %s 刷新低点，原收盘价=%.2f，新收盘价=%.2f",
-                    tag,
-                    code,
-                    old_price,
-                    price,
-                )
-                return False
-
-            rebound = (price - watch.last_close) / watch.last_close * 100
-            if rebound < self.rebound_threshold:
-                log.info(
-                    "[%s Watch] %s 等待反弹，收盘价=%.2f，现价=%.2f，反弹=%.2f%%，阈值=%.2f%%",
-                    tag,
-                    code,
-                    watch.last_close,
-                    price,
-                    rebound,
-                    self.rebound_threshold,
-                )
-                return False
-
-            del self.data[code]
-            log.info(
-                "[%s Watch] %s 反弹触发，收盘价=%.2f，现价=%.2f，反弹=%.2f%%",
-                tag,
-                code,
-                watch.last_close,
-                price,
-                rebound,
-            )
-            return True
-
-    def forget(self, code: str) -> None:
-        """清除指定股票的价格观察状态。"""
-        with self.lock:
-            removed = self.data.pop(code, None)
-        if removed is not None:
-            log.info("[Watch] %s 已清除观察状态", code)
-
-    def _start(self, code: str, price: float, now: datetime) -> None:
-        self.data[code] = _Entry(
-            last_close=price,
-            expires_at=now + timedelta(seconds=self.expire_seconds),
-        )