refactor QMT client and optimize API

AUDIT_AND_REMEDIATION.md

@@ -0,0 +1,372 @@
+# big-qmt 项目审计与整改建议
+
+- 审计日期：2026-08-28
+- 审计范围：服务端 `api/`、客户端 `py-client/`
+- 审计方式：静态代码检查、调用链核对、只读语法编译
+- 当前状态：仅供人工确认，尚未实施代码整改
+
+## 一、总体结论
+
+当前版本不建议直接进入实盘运行。
+
+服务端存在文件编码导致的启动级错误，且所有 QMT 调用和大对象序列化都在 Tornado 主线程同步执行。客户端的持仓管理、止盈、补仓、撤单和下单确认链存在多处必现错误或状态不一致风险。
+
+建议按以下顺序处理：
+
+1. 恢复服务端和客户端的基本可运行性。
+2. 修复交易安全相关的订单确认、撤单和持仓数据模型。
+3. 为止盈、补仓、订单状态机建立测试。
+4. 在确认 QMT 线程约束后优化服务端响应速度。
+5. 最后进行结构简化和重复代码清理。
+
+---
+
+## 二、P0：启动及交易安全问题
+
+### 2.1 服务端文件编码不一致，程序无法正常编译
+
+位置：`api/QMT_API.py:1`
+
+现状：
+
+```python
+# -*- coding: gbk -*-
+```
+
+文件实际内容包含 UTF-8 字节，只读编译时报错：
+
+```text
+SyntaxError: 'gbk' codec can't decode byte ...
+```
+
+影响：服务端可能在载入阶段直接退出，所有 API 不可用。
+
+解决方案：
+
+如果运行环境强制要求 GBK，则必须把整个文件真实转换为 GBK，不能只修改声明。
+
+验收标准：
+
+- 中文日志和错误响应无乱码。
+
+### 2.2 客户端持仓对象被错误当成字典和二元组使用
+
+位置：`py-client/strategy/trend/positions.py:32-40`
+
+现状：`client.positions()` 返回 `list[Position]`，但代码同时使用：
+
+```python
+for idx, pos in positions:
+code = pos["stock_code"]
+avg_price = pos.get("avg_price", 0)
+```
+
+行情结果同样是 `Tick` dataclass，却使用字典的 `.get()`。
+
+影响：进入持仓管理后必然抛出 `TypeError` 或 `AttributeError`，止盈和补仓完全无法执行。
+
+解决方案：
+
+全项目统一使用 SDK dataclass + __slots__，不再混用原始字典。
+
+验收标准：
+
+- 使用真实 `Position`、`Tick` 对象执行一轮不抛异常。
+
+### 2.3 `handle_profit` 调用参数和函数签名不一致
+
+位置：
+
+- 调用：`py-client/strategy/trend/positions.py:58`
+- 定义：`py-client/strategy/trend/positions.py:73`
+
+影响：修复持仓遍历后，下一步仍会立即触发 `TypeError`。
+
+解决方案：
+删除未使用的 `open_price`、`strategy_name` 或把它们纳入统一模型。
+
+推荐接口：
+
+```python
+def handle_profit(
+    runtime: Runtime,
+    position: Position,
+    tick: Tick,
+    pnl_rate: float,
+) -> ProfitDecision:
+    ...
+```
+
+验收标准：
+
+- 静态类型检查能够发现参数数量错误。
+- ARMED、RAISED、STEADY、RETREAT 四种状态都有测试。
+
+### 2.4 补仓流程存在多处必现错误
+
+位置：`py-client/strategy/trend/positions.py:118-159`
+
+问题包括：
+
+- `StateItem` 被当成字典调用 `.get()`。
+- `orders.busy()` 多传入一个 `run` 参数。
+- 某些分支只返回 `False`，调用方却解包两个值。
+- 使用不存在的 `run.state.STATUS_ING`。
+- `state.added_num = +1` 每次都赋值为 1，并非累加。
+- `LOSS_TIERS[added_num]` 可能数组越界。
+- 下单后没有扣减本轮剩余预算，多持仓可能超额补仓。
+
+解决方案：
+
+1. 所有 `StateItem` 字段改为属性访问。
+2. `orders.busy(code, "BUY")` 使用正确签名。
+3. 所有返回分支统一返回结构，推荐使用 dataclass + __slots__：
+
+```python
+@dataclass(frozen=True)
+class TradeDecision:
+    submitted: bool
+    message: str = ""
+    reserved_cash: float = 0.0
+```
+
+4. 使用模块常量 `STATUS_ING`，或把状态定义成 `Enum`。
+5. 补仓次数使用 `state.added_num += 1`。
+6. 当 `added_num >= len(LOSS_TIERS)` 时明确禁止继续补仓。
+7. `RunOnce` 创建本轮 `remaining_cash`，每次成功提交补仓后立即扣减。
+
+验收标准：
+
+- 第 0、1、2 次补仓边界均有测试。
+- 超过最大补仓次数不会抛异常或继续下单。
+
+### 2.5 止盈跟踪器每轮重建，无法形成跨轮回撤
+
+位置：`py-client/strategy/trend/positions.py:31`
+
+影响：每轮都会清空最高盈利网格，止盈状态无法从 ARMED/RAISED 演进至 RETREAT。
+
+解决方案：
+
+1. `GridTrailingTracker` 应作为 `Runtime` 字段，在策略启动时只创建一次。
+2. 检查是否有定时清理的功能
+
+验收标准：
+
+- 连续输入 2.1%、3.1%、2.9% 能产生 ARMED、RAISED、RETREAT。
+- 相同股票不同账户的峰值互不污染。
+- 清仓后重新建仓不会继承旧峰值。
+
+### 2.6 “取消过期订单”只查询可撤状态，没有执行撤单
+
+位置：
+
+- 客户端：`py-client/strategy/trend/order.py:74-88`
+- 服务端：`api/QMT_API.py:962-969`
+
+影响：过期订单一直保留，订单锁可能长期阻止新交易。
+
+解决方案：
+
+方案 A，推荐：新增按真实委托号撤单接口。
+
+```text
+POST /api/order/cancel_by_id
+body: {order_id, account_type}
+```
+
+服务端先执行 `can_cancel_order()`，可撤时调用真正的 `cancel()`，并返回撤单请求结果。
+
+
+验收标准：
+
+- 暂时不做验证，后期验证
+
