refactor(zt): migrate strategy logic to new state model

go-client/apps/zt/logic/boot.go

@@ -87,9 +87,10 @@ func RunOnce(ctx context.Context, client *sdk.Client, books *OrderBook, signals
 
 	// 7 执行开仓:有开仓信号 && 大盘指数允许开仓
 	if len(allowOpen) > 0 && IsAllow {
-		openSignal(client, books, ticks, allowOpen)
+		openSignal(ctx, client, books, ticks, allowOpen)
 	}
 
 	// 8 持仓计算
-	managePositions(client, books, ticks, positions, IsAllow)
+	buyBudget := assets.Available
+	managePositions(ctx, client, books, ticks, positions, IsAllow, &buyBudget)
 }

go-client/apps/zt/logic/open.go

@@ -1,38 +1,43 @@
 package logic
 
 import (
+	"context"
+
 	"big-qmt/go-client/config"
 	"big-qmt/go-client/libs"
 	"big-qmt/go-client/sdk"
 )
 
-func openSignal(client *sdk.Client, books *OrderBook, ticks map[string]sdk.Tick, openSignals []libs.SignalItem) {
-	state := getState()
-	if state.LoadError != "" {
-		logf("ERROR", "[ZT][开仓] 状态文件异常，禁止新开仓: %s", state.LoadError)
-		return
-	}
+func openSignal(ctx context.Context, client *sdk.Client, books *OrderBook, ticks map[string]sdk.Tick, openSignals []libs.SignalItem) {
 	for _, item := range openSignals {
-		if state.Get(item.Code) != nil {
+		// 是否有锁
+		if _, err := QuantState.Get(item.Code); err == nil {
 			continue
 		}
+		// 验证价格
 		price := ticks[item.Code].LastPrice
 		if price <= 0 {
 			continue
 		}
-		if !dipTriggered(&openDip.mu, openDip.store, "开仓", item.Code, price) {
+		// 防止接飞刀
+		if !OpenWatch.Triggered("开仓", item.Code, price) {
 			continue
 		}
+		// 计算开仓数量
 		volume := libs.CalcBuyVolume(price, config.Account.BuyValue)
 		if volume <= 0 {
 			continue
 		}
+		// 开仓
 		orderID := newOrderTag("base")
 		if !books.place(ctx, client, sideBuy, item.Code, volume, orderID) {
 			continue
 		}
-		setPending(state.Ensure(item.Code), pendingBaseOpening, orderID)
-		state.Save()
+		// 保存数量
+		QuantState.Set(&StateItem{Code: item.Code, BaseOrderId: orderID, BaseQty: volume, BaseCost: price, BaseStatus: StatusIng})
+		if err := QuantState.Save(); err != nil {
+			logf("ERROR", "%v", err)
+		}
 		logf("INFO", "[ZT][开仓] %s 买入 %d 股", item.Code, volume)
 	}
 }

go-client/apps/zt/logic/order.go

@@ -105,11 +105,6 @@ func (o *OrderBook) readReceipts() {
 		o.mu.Unlock()
 
 		status := strings.ToLower(receipt.Status)
-		state := getState()
-		if item := state.Get(receipt.StockCode); item != nil && item.PendingOrderID == receipt.OrderID {
-			item.OrderStatus = status
-			state.Save()
-		}
 		if (status == "filled" || status == "cancelled" || status == "rejected") && (receipt.Side == sideBuy || receipt.Side == sideSell) {
 			o.unlockSide(receipt.StockCode, receipt.Side)
 			o.invalidate()
@@ -184,7 +179,7 @@ func (o *OrderBook) CancelExpired(ctx context.Context, client *sdk.Client) bool
 	if err != nil {
 		return false
 	}
-	state := getState()
+	state := QuantState
 	now := time.Now()
 	timeout := time.Duration(config.Account.OrderTimeoutSec) * time.Second
 	seen := map[string]struct{}{}
@@ -243,7 +238,7 @@ func (o *OrderBook) CancelExpired(ctx context.Context, client *sdk.Client) bool
 	return true
 }
 
-func (o *OrderBook) claimed(state *ZTState, order parsedOrder) bool {
+func (o *OrderBook) claimed(state *State, order parsedOrder) bool {
 	if order.RemarkOwned {
 		return true
 	}
@@ -258,18 +253,11 @@ func (o *OrderBook) claimed(state *ZTState, order parsedOrder) bool {
 	if state == nil {
 		return false
 	}
-	item := state.Get(order.StockCode)
-	if item == nil || item.Pending == "" {
-		return false
-	}
-	switch item.Pending {
-	case pendingBaseOpening, pendingAdd:
-		return order.Side == sideBuy
-	case pendingSellAdd, pendingSellBase:
-		return order.Side == sideSell
-	default:
+	item, err := state.Get(order.StockCode)
+	if err != nil {
 		return false
 	}
+	return order.OrderID == item.BaseOrderId || order.OrderID == item.AddedOrderId || item.BaseStatus == StatusIng || item.AddedStatus == StatusIng
 }
 
 func (o *OrderBook) unlockSide(code, side string) {

go-client/apps/zt/logic/positions.go

@@ -6,6 +6,7 @@ import (
 	"sync"
 
