fix bug

api/qmt_rest_new.py

@@ -313,6 +313,7 @@ def format_holding(positions):
         stock = position.m_strInstrumentID + '.' + position.m_strExchangeID
         holding[stock] = {
             'StockCode': stock,
+            'TradeID':position.m_strTradeID,
             'StockName': position.m_strInstrumentName,
             'Direction': position.m_nDirection,
             'Volume': position.m_nVolume,

docs/bug.md

@@ -1,9 +1,3 @@
-### S1. 券商快照延迟时，本地委托锁会被清空并可能重复下单
-
-- 位置：`strategy/trend/order.py:54-92`、`strategy/trend/boot.py:127-130,157-162`、`strategy/trend/open.py:23-25`
-- 证据：下单成功后 `OrderBook.place()` 会立即加入本地 pending 和方向锁，但下一轮 `refresh()` 会完全用券商快照重建 `data` 与 `lock`。若券商快照尚未出现刚提交的订单，本地 pending 会直接丢失。开仓候选只排除当前持仓，不排除 `State` 中的待成交底仓，最终仅依赖已经被清掉的 `busy()` 锁。
-- 影响：接口存在可见性延迟时，同一证券可能在连续轮次重复提交买单；卖单和补仓也存在相同锁丢失窗口。
-- 建议：刷新时合并尚未超时且券商未确认的本地 pending，而不是覆盖；按本地订单号查询确认后才能移除。开仓筛选同时检查状态机中的 `base_status`。
 
 
 ### H3. 撤单、拒单、废单和部分成交不能驱动状态机正确收敛
@@ -14,13 +8,6 @@
 - 建议：建立完整 QMT 委托状态映射，按实际成交数量处理全成、部成、已撤、废单、拒单和未知；消失订单需二次查询确认。
 
 
-### M1. IPO 仍只依赖本地锁，存在重复申购窗口
-
-- 位置：`strategy/ipo/boot.py:49-65`
-- 证据：下单成功后才写锁；未查询券商当日委托或成交记录。进程若在下单成功与写锁之间退出，或锁文件被删除，下一次调度会再次申购。
-- 影响：同一证券可能重复发送申购请求，安全性依赖券商端是否拒绝重复申购。
-- 建议：本地锁只作为快速缓存，下单前以券商委托/成交记录做最终幂等校验。
-
 ### M6. 策略成本使用提交时行情价，而非实际成交价
 
 - 位置：`strategy/trend/open.py:80-86`、`strategy/trend/positions.py:186-192`

py-client/requirements.txt

@@ -1,3 +1,4 @@
 httpx>=0.27,<1
 PyYAML>=6.0
 APScheduler>=3.10,<4
+CacheLib>=0.13,<1

py-client/sdk/models.py

@@ -68,6 +68,7 @@ class OrderItem:
 class PositionItem:
     stock_code: str = ""
     stock_name: str = ""
+    trade_id:str = ""
     direction: Any = None
     volume: int = 0
     open_price: float = 0.0
@@ -87,6 +88,7 @@ class PositionItem:
     def from_dict(cls, data: dict[str, Any], code: str = "") -> "PositionItem":
         return cls(
             stock_code=str(data.get("StockCode") or code), stock_name=str(data.get("StockName") or ""),
+            trade_id=str(data.get("TradeID") or ""),
             direction=data.get("Direction"), volume=_number(data.get("Volume"), int),
             open_price=_number(data.get("OpenPrice")), float_profit=_number(data.get("FloatProfit")),
             market_value=_number(data.get("MarketValue")), stock_holder=str(data.get("StockHolder") or ""),
@@ -102,6 +104,7 @@ class PositionItem:
         return cls(
             stock_code=str(data.get("StockCode") or ""),
             stock_name=str(data.get("StockName") or ""),
+            trade_id=str(data.get("TradeID") or ""),
             direction=data.get("Direction"),
             volume=_number(data.get("Volume"), int),
             open_price=_number(data.get("OpenPrice")),

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:
+    def __init__(self, lock_timeout_sec: int = 180, cancel_timeout_sec: float = 10) -> None:
-        self.lock_timeout_sec = max(0.0, float(lock_timeout_sec))
+        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 self.busy_cache.has(self._busy_key(side, code))
-            return key in self.lock
+
+    @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}"
+                busy_keys.add(self._busy_key(item.side, item.code))
-                lock[key] = (
-                    item.created_at.timestamp()
-                    if item.created_at is not None
-                    else now_timestamp
-                )
             
 
         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(busy_keys), canceled)
-        log.info("[Order] 刷新完成，跟踪=%d，处理中=%d，撤销=%d", len(data), len(lock), 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),
@@ -143,19 +142,11 @@ class State:
             ):
                 local_order_id = getattr(item, order_id_attr)
                 current_status = getattr(item, status_attr)
-                if (
+                if current_status != STATUS_ING or not local_order_id:
-                    current_status not in {STATUS_ING, STATUS_UNKNOWN}
-                    or not local_order_id
-                ):
                     continue
 
                 matching_orders = orders_by_local_id.get(local_order_id)
-                if matching_orders:
+                status = _order_status(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)
@@ -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

py-client/tests/test_trend.py

@@ -13,7 +13,7 @@ from strategy.trend.order import OrderBook, PlaceOrderRequest
 from strategy.trend.open import do_open
 from strategy.trend.positions import LOSS_TIERS, handle_loss, manage_positions
 from strategy.trend.boot import RunOnce
-from strategy.trend.state import STATUS_OK, STATUS_UNKNOWN, State, StateItem
+from strategy.trend.state import STATUS_OK, State, StateItem
 
 
 class FakeClient:
@@ -238,6 +238,13 @@ class TrendTests(unittest.TestCase):
             )
             self.assertEqual(state.get("A").base_status, STATUS_OK)
 
+            canceled = OrderItem("2", "A", "BUY", "", "54", None, 50, "local-1")
+            item = state.get("A")
+            item.base_status = "ING"
+            state.set(item)
+            state.reconcile([position], [completed, canceled])
+            self.assertEqual(state.get("A").base_status, "")
+
     def test_low_cash_still_runs_position_management(self):
         client = SimpleNamespace(
             portfolio=lambda: Portfolio(
@@ -276,7 +283,7 @@ class TrendTests(unittest.TestCase):
                 "A",
                 base_order_id="missing-order",
                 base_qty=100,
-                base_status=STATUS_UNKNOWN,
+                base_status="ING",
             ))
             state.save()
             client = SimpleNamespace(