+### 2.7 低现金资金闸同时跳过卖出管理
+
+位置：`py-client/strategy/trend/boot.py:126-134`
+
+影响：可用资金不足时直接结束整轮流程，持仓止盈和风险退出也被禁止。
+
+解决方案：
+
+把“是否允许新开仓/补仓”和“是否允许卖出”拆成不同条件。
+
+验收标准：
+
+- 可用现金低于阈值时不开仓、可补仓。
+- 同一情况下满足止盈条件的持仓仍然能够提交卖单。
+
+
+### 2.9 客户端订单标签未真正传给 QMT
+
+位置：
+
+- 客户端发送：`py-client/sdk/trade.py:10-18`
+- 服务端丢弃：`api/QMT_API.py:663`
+
+现状：客户端发送 `strategyName`，服务端调用 `passorder()` 时却硬编码为 `qmt`。
+
+解决方案：
+
+1. 统一：strategy_name 为信号的key,m_strRemark为本地业务订单号。
+2. 同时修改QMT_API.py
+
+验收标准：
+
+- 下单后在 QMT 委托明细中可以看到客户端标签。
+- 能从本地订单 ID 追踪到真实委托号和最终成交。
+
+---
+
+## 三、P1：服务端响应速度整改
+
+
+验收标准：
+
+- 一轮策略账户查询由三次以上 QMT 调用下降为一次快照调用。
+- 下单后下一次快照不会返回过期的订单状态。
+
+### 3.3 大量使用 `dir()` 和 `getattr()` 反射序列化
+
+位置：
+
+- `api/QMT_API.py:920-930`
+- `api/QMT_API.py:943-950`
+- `api/QMT_API.py:979-1031`
+- `api/QMT_API.py:1454-1473`
+
+影响：对每个对象遍历全部属性、捕获异常并转字符串，CPU 开销大，返回字段也不稳定。
+
+解决方案：
+
+1. 为订单、成交、资产、持仓等类型定义固定字段映射。
+2. 只返回客户端实际使用的字段。
+3. 使用统一的轻量转换函数，不在每个 Handler 复制反射循环。
+4. 对未知扩展类型单独保留调试接口，不进入高频生产路径。
+
+验收标准：
+
+- 高频订单查询不再调用 `dir()`。
+- 返回 JSON 字段固定并有接口契约测试。
+- 相同数据量下序列化 CPU 时间明显下降。
+
+
+### 3.5 回调同步写 JSON 文件
+
+位置：`api/QMT_API.py:1475-1516`
+
+影响：目录创建、反射序列化和格式化写盘可能阻塞 QMT 回调线程。
+
+解决方案：
+
+3. 生产环境关闭 `indent=4`。
+4. 使用临时文件替换，避免半写文件。
+
+验收标准：
+
+- 回调函数本身在毫秒级返回。
+- 磁盘慢或不可写时不会阻塞交易回调。
+- 写入失败可监控且不会静默丢失。
+
+### 3.6 客户端 HTTP 没有连接池
+
+位置：`py-client/sdk/client.py:28-47`
+
+影响：每次 `urlopen()` 都可能新建连接，高频轮询产生额外 TCP 开销。
+
+解决方案：
+
+1. 改用支持连接池的 HTTP 客户端，如 `httpx.Client` 或 `requests.Session`。
+2. 整个策略生命周期复用一个 Client。
+3. 设置连接、读取和总超时，不只设置单一 timeout。
+4. 只对幂等查询配置有限重试；下单和撤单不能自动盲重试。
+
+验收标准：
+
+- 连续请求复用 TCP 连接。
+- 查询超时能重试，下单超时进入“结果未知、需对账”状态而不是重复下单。
+
+---
+
+## 四、P1：客户端其他逻辑与可靠性问题
+
+### 4.1 新开仓订单锁可能在同一轮失效
+
+位置：
+
+- `py-client/strategy/trend/open.py:24`
+- `py-client/strategy/trend/order.py:61-65`
+- `py-client/strategy/trend/order.py:99-101`
+
+现状：开仓检查 `busy()`，该方法只查看 `data`；新下单后只把键加入 `index`，没有加入 `data`。
+
+解决方案：
+
+1. 统一锁判断，只保留一个权威接口。
+2. 下单成功后立即插入本地 pending `OrderItem`。
+3. 信号进入处理前按证券代码去重。
+4. 每轮刷新券商订单后用真实订单覆盖本地 pending 状态。
+
+验收标准：同一轮两个来源返回同一证券信号时最多提交一笔买单。
+
+### 4.2 `Runtime` 文档和字段不一致
+
+位置：`py-client/strategy/trend/runtime.py`
+
+现状：文档描述 `peak_grids`，实际 dataclass 没有该字段；持仓代码仍可能访问它。
+
+解决方案：
+
+2. 如果统一使用 `GridTrailingTracker`，删除 `peak_grids` 及所有引用。
+3. 不应同时保留两套止盈峰值实现。
+
+验收标准：项目中只有一种网格峰值状态来源。
+
+### 4.3 `ping_api_host()` 参数无效且吞掉退出信号
+
+位置：`py-client/main.py:59-76`
+
+问题：
+
+- `rpc_host` 参数没有使用。
+- `connect_timeout` 参数没有使用。
+- 使用裸 `except:`，会捕获 `KeyboardInterrupt` 和 `SystemExit`。
+- 无限重试没有最大日志节流或取消事件。
+
+解决方案：
+
+1. 函数重命名为 `wait_for_qmt_api()`，删除无用参数。
+2. 仅捕获网络类异常和 `APIError`。
+3. 允许 `KeyboardInterrupt` 正常终止。
+4. 使用 `threading.Event.wait()` 或可取消等待。
+
+验收标准：API 不可用时可以通过 Ctrl+C 立即退出。
+
+
+
+### 4.5 状态文件缺少完整对账和生命周期
+
+位置：`py-client/strategy/trend/state.py`
+
+解决方案：
+
+1. 启动时用真实持仓、订单和成交三方对账。
+2. `ING` 状态必须根据真实订单结果转为 `OK`、`FAILED`、`CANCELED` 或 `UNKNOWN`。
+3. 已清仓证券应从状态中删除，并清除观察器和止盈峰值。
+4. 状态文件不增加版本号，不增加新字段。
+
+验收标准：程序在下单后崩溃并重启，能够从券商真实状态恢复，而不会重复下单。
+
+### 4.6 日志调用格式错误且异常上下文不足
+
+位置：`py-client/`
+
+现状：不符合 logging 格式化规则。
+
+解决方案：
+
+1. 统一优化日志打印同时输出至文本文件（每天一个文件）。
+
+验收标准：日志输出期间不出现 logging 自身的格式化异常。
+

py-client/config/__init__.py

@@ -7,7 +7,7 @@ from pathlib import Path
 import yaml
 
 
-@dataclass
+@dataclass(slots=True)
 class SignalConfig:
     """单个交易信号的数据源及开仓限制配置。"""
 