 	"big-qmt/go-client/config"
+	"big-qmt/go-client/libs"
 	"big-qmt/go-client/sdk"
 )
 
@@ -14,29 +15,37 @@ var peakGrids = map[string]int{}
 
 func peakKey(code, leg string) string { return code + "|" + leg }
 
-func managePositions(client *sdk.Client, books *OrderBook, ticks map[string]sdk.Tick, positions []sdk.Position, marketOK bool) {
-	if positions == nil {
-		logf("ERROR", "[ZT][持仓] 持仓查询失败，本轮跳过")
+func calcBuyVolume(price, value float64) int {
+	return libs.CalcBuyVolume(price, value)
+}
+
+func stateCodes(state *State) []string {
+	state.mu.Lock()
+	defer state.mu.Unlock()
+	return append([]string(nil), state.Codes...)
+}
+
+func managePositions(ctx context.Context, client *sdk.Client, books *OrderBook, ticks map[string]sdk.Tick, positions []sdk.Position, marketOK bool, buyBudget *float64) {
+	if positions == nil || QuantState == nil {
+		logf("ERROR", "[ZT][持仓] 持仓或状态不可用，本轮跳过")
 		return
 	}
-	state := getState()
-	if state.LoadError != "" {
-		logf("ERROR", "[ZT][持仓] 状态文件异常，本轮停止交易: %s", state.LoadError)
+	buys, sells, ok := books.activeSets(ctx, client)
+	if !ok {
 		return
 	}
 	before := map[string]struct{}{}
-	for _, code := range state.Codes() {
+	for _, code := range stateCodes(QuantState) {
 		before[code] = struct{}{}
 	}
 	if ticks == nil {
 		ticks = map[string]sdk.Tick{}
 	}
-	logf("INFO", "[ZT][持仓] 开始处理 %d 只", len(positions))
 	type row struct {
 		volume, usable int
 		avg, price     float64
 		stock          string
-		item           *SymbolState
+		item           *StateItem
 	}
 	rows := make([]row, 0, len(positions))
 	seen := map[string]struct{}{}
@@ -46,20 +55,18 @@ func managePositions(client *sdk.Client, books *OrderBook, ticks map[string]sdk.
 			continue
 		}
 		seen[code] = struct{}{}
-		item := syncItem(state, code, pos.Volume, pos.OpenPrice, buys, sells, books)
-		if pos.Volume <= 0 {
-			continue
+		item := syncItem(QuantState, code, pos.Volume, pos.OpenPrice, buys, sells, books)
+		if pos.Volume > 0 {
+			rows = append(rows, row{stock: code, volume: pos.Volume, usable: pos.CanUseVolume, avg: pos.OpenPrice, price: ticks[code].LastPrice, item: item})
 		}
-		price := ticks[code].LastPrice
-		rows = append(rows, row{stock: code, volume: pos.Volume, usable: pos.CanUseVolume, avg: pos.OpenPrice, price: price, item: item})
 	}
-	for _, code := range state.Codes() {
+	for _, code := range stateCodes(QuantState) {
 		if _, ok := seen[code]; !ok {
-			syncItem(state, code, 0, 0, buys, sells, books)
+			syncItem(QuantState, code, 0, 0, buys, sells, books)
 		}
 	}
 	after := map[string]struct{}{}
-	for _, code := range state.Codes() {
+	for _, code := range stateCodes(QuantState) {
 		after[code] = struct{}{}
 	}
 	for code := range before {
@@ -68,29 +75,20 @@ func managePositions(client *sdk.Client, books *OrderBook, ticks map[string]sdk.
 		}
 	}
 	for _, r := range rows {
-		if r.item == nil || r.item.Pending != "" {
+		if r.item == nil || r.item.BaseStatus == StatusIng || r.item.AddedStatus == StatusIng || r.avg <= 0 || r.price <= 0 || r.volume%100 != 0 {
 			continue
 		}
-		if r.avg <= 0 || r.price <= 0 || r.volume%100 != 0 {
+		if r.volume != r.item.BaseQty+r.item.AddedQty {
+			logf("INFO", "[ZT][持仓] %s 数量异常，底仓=%d 补仓=%d 现有=%d", r.stock, r.item.BaseQty, r.item.AddedQty, r.volume)
 			continue
 		}
-		if r.volume != r.item.BaseQty+r.item.AddQty {
-			logf("INFO", "[ZT][持仓] %s 数量异常，底仓=%d 补仓=%d 现有=%d", r.stock, r.item.BaseQty, r.item.AddQty, r.volume)
-			continue
-		}
-		holdingAdd := r.item.AddQty > 0
-		legName := "底仓"
-		if holdingAdd {
-			legName = "补仓腿"
-		}
-		logf("INFO", "[ZT][持仓] %s 现价=%.2f 成本=%.2f 可用=%d %s", r.stock, r.price, r.avg, r.usable, legName)
-		if holdingAdd {
+		if r.item.AddedQty > 0 {
 			addPnL := -999.0
-			if r.item.AddCost > 0 {
-				addPnL = (r.price - r.item.AddCost) / r.item.AddCost * 100
+			if r.item.AddedCost > 0 {
+				addPnL = (r.price - r.item.AddedCost) / r.item.AddedCost * 100
 			}
 			if retreated(r.item, "add", addPnL) {
-				sellLeg(ctx, client, books, r.item, r.usable, r.item.AddQty, "add", addPnL)
+				sellLeg(ctx, client, books, r.item, r.usable, r.item.AddedQty, "add", addPnL)
 			}
 			continue
 		}
@@ -100,138 +98,96 @@ func managePositions(client *sdk.Client, books *OrderBook, ticks map[string]sdk.
 		}
 		if retreated(r.item, "base", basePnL) {
 			sellLeg(ctx, client, books, r.item, r.usable, r.item.BaseQty, "base", basePnL)
-		} else if r.item.AddQty <= 0 && r.item.AddCost <= 0 && basePnL <= config.Account.LossTriggerPct {
+		} else if basePnL <= config.Account.LossTriggerPct {
 			addOnRebound(ctx, client, books, r.item, r.price, marketOK, buyBudget)
 		}
 	}
-	// 首次没有状态文件时，本轮已将启动前持仓全部接管为底仓。
-	state.completeBootstrap()
-	state.Save()
+	if err := QuantState.Save(); err != nil {
+		logf("ERROR", "%v", err)
+	}
 }
 
