fix bug

py-client/sdk/__init__.py

@@ -1,6 +1,6 @@
 from .client import Client
 from .errors import APIError, BusinessError
-from .models import Assets, OrderItem, Portfolio, PositionItem, Tick
+from .models import Assets, DealItem, OrderItem, Portfolio, PositionItem, Tick
 from .trade import (
     OP_BUY,
     OP_SELL,
@@ -9,11 +9,13 @@ from .trade import (
     PR_TYPE_LATEST,
     QUICK_TRADE_NOW,
 )
+
 __all__ = [
     "APIError",
     "Assets",
     "BusinessError",
     "Client",
+    "DealItem",
     "OP_BUY",
     "OP_SELL",
     "ORDER_SIDE_BY_OFFSET",

py-client/sdk/models.py

@@ -14,6 +14,7 @@ def _number(value: Any, kind: type = float) -> Any:
 @dataclass(slots=True)
 class OrderItem:
     """由 QMT 委托明细解析得到的标准订单记录。"""
+
     id: str
     code: str
     side: str
@@ -64,11 +65,74 @@ class OrderItem:
         )
 
 
+@dataclass(slots=True)
+class DealItem:
+    """由 QMT Deal 成交对象解析得到的标准成交记录。"""
+
+    id: str
+    order_id: str
+    code: str
+    side: str
+    remark: str
+    traded_at: datetime | None
+    volume: int
+    price: float
+    amount: float
+    local_order_id: str = ""
+    order_ref: str = ""
+    exchange_id: str = ""
+    name: str = ""
+    account_id: str = ""
+    commission: float = 0.0
+    trade_date: str = ""
+    trade_time: str = ""
+
+    @classmethod
+    def from_trade_detail(cls, data: dict[str, Any]) -> "DealItem":
+        """从 TradeDetailData 的 QMT Deal 原始字段创建成交记录。"""
+        instrument_id = str(data.get("m_strInstrumentID") or "")
+        exchange_id = str(data.get("m_strExchangeID") or "")
+        code = (
+            f"{instrument_id}.{exchange_id}"
+            if instrument_id and exchange_id
+            else instrument_id
+        )
+        remark = str(data.get("m_strRemark") or "")
+        trade_date = str(data.get("m_strTradeDate") or "")
+        trade_time = str(data.get("m_strTradeTime") or "")
+        return cls(
+            id=str(data.get("m_strTradeID") or ""),
+            order_id=str(data.get("m_strOrderSysID") or ""),
+            code=code,
+            side={"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}.get(
+                str(data.get("m_nOffsetFlag")), ""
+            ),
+            remark=remark,
+            traded_at=_parse_datetime(trade_date, trade_time),
+            volume=_number(data.get("m_nVolume"), int),
+            price=_number(data.get("m_dPrice")),
+            amount=_number(data.get("m_dTradeAmount")),
+            local_order_id=remark.split("|", 1)[0] if remark else "",
+            order_ref=str(data.get("m_strOrderRef") or ""),
+            exchange_id=exchange_id,
+            name=str(data.get("m_strInstrumentName") or ""),
+            account_id=str(data.get("m_strAccountID") or ""),
+            commission=_number(
+                data.get(
+                    "m_dCommission",
+                    data.get("m_dComission", data.get("m_dComssion")),
+                )
+            ),
+            trade_date=trade_date,
+            trade_time=trade_time,
+        )
+
+
 @dataclass(slots=True)
 class PositionItem:
     stock_code: str = ""
     stock_name: str = ""
-    trade_id:str = ""
+    trade_id: str = ""
     direction: Any = None
     volume: int = 0
     open_cost: float = 0.0
@@ -88,15 +152,24 @@ class PositionItem:
     @classmethod
     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 ""),
+            stock_code=str(data.get("StockCode") or code),
-            trade_id=str(data.get("TradeID") or ""),open_cost=_number(data.get("OpenCost")),
+            stock_name=str(data.get("StockName") or ""),
-            direction=data.get("Direction"), volume=_number(data.get("Volume"), int),
+            trade_id=str(data.get("TradeID") or ""),
-            open_price=_number(data.get("OpenPrice")), float_profit=_number(data.get("FloatProfit")),
+            open_cost=_number(data.get("OpenCost")),
-            market_value=_number(data.get("MarketValue")), stock_holder=str(data.get("StockHolder") or ""),
+            direction=data.get("Direction"),
-            frozen_volume=_number(data.get("FrozenVolume"), int), can_use_volume=_number(data.get("CanUseVolume"), int),
+            volume=_number(data.get("Volume"), int),
-            on_road_volume=_number(data.get("OnRoadVolume"), int), yesterday_volume=_number(data.get("YesterdayVolume"), int),
+            open_price=_number(data.get("OpenPrice")),
-            last_price=_number(data.get("LastPrice")), profit_rate=_number(data.get("ProfitRate")),
+            float_profit=_number(data.get("FloatProfit")),
-            future_trade_type=data.get("FutureTradeType"), expire_date=str(data.get("ExpireDate") or ""),
+            market_value=_number(data.get("MarketValue")),
+            stock_holder=str(data.get("StockHolder") or ""),
+            frozen_volume=_number(data.get("FrozenVolume"), int),
+            can_use_volume=_number(data.get("CanUseVolume"), int),
+            on_road_volume=_number(data.get("OnRoadVolume"), int),
+            yesterday_volume=_number(data.get("YesterdayVolume"), int),
+            last_price=_number(data.get("LastPrice")),
+            profit_rate=_number(data.get("ProfitRate")),
+            future_trade_type=data.get("FutureTradeType"),
+            expire_date=str(data.get("ExpireDate") or ""),
         )
 