@@ -21,7 +21,7 @@ class SignalConfig:
     gt_last_price_is_open: bool = False
 
 
-@dataclass
+@dataclass(slots=True)
 class GlobalConfig:
     """所有主机共享的系统配置。"""
 
@@ -37,7 +37,7 @@ class GlobalConfig:
     signals: dict[str, SignalConfig] = field(default_factory=dict)
 
 
-@dataclass
+@dataclass(slots=True)
 class AccountConfig:
     """当前主机所使用的账户及交易策略参数。"""
 

py-client/libs/grid_take_profit.py

@@ -20,7 +20,7 @@ class GridState(str, Enum):
     STEADY = "steady"     # 仍处于当前峰值网格，继续持有
 
 
-@dataclass(frozen=True)
+@dataclass(frozen=True, slots=True)
 class GridObservation:
     """一次网格观察的不可变结果。"""
 

py-client/libs/signal.py

@@ -4,12 +4,12 @@ import secrets
 from .http import get_json
 
 
-@dataclass
+@dataclass(slots=True)
 class SignalItem:
     signal_key: str = ""; code: str = ""; name: str = ""; desc: str = ""; last_close: float = 0
     tech_indicator: dict[str, float] = field(default_factory=dict)
 
-@dataclass
+@dataclass(slots=True)
 class SignalResult:
     code: str = ""; total: int = 0; updated: str = ""; data: dict[str, SignalItem] = field(default_factory=dict); message: str = ""
 

py-client/main.py

@@ -2,23 +2,25 @@
 # -*- coding: utf-8 -*-
 
 import logging as log
+from logging.handlers import TimedRotatingFileHandler
 import os
 import sys
 import time
 import config
 from dataclasses import dataclass
 import yaml
+import httpx
 
 PROJECT_ROOT = os.path.dirname(os.path.abspath(__file__))
 GLOBAL_CONFIG_PATH = os.path.join(PROJECT_ROOT, "etc", "_global.yaml")
 if PROJECT_ROOT not in sys.path:
     sys.path.insert(0, PROJECT_ROOT)
 
-from sdk import Client
+from sdk import APIError, Client
 from strategy.trend.boot import StartTrend
 
 
-@dataclass(frozen=True)
+@dataclass(frozen=True, slots=True)
 class StrategyDefinition:
     mutex_scope: str
     start_strategy: object
@@ -56,24 +58,47 @@ def check_single_instance(project_root: str) -> bool:
         return False
 
 
-def ping_api_host(
+def wait_for_qmt_api(retry_interval: float = 5.0) -> None:
-    rpc_host: str,
-    retry_interval: float = 5.0,
-    connect_timeout: float = 3.0,
-) -> None:
     """循环检查 API 地址，连通后才返回。"""
     client = Client(config.global_config.qmt_base_url, config.global_config.qmt_token, config.HTTP_TIMEOUT)
 
-    while True:
+    retry_event = __import__("threading").Event()
+    while not retry_event.is_set():
         try:
-            assets = client.assets()
+            client.assets()
             log.info(f"API 服务已连通：{config.global_config.qmt_base_url}")
+            client.close()
             return
-        except:
+        except (APIError, httpx.RequestError) as exc:
             log.warning(
-                f"API 服务未就绪：{config.global_config.qmt_base_url}，{retry_interval:g} 秒后重试"
+                "API 服务未就绪：%s，%g 秒后重试：%s",
+                config.global_config.qmt_base_url,
+                retry_interval,
+                exc,
             )
-            time.sleep(retry_interval)
+            retry_event.wait(retry_interval)
+
+
+def configure_logging(data_dir: str) -> None:
+    """同时输出控制台日志和按天轮转的文本日志。"""
+    log_dir = os.path.join(data_dir, "logs")
+    os.makedirs(log_dir, exist_ok=True)
+    root = log.getLogger()
+    root.setLevel(log.INFO)
+    formatter = log.Formatter("%(asctime)s [%(levelname)s] %(message)s")
+    if not root.handlers:
+        console = log.StreamHandler()
+        console.setFormatter(formatter)
+        root.addHandler(console)
+    file_handler = TimedRotatingFileHandler(
+        os.path.join(log_dir, "py-client.log"),
+        when="midnight",
+        interval=1,
+        backupCount=30,
+        encoding="utf-8",
+    )
+    file_handler.setFormatter(formatter)
+    root.addHandler(file_handler)
     
 def wait_for_any_key() -> None:
     print("按任意键退出...", flush=True)
@@ -96,12 +121,12 @@ def main() -> int:
         config.load()
         if config.global_config is None or config.account_config is None:
             raise RuntimeError("配置尚未加载，请先调用 config.load()")
-        
+        configure_logging(config.global_config.qmt_data_dir)
-        ping_api_host(config.global_config.qmt_base_url)
+        wait_for_qmt_api()
 
         STRATEGIES[config.account_config.strategy].start_strategy()
         return 0
-    except (OSError, yaml.YAMLError, ValueError) as exc:
+    except (OSError, yaml.YAMLError, ValueError, RuntimeError, KeyError) as exc:
             print(f"启动失败: {exc}", file=sys.stderr, flush=True)
             wait_for_any_key()
             return 1

py-client/requirements.txt

@@ -0,0 +1,2 @@
+httpx>=0.27,<1
+PyYAML>=6.0

py-client/sdk/client.py

@@ -1,10 +1,9 @@
 from __future__ import annotations
 
-import json
 from dataclasses import asdict, is_dataclass
 from typing import Any
-from urllib.error import HTTPError
+
-from urllib.request import Request, urlopen
+import httpx
 
 from .errors import APIError, BusinessError
 
@@ -14,11 +13,28 @@ def csv_join(items: list[str]) -> str:
 
 
 class Client:
+    """复用连接池的同步 QMT HTTP 客户端。"""
+
     def __init__(self, base_url: str, token: str, timeout: float = 15.0) -> None:
         self.base_url = base_url.rstrip("/")
         self.token = token
         self.timeout = timeout if timeout > 0 else 15.0
         self.account_type = "stock"
+        self.http = httpx.Client(
+            base_url=self.base_url,
+            headers={"X-Token": token, "Accept": "application/json"},
+            timeout=httpx.Timeout(self.timeout),
+            limits=httpx.Limits(max_connections=20, max_keepalive_connections=10),
+        )
+
+    def close(self) -> None:
+        self.http.close()
+
+    def __enter__(self) -> "Client":
+        return self
+
+    def __exit__(self, *_args: object) -> None:
+        self.close()
 
