feat client.

py-client/strategy/trend/boot.py

@@ -10,7 +10,9 @@ import time
 from datetime import datetime
 
 import config
-from libs import init_signals, market_allow_open, trading_time
+from libs.calc import trading_time
+from libs.market import market_allow_open
+from libs.signal import init_signals, SignalItem
 from sdk import Client
 from libs.grid_take_profit import GridTrailingTracker
 from .state import State
@@ -113,16 +115,18 @@ def StartTrend() -> None:
         time.sleep(max(0.0, 30.0 - elapsed))
 
 
-def RunOnce(run: Runtime, signals) -> None:
+def RunOnce(run: Runtime, signals:list[SignalItem]) -> None:
     """按固定步骤执行一轮趋势策略， ``RunOnce``。"""
     if not trading_time(datetime.now()):
         return
 
-    # 1. 取消超过有效期仍未完成的委托订单。
+    # 1. 刷新订单数据，清理过期订单。
     try:
         run.orders.refresh(run.client)
     except Exception:
         logging.exception("取消过期订单失败")
+        return
+
 
     # 2. 验证可用资金；低于资金安全线时禁止开新仓。
     try:
@@ -144,37 +148,25 @@ def RunOnce(run: Runtime, signals) -> None:
         logging.exception("获取持仓失败")
         return
 
-    # 每轮使用最新委托和成交恢复状态。查询或落盘失败时禁止继续开仓，
-    # 避免在订单结果不明确的情况下提交重复买单。
-    previous_state_codes = set(run.state.codes)
+    # 5. 更新状态机
     try:
-        broker_orders = run.client.trade_detail_data("order")
-        run.state.reconcile(positions, broker_orders)
+        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
 
-    removed_codes = previous_state_codes - set(run.state.codes)
-    for code in removed_codes:
-        run.open_watch.forget(code)
-        run.add_watch.forget(code)
-
-    # 5. 验证有效开仓信号：排除已有持仓和未决订单。
-    position_code_set = set(position_codes)
-    allow_open = []
-    seen_codes = position_code_set | set(run.state.unresolved_codes)
+    # 6. 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:
-        if signal.code not in seen_codes:
+        if signal.code not in position_codes:
             allow_open.append(signal)
-            seen_codes.add(signal.code)
+            allow_codes.append(signal.code)
 
     # 6. 获取持仓和待开仓证券的实时行情 tick。
-    all_codes = list(position_codes)
-    all_codes.extend(
-        signal.code for signal in allow_open if signal.code not in position_code_set
-    )
+    all_codes = allow_codes + position_codes
     try:
-        ticks = run.client.full_tick(list(dict.fromkeys(all_codes)))
+        ticks = run.client.full_tick(all_codes)
     except Exception:
         logging.exception("获取行情失败")
         return