fix bug

py-client/strategy/trend/open.py

@@ -43,7 +43,7 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
         # 当前价高于昨收价可开仓
         if signal_config.gt_last_price_is_open and item.last_close>0 and price>item.last_close:
             try:
-                do_open(run,item.code,volume,item.signal_key)
+                do_open(run, item.code, volume, item.signal_key, price)
                 log.info("[Open] %s 信号=%s，买入=%d股，原因=现价高于昨收", item.code, item.signal_key, volume)
             except RuntimeError as exc:
                 log.info("[Open] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc)
@@ -56,7 +56,7 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
             continue
 
         try:
-            do_open(run,item.code,volume,item.signal_key)
+            do_open(run, item.code, volume, item.signal_key, price)
             log.info("[Open] %s 信号=%s，买入=%d股，原因=反弹已确认", item.code, item.signal_key, volume)
         except RuntimeError as exc:
             log.warning("[Open] %s 信号=%s，买入=%d股失败：%s", item.code, item.signal_key, volume, exc)
@@ -64,7 +64,7 @@ def open_signal(run:Runtime, ticks, open_signals) -> None:
             log.exception("[Open] %s 信号=%s，买入=%d股异常", item.code, item.signal_key, volume)
         
 
-def do_open(run:Runtime,code:str,volume:int,signal_key:str)->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("base")
     request = PlaceOrderRequest(
@@ -78,6 +78,16 @@ def do_open(run:Runtime,code:str,volume:int,signal_key:str)->None:
     if not run.orders.place(request):
         raise RuntimeError("订单提交失败")
 
+    run.state.set(StateItem(
+        code=code,
+        base_order_id=order_id,
+        base_qty=volume,
+        base_cost=round(price, 2),
+        base_status=STATUS_ING,
+    ))
+    run.state.save()
+    run.open_watch.forget(code)
+
 
 def check_timezone(timezone: str, now: datetime | None = None) -> bool:
     """验证当前时间是否处于配置区间。

py-client/strategy/trend/order.py

@@ -41,9 +41,9 @@ class OrderBook:
         self.mutex = Lock()
 
     @staticmethod
-    def new_order_id(leg: str) -> str:
+    def new_order_id(_leg: str) -> str:
-        """生成短订单号，为 QMT 备注中的信号键预留空间。"""
+        """生成 ``trend-xxxxxxxx`` 格式的本地订单号。"""
-        return f"zt-{leg[:1]}-{secrets.token_hex(4)}"
+        return f"trend-{secrets.token_hex(4)}"
 
     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/state.py

@@ -108,7 +108,7 @@ class State:
                 StateItem(
                     code=position.stock_code,
                     base_qty=position.volume,
-                    base_cost=position.open_price,
+                    base_cost=round(position.open_price, 2),
                     base_status=STATUS_OK,
                 )
             )
@@ -165,6 +165,12 @@ class State:
         # reconciliation must therefore happen before stale state is removed.
         for code in list(self.codes):
             if code not in position_codes:
+                item = self.get(code)
+                if any(
+                    order_id and order_id in orders_by_local_id
+                    for order_id in (item.base_order_id, item.added_order_id)
+                ):
+                    continue
                 if self.delete(code):
                     log.info("[状态] 已移除持仓状态，代码=%s", code)
         self.save()

py-client/tests/test_trend.py

@@ -10,6 +10,7 @@ from unittest.mock import patch
 from libs.grid_take_profit import GridState, GridTrailingTracker
 from sdk import APIError, Assets, OrderItem, Portfolio, PositionItem, Tick
 from strategy.trend.order import OrderBook, PlaceOrderRequest
+from strategy.trend.open import do_open
 from strategy.trend.positions import LOSS_TIERS, handle_loss, manage_positions
 from strategy.trend.boot import RunOnce
 from strategy.trend.state import STATUS_OK, STATUS_UNKNOWN, State, StateItem
@@ -42,6 +43,49 @@ class FailedOrderClient:
 
 
 class TrendTests(unittest.TestCase):
+    def test_trend_order_id_format(self):
+        self.assertRegex(OrderBook.new_order_id("base"), r"^trend-[0-9a-f]{8}$")
+
+    def test_open_records_base_order_and_rounded_cost(self):
+        with TemporaryDirectory() as directory:
+            state = State.for_strategy(directory, "trend", "A")
+            forgotten = []
+            runtime = SimpleNamespace(
+                client=FakeClient(),
+                orders=OrderBook(),
+                state=state,
+                open_watch=SimpleNamespace(forget=forgotten.append),
+            )
+
+            do_open(runtime, "000001.SZ", 100, "morning", 12.345)
+
+            item = state.get("000001.SZ")
+            self.assertRegex(item.base_order_id, r"^trend-[0-9a-f]{8}$")
+            self.assertEqual(item.base_qty, 100)
+            self.assertEqual(item.base_cost, 12.35)
+            self.assertEqual(item.base_status, "ING")
+            self.assertEqual(forgotten, ["000001.SZ"])
+
+    def test_pending_base_order_survives_position_delay(self):
+        with TemporaryDirectory() as directory:
+            state = State.for_strategy(directory, "trend", "A")
+            state.set(StateItem(
+                "000001.SZ",
+                base_order_id="trend-12345678",
+                base_status="ING",
+            ))
+            pending = OrderItem(
+                "1", "000001.SZ", "BUY", "", "50", None, 100,
+                local_order_id="trend-12345678",
+            )
+
+            state.reconcile([], [pending])
+
+            self.assertEqual(
+                state.get("000001.SZ").base_order_id,
+                "trend-12345678",
+            )
+
     def test_grid_states_and_account_isolation(self):
         tracker = GridTrailingTracker(1)
         self.assertEqual(tracker.observe("A:code", 2.1).state, GridState.ARMED)