     def set_account_type(self, account_type: str) -> "Client":
         if account_type.strip():
@@ -26,28 +42,38 @@ class Client:
         return self
 
     def _request(self, method: str, path: str, body: Any = None) -> Any:
-        data = None
+        if is_dataclass(body):
-        headers = {"X-Token": self.token, "Accept": "application/json"}
+            body = asdict(body)
-        if method != "GET":
+        attempts = 2 if _is_idempotent(method, path) else 1
-            if body is None: body = {}
+        response: httpx.Response | None = None
-            if is_dataclass(body): body = asdict(body)
+        for attempt in range(attempts):
-            data = json.dumps(body, ensure_ascii=False).encode()
+            try:
-            headers["Content-Type"] = "application/json"
+                response = self.http.request(method, path, json=body)
-        request = Request(self.base_url + path, data=data, headers=headers, method=method)
+                break
+            except (httpx.ConnectError, httpx.ReadTimeout):
+                if attempt + 1 == attempts:
+                    raise
+        assert response is not None
+        if response.status_code >= 400:
+            try:
+                message = response.json().get("error", response.text)
+            except (ValueError, AttributeError):
+                message = response.text.strip()
+            raise APIError(response.status_code, str(message))
+        if not response.content:
+            return None
         try:
-            with urlopen(request, timeout=self.timeout) as response:
+            return response.json()
-                raw = response.read()
+        except ValueError as exc:
-        except HTTPError as exc:
+            raise ValueError(
-            raw = exc.read()
+                f"invalid JSON from {path}: {response.content[:512]!r}"
-            try: message = json.loads(raw).get("error", raw.decode(errors="replace"))
+            ) from exc
-            except (ValueError, AttributeError): message = raw.decode(errors="replace").strip()
-            raise APIError(exc.code, str(message)) from exc
-        if not raw: return None
-        try: return json.loads(raw)
-        except ValueError as exc: raise ValueError(f"invalid JSON from {path}: {raw[:512]!r}") from exc
 
-    def _get(self, path: str) -> Any: return self._request("GET", path)
+    def _get(self, path: str) -> Any:
-    def _post(self, path: str, body: Any = None) -> Any: return self._request("POST", path, body)
+        return self._request("GET", path)
+
+    def _post(self, path: str, body: Any = None) -> Any:
+        return self._request("POST", path, {} if body is None else body)
 
     def _get_field(self, path: str, key: str) -> Any:
         return self._get(path).get(key)
@@ -57,3 +83,20 @@ class Client:
         if isinstance(result, dict) and result.get("error"):
             raise BusinessError(result["error"])
         return result.get(key, result) if key and isinstance(result, dict) else result
+
+
+def _is_idempotent(method: str, path: str) -> bool:
+    if method == "GET":
+        return True
+    prefixes = (
+        "/api/v2/",
+        "/api/holding",
+        "/api/money/",
+        "/api/context/",
+        "/api/check/",
+        "/api/data/",
+        "/api/trade/trade_detail_data",
+        "/api/order/deal",
+    )
+    unsafe = ("subscribe", "unsubscribe")
+    return path.startswith(prefixes) and not any(word in path for word in unsafe)

py-client/sdk/models.py

@@ -11,7 +11,7 @@ def _number(value: Any, kind: type = float) -> Any:
         return kind()
 
 
-@dataclass
+@dataclass(slots=True)
 class Position:
     stock_code: str = ""
     stock_name: str = ""
@@ -44,20 +44,20 @@ class Position:
         )
 
 
-@dataclass
+@dataclass(slots=True)
 class Assets:
     total: float = 0.0
     available: float = 0.0
 
 
-@dataclass
+@dataclass(slots=True)
 class Tick:
     last_price: float = 0.0
     last_close: float = 0.0
     raw: dict[str, Any] = field(default_factory=dict)
 
 
-@dataclass
+@dataclass(slots=True)
 class HistoryDataRequest:
     length: int = 10
     period: str = ""
@@ -66,7 +66,7 @@ class HistoryDataRequest:
     skip_paused: bool = True
 
 
-@dataclass
+@dataclass(slots=True)
 class MarketDataRequest:
     fields: list[str] = field(default_factory=list)
     stocks: list[str] = field(default_factory=list)
@@ -77,7 +77,7 @@ class MarketDataRequest:
     count: int = 0
 
 
-@dataclass
+@dataclass(slots=True)
 class FinancialDataRequest:
     tabname: str = ""; colname: str = ""; market: str = ""; code: str = ""
     report_type: str = ""; barpos: int = 0
@@ -85,22 +85,22 @@ class FinancialDataRequest:
     start_date: str = ""; end_date: str = ""
 
 
-@dataclass
+@dataclass(slots=True)
 class FactorDataRequest:
     field_list: list[str] = field(default_factory=list); stock_list: list[str] = field(default_factory=list)
     stock_code: str = ""; start_date: str = ""; end_date: str = ""
 
 
-@dataclass
+@dataclass(slots=True)
 class BSMPriceRequest:
     option_type: str; object_prices: Any; strike_price: float; risk_free: float; sigma: float; days: int; dividend: float
 
 
-@dataclass
+@dataclass(slots=True)
 class BSMIVRequest:
     option_type: str; object_prices: float; strike_price: float; option_price: float; risk_free: float; days: int; dividend: float
 
 
-@dataclass
+@dataclass(slots=True)
 class LocalDataRequest:
     stock_code: str; start_time: str = ""; end_time: str = ""; period: str = ""; divid_type: str = ""; count: int = 0

py-client/sdk/trade.py

@@ -13,9 +13,20 @@ class TradeMixin:
             if value: body[key] = value
         return self._post("/api/trade/passorder", body)
 