-func syncItem(state *ZTState, code string, volume int, avgPrice float64, buys, sells map[string]struct{}, books *OrderBook) *SymbolState {
-	item := state.Get(code)
-	if item == nil {
+func syncItem(state *State, code string, volume int, avgPrice float64, buys, sells map[string]struct{}, books *OrderBook) *StateItem {
+	item, err := state.Get(code)
+	if err != nil {
 		if volume > 0 {
 			logf("ERROR", "[ZT][持仓] %s 无本地状态，跳过", code)
 		}
 		return nil
 	}
-	switch item.Pending {
-	case pendingBaseOpening:
-		syncOpen(state, item, volume, avgPrice, buys, books)
-	case pendingAdd:
-		syncAdd(state, item, volume, avgPrice, buys, books)
-	case pendingSellAdd:
-		syncSellAdd(state, item, volume, avgPrice, sells, books)
-	case pendingSellBase:
-		syncSellBase(state, item, volume, avgPrice, sells, books)
-	default:
-		if volume <= 0 {
-			state.Remove(code)
-			logf("INFO", "[ZT][持仓] %s 已无持仓，清除状态", code)
-			return nil
-		}
+	if item.BaseStatus == StatusIng {
+		syncBase(state, item, volume, avgPrice, buys, sells, books)
+	} else if item.AddedStatus == StatusIng {
+		syncAdded(state, item, volume, avgPrice, buys, sells, books)
+	} else if volume <= 0 {
+		state.Delete(code)
+		return nil
 	}
-	return state.Get(code)
+	item, _ = state.Get(code)
+	return item
 }
 
-func syncOpen(state *ZTState, item *SymbolState, volume int, avgPrice float64, buys map[string]struct{}, books *OrderBook) {
-	if volume > 0 {
-		item.BaseQty, item.BaseCost = volume, avgPrice
-	}
-	if books.sideBusy(item.Code, sideBuy, buys) {
+func syncBase(state *State, item *StateItem, volume int, avgPrice float64, buys, sells map[string]struct{}, books *OrderBook) {
+	if books.sideBusy(item.Code, sideBuy, buys) || books.sideBusy(item.Code, sideSell, sells) {
 		return
 	}
 	if volume <= 0 {
-		state.Remove(item.Code)
-		logf("INFO", "[ZT][委托] %s 开仓委托已失效，允许重新开仓", item.Code)
+		state.Delete(item.Code)
 		return
 	}
-	clearPending(item)
-	logf("INFO", "[ZT][持仓] %s 开仓确认 数量=%d 成本=%.2f", item.Code, item.BaseQty, item.BaseCost)
+	item.BaseQty = volume - item.AddedQty
+	if item.BaseQty < 0 {
+		item.BaseQty, item.AddedQty, item.AddedCost, item.AddedStatus = volume, 0, 0, StatusNone
+	}
+	item.BaseCost = avgPrice
+	item.BaseStatus = StatusOk
+	state.Set(item)
 }
 
