optz

py-client/strategy/zt/boot.py

@@ -3,8 +3,6 @@
 该模块负责组合 SDK、配置、状态存储和做 T 策略组件，供 main.py 调用。
 """
 
-from __future__ import annotations
-
 from concurrent.futures import Future, ThreadPoolExecutor
 import logging as log
 import time
@@ -143,7 +141,7 @@ def RunOnce(run: Runtime, state: TState, signals: list[SignalItem]) -> None:
     allow_open: list[SignalItem] = []
     allow_codes: list[str] = []
     for signal in signals:
-        if signal.code not in position_codes:
+        if signal.code not in portfolio.positions:
             allow_open.append(signal)
             allow_codes.append(signal.code)
 
@@ -196,4 +194,4 @@ def _wait_worker(name: str, future: Future) -> None:
     try:
         future.result()
     except Exception:
-        log.exception("[运行] %s线程失败", name)
+        log.exception("[运行] %s线程失败", name)

py-client/strategy/zt/open.py

@@ -1,7 +1,5 @@
 """使用 dcm 信号建立做 T 底仓。"""
 
-from __future__ import annotations
-
 from datetime import datetime
 import logging as log
 import math

py-client/strategy/zt/positions.py

@@ -1,7 +1,5 @@
 """日内先卖后买的做 T 规则，不包含趋势补仓或整仓止盈。"""
 
-from __future__ import annotations
-
 import logging as log
 import math
 

py-client/strategy/zt/state.py

@@ -1,7 +1,5 @@
 """做 T 策略的持仓状态和逐笔实际成交记录。"""
 
-from __future__ import annotations
-
 import math
 from dataclasses import dataclass
 from datetime import datetime
@@ -115,7 +113,10 @@ class TState:
                     self.items[code] = TStateItem(code, -delta)
 
             for row in rows:
-                item = self.items.setdefault(row['stock_code'], TStateItem(row['stock_code']))
+                code = row['stock_code']
+                item = self.items.get(code)
+                if item is None:
+                    item = self.items[code] = TStateItem(code)
                 self._reset(item, row['trade_date'])
                 qty, amount = row['volume'], row['trade_amount']
                 if row['order_local_id'].startswith('zt-base-'):