-    def passorder_latest(self, side, stock, volume): return self.passorder_latest_tagged(side, stock, volume, "")
+    def passorder_latest(self, side, stock, volume): return self.passorder_latest_tagged(side, stock, volume, "", "")
-    def passorder_latest_tagged(self, side, stock, volume, order_id):
+    def passorder_latest_tagged(self, side, stock, volume, strategy_name, order_id):
-        return self.passorder(side, stock, volume, ORDER_TYPE_VOLUME, PR_TYPE_LATEST, -1, QUICK_TRADE_NOW, order_id)
+        body = {
+            "opType": side,
+            "orderType": ORDER_TYPE_VOLUME,
+            "stock": stock,
+            "prType": PR_TYPE_LATEST,
+            "price": -1,
+            "volume": volume,
+            "quickTrade": QUICK_TRADE_NOW,
+            "strategyName": strategy_name,
+            "orderId": order_id,
+        }
+        return self._post("/api/trade/passorder", body)
 
     def algo_passorder(self, **kwargs): return self._post("/api/trade/algo_passorder", kwargs)
     def smart_algo_passorder(self, **kwargs): return self._post("/api/trade/smart_algo_passorder", kwargs)
@@ -46,6 +57,7 @@ class TradeMixin:
     def value_by_order_id(self, order_id, datatype): return self._post("/api/trade/value_by_order_id", {"orderId": order_id, "accountType": self.account_type, "datatype": datatype}).get("data")
     def last_order_id(self, datatype): return self._post("/api/trade/last_order_id", {"account": self.account_type, "datatype": datatype}).get("last_order_id")
     def can_cancel_order(self, order_id): return self._post("/api/trade/can_cancel_order", {"orderId": order_id, "accountType": self.account_type}).get("can_cancel")
+    def cancel_by_id(self, order_id): return self._post("/api/order/cancel_by_id", {"order_id": order_id, "account_type": self.account_type})
     def debt_contract(self): return self._contract("debt_contract")
     def assure_contract(self): return self._contract("assure_contract")
     def enable_short_contract(self): return self._contract("enable_short_contract")

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 = [
+    allow_open = []
-        signal for signal in signals if signal.code not in position_code_set
+    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。

py-client/strategy/trend/open.py

@@ -41,7 +41,14 @@ def open_signal(run, ticks, open_signals) -> None:
 
         # 6. 生成本地订单号并按最新价提交开仓委托。
         order_id = run.orders.new_order_id("base")
-        request = PlaceOrderRequest(run.client, OP_BUY, item.code, volume, order_id)
+        request = PlaceOrderRequest(
+            run.client,
+            OP_BUY,
+            item.code,
+            volume,
+            order_id,
+            item.signal_key,
+        )
         if not run.orders.place(request):
             continue
 

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。"""
+        """生成短订单号，为 QMT 备注中的信号键预留空间。"""
-        return f"zt-{leg}-{secrets.token_hex(6)}"[:24]
+        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}")
+            key = f"{side}-{code}"
-            return bool(order and order.status in BUSY_STATUSES)
+            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 ""

py-client/strategy/trend/positions.py

@@ -1,167 +1,187 @@
-"""趋势策略持仓管理逻辑，对应 Go 版本的 ``logic/positions.go``。"""
+"""趋势策略持仓止盈与分级补仓。"""
 
 from __future__ import annotations
 
-import logging 
+import logging
-from math import floor
+from dataclasses import dataclass
+
+from libs.calc import calc_buy_volume, calculate_min_profit_rate
+from libs.grid_take_profit import GridState
+from sdk import OP_BUY, OP_SELL, Position, Tick
 
-from libs.calc import calc_buy_volume,calculate_min_profit_rate
-from libs.grid_take_profit import GridState, GridTrailingTracker
-from sdk import OP_BUY, OP_SELL
-import config
 from .order import PlaceOrderRequest
-from .state import STATUS_ING, STATUS_NONE, STATUS_OK
 from .runtime import Runtime
+from .state import STATUS_ING
 
 LEG_BASE = "base"
 LEG_ADDED = "add"
+LOSS_TIERS = (-30.0, -50.0)
 
-# 止盈网格跟踪器延迟初始化，避免导入模块时账户配置尚未加载。
-profit_tracker = None
 
-# 分级补仓档位(百分比)
+@dataclass(frozen=True, slots=True)
-LOSS_TIERS = [-30, -50]
+class TradeDecision:
-# 补仓反弹确认阈值（百分比）
+    """一次止盈或补仓判断的统一结果。"""
-LOSS_REBOUND_THRESHOLD = 0.5
 
-def manage_positions(run:Runtime, ticks, positions, market_ok: bool,available:float) -> None:
+    submitted: bool
-    """执行持仓计算。"""
+    message: str = ""
-    logging.info(f"持仓：{len(positions)} 支股票，开始处理")
+    reserved_cash: float = 0.0
-    global profit_tracker
-    profit_tracker =  GridTrailingTracker(step=run.account_cfg.grid_step_pct)
-    for idx,pos in positions:
-        code = pos['stock_code']
-        avg_price = pos.get('avg_price', 0)
-        volume = pos.get('volume', 0)
-        can_use_volume = pos.get('can_use_volume', 0)
-        current_price = ticks.get(code, {}).get('lastPrice', 0)
-        strategy_name = pos.get('strategy_name', '')
-        market_value = pos.get('market_value',0)
-        profit = pos.get('profit_rate', 0)
 
-        # 排除指定股票
+
-        if code in config.account_config.excluded_codes:
+def manage_positions(
+    runtime: Runtime,
+    ticks: dict[str, Tick],
+    positions: list[Position],
+    market_ok: bool,
+    available: float,
+) -> None:
+    """处理所有真实持仓，并在本轮内统一控制补仓预算。"""
+    active_keys = {
+        _position_key(runtime, position.stock_code)
+        for position in positions
+        if position.volume > 0 and position.stock_code
+    }
+    runtime.profit_tracker.retain(active_keys)
+    remaining_cash = max(0.0, available)
+
+    logging.info("[持仓] 共 %d 只，开始处理", len(positions))
+    for position in positions:
+        code = position.stock_code
+        tick = ticks.get(code)
+        if code in runtime.account_cfg.excluded_codes:
+            continue
+        if (
+            not code
+            or position.open_price <= 0
+            or position.volume <= 0
+            or tick is None
+            or tick.last_price <= 0
+        ):
             continue
 
-        # 过滤无效仓位
+        pnl_rate = round(
-        if avg_price == 0 or can_use_volume == 0 or current_price == 0 or volume == 0:
+            (tick.last_price - position.open_price) / position.open_price * 100,
-            continue
+            2,
+        )
+        minimum_profit = calculate_min_profit_rate(position.open_price, 1)
+        profit_decision = handle_profit(
+            runtime=runtime,
+            position=position,
+            tick=tick,
+            pnl_rate=pnl_rate,
+            minimum_profit=minimum_profit,
+        )
+        if profit_decision.message:
+            logging.info("[止盈] %s %s", code, profit_decision.message)
 
