fix(trend): reconcile state from actual fills

py-client/strategy/trend/state.py

@@ -136,9 +136,9 @@ class State:
 
         for code in list(self.codes):
             item = self.get(code)
-            for order_id_attr, status_attr in (
-                ("base_order_id", "base_status"),
-                ("added_order_id", "added_status"),
+            for order_id_attr, status_attr, qty_attr, cost_attr in (
+                ("base_order_id", "base_status", "base_qty", "base_cost"),
+                ("added_order_id", "added_status", "added_qty", "added_cost"),
             ):
                 local_order_id = getattr(item, order_id_attr)
                 current_status = getattr(item, status_attr)
@@ -150,6 +150,14 @@ class State:
                 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)
+                if status == STATUS_OK:
+                    quantity, cost = _filled_order(matching_orders)
+                    if quantity > 0:
+                        setattr(item, qty_attr, quantity)
+                    if cost > 0:
+                        setattr(item, cost_attr, cost)
+                    if status_attr == "added_status":
+                        item.added_num += 1
             self.set(item)
 
         # Opening orders normally have no position until their first fill.  Order
@@ -212,3 +220,20 @@ def _order_status(orders: list[OrderItem] | None) -> str:
     if statuses <= BUSY_STATUSES | COMPLETED_STATUSES:
         return STATUS_ING
     return STATUS_NONE
+
+
+def _filled_order(orders: list[OrderItem] | None) -> tuple[int, float]:
+    """汇总已成交订单的实际数量和加权成交价。"""
+    quantity = 0
+    amount = 0.0
+    for order in orders or []:
+        filled = order.traded_volume if order.traded_volume > 0 else order.volume
+        if filled <= 0:
+            continue
+        quantity += filled
+        if order.trade_amount > 0:
+            amount += order.trade_amount
+        elif order.trade_price > 0:
+            amount += order.trade_price * filled
+    cost = round(amount / quantity, 4) if quantity > 0 and amount > 0 else 0.0
+    return quantity, cost