-func syncAdd(state *ZTState, item *SymbolState, volume int, avgPrice float64, buys map[string]struct{}, books *OrderBook) {
+func syncAdded(state *State, item *StateItem, volume int, avgPrice float64, buys, sells map[string]struct{}, books *OrderBook) {
+	if books.sideBusy(item.Code, sideBuy, buys) || books.sideBusy(item.Code, sideSell, sells) {
+		return
+	}
+	if volume <= 0 {
+		state.Delete(item.Code)
+		return
+	}
 	if volume > item.BaseQty {
-		item.AddQty = volume - item.BaseQty
-		if item.AddQty > 0 {
-			item.AddCost = math.Max(0, (avgPrice*float64(volume)-item.BaseCost*float64(item.BaseQty))/float64(item.AddQty))
-		}
-	}
-	if books.sideBusy(item.Code, sideBuy, buys) {
-		return
-	}
-	if volume <= 0 {
-		state.Remove(item.Code)
-		logf("INFO", "[ZT][委托] %s 补仓后无持仓，清除状态", item.Code)
-		return
-	}
-	if volume <= item.BaseQty {
-		item.AddQty = 0
-		item.AddCost = 0
-		logf("INFO", "[ZT][持仓] %s 补仓未成交，回退底仓", item.Code)
-	}
-	clearPending(item)
-}
-
-func syncSellAdd(state *ZTState, item *SymbolState, volume int, avgPrice float64, sells map[string]struct{}, books *OrderBook) {
-	if volume <= 0 {
-		if !books.sideBusy(item.Code, sideSell, sells) {
-			state.Remove(item.Code)
-			logf("INFO", "[ZT][委托] %s 卖出后已无持仓，清除状态", item.Code)
-		}
-		return
-	}
-	if volume <= item.BaseQty {
+		item.AddedQty = volume - item.BaseQty
+		item.AddedCost = math.Max(0, (avgPrice*float64(volume)-item.BaseCost*float64(item.BaseQty))/float64(item.AddedQty))
+		item.AddedStatus = StatusOk
+	} else {
 		item.BaseQty, item.BaseCost = volume, avgPrice
-		item.AddQty = 0
+		item.AddedQty, item.AddedCost, item.AddedStatus = 0, 0, StatusNone
 		peakMu.Lock()
 		delete(peakGrids, peakKey(item.Code, "add"))
 		peakMu.Unlock()
-	} else {
-		item.AddQty = volume - item.BaseQty
-	}
-	if !books.sideBusy(item.Code, sideSell, sells) {
-		clearPending(item)
 	}
+	state.Set(item)
 }
 
-func syncSellBase(state *ZTState, item *SymbolState, volume int, avgPrice float64, sells map[string]struct{}, books *OrderBook) {
-	if volume <= 0 {
-		if !books.sideBusy(item.Code, sideSell, sells) {
-			state.Remove(item.Code)
-			logf("INFO", "[ZT][委托] %s 卖出后已无持仓，清除状态", item.Code)
-		}
+func addOnRebound(ctx context.Context, client *sdk.Client, books *OrderBook, item *StateItem, price float64, marketOK bool, buyBudget *float64) {
+	if !marketOK || PosbuyWatch == nil || !PosbuyWatch.Triggered("补仓", item.Code, price) {
 		return
 	}
-	item.BaseQty, item.BaseCost = volume, avgPrice
-	if !books.sideBusy(item.Code, sideSell, sells) {
-		clearPending(item)
-	}
-}
-
-func addOnRebound(ctx context.Context, client *sdk.Client, books *OrderBook, item *SymbolState, price float64, marketOK bool, buyBudget *float64) {
-	if !marketOK || !dipTriggered(&posDip.mu, posDip.store, "补仓", item.Code, price) {
-		return
-	}
-	volume := calcBuyVolume(price, config.Account.BuyValue)
+	volume := libs.CalcBuyVolume(price, config.Account.BuyValue)
 	estimated := price * float64(volume)
-	if buyBudget == nil || estimated > *buyBudget {
-		logf("INFO", "[ZT][补仓] %s 可用买入预算不足，需要=%.2f", item.Code, estimated)
+	if volume <= 0 || buyBudget == nil || estimated > *buyBudget {
 		return
 	}
 	orderID := newOrderTag("add")
 	if books.place(ctx, client, sideBuy, item.Code, volume, orderID) {
-		item.AddCost = price
-		setPending(item, pendingAdd, orderID)
+		item.AddedOrderId, item.AddedQty, item.AddedCost, item.AddedStatus = orderID, volume, price, StatusIng
+		item.AddedNum++
+		QuantState.Set(item)
 		*buyBudget -= estimated
-		getState().Save()
-		logf("INFO", "[ZT][补仓] %s 买入 %d 股", item.Code, volume)
+		if err := QuantState.Save(); err != nil {
+			logf("ERROR", "%v", err)
+		}
 	}
 }
 
