fix bug

py-client/strategy/zt/state.py

@@ -9,10 +9,9 @@ from dataclasses import asdict, dataclass, field
 from pathlib import Path
 from time import time
 
-from sdk import OrderItem, PositionItem
+from sdk import DealItem, PositionItem
 
 READY, SOLD, DONE = "READY", "SOLD", "DONE"
-TERMINAL_STATUSES = {"53", "54", "56", "57"}
 
 
 @dataclass(slots=True)
@@ -72,14 +71,14 @@ class TState:
             raise
 
     def reconcile(
-        self, positions: list[PositionItem], orders: list[OrderItem], today: str
+        self, positions: list[PositionItem], deals: list[DealItem], today: str
     ) -> None:
         """先按实际成交记账，再接管未知持仓；不覆盖已记录的底仓成本。"""
-        # 同一本地委托可能拆单；按券商订单号去重，数量齐全且全部结束才记账。
-        by_id: dict[str, dict[str, OrderItem]] = {}
-        for order in orders:
-            if order.local_order_id:
-                by_id.setdefault(order.local_order_id, {})[order.id] = order
+        # 同一本地委托可能有多笔成交；按成交编号去重后合并数量和金额。
+        by_id: dict[str, dict[str, DealItem]] = {}
+        for deal in deals:
+            if deal.local_order_id and deal.id:
+                by_id.setdefault(deal.local_order_id, {})[deal.id] = deal
         for order_id, pending in list(self.pending.items()):
             side = "SELL" if pending.kind == "sell" else "BUY"
             rows = [
@@ -88,25 +87,16 @@ class TState:
                 if row.code == pending.code and row.side == side
             ]
             if not rows:
-                log.warning("[ZT 状态] 委托暂未查到，保留待确认：%s", order_id)
+                log.warning("[ZT 状态] 成交暂未查到，保留待确认：%s", order_id)
                 continue
-            if sum(row.volume for row in rows) != pending.qty:
+            qty = sum(row.volume for row in rows)
+            # 成交未达到计划数量时继续等待，防止后续成交到达后重复记账。
+            if qty != pending.qty:
                 continue
-            if any(row.status not in TERMINAL_STATUSES for row in rows):
-                continue
-            if any(
-                row.status == "56" and row.traded_volume != row.volume for row in rows
-            ):
-                continue
-            qty = sum(row.traded_volume for row in rows)
             amounts = [
-                (
-                    row.trade_amount
-                    if row.trade_amount > 0
-                    else row.trade_price * row.traded_volume
-                )
+                row.amount if row.amount > 0 else row.price * row.volume
                 for row in rows
-                if row.traded_volume > 0
+                if row.volume > 0
             ]
             if any(not math.isfinite(amount) or amount <= 0 for amount in amounts):
                 continue
@@ -132,7 +122,7 @@ class TState:
                 item.phase = DONE if total >= item.sell_qty else SOLD
                 if item.phase == DONE:
                     item.trade_date = today
-            # 零成交撤单也记录，保留计划、实际数量、均价和柜台终态。
+            # 记录真实成交编号，重启后仍可核对本次状态变更的来源。
             self.records.append(
                 {
                     **asdict(pending),
@@ -140,7 +130,7 @@ class TState:
                     "filled_qty": qty,
                     "filled_cost": cost,
                     "amount": amount,
-                    "statuses": [row.status for row in rows],
+                    "deal_ids": [row.id for row in rows],
                 }
             )
             del self.pending[order_id]
@@ -201,19 +191,10 @@ class TState:
         if not self.path.is_file():
             return
         raw = json.loads(self.path.read_text(encoding="utf-8"))
-        # 兼容原 ZT 文件，保留原底仓成本；没有额外版本字段。
         self.items = {
-            code: TStateItem(**item) for code, item in raw.get("items", raw).items()
+            code: TStateItem(**item) for code, item in raw["items"].items()
         }
         self.pending = {
-            key: PendingOrder(**item) for key, item in raw.get("pending", {}).items()
+            key: PendingOrder(**item) for key, item in raw["pending"].items()
         }
-        self.records = raw.get("records", [])
-        if "items" not in raw:
-            # 旧记录只有提交行情价，不把它伪装成真实成交历史。
-            self.records.append({"kind": "legacy_import", "items": raw})
-            for item in self.items.values():
-                if item.phase in {"SELLING", "BUYING", SOLD}:
-                    raise ValueError(
-                        f"[ZT 状态] {item.code} 旧做 T 轮次未结束，需先核对成交再迁移"
-                    )
+        self.records = raw["records"]