-        # 计算盈亏率（百分比）
+        if runtime.account_cfg.enable_loss_add_position and market_ok:
-        pnl_ratio = (current_price - avg_price) / avg_price * 100 if avg_price != 0 else 0
+            loss_decision = handle_loss(
-        pnl_ratio = round(pnl_ratio, 2)
+                runtime=runtime,
+                position=position,
+                tick=tick,
+                pnl_rate=pnl_rate,
+                available=remaining_cash,
+            )
+            remaining_cash -= loss_decision.reserved_cash
+            if loss_decision.message:
+                logging.info("[补仓] %s %s", code, loss_decision.message)
 
-        # 计算最小利润率：1倍
-        min_profit_rate_val = calculate_min_profit_rate(avg_price, 1)
 
-        # 盈利处理
+def handle_profit(
-        is_closed, message = handle_profit(run,code,avg_price, pnl_ratio, min_profit_rate_val, can_use_volume, strategy_name)
+    runtime: Runtime,
-        if is_closed:
+    position: Position,
-            logging.info("profit", code, f"止盈执行 | {message}")
+    tick: Tick,
-        if message != "":
+    pnl_rate: float,
-            logging.info("profit", code, message)
+    minimum_profit: float,
-
+) -> TradeDecision:
-        # 补仓处理
+    """基于跨轮保存的最高盈利网格判断是否提交止盈。"""
-        if config.account_config.enable_loss_add_position and market_ok:
+    if pnl_rate < minimum_profit:
-            is_replenished, message = handle_loss(run,code,current_price,pnl_ratio,market_value,market_ok,available)
+        return TradeDecision(False)
-            if is_replenished:
-                logging.info("loss", code, f"补仓执行 | {message}")
-            if message != "":
-                logging.info("loss", code, message)
-
-# 盈利处理
-def handle_profit(run:Runtime, code: str,  pnl_rate: float, 
-                 min_profit_rate: float, vol: int) -> tuple[bool, str]:
-    """
-    盈利处理 - 基于网格的止盈策略
-    
-    Args:
-        code: 股票代码
-        open_price: 开仓价格
-        pnl_rate: 当前盈亏率（百分比）
-        min_profit_rate: 最小利润率阈值
-        vol: 可用股数
-        strategy_name: str
-        
-    Returns:
-        tuple[bool, str]: (是否执行平仓, 操作说明)
-    """
-    # 预检查：未达到最小利润率
-    if pnl_rate < min_profit_rate:
-        return False, ""
-
-    position_key = f"{run.account_cfg.account_id}:{code}"
-    observation = profit_tracker.observe(position_key, pnl_rate)
 
+    key = _position_key(runtime, position.stock_code)
+    observation = runtime.profit_tracker.observe(key, pnl_rate)
     if observation.state == GridState.ARMED:
-        msg = f"首次达到{pnl_rate}%，设置峰值网格{observation.current_grid}"
+        return TradeDecision(
-        return False, msg
+            False,
-
+            f"首次达到 {pnl_rate:.2f}%，峰值网格={observation.current_grid}",
+        )
     if observation.state == GridState.RAISED:
-        return False, f"上涨至{pnl_rate}%，更新峰值网格{observation.current_grid}"
+        return TradeDecision(
-    
+            False,
-    # 执行平仓
+            f"上涨至 {pnl_rate:.2f}%，峰值网格={observation.current_grid}",
-    if observation.state == GridState.RETREAT:
+        )
-        order_id = run.orders.new_order_id(LEG_BASE)
+    if observation.state in {GridState.STEADY}:
-        request = PlaceOrderRequest(run.client, OP_SELL, code, vol, order_id)
+        return TradeDecision(False)
-        result = run.orders.place(request)
+    if runtime.orders.busy(position.stock_code, "SELL"):
-        if result :
+        return TradeDecision(False, "卖出委托处理中")
-            success_msg = f"✓ 委托成功 | {vol}股 订单号:{result} 等待成交"
+
-            logging.info("profit", code, success_msg)
+    volume = position.can_use_volume - position.can_use_volume % 100
-            return True, success_msg
+    if volume <= 0:
-        else:
+        return TradeDecision(False, "无可用整手持仓")
-            fail_msg = f"止盈委托失败: {code}"
+    order_id = runtime.orders.new_order_id(LEG_BASE)
-            logging.error("profit", code, "✗ 止盈委托失败")
+    request = PlaceOrderRequest(
-            return False, fail_msg
+        client=runtime.client,
+        op=OP_SELL,
+        code=position.stock_code,
+        volume=volume,
+        order_id=order_id,
+        strategy_name=runtime.account_cfg.strategy,
+    )
+    if not runtime.orders.place(request):
+        return TradeDecision(False, "止盈委托失败")
+    return TradeDecision(True, f"卖出 {volume} 股，订单={order_id}")
 
 
-def handle_loss(run:Runtime,  code: str,  current_price,pnl_rate,market_value: float,market_ok: bool, available: float) -> tuple[bool, str]:
+def handle_loss(
-    """满足条件时提交补仓委托，并返回扣减后的剩余预算。"""
+    runtime: Runtime,
-    state = run.state.get(code)
+    position: Position,
-    added_num = state.get('added_num',0)
+    tick: Tick,
-    # 预检查：未达到最低补仓阈值
+    pnl_rate: float,
-    if pnl_rate > LOSS_TIERS[added_num]:
+    available: float,
-        return False, ""
+) -> TradeDecision:
+    """按亏损档位、反弹确认和本轮剩余预算提交补仓。"""
+    try:
+        state = runtime.state.get(position.stock_code)
+    except KeyError:
+        return TradeDecision(False, "缺少持仓状态，跳过补仓")
 
-    # 强制条件
+    if state.added_num >= len(LOSS_TIERS):
-    if current_price>200 or market_value>=60000:
+        return TradeDecision(False, "已达到最大补仓次数")
-        return False, f"成本价{current_price}>200,仓位价值{market_value}>=60000, 不补仓"
+    if pnl_rate > LOSS_TIERS[state.added_num]:
-    
+        return TradeDecision(False)
-    # 1. 大盘必须允许开仓，且价格已从观察低点达到反弹阈值。
+    if tick.last_price > 200 or position.market_value >= 60_000:
-    if not market_ok or not run.add_watch.triggered("补仓", code, current_price):
+        return TradeDecision(False, "价格或仓位市值超过补仓限制")
-        return False
+    if not runtime.add_watch.triggered("补仓", position.stock_code, tick.last_price):
+        return TradeDecision(False, "等待价格反弹确认")
+    if runtime.orders.busy(position.stock_code, "BUY"):
+        return TradeDecision(False, "买入委托处理中")
 