-func retreated(item *SymbolState, leg string, pnl float64) bool {
+func retreated(item *StateItem, leg string, pnl float64) bool {
 	if pnl < config.Account.MinProfitPct {
 		return false
 	}
@@ -242,16 +198,14 @@ func retreated(item *SymbolState, leg string, pnl float64) bool {
 	peak, ok := peakGrids[key]
 	if !ok || grid > peak {
 		peakGrids[key] = grid
-		logf("INFO", "[ZT][止盈] %s %s峰值网格=%d", item.Code, leg, grid)
 		return false
 	}
 	return grid < peak
 }
 
-func sellLeg(ctx context.Context, client *sdk.Client, books *OrderBook, item *SymbolState, usable, volume int, leg string, pnl float64) {
+func sellLeg(ctx context.Context, client *sdk.Client, books *OrderBook, item *StateItem, usable, volume int, leg string, pnl float64) {
 	volume -= volume % 100
 	if volume <= 0 || usable < volume {
-		logf("INFO", "[ZT][止盈] %s 可用股数不足，需要=%d 可用=%d", item.Code, volume, usable)
 		return
 	}
 	orderID := newOrderTag(leg)
@@ -259,21 +213,28 @@ func sellLeg(ctx context.Context, client *sdk.Client, books *OrderBook, item *Sy
 		return
 	}
 	if leg == "add" {
-		setPending(item, pendingSellAdd, orderID)
+		item.AddedOrderId, item.AddedStatus = orderID, StatusIng
 	} else {
-		setPending(item, pendingSellBase, orderID)
+		item.BaseOrderId, item.BaseStatus = orderID, StatusIng
+	}
+	QuantState.Set(item)
+	if err := QuantState.Save(); err != nil {
+		logf("ERROR", "%v", err)
 	}
-	getState().Save()
 	logf("INFO", "[ZT][止盈] %s 卖出 %d 股，%s腿盈利=%.2f%%", item.Code, volume, leg, pnl)
 }
 
 func forget(code string) {
-	openDip.mu.Lock()
-	delete(openDip.store, code)
-	openDip.mu.Unlock()
-	posDip.mu.Lock()
-	delete(posDip.store, code)
-	posDip.mu.Unlock()
+	if OpenWatch != nil {
+		OpenWatch.mu.Lock()
+		delete(OpenWatch.Data, code)
+		OpenWatch.mu.Unlock()
+	}
+	if PosbuyWatch != nil {
+		PosbuyWatch.mu.Lock()
+		delete(PosbuyWatch.Data, code)
+		PosbuyWatch.mu.Unlock()
+	}
 	peakMu.Lock()
 	delete(peakGrids, peakKey(code, "base"))
 	delete(peakGrids, peakKey(code, "add"))

go-client/apps/zt/logic/state.go

@@ -4,225 +4,149 @@ import (
 	"encoding/json"
 	"fmt"
 	"os"
-	"path/filepath"
+	"path"
+	"slices"
 	"sync"
 
 	"big-qmt/go-client/config"
 	"big-qmt/go-client/sdk"
 )
 
-const (
-	pendingNone        = ""
-	pendingBaseOpening = "base_opening"
-	pendingAdd         = "add"
-	pendingSellAdd     = "sell_add"
-	pendingSellBase    = "sell_base"
-)
-
-type SymbolState struct {
-	Code           string  `json:"code"`
-	BaseQty        int     `json:"base_qty"`
-	BaseCost       float64 `json:"base_cost"`
-	AddQty         int     `json:"add_qty"`
-	AddCost        float64 `json:"add_cost"`
-	Pending        string  `json:"pending"`
-	PendingOrderID string  `json:"pending_order_id,omitempty"`
-	OrderStatus    string  `json:"order_status,omitempty"`
-}
-
-func setPending(item *SymbolState, pending, orderID string) {
-	item.Pending = pending
-	item.PendingOrderID = orderID
-	item.OrderStatus = "submitted"
-}
-
-func clearPending(item *SymbolState) {
-	item.Pending = pendingNone
-	item.PendingOrderID = ""
-	item.OrderStatus = ""
-}
-
-type filePayload struct {
-	Version int            `json:"version"`
-	Data    map[string]any `json:"data"`
-}
-
-type ZTState struct {
-	path      string
-	Items     map[string]*SymbolState
-	LoadError string
-	fresh     bool
-	mu        sync.Mutex
-}
-
 var (
-	statesMu sync.Mutex
-	states   = map[string]*ZTState{}
+	StatusNone = ""
+	StatusIng  = "ING" // 处理中
+	StatusOk   = "OK"  // 成功
+	QuantState *State
 )
 
