fix bug

py-client/config/__init__.py

@@ -7,7 +7,7 @@ from pathlib import Path
 import yaml
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class SignalConfig:
     """单个交易信号的数据源及开仓限制配置。"""
 
@@ -21,7 +21,7 @@ class SignalConfig:
     gt_last_price_is_open: bool = False
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class GlobalConfig:
     """所有主机共享的系统配置。"""
 
@@ -37,7 +37,7 @@ class GlobalConfig:
     signals: dict[str, SignalConfig] = field(default_factory=dict)
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class AccountConfig:
     """当前主机所使用的账户及交易策略参数。"""
 

py-client/libs/grid_take_profit.py

@@ -20,7 +20,7 @@ class GridState(str, Enum):
     STEADY = "steady"     # 仍处于当前峰值网格，继续持有
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class GridObservation:
     """一次网格观察的不可变结果。"""
 

py-client/libs/signal.py

@@ -4,12 +4,12 @@ import secrets
 from .http import get_json
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class SignalItem:
     signal_key: str = ""; code: str = ""; name: str = ""; desc: str = ""; last_close: float = 0
     tech_indicator: dict[str, float] = field(default_factory=dict)
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class SignalResult:
     code: str = ""; total: int = 0; updated: str = ""; data: dict[str, SignalItem] = field(default_factory=dict); message: str = ""
 

py-client/main.py

@@ -38,7 +38,7 @@ from strategy.trend.boot import StartTrend
 from strategy.zt.boot import StartZT
 from strategy.ipo import AutoBuyIpo
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class StrategyDefinition:
     mutex_scope: str
     start_strategy: object

py-client/sdk/models.py

@@ -11,7 +11,7 @@ def _number(value: Any, kind: type = float) -> Any:
         return kind()
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class OrderItem:
     """由 QMT 委托明细解析得到的标准订单记录。"""
     id: str
@@ -64,13 +64,14 @@ class OrderItem:
         )
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class PositionItem:
     stock_code: str = ""
     stock_name: str = ""
     trade_id:str = ""
     direction: Any = None
     volume: int = 0
+    open_cost: float = 0.0
     open_price: float = 0.0
     float_profit: float = 0.0
     market_value: float = 0.0
@@ -88,7 +89,7 @@ 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 ""),
+            trade_id=str(data.get("TradeID") or ""),open_cost=_number(data.get("OpenCost")),
             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 ""),
@@ -107,6 +108,7 @@ class PositionItem:
             trade_id=str(data.get("TradeID") or ""),
             direction=data.get("Direction"),
             volume=_number(data.get("Volume"), int),
+            open_cost=_number(data.get("OpenCost")),
             open_price=_number(data.get("OpenPrice")),
             float_profit=_number(data.get("FloatProfit")),
             market_value=_number(data.get("MarketValue")),
@@ -122,7 +124,7 @@ class PositionItem:
         )
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Assets:
     total: float = 0.0
     available: float = 0.0
@@ -136,7 +138,7 @@ class Assets:
         )
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Portfolio:
     assets: Assets
     positions: dict[str, PositionItem]
@@ -152,7 +154,7 @@ def _trade_datetime(data: dict[str, Any]) -> datetime | None:
         return None
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Tick:
     last_price: float = 0.0
     last_close: float = 0.0
@@ -169,7 +171,7 @@ class Tick:
         )
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class HistoryDataRequest:
     length: int = 10
     period: str = ""
@@ -178,7 +180,7 @@ class HistoryDataRequest:
     skip_paused: bool = True
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class MarketDataRequest:
     fields: list[str] = field(default_factory=list)
     stocks: list[str] = field(default_factory=list)
@@ -189,7 +191,7 @@ class MarketDataRequest:
     count: int = 0
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class FinancialDataRequest:
     tabname: str = ""; colname: str = ""; market: str = ""; code: str = ""
     report_type: str = ""; barpos: int = 0
@@ -197,22 +199,22 @@ class FinancialDataRequest:
     start_date: str = ""; end_date: str = ""
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class FactorDataRequest:
     field_list: list[str] = field(default_factory=list); stock_list: list[str] = field(default_factory=list)
     stock_code: str = ""; start_date: str = ""; end_date: str = ""
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class BSMPriceRequest:
     option_type: str; object_prices: Any; strike_price: float; risk_free: float; sigma: float; days: int; dividend: float
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class BSMIVRequest:
     option_type: str; object_prices: float; strike_price: float; option_price: float; risk_free: float; days: int; dividend: float
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class LocalDataRequest:
     stock_code: str; start_time: str = ""; end_time: str = ""; period: str = ""; divid_type: str = ""; count: int = 0