-    # 2. 计算补仓数量和预计占用金额。
+    volume = calc_buy_volume(tick.last_price, runtime.account_cfg.buy_value)
-    volume = calc_buy_volume(current_price, run.account_cfg.buy_value)
+    amount = tick.last_price * volume
-    amount = current_price * volume
+    if volume <= 0 or amount > available:
+        return TradeDecision(False, "本轮可用资金不足")
 
-    # 3. 检查预算。
+    order_id = runtime.orders.new_order_id(LEG_ADDED)
-    if amount > available:
+    request = PlaceOrderRequest(
-        return False, f"f{code} f{amount} 仓位资金不够补仓"
+        client=runtime.client,
+        op=OP_BUY,
+        code=position.stock_code,
+        volume=volume,
+        order_id=order_id,
+        strategy_name=runtime.account_cfg.strategy,
+    )
+    if not runtime.orders.place(request):
+        return TradeDecision(False, "补仓委托失败")
 
-    # 是否已有未完成的买入委托
+    state.added_num += 1
-    if run.orders.busy(run, code, "BUY"):
+    state.added_status = STATUS_ING
-        return False, f"{code}订单锁定中"
+    state.added_order_id = order_id
-
+    state.added_qty = volume
-    # 4. 生成补仓订单号并提交买入委托。
+    state.added_cost = tick.last_price
-    order_id = run.orders.new_order_id(LEG_ADDED)
+    runtime.state.set(state)
-    request = PlaceOrderRequest(run.client, OP_BUY, code, volume, order_id)
+    runtime.state.save()
-    result = run.orders.place(request)
+    runtime.add_watch.forget(position.stock_code)
-    if result :
+    return TradeDecision(True, f"买入 {volume} 股，订单={order_id}", amount)
-        state.added_num = +1
-        state.added_status = run.state.STATUS_ING
-        state.added_order_id = order_id
-        run.state.set(state)
-        run.state.save()
-        run.add_watch.forget(code)
-        return True,f"补仓委托成功: {code} {volume}手, 等待成交确认"
-    else:
-        return False,f"补仓失败: {code}"
 
 
-def forget(run, code: str) -> None:
+def _position_key(runtime: Runtime, code: str) -> str:
-    """持仓退出后清理开仓、补仓观察记录和止盈峰值。"""
+    return f"{runtime.account_cfg.account_id}:{code}"
-    
-    
-    
-    run.peak_grids.pop(f"{code}|{LEG_ADDED}", None)

py-client/strategy/trend/runtime.py

@@ -6,6 +6,7 @@ from dataclasses import dataclass, field
 
 from config import AccountConfig, GlobalConfig
 from sdk import Client
+from libs.grid_take_profit import GridTrailingTracker
 
 from .order import OrderBook
 from .state import State
@@ -27,7 +28,7 @@ class Runtime:
         orders: 当前活动委托和证券方向锁。
         open_watch: 新开仓使用的价格反弹观察器。
         add_watch: 亏损补仓使用的价格反弹观察器。
-        peak_grids: ``证券代码|仓位类型`` 到最高盈利网格的映射。
+        profit_tracker: 跨轮保存的账户持仓最高盈利网格跟踪器。
     """
 
     # 外部服务与账户配置。
@@ -40,4 +41,4 @@ class Runtime:
     orders: OrderBook
     open_watch: DipWatch
     add_watch: DipWatch
-
+    profit_tracker: GridTrailingTracker

py-client/strategy/trend/state.py

@@ -15,6 +15,9 @@ from sdk import Position
 STATUS_NONE = ""
 STATUS_ING = "ING"
 STATUS_OK = "OK"
+STATUS_FAILED = "FAILED"
+STATUS_CANCELED = "CANCELED"
+STATUS_UNKNOWN = "UNKNOWN"
 
 
 @dataclass(slots=True)
@@ -110,6 +113,33 @@ class State:
 
         self.save()
 
+    def reconcile(
+        self,
+        positions: Iterable[Position],
+        orders: list[dict[str, str]],
+        deals: list[dict[str, str]],
+    ) -> None:
+        """用真实持仓、委托和成交恢复本地状态，不增加持久化字段。"""
+        position_list = list(positions)
+        self.sync_positions(position_list)
+        active_codes = {
+            item.stock_code for item in position_list if item.volume > 0
+        }
+        for code in list(self.codes):
+            if code not in active_codes:
+                self.delete(code)
+
+        for code in list(self.codes):
+            item = self.get(code)
+            item.base_status = _reconcile_leg(
+                item.base_order_id, item.base_status, orders, deals
+            )
+            item.added_status = _reconcile_leg(
+                item.added_order_id, item.added_status, orders, deals
+            )
+            self.set(item)
+        self.save()
+
     def save(self) -> None:
         """将内存状态格式化写入 JSON，并原子替换正式文件。"""
         with self.lock:
@@ -144,3 +174,40 @@ class State:
             }
         except (TypeError, ValueError) as exc:
             raise ValueError(f"[状态] 状态字段无效: {exc}") from exc
+
+
+def _reconcile_leg(
+    local_order_id: str,
+    current_status: str,
+    orders: list[dict[str, str]],
+    deals: list[dict[str, str]],
+) -> str:
+    if current_status != STATUS_ING or not local_order_id:
+        return current_status
+    if any(local_order_id in row.get("m_strRemark", "") for row in deals):
+        return STATUS_OK
+    order = next(
+        (
+            row for row in orders
+            if local_order_id in row.get("m_strRemark", "")
+        ),
+        None,
+    )
+    if order is None:
+        return STATUS_UNKNOWN
+    traded = _as_int(order.get("m_nVolumeTraded"))
+    status = str(order.get("m_nOrderStatus", ""))
+    if traded > 0 and status not in {"48", "49", "50", "51", "52", "55"}:
+        return STATUS_OK
+    if status in {"54", "56"}:
+        return STATUS_CANCELED
+    if status in {"57", "58"}:
+        return STATUS_FAILED
+    return STATUS_ING
+
+
+def _as_int(value: object) -> int:
+    try:
+        return int(value or 0)
+    except (TypeError, ValueError):
+        return 0

py-client/strategy/trend/watch.py

@@ -4,7 +4,7 @@ from threading import Lock
 import logging
 
 
-@dataclass
+@dataclass(slots=True)
 class _Entry:
     last_close: float
     expires_at: datetime

