refactor QMT client and optimize API

py-client/strategy/trend/order.py

@@ -15,7 +15,7 @@ OFFSET_FLAG = {"23": "BUY", "24": "SELL", "48": "BUY", "49": "SELL"}
 BUSY_STATUSES = {"48", "49", "50", "51", "52", "55"}
 
 
-@dataclass(frozen=True)
+@dataclass(frozen=True, slots=True)
 class PlaceOrderRequest:
     """``OrderBook.place`` 提交委托所需的全部参数。"""
 
@@ -24,9 +24,10 @@ class PlaceOrderRequest:
     code: str
     volume: int
     order_id: str
+    strategy_name: str
 
 
-@dataclass
+@dataclass(slots=True)
 class OrderItem:
     """从 QMT 委托明细转换得到的本地订单记录。"""
 
@@ -37,6 +38,7 @@ class OrderItem:
     status: str
     created_at: datetime | None
     volume: int
+    local_order_id: str = ""
 
 
 class OrderBook:
@@ -50,8 +52,8 @@ class OrderBook:
 
     @staticmethod
     def new_order_id(leg: str) -> str:
-        """生成不超过 24 个字符的策略订单号。"""
-        return f"zt-{leg}-{secrets.token_hex(6)}"[:24]
+        """生成短订单号，为 QMT 备注中的信号键预留空间。"""
+        return f"zt-{leg[:1]}-{secrets.token_hex(4)}"
 
     def is_lock(self, side: str, code: str) -> bool:
         """判断证券在指定买卖方向上是否已经被委托锁定。"""
@@ -61,8 +63,9 @@ class OrderBook:
     def busy(self, code: str, side: str) -> bool:
         """判断证券是否存在仍在处理中的同方向委托。"""
         with self.lock:
-            order = self.data.get(f"{side}-{code}")
-            return bool(order and order.status in BUSY_STATUSES)
+            key = f"{side}-{code}"
+            order = self.data.get(key)
+            return key in self.index or bool(order and order.status in BUSY_STATUSES)
 
     def refresh(self, client: Any) -> None:
         """从 QMT 刷新当前委托明细和方向索引。"""
@@ -71,7 +74,9 @@ class OrderBook:
         ]
         with self.lock:
             self.data = {key: item for key, item in parsed_orders}
-            self.index = [key for key, _ in parsed_orders]
+            self.index = [
+                key for key, item in parsed_orders if item.status in BUSY_STATUSES
+            ]
 
     def cancel_expired(self, client: Any, now: datetime | None = None) -> None:
         """尝试撤销超过有效期且具有委托编号的订单。"""
@@ -85,20 +90,39 @@ class OrderBook:
                 and current - order.created_at > self.timeout
                 and order.id
             ):
-                client.can_cancel_order(order.id)
+                client.cancel_by_id(order.id)
 
     def place(self, request: PlaceOrderRequest) -> bool:
         """按最新价提交委托，并立即写入本地方向锁。"""
-        request.client.passorder_latest_tagged(
+        result = request.client.passorder_latest_tagged(
             request.op,
             request.code,
             request.volume,
+            request.strategy_name,
             request.order_id,
         )
+        if not isinstance(result, dict):
+            return False
+        order_ref = str(result.get("order_ref") or "").strip().lower()
+        if result.get("status") != "success" or order_ref in {"", "unknown", "none"}:
+            return False
 
         side = OFFSET_FLAG.get(str(request.op), "")
+        pending = OrderItem(
+            id=order_ref,
+            code=request.code,
+            side=side,
+            remark=request.order_id,
+            status="48",
+            created_at=datetime.now(),
+            volume=request.volume,
+            local_order_id=request.order_id,
+        )
         with self.lock:
-            self.index.append(f"{side}-{request.code}")
+            key = f"{side}-{request.code}"
+            self.data[key] = pending
+            if key not in self.index:
+                self.index.append(key)
         return True
 
 
@@ -126,6 +150,7 @@ def parse_order(row: dict[str, Any]) -> tuple[str, OrderItem]:
         status=str(row.get("m_nOrderStatus") or ""),
         created_at=created_at,
         volume=volume,
+        local_order_id=_local_order_id(str(row.get("m_strRemark") or "")),
     )
     return f"{item.side}-{item.code}", item
 
@@ -146,3 +171,8 @@ def _parse_insert_datetime(row: dict[str, Any]) -> datetime | None:
         return datetime.strptime(date + clock, "%Y%m%d%H%M%S")
     except ValueError:
         return None
+
+
+def _local_order_id(remark: str) -> str:
+    """兼容 ``local_order_id|signal_key`` 形式的 QMT 备注。"""
+    return remark.split("|", 1)[0] if remark else ""