fix bug

py-client/strategy/trend/order.py

@@ -8,6 +8,7 @@ from dataclasses import dataclass
 from datetime import datetime, timedelta
 from threading import Lock
 from typing import Any
+from cachelib import SimpleCache
 
 from sdk import APIError, ORDER_SIDE_BY_OFFSET, Client, OrderItem
 
@@ -33,30 +34,32 @@ class PlaceOrderRequest:
 class OrderBook:
     """线程安全的活动委托缓存。"""
 
-    def __init__(self, lock_timeout_sec: float = 180, cancel_timeout_sec: float = 10) -> None:
-        self.lock_timeout_sec = max(0.0, float(lock_timeout_sec))
+    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.lock: dict[str, float] = {}
+        self.busy_cache = SimpleCache(threshold=10_000, default_timeout=self.lock_timeout_sec)
         self.mutex = Lock()
 
     @staticmethod
-    def new_order_id(_leg: str) -> str:
+    def new_order_id() -> str:
         """生成 ``trend-xxxxxxxx`` 格式的本地订单号。"""
-        return f"trend-{secrets.token_hex(4)}"
+        return f"trend-{secrets.token_hex(12)}"
 
     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 = f"{side}-{code}"
-            return key in self.lock
+            return self.busy_cache.has(self._busy_key(side, code))
+
+    @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()
-        now_timestamp = current.timestamp()
         data: list[OrderItem] = []
-        lock: dict[str, float] = {}
+        busy_keys: set[str] = set()
         canceled = 0
 
         for item in orders:
@@ -78,21 +81,27 @@ class OrderBook:
             data.append(item)
 
             if item.status in BUSY_STATUSES:
-                key = f"{item.side}-{item.code}"
-                lock[key] = (
-                    item.created_at.timestamp()
-                    if item.created_at is not None
-                    else now_timestamp
-                )
+                busy_keys.add(self._busy_key(item.side, item.code))
             
 
         with self.mutex:
             self.data = data
-            self.lock = lock
-        log.info("[Order] 刷新完成，跟踪=%d，处理中=%d，撤销=%d", len(data), len(lock), canceled)
+        log.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, 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:
+            log.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 self.busy_cache.has(key):
+                log.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 = request.client.passorder_latest_tagged(
                 request.op,
@@ -112,7 +121,6 @@ class OrderBook:
             log.warning("[Order] 下单被拒绝，代码=%s，本地订单=%s，状态=%s，柜台订单=%s", request.code, request.order_id, result.get("status"), order_ref)
             return False
 
-        side = ORDER_SIDE_BY_OFFSET.get(str(request.op), "")
         pending = OrderItem(
             id=order_ref,
             code=request.code,
@@ -124,8 +132,6 @@ class OrderBook:
             local_order_id=request.order_id,
         )
         with self.mutex:
-            key = f"{side}-{request.code}"
             self.data.append(pending)
-            self.lock[key] = pending.created_at.timestamp()
         log.info("[Order] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，柜台订单=%s", request.code, side, request.volume, request.order_id, order_ref)
         return True

py-client/strategy/trend/state.py

@@ -10,15 +10,13 @@ from threading import Lock
 from typing import Iterable
 
 from sdk import OrderItem, PositionItem
+from .order import BUSY_STATUSES, COMPLETED_STATUSES
 
 
 # 委托状态：无操作、处理中、已完成。
 STATUS_NONE = ""
 STATUS_ING = "ING"
 STATUS_OK = "OK"
-STATUS_FAILED = "FAILED"
-STATUS_CANCELED = "CANCELED"
-STATUS_UNKNOWN = "UNKNOWN"
 
 
 @dataclass(slots=True)
@@ -106,6 +104,7 @@ class State:
 
             self.set(
                 StateItem(
+                    base_order_id=position.trade_id,
                     code=position.stock_code,
                     base_qty=position.volume,
                     base_cost=round(position.open_price, 2),
@@ -143,22 +142,14 @@ class State:
             ):
                 local_order_id = getattr(item, order_id_attr)
                 current_status = getattr(item, status_attr)
-                if (
-                    current_status not in {STATUS_ING, STATUS_UNKNOWN}
-                    or not local_order_id
-                ):
+                if current_status != STATUS_ING or not local_order_id:
                     continue
 
                 matching_orders = orders_by_local_id.get(local_order_id)
-                if matching_orders:
-                    status = (
-                        STATUS_OK
-                        if all(order.status == "56" for order in matching_orders)
-                        else STATUS_ING
-                    )
-                    if status != current_status:
-                        log.info("[状态] %s 订单=%s，状态=%s->%s", code, local_order_id, current_status, status)
-                    setattr(item, status_attr, status)
+                status = _order_status(matching_orders)
+                if status != current_status:
+                    log.info("[状态] %s 订单=%s，状态=%s->%s", code, local_order_id, current_status, status)
+                setattr(item, status_attr, status)
             self.set(item)
 
         # Opening orders normally have no position until their first fill.  Order
@@ -209,3 +200,15 @@ class State:
             }
         except (TypeError, ValueError) as exc:
             raise ValueError(f"[状态] 状态字段无效: {exc}") from exc
+
+
+def _order_status(orders: list[OrderItem] | None) -> str:
+    """将柜台订单简化为无状态、处理中或已成交。"""
+    if not orders:
+        return STATUS_NONE
+    statuses = {order.status for order in orders}
+    if statuses <= COMPLETED_STATUSES:
+        return STATUS_OK
+    if statuses <= BUSY_STATUSES | COMPLETED_STATUSES:
+        return STATUS_ING
+    return STATUS_NONE