This commit is contained in:
2026-09-05 13:53:26 +08:00
parent 63ffc1329b
commit 58e1e3e291
7 changed files with 343 additions and 317 deletions

View File

@@ -56,15 +56,14 @@ def StartTrend() -> None:
portfolio = client.portfolio()
assets = portfolio.assets
positions = list(portfolio.positions.values())
order_book = OrderBook()
order_book.refresh(client, portfolio.orders)
storeState = State.for_strategy(
config.global_config.qmt_data_dir,
config.account_config.strategy,
config.account_config.account_id,
)
storeState.reconcile(positions, order_book.data)
order_book = OrderBook(state=storeState)
order_book.refresh(client, portfolio.orders)
storeState.reconcile(positions, portfolio.orders)
# 获取本策略的信号开仓数据
signals = init_signals(
@@ -180,7 +179,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
# 6. 更新状态机
try:
run.state.reconcile(positions, run.orders.data)
run.state.reconcile(positions, portfolio.orders)
except Exception:
log.exception("[状态] 订单状态对账失败")
return