fix bug

py-client/strategy/trend/open.py

@@ -80,7 +80,7 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
 
 def do_open(run: Runtime, code: str, volume: int, signal_key: str, price: float) -> None:
     """生成本地订单号并按最新价提交开仓委托。"""
-    order_id = run.orders.new_order_id()
+    order_id = run.orders.new_order_id("BUY")
     request = PlaceOrderRequest(
         OP_BUY,
         code,
@@ -89,8 +89,9 @@ def do_open(run: Runtime, code: str, volume: int, signal_key: str, price: float)
         signal_key,
         kind="base",
     )
-    if not run.state.new_order(PendingOrder(order_id, code, "base", volume)):
+
-        raise RuntimeError("已有待确认买单")
+    #run.state.new_order(PendingOrder(order_id, code, "base", volume))
+    
     if not run.orders.place(run.client,request):
         raise RuntimeError("订单提交失败")
 

py-client/strategy/trend/order.py

@@ -42,9 +42,9 @@ class OrderBook:
         self.mutex = Lock()
 
     @staticmethod
-    def new_order_id() -> str:
+    def new_order_id(side:str) -> str:
         """生成 ``trend-xxxxxxxx`` 格式的本地订单号。"""
-        return f"trend-{secrets.token_hex(12)}"
+        return f"trend-{side}-{secrets.token_hex(10)}"
 
     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。"""

py-client/strategy/trend/positions.py

@@ -123,7 +123,7 @@ def handle_profit(
     volume = position.can_use_volume - position.can_use_volume % 100
     if volume <= 0:
         return TradeDecision(False, "无可用整手持仓")
-    order_id = runtime.orders.new_order_id()
+    order_id = runtime.orders.new_order_id("SELL")
     request = PlaceOrderRequest(
         op=OP_SELL,
         code=position.stock_code,
@@ -165,7 +165,7 @@ def handle_loss(
     if volume <= 0 or amount > available:
         return TradeDecision(False, "本轮可用资金不足")
 
-    order_id = runtime.orders.new_order_id()
+    order_id = runtime.orders.new_order_id("BUY")
     request = PlaceOrderRequest(
         op=OP_BUY,
         code=position.stock_code,
@@ -174,8 +174,9 @@ def handle_loss(
         strategy_name=runtime.account_cfg.strategy,
         kind="add",
     )
-    if not runtime.state.new_order(PendingOrder(order_id, position.stock_code, "added", volume)):
+
-        return TradeDecision(False, "已有待确认买单")
+    #runtime.state.new_order(PendingOrder(order_id, position.stock_code, "added", volume))
+    
     if not runtime.orders.place(runtime.client, request):
         reserved = amount if runtime.state.busy(position.stock_code) else 0.0
         return TradeDecision(False, "补仓委托失败或待确认", reserved)

py-client/strategy/trend/state.py

@@ -4,15 +4,15 @@ from __future__ import annotations
 
 import json
 import logging as log
-import math
+import time
-from dataclasses import asdict, dataclass, replace
+from dataclasses import asdict, dataclass, field, replace
 from pathlib import Path
 from threading import RLock
-from typing import Iterable
+from typing import Any
 
 from sdk import OrderItem, PositionItem
 
-TERMINAL_STATUSES = {"53", "54", "56", "57"}
+PENDING_TIME_OUT = 3600
 
 
 @dataclass(frozen=True, slots=True)
@@ -33,14 +33,15 @@ class PendingOrder:
     code: str
     kind: str
     pre_qty: int
+    submit_at: int = field(default_factory=lambda: int(time.time()))
 
 
 class State:
-    def __init__(self, path: str | Path) -> None:
+    def __init__(self, data_dir: str | Path, strategy: str, account_id: str) -> None:
-        self.path = Path(path)
+        self.path = Path(data_dir) / f"{strategy}_{account_id}_state.json"
         self.lock = RLock()
         self.items: dict[str, StateItem] = {}
-        self.pending: dict[str, PendingOrder] = {}
+        self.pending: list[PendingOrder] = []
         self.IsModify = False
         self._load()
 
