update etc/*

py-client/etc/_global.yaml

@@ -3,7 +3,18 @@ qmt_token: QMTbyYanweidong
 api_host: http://139.224.247.176:13499
 qmt_data_dir: D:/qmt_strategy_data
 hosts:
-  DESKTOP-39H91QV: dev.yaml
+  desktop-t5lh34v: dev.yaml
+  t8zznqs49f1ju7q: liao.yaml
+  3zaewgoemkkhvst: zhang.yaml
+  ba0wpr7xkrbr5l7: hu.yaml
+  f7tib45aqk4n10h: test.yaml
+  dpxrcond71s657r: long.yaml
+  hwoy9gjt1612wq6: wen_ting.yaml
+  n31pqopr0xlunui: tong_zhao.yaml
+  3xrfluszqg98sgm: cai_cai.yaml
+  rfo1dc7c5nn2f1c: fu_xing.yaml
+  rfo1dc7ucpwgmvk: xiao_dong.yaml
+  243wwi09wfwllhg: yin_fei.yaml
 signals:
   dcm: {url: /a/dcm_signal, timezone: "*", gt_last_price_is_open: false}
   morning: {url: /a/morning_signal, timezone: "9:30-10:30", gt_last_price_is_open: true}

py-client/etc/cai_cai.yaml

@@ -0,0 +1,13 @@
+account_id: 8886966846
+host_key: cai_cai
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/fu_xing.yaml

@@ -0,0 +1,13 @@
+account_id: 8886120710
+host_key: fu_xing
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/hu.yaml

@@ -0,0 +1,13 @@
+account_id: 8889975553
+host_key: hu
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/liao.yaml

@@ -0,0 +1,13 @@
+account_id: 8889399698
+host_key: liao
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/long.yaml

@@ -0,0 +1,13 @@
+account_id: 8886508526
+host_key: long
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/test.yaml

@@ -0,0 +1,13 @@
+account_id: 88017860
+host_key: test
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/tong_zhao.yaml

@@ -0,0 +1,13 @@
+account_id: 8886225815
+host_key: tong_zhao
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/wen_ting.yaml

@@ -0,0 +1,13 @@
+account_id: 8886441125
+host_key: wen_ting
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/xiao_dong.yaml

@@ -0,0 +1,13 @@
+account_id: 8887377770
+host_key: xiao_dong
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/yanweidong.yaml

@@ -0,0 +1,13 @@
+account_id: 8889292292
+host_key: yanweidong
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/yin_fei.yaml

@@ -0,0 +1,13 @@
+account_id: 8891110937
+host_key: yin_fei
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

py-client/etc/zhang.yaml

@@ -0,0 +1,13 @@
+account_id: 8889616198
+host_key: zhang
+buy_value: 5000
+min_cash_ratio: 0.10
+loss_trigger_pct: -10
+grid_step_pct: 1
+min_profit_pct: 2
+strategy: trend
+signal_allow: ["morning","tail","arbitrage"]
+enable_loss_add_position: True
+enable_auto_ipo: True
+excluded_codes:
+  - "00000.SZ"

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 = []
+        new_deals = {}
-        seen = self.deals_sys_ids.copy()
         for deal in deals:
-            if deal.order_sys_id in seen:
+            if deal.order_sys_id not in self.deals_sys_ids and deal.order_sys_id not in new_deals:
-                continue
+                new_deals[deal.order_sys_id] = self.deal_record(deal)
-            new_deals.append(self.deal_record(deal))
-            seen.add(deal.order_sys_id)
         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:
+    def save(self, items: dict, deals: list[dict] | None = None) -> None:
-        if len(deals) < self._deal_count:
+        """保存持仓快照，可同时追加成交；省略 deals 时仅更新持仓。"""
-            raise ValueError('Execution history is append-only')
+        new_deals = []
-        new_deals = deals[self._deal_count:]
+        if deals is not None:
-        positions = [{**asdict(PositionItem()), **item} for item in items.values()]
+            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():
+            removed = [
-                if row['stock_code'] not in items:
+                (row['stock_code'],)
-                    db.execute('DELETE FROM positions WHERE stock_code = ?', (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()

py-client/sdk/models.py

@@ -37,7 +37,7 @@ class OrderItem:
         return _side(self.offset_flag)
 