-// BootstrapState 在状态文件首次不存在时，将启动前已有持仓登记为底仓。
-func BootstrapState(positions []sdk.Position) {
-	state := getState()
-	if !state.Fresh() {
-		return
+type State struct {
+	AbsPath string
+	mu      sync.Mutex
+	Items   map[string]*StateItem
+	Codes   []string
+}
+
+type StateItem struct {
+	Code         string  `json:"code"`
+	BaseOrderId  string  `json:"base_order_id"`
+	BaseQty      int     `json:"base_qty"`
+	BaseCost     float64 `json:"base_cost"`
+	BaseStatus   string  `json:"base_status,omitempty"`
+	AddedOrderId string  `json:"added_order_id"`
+	AddedNum     int     `json:"add_num"`
+	AddedQty     int     `json:"add_qty"`
+	AddedCost    float64 `json:"add_cost"`
+	AddedStatus  string  `json:"added_status,omitempty"`
+}
+
+func InitState(sn string) error {
+	absPath := path.Join(config.Global.QMTDataDir, fmt.Sprintf("%s_%s_state.json", sn, config.Account.AccountID))
+	items, err := loadStateFile(absPath)
+	if err != nil {
+		return err
 	}
+
+	var codes []string
+	for code, _ := range items {
+		codes = append(codes, code)
+	}
+
+	QuantState = &State{
+		AbsPath: absPath,
+		Items:   items,
+		Codes:   codes,
+	}
+	return nil
+}
+
+func loadStateFile(fp string) (map[string]*StateItem, error) {
+	raw, err := os.ReadFile(fp)
+	if err != nil {
+		return nil, fmt.Errorf("[状态] 读取失败: %v", err)
+	}
+	var items map[string]*StateItem
+	if err := json.Unmarshal(raw, &items); err != nil {
+		return nil, fmt.Errorf("[状态] 解析失败：%s", err)
+	}
+	return items, nil
+
+}
+
+func SyncPositions(positions []sdk.Position) error {
 	for _, pos := range positions {
 		code := pos.StockCode
 		if code == "" || pos.Volume <= 0 || pos.OpenPrice <= 0 {
 			continue
 		}
-		item := state.Ensure(code)
-		item.BaseQty, item.BaseCost = pos.Volume, pos.OpenPrice
-		logf("WARNING", "[ZT][状态] %s 首次接管为底仓 数量=%d 成本=%.2f", code, pos.Volume, pos.OpenPrice)
-	}
-	state.completeBootstrap()
-	state.Save()
-}
-
-func getState() *ZTState {
-	statesMu.Lock()
-	defer statesMu.Unlock()
-	accountID := config.Account.AccountID
-	if s, ok := states[accountID]; ok {
-		return s
-	}
-	s := loadZTState(config.Global.QMTDataDir, accountID)
-	states[accountID] = s
-	return s
-}
-
-func loadZTState(dataDir, accountID string) *ZTState {
-	st := &ZTState{
-		path:  filepath.Join(dataDir, fmt.Sprintf("zt_%s_state.json", accountID)),
-		Items: map[string]*SymbolState{},
-	}
-	raw, err := os.ReadFile(st.path)
-	if err != nil {
-		if os.IsNotExist(err) {
-			st.fresh = true
-			return st
-		}
-		st.LoadError = err.Error()
-		logf("ERROR", "[ZT][状态] 读取状态文件失败: %v", err)
-		return st
-	}
-	var payload filePayload
-	if err := json.Unmarshal(raw, &payload); err != nil || payload.Version != 1 {
-		st.LoadError = "状态文件版本无效"
-		logf("ERROR", "[ZT][状态] %s", st.LoadError)
-		return st
-	}
-	data := payload.Data
-	if data == nil {
-		st.LoadError = "状态文件内容无效"
-		logf("ERROR", "[ZT][状态] %s", st.LoadError)
-		return st
-	}
-	symbolsAny, _ := data["symbols"]
-	symbols, _ := symbolsAny.(map[string]any)
-	if symbols == nil {
-		if _, ok := data["code"]; ok {
-			symbols = map[string]any{}
-		} else {
-			symbols = data
+		if !slices.Contains(QuantState.Codes, code) {
+			item := &StateItem{
+				Code:       code,
+				BaseQty:    pos.Volume,
+				BaseCost:   pos.OpenPrice,
+				BaseStatus: StatusOk,
+			}
+			QuantState.Append(item)
+			logf("WARNING", "[状态] %s 首次接管为底仓 数量=%d 成本=%.2f", code, pos.Volume, pos.OpenPrice)
 		}
 	}
-	for code, value := range symbols {
-		m, ok := value.(map[string]any)
-		if !ok {
-			continue
-		}
-		item := &SymbolState{Code: code}
-		b, _ := json.Marshal(m)
-		_ = json.Unmarshal(b, item)
-		item.Code = code
-		st.Items[code] = item
+
+	return QuantState.Save()
+}
+
+func (s *State) Append(i *StateItem) {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+
+	s.Items[i.Code] = i
+	s.Codes = append(s.Codes, i.Code)
+}
+
+func (s *State) Get(code string) (*StateItem, error) {
+	s.mu.Lock()
+	defer s.mu.Unlock()
+
+	if i, ok := s.Items[code]; ok {
+		return i, nil
+	} else {
+		return nil, fmt.Errorf("%s not found.", code)
 	}
-	return st
 }
 