py-client/tests/test_trend.py

@@ -0,0 +1,137 @@
+from __future__ import annotations
+
+import unittest
+from tempfile import TemporaryDirectory
+from types import SimpleNamespace
+from unittest.mock import patch
+
+from libs.grid_take_profit import GridState, GridTrailingTracker
+from sdk import Assets, Position, Tick
+from strategy.trend.order import OrderBook, PlaceOrderRequest
+from strategy.trend.positions import LOSS_TIERS, handle_loss, manage_positions
+from strategy.trend.boot import RunOnce
+from strategy.trend.state import STATUS_OK, State, StateItem
+
+
+class FakeClient:
+    def __init__(self):
+        self.orders = []
+
+    def passorder_latest_tagged(self, op, code, volume, strategy_name, order_id):
+        self.orders.append((op, code, volume, strategy_name, order_id))
+        return {"status": "success", "order_ref": f"broker-{len(self.orders)}"}
+
+
+class TrendTests(unittest.TestCase):
+    def test_grid_states_and_account_isolation(self):
+        tracker = GridTrailingTracker(1)
+        self.assertEqual(tracker.observe("A:code", 2.1).state, GridState.ARMED)
+        self.assertEqual(tracker.observe("A:code", 3.1).state, GridState.RAISED)
+        self.assertEqual(tracker.observe("A:code", 2.9).state, GridState.RETREAT)
+        self.assertEqual(tracker.observe("B:code", 2.9).state, GridState.ARMED)
+        tracker.retain([])
+        self.assertEqual(tracker.observe("A:code", 2.9).state, GridState.ARMED)
+
+    def test_order_book_locks_duplicate_order(self):
+        client = FakeClient()
+        book = OrderBook()
+        request = PlaceOrderRequest(client, 23, "000001.SZ", 100, "local", "morning")
+        self.assertTrue(book.place(request))
+        self.assertTrue(book.busy("000001.SZ", "BUY"))
+
+    def test_position_dataclasses_execute_without_type_error(self):
+        with TemporaryDirectory() as directory:
+            state = State.for_strategy(directory, "trend", "A")
+            position = Position(
+                stock_code="000001.SZ", volume=100, can_use_volume=100,
+                open_price=10, market_value=1000,
+            )
+            state.sync_positions([position])
+            runtime = SimpleNamespace(
+                client=FakeClient(), state=state, orders=OrderBook(),
+                open_watch=SimpleNamespace(forget=lambda _code: None),
+                add_watch=SimpleNamespace(triggered=lambda *_args: False, forget=lambda _code: None),
+                profit_tracker=GridTrailingTracker(1),
+                account_cfg=SimpleNamespace(
+                    account_id="A", excluded_codes=[], grid_step_pct=1,
+                    enable_loss_add_position=False, buy_value=5000,
+                    strategy="trend",
+                ),
+            )
+            manage_positions(runtime, {"000001.SZ": Tick(last_price=10.1)}, [position], True, 5000)
+
+    def test_loss_tier_boundary_does_not_overflow(self):
+        self.assertEqual(len(LOSS_TIERS), 2)
+        with TemporaryDirectory() as directory:
+            state = State.for_strategy(directory, "trend", "A")
+            position = Position(stock_code="A", volume=100, open_price=10, market_value=1000)
+            state.sync_positions([position])
+            item = state.get("A")
+            item.added_num = len(LOSS_TIERS)
+            state.set(item)
+            runtime = SimpleNamespace(
+                state=state, account_cfg=SimpleNamespace(buy_value=5000, strategy="trend"),
+                add_watch=SimpleNamespace(triggered=lambda *_args: True), orders=OrderBook(),
+                client=FakeClient(),
+            )
+            decision = handle_loss(runtime, position, Tick(last_price=5), -60, 5000)
+            self.assertFalse(decision.submitted)
+
+    def test_loss_tiers_zero_and_one(self):
+        with TemporaryDirectory() as directory:
+            state = State.for_strategy(directory, "trend", "A")
+            position = Position(stock_code="A", volume=100, open_price=10, market_value=1000)
+            state.sync_positions([position])
+            runtime = SimpleNamespace(
+                state=state, account_cfg=SimpleNamespace(buy_value=5000, strategy="trend"),
+                add_watch=SimpleNamespace(triggered=lambda *_args: False),
+                orders=OrderBook(), client=FakeClient(),
+            )
+            first = handle_loss(runtime, position, Tick(last_price=7), -30, 5000)
+            self.assertIn("等待", first.message)
+            item = state.get("A")
+            item.added_num = 1
+            state.set(item)
+            before_second_tier = handle_loss(runtime, position, Tick(last_price=6), -40, 5000)
+            self.assertEqual(before_second_tier.message, "")
+            second = handle_loss(runtime, position, Tick(last_price=5), -50, 5000)
+            self.assertIn("等待", second.message)
+
+    def test_reconcile_ing_order_from_deal(self):
+        with TemporaryDirectory() as directory:
+            state = State.for_strategy(directory, "trend", "A")
+            position = Position(stock_code="A", volume=100, open_price=10)
+            state.set(StateItem("A", base_order_id="local-1", base_status="ING"))
+            state.reconcile(
+                [position],
+                [],
+                [{"m_strRemark": "local-1|morning"}],
+            )
+            self.assertEqual(state.get("A").base_status, STATUS_OK)
+
+    def test_low_cash_still_runs_position_management(self):
+        client = SimpleNamespace(
+            assets=lambda: Assets(total=10000, available=10),
+            positions=lambda: (["A"], [Position(stock_code="A", volume=100, open_price=10)]),
+            full_tick=lambda _codes: {"A": Tick(last_price=11)},
+        )
+        runtime = SimpleNamespace(
+            client=client,
+            account_cfg=SimpleNamespace(min_cash_ratio=0.1),
+            global_cfg=SimpleNamespace(api_host="http://example"),
+            orders=SimpleNamespace(cancel_expired=lambda _client: None),
+            state=SimpleNamespace(codes=["A"]),
+        )
+        with (
+            patch("strategy.trend.boot.trading_time", return_value=True),
+            patch("strategy.trend.boot.market_allow_open", return_value=True),
+            patch("strategy.trend.boot.open_signal") as open_mock,
+            patch("strategy.trend.boot.manage_positions") as manage_mock,
+        ):
+            RunOnce(runtime, [])
+        open_mock.assert_not_called()
+        manage_mock.assert_called_once()
+
+
+if __name__ == "__main__":
+    unittest.main()