@@ -49,86 +50,131 @@ class State:
         if self.path.is_file():
             raw = json.loads(self.path.read_text(encoding="utf-8"))
             self.items = {code: StateItem(**item) for code, item in raw["items"].items()}
-            self.pending = {code: PendingOrder(**item) for code, item in raw["pending"].items()}
+            self.pending = [PendingOrder(**item) for item in raw["pending"]]
+            now = int(time.time())
+            for pending in list(self.pending):
+                if now - pending.submit_at >= PENDING_TIME_OUT:
+                    self.pending.remove(pending)
+                    self.IsModify = True
+                    log.info("[状态] 清理超时 pending，代码=%s，订单=%s", pending.code, pending.order_id)
+            self.save()
 
-    @classmethod
-    def for_strategy(cls, data_dir: str | Path, strategy: str, account_id: str) -> State:
-        return cls(Path(data_dir) / f"{strategy}_{account_id}_state.json")
 
     def get(self, code: str) -> StateItem:
         with self.lock:
             return self.items[code]
 
-    def busy(self, code: str) -> bool:
+    def new_order(self, order: PendingOrder) -> None:
-        with self.lock:
-            return code in self.pending
-
-    def new_order(self, order: PendingOrder) -> bool:
         """提交前保存待确认订单，同一证券已有 pending 时跳过。"""
         with self.lock:
-            if order.code in self.pending:
+            if order:
-                return False
+                self.pending.append(order)
-            was_modified = self.IsModify
+                self.IsModify = True
-            self.pending[order.code] = order
-            self.IsModify = True
-            try:
                 self.save()
-            except Exception:
-                del self.pending[order.code]
-                self.IsModify = was_modified
-                raise
-            return True
 
-    def reconcile(self, positions: Iterable[PositionItem], orders: list[OrderItem]) -> None:
+    def merged_order(self, orders: list[OrderItem]) -> dict[str, dict[str, Any]]:
-        """核对 pending 的订单结果，再导入/核对实际持仓。"""
+        """按证券代码、本地订单号合并，返回成交数量、金额、均价和状态。"""
-        by_id: dict[str, dict[str, OrderItem]] = {}
+        merged: dict[str, dict[str, Any]] = {}
         for order in orders:
-            if order.local_order_id:
+            if not order.local_order_id:
-                by_id.setdefault(order.local_order_id, {})[order.id] = order
+                continue
+
+            if not order.local_order_id in merged.keys():
+                strStatus = "ING"
+                if order.status == "56":
+                    strStatus = "OK"
+                merged[order.local_order_id] = {
+                    "code":order.code,
+                    "qty": order.traded_volume,
+                    "cost": order.trade_price,
+                    "status": order.status,
+                    "merged_status":strStatus
+                }
+                continue
+
+            old = merged[order.local_order_id]
+            strStatus = "ING"
+            if old["status"] == order.status == "56":
+                strStatus = "OK"
+
+            totalQty = old["qty"]+order.traded_volume
+            # 合计成交数量为零，跳过，避免除零。
+            if totalQty == 0:
+                continue
+            # 有成交数量但缺少成交金额，跳过，避免拉低成本。
+            if order.traded_volume > 0 and not order.trade_amount:
+                continue
+            cost = ((old["qty"]*old["cost"])+order.trade_amount) / totalQty
+            merged[order.local_order_id]["qty"] = totalQty
+            merged[order.local_order_id]["cost"] = cost
+            merged[order.local_order_id]["merged_status"] = strStatus
+            
+        return merged
+
+    def reconcile(self, positions: list[PositionItem], orders: list[OrderItem]) -> None:
+        """合并订单 → 对齐 pending 和持仓 → 保存 JSON。"""
+        # 1. 合并同一本地订单的成交数据。
+        merged = self.merged_order(orders)
 
