Optimize

py-client/strategy/zt/boot.py

@@ -4,6 +4,7 @@ from __future__ import annotations
 
 import logging
 import time
+from concurrent.futures import Future, ThreadPoolExecutor
 from datetime import datetime, time as clock_time
 
 import config
@@ -15,7 +16,7 @@ from sdk import Client
 from strategy.trend.order import OrderBook
 from strategy.trend.watch import DipWatch
 
-from .open import open_base
+from .open import open_signal
 from .positions import manage_positions
 from .runtime import Runtime
 from .state import TState
@@ -50,11 +51,10 @@ def RunOnce(run: Runtime) -> None:
         return
     today = datetime.now().date().isoformat()
     try:
-        run.state.reconcile(positions, run.orders.data, today)
+        signals = init_signals(run.global_cfg, run.account_cfg.signal_allow)
     except Exception:
-        logging.exception("[ZT] 状态对账失败")
+        logging.exception("[ZT] 获取 dcm 信号失败")
         return
-    signals = init_signals(run.global_cfg, run.account_cfg.signal_allow)
     candidate_codes = [item.code for item in signals if item.code not in position_codes]
     codes = list(dict.fromkeys(position_codes + candidate_codes))
     try:
@@ -63,13 +63,50 @@ def RunOnce(run: Runtime) -> None:
         logging.exception("[ZT] 获取行情失败")
         return
     market_ok = market_allow_open(run.global_cfg.api_host)
-    if market_ok and assets.available >= assets.total * run.account_cfg.min_cash_ratio:
-        open_base(run, ticks, signals)
-    manage_positions(
-        run,
-        ticks,
-        positions,
-        assets.available,
-        today,
-        force_buy_back=datetime.now().time() >= clock_time(14, 50),
-    )
+    can_open = market_ok and assets.available >= assets.total * run.account_cfg.min_cash_ratio
+    force_buy_back = datetime.now().time() >= clock_time(14, 50)
+
+    # 状态对账与开仓判断并行。持仓线程在自己的线程中等待对账完成，
+    # 以保证它读取到最新的底仓和做 T 轮次状态，避免并发写 State。
+    with ThreadPoolExecutor(max_workers=3, thread_name_prefix="zt") as executor:
+        state_future = executor.submit(run.state.reconcile, positions, run.orders.data, today)
+        open_future = executor.submit(_run_open_signal, state_future, run, ticks, signals, can_open)
+        positions_future = executor.submit(
+            _run_manage_positions,
+            state_future,
+            run,
+            ticks,
+            positions,
+            assets.available,
+            today,
+            force_buy_back,
+        )
+        _wait_worker("状态对账", state_future)
+        _wait_worker("开仓", open_future)
+        _wait_worker("持仓管理", positions_future)
+
+
+def _run_open_signal(state_future: Future, run: Runtime, ticks, signals, can_open: bool) -> None:
+    state_future.result()
+    if can_open:
+        open_signal(run, ticks, signals)
+
+
+def _run_manage_positions(
+    state_future: Future,
+    run: Runtime,
+    ticks,
+    positions,
+    available: float,
+    today: str,
+    force_buy_back: bool,
+) -> None:
+    state_future.result()
+    manage_positions(run, ticks, positions, available, today, force_buy_back)
+
+
+def _wait_worker(name: str, future: Future) -> None:
+    try:
+        future.result()
+    except Exception:
+        logging.exception("[ZT] %s线程失败", name)