     @classmethod
@@ -146,8 +219,14 @@ class Portfolio:
 
 
 def _trade_datetime(data: dict[str, Any]) -> datetime | None:
-    date = str(data.get("m_strInsertDate") or "")
+    return _parse_datetime(
-    clock = str(data.get("m_strInsertTime") or "").replace(":", "").zfill(6)
+        str(data.get("m_strInsertDate") or ""),
+        str(data.get("m_strInsertTime") or ""),
+    )
+
+
+def _parse_datetime(date: str, clock: str) -> datetime | None:
+    clock = clock.replace(":", "").zfill(6)
     try:
         return datetime.strptime(date + clock, "%Y%m%d%H%M%S")
     except ValueError:
@@ -165,8 +244,12 @@ class Tick:
         if not isinstance(data, dict):
             return cls()
         return cls(
-            last_price=_number(data.get("lastPrice", data.get("last_price", data.get("LastPrice")))),
+            last_price=_number(
-            last_close=_number(data.get("lastClose", data.get("last_close", data.get("LastClose")))),
+                data.get("lastPrice", data.get("last_price", data.get("LastPrice")))
+            ),
+            last_close=_number(
+                data.get("lastClose", data.get("last_close", data.get("LastClose")))
+            ),
             raw=data,
         )
 
@@ -193,28 +276,54 @@ class MarketDataRequest:
 
 @dataclass(slots=True)
 class FinancialDataRequest:
-    tabname: str = ""; colname: str = ""; market: str = ""; code: str = ""
+    tabname: str = ""
-    report_type: str = ""; barpos: int = 0
+    colname: str = ""
-    field_list: list[str] = field(default_factory=list); stock_list: list[str] = field(default_factory=list)
+    market: str = ""
-    start_date: str = ""; end_date: str = ""
+    code: str = ""
+    report_type: str = ""
+    barpos: int = 0
+    field_list: list[str] = field(default_factory=list)
+    stock_list: list[str] = field(default_factory=list)
+    start_date: str = ""
+    end_date: str = ""
 