py-client/sdk/portfolio.py

@@ -6,6 +6,14 @@ from .models import Assets, OrderItem, Portfolio, PositionItem
 
 
 class PortfolioMixin:
+    def org(self, datatype: str) -> list[dict[str, Any]]:
+        """查询 account、order、deal 或 position，返回原始字段字典列表。"""
+        datatype = str(datatype).strip().lower()
+        if datatype not in {"account", "order", "deal", "position"}:
+            raise ValueError(f"unsupported org datatype: {datatype}")
+        response = self._get_json(f"/api/portfolio/org/{datatype}")
+        return response["data"]
+
     def portfolio(self) -> Portfolio:
         data = self._get_json("/api/portfolio") or {}
         positions = {

py-client/strategy/trend/boot.py

@@ -39,7 +39,7 @@ def Overview(assets, positions, account_cfg=None) -> None:
     for position in positions:
         if position.volume <= 0:
             continue
-        log.info("[启动] %s %s，持仓=%d，可用=%d，成本=%.2f，现价=%.2f，盈亏=%.2f%%", position.stock_code, position.stock_name, position.volume, position.can_use_volume, position.open_price, position.last_price, position.profit_rate * 100)
+        log.info("[启动] %s %s %s，持仓=%d，可用=%d，成本=%.2f(%.2f)，现价=%.2f，盈亏=%.2f%%",position.trade_id, position.stock_code, position.stock_name, position.volume, position.can_use_volume, position.open_price,position.open_cost, position.last_price, position.profit_rate * 100)
 
 
 

py-client/strategy/trend/order.py

@@ -19,7 +19,7 @@ TRACKED_STATUSES = BUSY_STATUSES | COMPLETED_STATUSES
 CANCELABLE_STATUSES = {"49", "50", "51", "52"}
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class PlaceOrderRequest:
     """``OrderBook.place`` 提交委托所需的全部参数。"""
     op: int

py-client/strategy/trend/positions.py

@@ -15,7 +15,7 @@ import logging as log
 LOSS_TIERS = [-50.0]
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class TradeDecision:
     """一次止盈或补仓判断的统一结果。"""
 

py-client/strategy/trend/runtime.py

@@ -13,7 +13,7 @@ from .order import OrderBook
 from .watch import DipWatch
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Runtime:
     """集中保存趋势策略运行期间共享的依赖和状态。
 

py-client/strategy/trend/watch.py

@@ -4,7 +4,7 @@ from datetime import datetime, timedelta
 from threading import Lock
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class _Entry:
     last_close: float
     expires_at: datetime

py-client/strategy/zt/runtime.py

@@ -11,7 +11,7 @@ from strategy.trend.watch import DipWatch
 from .state import TState
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class Runtime:
     client: Client
     global_cfg: GlobalConfig

py-client/strategy/zt/state.py

@@ -17,7 +17,7 @@ BUYING = "BUYING"
 DONE = "DONE"
 
 
-@dataclass(frozen=True, slots=True)
+@dataclass(slots=True)
 class TStateItem:
     code: str
     base_qty: int = 0

py-client/test.py

@@ -1,4 +1,5 @@
 from datetime import datetime
+import json
 
 from sdk import Client
 
@@ -8,8 +9,20 @@ TOKEN = "QMTbyYanweidong"
 STOCK_CODE = "000021.SZ"
 VOLUME = 100
 
-
 def main() -> None:
+    """只读查询四类原始数据，输出 JSON 便于核对字段。"""
+    with Client(BASE_URL, TOKEN) as client:
+        for datatype in ("account", "order", "deal", "position"):
+            print(f"\n=== {datatype} ===")
+            try:
+                result = client.org(datatype)
+                print(f"记录数：{len(result)}")
+                print(json.dumps(result, ensure_ascii=False, indent=2, default=str))
+            except Exception as exc:
+                print(f"查询失败：{exc}")
+
+
+def main1() -> None:
     order = {
         "opType": 23,
         "orderType": 1101,