refactor QMT client and optimize API

py-client/strategy/trend/boot.py

@@ -12,6 +12,7 @@ from datetime import datetime
 import config
 from libs import init_signals, market_allow_open, trading_time
 from sdk import Client
+from libs.grid_take_profit import GridTrailingTracker
 from .state import State
 from .order import OrderBook
 from .watch import DipWatch
@@ -78,7 +79,9 @@ def StartTrend() -> None:
         config.account_config.strategy,
         config.account_config.account_id,
     )
-    storeState.sync_positions(positions)
+    orders = client.trade_detail_data("order")
+    deals = client.deals()
+    storeState.reconcile(positions, orders, deals)
 
     # 获取本策略的信号开仓数据
     signals = init_signals(config.global_config,["morning","tail","arbitrage"])
@@ -90,6 +93,7 @@ def StartTrend() -> None:
         orders=OrderBook(),
         open_watch=DipWatch(),
         add_watch=DipWatch(),
+        profit_tracker=GridTrailingTracker(config.account_config.grid_step_pct),
     )
 
     logging.info(
@@ -129,9 +133,9 @@ def RunOnce(run: Runtime, signals) -> None:
     except Exception:
         logging.exception("获取资产失败")
         return
-    if assets.available < assets.total * run.account_cfg.min_cash_ratio:
+    allow_open_by_cash = assets.available >= assets.total * run.account_cfg.min_cash_ratio
+    if not allow_open_by_cash:
         logging.info("资金总闸：可用金额太少，禁止开新仓")
-        return
 
     # 3. 获取大盘状态，只有大盘信号允许时才执行开仓。
     market_ok = market_allow_open(run.global_cfg.api_host)
@@ -143,11 +147,23 @@ def RunOnce(run: Runtime, signals) -> None:
         logging.exception("获取持仓失败")
         return
 
+    active_codes = set(position_codes)
+    removed_codes = set(run.state.codes) - active_codes
+    for code in removed_codes:
+        run.state.delete(code)
+        run.open_watch.forget(code)
+        run.add_watch.forget(code)
+    if removed_codes:
+        run.state.save()
+
     # 5. 验证有效开仓信号：排除已有持仓，并按 signal_allow 过滤。
     position_code_set = set(position_codes)
-    allow_open = [
-        signal for signal in signals if signal.code not in position_code_set
-    ]
+    allow_open = []
+    seen_codes = set(position_code_set)
+    for signal in signals:
+        if signal.code not in seen_codes:
+            allow_open.append(signal)
+            seen_codes.add(signal.code)
 
     # 6. 获取持仓和待开仓证券的实时行情 tick。
     all_codes = list(position_codes)
@@ -161,7 +177,7 @@ def RunOnce(run: Runtime, signals) -> None:
         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:
+    if allow_open and market_ok and allow_open_by_cash:
         open_signal(run, ticks, allow_open)
 
     # 8. 持仓计算。当前 Go 版本的 managePositions 为空，保留扩展入口。