 
 @dataclass(slots=True)
 class FactorDataRequest:
-    field_list: list[str] = field(default_factory=list); stock_list: list[str] = field(default_factory=list)
+    field_list: list[str] = field(default_factory=list)
-    stock_code: str = ""; start_date: str = ""; end_date: str = ""
+    stock_list: list[str] = field(default_factory=list)
+    stock_code: str = ""
+    start_date: str = ""
+    end_date: str = ""
 
 
 @dataclass(slots=True)
 class BSMPriceRequest:
-    option_type: str; object_prices: Any; strike_price: float; risk_free: float; sigma: float; days: int; dividend: float
+    option_type: str
+    object_prices: Any
+    strike_price: float
+    risk_free: float
+    sigma: float
+    days: int
+    dividend: float
 
 
 @dataclass(slots=True)
 class BSMIVRequest:
-    option_type: str; object_prices: float; strike_price: float; option_price: float; risk_free: float; days: int; dividend: float
+    option_type: str
+    object_prices: float
+    strike_price: float
+    option_price: float
+    risk_free: float
+    days: int
+    dividend: float
 
 
 @dataclass(slots=True)
 class LocalDataRequest:
-    stock_code: str; start_time: str = ""; end_time: str = ""; period: str = ""; divid_type: str = ""; count: int = 0
+    stock_code: str
+    start_time: str = ""
+    end_time: str = ""
+    period: str = ""
+    divid_type: str = ""
+    count: int = 0

py-client/sdk/portfolio.py

@@ -2,7 +2,7 @@ from __future__ import annotations
 
 from typing import Any
 
-from .models import Assets, OrderItem, Portfolio, PositionItem
+from .models import Assets, DealItem, OrderItem, Portfolio, PositionItem
 
 
 class PortfolioMixin:
@@ -41,9 +41,9 @@ class PortfolioMixin:
         data = self._get_json("/api/portfolio/order") or []
         return [OrderItem.from_trade_detail(row) for row in data]
 
-    def deals(self) -> list[dict[str, Any]]:
+    def deals(self) -> list[DealItem]:
-        data = self._get_json("/api/portfolio/deal") or {}
+        """查询原始 Deal 成交对象并转换为标准成交记录。"""
-        return data.get("deals", [])
+        return [DealItem.from_trade_detail(row) for row in self.org("deal")]
 
     def trade_detail_data(self, datatype: str) -> Any:
         datatype = str(datatype).strip().lower()

py-client/strategy/zt/boot.py

@@ -54,9 +54,10 @@ def StartZT() -> None:
                 # 收盘前最后一次只读对账，不发新单；未完成买回继续持久保存。
                 try:
                     portfolio = client.portfolio()
+                    deals = client.deals()
                     state.reconcile(
                         list(portfolio.positions.values()),
-                        portfolio.orders,
+                        deals,
                         now.date().isoformat(),
                     )
                 except Exception:
@@ -84,10 +85,11 @@ def RunOnce(run: Runtime, state: TState) -> None:
 
     # 1. 一次获取资产、持仓和订单，并清理过期订单。
     portfolio = run.client.portfolio()
+    deals = run.client.deals()
     positions = list(portfolio.positions.values())
     run.orders.refresh(run.client, portfolio.orders)
-    # 对账使用完整原始订单列表，不能丢弃撤单和废单的部分成交。
+    # 状态只按真实成交记账，不使用委托状态推算数量和成本。
-    state.reconcile(positions, portfolio.orders, today)
+    state.reconcile(positions, deals, today)
 
     # 2. 获取本策略的信号开仓数据；信号失败不阻断已有做 T 买回。
     try:

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。
+        # 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, OrderItem]] = {}
+        by_id: dict[str, dict[str, DealItem]] = {}
-        for order in orders:
+        for deal in deals:
-            if order.local_order_id:
+            if deal.local_order_id and deal.id:
-                by_id.setdefault(order.local_order_id, {})[order.id] = order
+                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.amount if row.amount > 0 else row.price * row.volume
-                    row.trade_amount
-                    if row.trade_amount > 0
-                    else row.trade_price * row.traded_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", [])
+        self.records = raw["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"
-                    )