-func (s *ZTState) Fresh() bool {
+func (s *State) Set(i *StateItem) {
 	s.mu.Lock()
 	defer s.mu.Unlock()
-	return s.fresh
-}
 
-func (s *ZTState) completeBootstrap() {
-	s.mu.Lock()
-	defer s.mu.Unlock()
-	s.fresh = false
-}
-
-func (s *ZTState) Get(code string) *SymbolState {
-	s.mu.Lock()
-	defer s.mu.Unlock()
-	return s.Items[code]
-}
-
-func (s *ZTState) Ensure(code string) *SymbolState {
-	s.mu.Lock()
-	defer s.mu.Unlock()
-	if item, ok := s.Items[code]; ok {
-		return item
+	if _, ok := s.Items[i.Code]; !ok {
+		s.Codes = append(s.Codes, i.Code)
 	}
-	item := &SymbolState{Code: code}
-	s.Items[code] = item
-	return item
+	s.Items[i.Code] = i
 }
 
-func (s *ZTState) Remove(code string) {
+func (s *State) Delete(code string) {
 	s.mu.Lock()
 	defer s.mu.Unlock()
+
 	delete(s.Items, code)
+	if index := slices.Index(s.Codes, code); index >= 0 {
+		s.Codes = slices.Delete(s.Codes, index, index+1)
+	}
 }
 
-func (s *ZTState) Codes() []string {
+func (s *State) Save() error {
 	s.mu.Lock()
 	defer s.mu.Unlock()
-	out := make([]string, 0, len(s.Items))
-	for code := range s.Items {
-		out = append(out, code)
-	}
-	return out
-}
 
-func (s *ZTState) Save() {
-	s.mu.Lock()
-	defer s.mu.Unlock()
-	if s.LoadError != "" {
-		return
-	}
-	if err := s.saveUnlocked(); err != nil {
-		s.LoadError = err.Error()
-		logf("ERROR", "[ZT][状态] 保存失败: %v", err)
-		return
-	}
-}
-
-func (s *ZTState) saveUnlocked() error {
-	symbols := map[string]any{}
-	for code, item := range s.Items {
-		symbols[code] = item
-	}
-	payload := filePayload{Version: 1, Data: map[string]any{"symbols": symbols}}
-	raw, err := json.Marshal(payload)
+	// 写入AbsPath文件
+	f, err := os.OpenFile(s.AbsPath, os.O_WRONLY|os.O_CREATE|os.O_TRUNC, 0o644)
 	if err != nil {
-		return err
+		return fmt.Errorf("[状态] 打开文件失败: %v", err)
 	}
-	if err := os.MkdirAll(filepath.Dir(s.path), 0o755); err != nil {
-		return err
-	}
-	tmp := s.path + ".tmp"
-	if err := os.WriteFile(tmp, raw, 0o644); err != nil {
-		return err
-	}
-	return replaceFile(tmp, s.path)
-}
+	defer f.Close()
 
-func replaceFile(tmp, dest string) error {
-	if err := os.Rename(tmp, dest); err == nil {
-		return nil
+	encoder := json.NewEncoder(f)
+	encoder.SetIndent("", "  ")
+	if err := encoder.Encode(s.Items); err != nil {
+		return fmt.Errorf("[状态] 写入失败: %v", err)
 	}
-	_ = os.Remove(dest)
-	return os.Rename(tmp, dest)
+	return nil
 }

go-client/apps/zt/logic/watch.go

@@ -1,43 +1,54 @@
 package logic
 
 import (
-	"big-qmt/go-client/config"
 	"sync"
 	"time"
 )
 
+var (
+	WatchExpireTime  = 5 * time.Minute
+	WatchReThreshold = 0.61
+
+	OpenWatch   *WatchMu
+	PosbuyWatch *WatchMu
+)
+
 type dipWatch struct {
 	LastClose float64
 	ExpiresAt time.Time
 }
 
-var openDip = struct {
-	mu    sync.Mutex
-	store map[string]dipWatch
-}{store: map[string]dipWatch{}}
+type WatchMu struct {
+	mu   sync.Mutex
+	Data map[string]dipWatch
+}
 
-var posDip = struct {
-	mu    sync.Mutex
-	store map[string]dipWatch
-}{store: map[string]dipWatch{}}
+func InitWatch() {
+	OpenWatch = &WatchMu{
+		Data: make(map[string]dipWatch),
+	}
+	PosbuyWatch = &WatchMu{
+		Data: make(map[string]dipWatch),
+	}
+}
 
