Optimize

py-client/strategy/trend/boot.py

@@ -7,6 +7,7 @@ from __future__ import annotations
 
 import logging
 import time
+from concurrent.futures import Future, ThreadPoolExecutor
 from datetime import datetime
 
 import config
@@ -25,9 +26,6 @@ from .positions import manage_positions
 
 def Overview(assets, positions, account_cfg=None) -> None:
     """打印策略启动时的账户、资金和持仓概览。
-
-    该函数对应 Go 客户端 ``logic.Overview``。为便于单独测试，可以
-    显式传入账户配置；未传入时使用 ``config.account_config``。
     """
     account_cfg = account_cfg or config.account_config
 
@@ -99,20 +97,24 @@ def StartTrend() -> None:
         open_watch=DipWatch(),
         add_watch=DipWatch(),
         profit_tracker=GridTrailingTracker(config.account_config.grid_step_pct),
+        executor=ThreadPoolExecutor(max_workers=2, thread_name_prefix="trend"),
     )
 
     Overview(assets, positions, config.account_config)
 
-    while True:
-        started_at = time.monotonic()
-        try:
-            RunOnce(run, signals)
-        except Exception:
-            # 单轮错误只记录日志，下一轮仍继续运行。
-            logging.exception("趋势策略本轮执行失败")
+    try:
+        while True:
+            started_at = time.monotonic()
+            try:
+                RunOnce(run, signals)
+            except Exception:
+                # 单轮错误只记录日志，下一轮仍继续运行。
+                logging.exception("趋势策略本轮执行失败")
 
-        elapsed = time.monotonic() - started_at
-        time.sleep(max(0.0, 30.0 - elapsed))
+            elapsed = time.monotonic() - started_at
+            time.sleep(max(0.0, 30.0 - elapsed))
+    finally:
+        run.executor.shutdown(wait=True, cancel_futures=True)
 
 
 def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
@@ -148,14 +150,7 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
         logging.exception("获取持仓失败")
         return
 
-    # 5. 更新状态机
-    try:
-        run.state.reconcile(positions, run.orders.data)
-    except Exception:
-        logging.exception("订单状态对账失败，本轮禁止自动交易")
-        return
-
-    # 6. 验证有效开仓信号：排除已有持仓和未决订单。
+    # 5. 验证有效开仓信号：排除已有持仓和未决订单。
     allow_open: list[SignalItem] = []
     allow_codes: list[str] = []
     for signal in signals:
@@ -164,16 +159,48 @@ def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
             allow_codes.append(signal.code)
 
     # 6. 获取持仓和待开仓证券的实时行情 tick。
-    all_codes = allow_codes + position_codes
+    all_codes = list(dict.fromkeys(position_codes + allow_codes))
     try:
         ticks = run.client.full_tick(all_codes)
     except Exception:
         logging.exception("获取行情失败")
         return
 
-    # 7. 执行开仓：必须同时存在有效信号且大盘允许开仓。
-    if allow_open and market_ok and allow_open_by_cash:
-        open_signal(run, ticks, allow_open)
+    # 7. 更新状态机
+    try:
+        run.state.reconcile(positions, run.orders.data)
+    except Exception:
+        logging.exception("订单状态对账失败，本轮禁止自动交易")
+        return
 
-    # 8. 持仓计算。当前 Go 版本的 managePositions 为空，保留扩展入口。
-    manage_positions(run, ticks, positions, market_ok,assets.available)
+    # 启动线程，开始计算
+    # 9. 持仓计算。
+    futures: list[tuple[str, Future]] = [
+        (
+            "持仓计算",
+            run.executor.submit(
+                manage_positions,
+                run,
+                ticks,
+                positions,
+                market_ok,
+                assets.available,
+            ),
+        )
+    ]
+
+    # 10. 开仓计算：必须同时存在有效信号且大盘允许开仓。
+    if allow_open and market_ok and allow_open_by_cash:
+        futures.append(("开仓计算", run.executor.submit(open_signal, run, ticks, allow_open)))
+
+    # 11. 开始执行
+    for name, future in futures:
+        _wait_worker(name, future)
+
+
+def _wait_worker(name: str, future: Future) -> None:
+    """保留单轮继续运行的语义，分别记录工作线程异常。"""
+    try:
+        future.result()
+    except Exception:
+        logging.exception("趋势策略%s线程失败", name)