update etc/*

py-client/libs/orderbook.py

@@ -60,6 +60,7 @@ CREATE INDEX IF NOT EXISTS idx_deals_date_time ON deals (trade_date);
 # SQL is assembled once; order_local_id is derived from the SDK remark property.
 POSITION_FIELDS = tuple(field.name for field in fields(PositionItem))
 DEAL_FIELDS = tuple(field.name for field in fields(DealItem)) + ('order_local_id',)
+POSITION_DEFAULTS = asdict(PositionItem())
 POSITION_UPSERT = (
     f"INSERT INTO positions ({', '.join(POSITION_FIELDS)}) "
     f"VALUES ({', '.join(':' + key for key in POSITION_FIELDS)}) "
@@ -98,20 +99,17 @@ class OrderBook:
         self.positions = positions
         self.deals = deals
         self.deals_sys_ids = set(deals)
-        self._deal_count = len(deals)
-
-    @staticmethod
-    def _insert_deals(db: sqlite3.Connection, deals: list[dict]) -> None:
-        db.executemany(DEAL_INSERT, deals)
 
     @staticmethod
     def deal_record(deal: DealItem) -> dict:
         if not deal.order_sys_id or deal.volume <= 0:
             raise ValueError('System order ID and positive volume are required')
-        if not deal.local_order_id:
-            raise ValueError('Local order ID is required')
+        
         row = asdict(deal)
-        row['order_local_id'] = deal.local_order_id
+        row['order_local_id'] = deal.get_local_order_id()
+        if not row['order_local_id']:
+            raise ValueError('Local order ID is required')
+        
         if any(isinstance(value, float) and not math.isfinite(value) for value in row.values()):
             raise ValueError('Numeric values must be finite')
         amount = deal.trade_amount if deal.trade_amount > 0 else deal.price * deal.volume
@@ -125,35 +123,38 @@ class OrderBook:
         return row
 
     def sync_deals(self, deals: list[DealItem]) -> None:
-        new_deals = []
-        seen = self.deals_sys_ids.copy()
+        new_deals = {}
         for deal in deals:
-            if deal.order_sys_id in seen:
-                continue
-            new_deals.append(self.deal_record(deal))
-            seen.add(deal.order_sys_id)
+            if deal.order_sys_id not in self.deals_sys_ids and deal.order_sys_id not in new_deals:
+                new_deals[deal.order_sys_id] = self.deal_record(deal)
         if not new_deals:
             return
         with closing(self._connect()) as db, db:
-            self._insert_deals(db, new_deals)
+            db.executemany(DEAL_INSERT, new_deals.values())
         self.load()
 
     def sync_positions(self, positions: list[PositionItem]) -> None:
         """Replace the complete position snapshot, retaining IDs for existing stocks."""
-        self.save({item.stock_code: asdict(item) for item in positions}, list(self.deals.values()))
+        self.save({item.stock_code: asdict(item) for item in positions})
 
-    def save(self, items: dict, deals: list[dict]) -> None:
-        if len(deals) < self._deal_count:
-            raise ValueError('Execution history is append-only')
-        new_deals = deals[self._deal_count:]
-        positions = [{**asdict(PositionItem()), **item} for item in items.values()]
+    def save(self, items: dict, deals: list[dict] | None = None) -> None:
+        """保存持仓快照，可同时追加成交；省略 deals 时仅更新持仓。"""
+        new_deals = []
+        if deals is not None:
+            if len(deals) < len(self.deals):
+                raise ValueError('Execution history is append-only')
+            new_deals = deals[len(self.deals):]
+        positions = [{**POSITION_DEFAULTS, **item} for item in items.values()]
         for row in [*positions, *new_deals]:
             if any(isinstance(value, float) and not math.isfinite(value) for value in row.values()):
                 raise ValueError('Numeric values must be finite')
         with closing(self._connect()) as db, db:
-            for row in db.execute('SELECT stock_code FROM positions').fetchall():
-                if row['stock_code'] not in items:
-                    db.execute('DELETE FROM positions WHERE stock_code = ?', (row['stock_code'],))
+            removed = [
+                (row['stock_code'],)
+                for row in db.execute('SELECT stock_code FROM positions')
+                if row['stock_code'] not in items
+            ]
+            db.executemany('DELETE FROM positions WHERE stock_code = ?', removed)
             db.executemany(POSITION_UPSERT, positions)
-            self._insert_deals(db, new_deals)
+            db.executemany(DEAL_INSERT, new_deals)
         self.load()