-func dipTriggered(mu *sync.Mutex, store map[string]dipWatch, tag, code string, price float64) bool {
+func (w *WatchMu) Triggered(tag, code string, price float64) bool {
 	if price <= 0 {
 		return false
 	}
-	mu.Lock()
-	defer mu.Unlock()
+	w.mu.Lock()
+	defer w.mu.Unlock()
 	now := time.Now()
-	watch, ok := store[code]
+	watch, ok := w.Data[code]
 	if !ok || now.After(watch.ExpiresAt) || now.Equal(watch.ExpiresAt) {
-		store[code] = dipWatch{LastClose: price, ExpiresAt: now.Add(time.Duration(config.Account.WatchTimeoutSec) * time.Second)}
+		w.Data[code] = dipWatch{LastClose: price, ExpiresAt: now.Add(WatchExpireTime)}
 		logf("INFO", "[%s-观察] %s 现价=%.2f", tag, code, price)
 		return false
 	}
 	if price < watch.LastClose {
 		watch.LastClose = price
-		watch.ExpiresAt = now.Add(time.Duration(config.Account.WatchTimeoutSec) * time.Second)
-		store[code] = watch
+		watch.ExpiresAt = now.Add(WatchExpireTime)
+		w.Data[code] = watch
 		logf("INFO", "[%s-下跌] %s 刷新低点=%.2f", tag, code, price)
 		return false
 	}
@@ -45,11 +56,11 @@ func dipTriggered(mu *sync.Mutex, store map[string]dipWatch, tag, code string, p
 	if rebound <= 0 {
 		return false
 	}
-	if rebound < config.Account.ReboundThreshold {
-		logf("INFO", "[%s-等待] %s 反弹=%.2f%% 阈值=%.2f%%", tag, code, rebound, config.Account.ReboundThreshold)
+	if rebound < WatchReThreshold {
+		logf("INFO", "[%s-等待] %s 反弹=%.2f%% 阈值=%.2f%%", tag, code, rebound, WatchReThreshold)
 		return false
 	}
-	delete(store, code)
+	delete(w.Data, code)
 	logf("INFO", "[%s-触发] %s 反弹=%.2f%% 低点=%.2f", tag, code, rebound, watch.LastClose)
 	return true
 }

go-client/apps/zt/main.go

@@ -16,6 +16,10 @@ import (
 	"github.com/robfig/cron/v3"
 )
 
+var (
+	StrategyName = "zt"
+)
+
 func main() {
 	log.SetFlags(log.LstdFlags | log.Lmicroseconds)
 	ctx, stop := signal.NotifyContext(context.Background(), os.Interrupt, syscall.SIGTERM)
@@ -34,8 +38,16 @@ func main() {
 		return
 	}
 
+	// 初始化
+	logic.InitWatch()
+	if err := logic.InitState(StrategyName); err != nil {
+		log.Panicln("ERROR", err.Error())
+	}
+	if err := logic.SyncPositions(positions); err != nil {
+		log.Panicln("ERROR", err.Error())
+	}
+
 	// 第三步：连接成功后接管首次持仓并打印账户概览。
-	logic.BootstrapState(positions)
 	logic.Overview(assets, positions)
 	signals, err := libs.FetchSignal(libs.Dcm_Signal, config.Account.HostKey)
 	if err != nil {
@@ -57,7 +69,7 @@ func main() {
 	}
 	scheduler.Start()
 	log.Printf("[INFO] [ZT] 计划任务已启动")
-	
+
 	<-ctx.Done()
 	<-scheduler.Stop().Done()
 	log.Printf("[INFO] [ZT] 停止")

go-client/config/config.go

@@ -25,16 +25,14 @@ type GlobalConfig struct {
 }
 
 type AccountConfig struct {
-	AccountID        string  `yaml:"account_id"`
-	HostKey          string  `yaml:"host_key"`
-	OrderTimeoutSec  int     `yaml:"order_timeout_seconds"`
-	BuyValue         float64 `yaml:"buy_value"`
-	MinCashRatio     float64 `yaml:"min_cash_ratio"`
-	LossTriggerPct   float64 `yaml:"loss_trigger_pct"`
-	GridStepPct      float64 `yaml:"grid_step_pct"`
-	MinProfitPct     float64 `yaml:"min_profit_pct"`
-	WatchTimeoutSec  int     `yaml:"watch_timeout_seconds"`
-	ReboundThreshold float64 `yaml:"rebound_threshold"`
+	AccountID       string  `yaml:"account_id"`
+	HostKey         string  `yaml:"host_key"`
+	OrderTimeoutSec int     `yaml:"order_timeout_seconds"`
+	BuyValue        float64 `yaml:"buy_value"`
+	MinCashRatio    float64 `yaml:"min_cash_ratio"`
+	LossTriggerPct  float64 `yaml:"loss_trigger_pct"`
+	GridStepPct     float64 `yaml:"grid_step_pct"`
+	MinProfitPct    float64 `yaml:"min_profit_pct"`
 }
 
 // Load 根据 global.yaml 中的 hosts 映射加载当前计算机的账户配置。