     @property
-    def local_order_id(self) -> str:
+    def get_local_order_id(self) -> str:
         return self.remark.split("|", 1)[0]
 
     @property
@@ -68,7 +68,7 @@ class DealItem:
         return _side(self.offset_flag)
 
     @property
-    def local_order_id(self) -> str:
+    def get_local_order_id(self) -> str:
         return self.remark.split("|", 1)[0]
 
 

py-client/strategy/trend/positions.py

@@ -85,24 +85,21 @@ 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:
+            strTag = "-"
-                log.info(
+            if pnl_rate >= minimum_profit:
-                    "[Position ↑ ] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
+                strTag = "↑"
-                    code,
+            elif pnl_rate< LOSS_TIERS[0]:
-                    position.stock_name,
+                strTag = "↓"
-                    pnl_rate,
+                
-                    profit_action,
+            log.info(
-                    loss_add_action,
+                "[Position %s ] %s %s，盈亏=%.2f%%，止盈=%s，补仓=%s",
-                )
+                strTag,
-            else:
+                code,
-                log.info(
+                position.stock_name,
-                    "[Position ↓ ] 代码=%s，名称=%s，盈亏=%.2f%%，止盈=%s，补仓=%s",
+                pnl_rate,
-                    code,
+                profit_action,
-                    position.stock_name,
+                loss_add_action,
-                    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",

py-client/tests/test_orderbook.py

@@ -73,10 +73,7 @@ class OrderBookTests(unittest.TestCase):
         self.assertEqual((book.positions, book.deals, book.deals_sys_ids), ({}, {}, set()))
         first = self.deal('base', 'd1', 40, 10, '20260901')
         second = self.deal('base', 'd2', 60, 12)
-        with patch.object(book, '_insert_deals', wraps=book._insert_deals) as insert:
+        book.sync_deals([first, first, second])
-            book.sync_deals([first, first, second])
-            insert.assert_called_once()
-            self.assertEqual(len(insert.call_args.args[1]), 2)
         self.assertEqual(book.deals_sys_ids, {'d1', 'd2'})
         self.assertEqual(book.deals['d1']['trade_date'], '2026-09-01')
         self.assertEqual(book.deals['d2']['volume'], 60)
@@ -84,10 +81,10 @@ class OrderBookTests(unittest.TestCase):
         book = OrderBook(self.path)
         self.assertEqual(book.deals_sys_ids, {'d1', 'd2'})
         self.assertEqual(book.deals['d1']['order_local_id'], 'zt-base-order1')
-        with patch.object(book, '_insert_deals') as insert:
+        with patch.object(book, '_connect') as connect:
             book.sync_deals([first, second])
             book.sync_deals([])
-            insert.assert_not_called()
+            connect.assert_not_called()
         self.assertEqual(len(book.deals), 2)
 
     def test_sync_deals_failure_rolls_back_entire_batch_and_cache(self):
@@ -169,6 +166,8 @@ class OrderBookTests(unittest.TestCase):
 
     def test_position_columns_defaults_indexes_and_stable_id(self):
         store = OrderBook(self.path)
+        store.sync_deals([self.deal('base', 'd1', 100, 10)])
+        saved_deals = dict(store.deals)
         with closing(sqlite3.connect(self.path)) as db:
             columns = {row[1] for row in db.execute('PRAGMA table_info(positions)')}
             self.assertEqual(columns, {'id', *(field.name for field in fields(PositionItem))})
@@ -186,6 +185,7 @@ class OrderBookTests(unittest.TestCase):
         self.assertEqual(store.positions[position.stock_code]['volume'], 200)
         store.sync_positions([])
         self.assertEqual(store.positions, {})
+        self.assertEqual(store.deals, saved_deals)
         store.sync_positions([PositionItem(stock_code='600001.SH')])
         self.assertGreater(store.positions['600001.SH']['id'], first_id)