         with self.lock:
-            for code, pending in list(self.pending.items()):
+            # 2. 按本地订单号查找合并结果，核对证券代码后写入底仓或补仓。
-                rows = [order for order in by_id.get(pending.order_id, {}).values()
+            # 只留下尚未完成确认的订单，避免循环中反复查找、删除列表元素。
-                        if order.code == code and order.side == "BUY"]
+            remaining: list[PendingOrder] = []
-                if not rows:
+            for pending in self.pending:
-                    del self.pending[code]
+                code = pending.code
+                result = merged.get(pending.order_id)
+                if result is None or result["code"] != code:
+                    # 按现有规则：本轮快照中没有对应订单，就清理 pending。
                     self.IsModify = True
                     log.info("[状态] 清理无对应订单的 pending，代码=%s，订单=%s", code, pending.order_id)
                     continue
-                filled = _finished_fill(rows, pending.pre_qty)
+                if result["merged_status"] != "OK" or result["qty"] != pending.pre_qty:
-                if filled is None:
+                    # 未全部成功，或拆单快照的数量尚未齐全，留到下轮确认。
+                    remaining.append(pending)
                     continue
-                qty, amount = filled
+                qty, cost = result["qty"], result["cost"]
+                # 只记录实际成交。
                 if qty:
                     item = self.items.get(code, StateItem(code))
                     if pending.kind == "base":
+                        # 底仓：记录本次成交数量和实际均价。
                         item = replace(item, base_order_id=pending.order_id,
-                                       base_qty=qty, base_cost=amount / qty)
+                                       base_qty=qty, base_cost=cost)
                     else:
+                        # 补仓：次数加一，数量累加，成本按成交数量加权。
                         total_qty = item.added_qty + qty
-                        total_amount = item.added_qty * item.added_cost + amount
+                        total_amount = item.added_qty * item.added_cost + qty * cost
                         item = replace(item, added_order_id=pending.order_id,
                                        added_num=item.added_num + 1,
                                        added_qty=total_qty, added_cost=total_amount / total_qty)
                     self.items[code] = item
-                del self.pending[code]
                 self.IsModify = True
                 log.info("[状态] 对账结束，代码=%s，订单=%s，计划=%d，成交=%d",
                          code, pending.order_id, pending.pre_qty, qty)
 
+            self.pending = remaining
+
+            # 未记录且没有待确认订单的持仓，作为首次接管的底仓导入。
+            pending_codes = {pending.code for pending in remaining}
             for position in positions:
                 code = position.stock_code
                 if not code or position.volume <= 0:
                     continue
-                if code not in self.items and code not in self.pending:
+                item = self.items.get(code)
-                    self.items[code] = StateItem(code=code, base_order_id=position.trade_id,
+                if item is None:
-                                                base_qty=position.volume, base_cost=position.open_price)
+                    if code not in pending_codes:
-                    self.IsModify = True
+                        self.items[code] = StateItem(code=code, base_order_id=position.trade_id,
-                elif code in self.items:
+                                                    base_qty=position.volume, base_cost=position.open_price)
-                    item = self.items[code]
+                        self.IsModify = True
-                    if item.base_qty + item.added_qty != position.volume:
+                    continue
-                        log.info("[状态] 持仓数量差异，代码=%s，记录=%d，实际=%d",
+
-                                 code, item.base_qty + item.added_qty, position.volume)
+                # 已有记录只报告数量差异，不用总持仓覆盖底仓/补仓的划分。
+                recorded_qty = item.base_qty + item.added_qty
+                if recorded_qty != position.volume:
+                    log.info("[状态] 持仓数量差异，代码=%s，记录=%d，实际=%d",
+                             code, recorded_qty, position.volume)
+
+            # 3. 本轮统一保存；没有修改时 save() 不写文件。
             self.save()
 
     def save(self) -> None:
@@ -138,25 +184,7 @@ class State:
             self.path.parent.mkdir(parents=True, exist_ok=True)
             temporary = self.path.with_suffix(self.path.suffix + ".tmp")
             payload = dict(items={code: asdict(item) for code, item in self.items.items()},
-                           pending={code: asdict(item) for code, item in self.pending.items()})
+                           pending=[asdict(item) for item in self.pending])
             temporary.write_text(json.dumps(payload, ensure_ascii=False, indent=2, allow_nan=False) + "\n", encoding="utf-8")
             temporary.replace(self.path)
             self.IsModify = False
-
-
-def _finished_fill(orders: list[OrderItem], pre_qty: int) -> tuple[int, float] | None:
-    """订单全部结束且成交金额完整后一次记账，部分成交撤单也按实计入。"""
-    if sum(order.volume for order in orders) != pre_qty:
-        return None
-    qty, amount = 0, 0.0
-    for order in orders:
-        if (order.status not in TERMINAL_STATUSES
-                or (order.status == "56" and order.traded_volume != order.volume)):
-            return None
-        if order.traded_volume:
-            value = order.trade_amount if order.trade_amount > 0 else order.trade_price * order.traded_volume
-            if not math.isfinite(value) or value <= 0:
-                return None
-            qty += order.traded_volume
-            amount += value
-    return qty, amount