fix bug

py-client/libs/lockfile.py

@@ -2,6 +2,9 @@
 
 from os import PathLike
 from pathlib import Path
+import json
+import os
+from tempfile import NamedTemporaryFile
 
 
 def is_lock(file_path: str | PathLike[str]) -> bool:
@@ -14,3 +17,32 @@ def write_lockfile(file_path: str | PathLike[str]) -> None:
     path = Path(file_path)
     path.parent.mkdir(parents=True, exist_ok=True)
     path.write_text("LOCK", encoding="utf-8")
+
+
+def claim_json(path: Path, record: dict) -> bool:
+    """原子占位并落盘，成功后才允许提交；异常留下记录等待核对。"""
+    path.parent.mkdir(parents=True, exist_ok=True)
+    try:
+        stream = path.open('x', encoding='utf-8')
+    except FileExistsError:
+        return False
+    with stream:
+        json.dump(record, stream, ensure_ascii=False)
+        stream.flush()
+        os.fsync(stream.fileno())
+    return True
+
+
+def replace_json(path: Path, record: dict) -> None:
+    """原子替换核对结果，避免其他任务读取到半条记录。"""
+    temporary = None
+    try:
+        with NamedTemporaryFile(mode='w', encoding='utf-8', dir=path.parent, delete=False) as stream:
+            temporary = Path(stream.name)
+            json.dump(record, stream, ensure_ascii=False)
+            stream.flush()
+            os.fsync(stream.fileno())
+        os.replace(temporary, path)
+    finally:
+        if temporary is not None:
+            temporary.unlink(missing_ok=True)

py-client/libs/order.py

@@ -33,9 +33,8 @@ class OrderBook:
     """线程安全的活动委托缓存。"""
 
     def __init__(
-        self, order_prefix: str, lock_timeout_sec: int = 180, cancel_timeout_sec: float = 30
+        self,  lock_timeout_sec: int = 180, cancel_timeout_sec: float = 30
     ) -> None:
-        self.order_prefix = order_prefix
         self.lock_timeout_sec = max(1, lock_timeout_sec)
         self.cancel_timeout_sec = timedelta(seconds=cancel_timeout_sec)
         self.data: list[OrderItem] = []
@@ -59,7 +58,7 @@ class OrderBook:
     def _busy_key(side: str, code: str) -> str:
         return f"{side}-{code}"
 
-    def refresh(self, client: Client, orders: list[OrderItem]) -> None:
+    def refresh(self, client: Client, orders: list[OrderItem], *, cancel_prefix: str | None = None) -> None:
         """用账户快照刷新委托，并撤销超时的活动委托。"""
         current = datetime.now()
         data: list[OrderItem] = []
@@ -77,7 +76,8 @@ class OrderBook:
             created_at = item.created_at
             if (
                 created_at is not None
-                and item.local_order_id.startswith(f"{self.order_prefix}-")
+                and not item.local_order_id.startswith('IPO-')
+                and (cancel_prefix is None or item.local_order_id.startswith(cancel_prefix))
                 and status in CANCELABLE_STATUSES
                 and current - created_at > self.cancel_timeout_sec
             ):

py-client/libs/state.py

@@ -1,6 +1,7 @@
 """SQLite 策略状态与成交存储；每个数据库仅使用一个写入者，不做数据迁移。"""
 
 import math
+import json
 import logging as log
 import sqlite3
 from contextlib import closing
@@ -144,9 +145,11 @@ class State:
         self.deals, self.deals_sys_ids = deals, set(deals)
 
     @staticmethod
-    def _insert_deals(db: sqlite3.Connection, deals: list[DealItem]) -> None:
+    def _insert_deals(db: sqlite3.Connection, deals: list[DealItem],
+                      existing_ids: set[str] | None = None) -> None:
         """共享事务内保存成交；空本地编号使用明确的待核对标记。"""
-        existing = {row[0] for row in db.execute('SELECT order_sys_id FROM deals')}
+        existing = existing_ids if existing_ids is not None else {
+            row[0] for row in db.execute('SELECT order_sys_id FROM deals')}
         new_deals: dict[str, DealItem] = {}
         for deal in deals:
             if deal.order_sys_id not in existing:
@@ -280,13 +283,16 @@ class State:
             'AND is_arch = 0', (code,),
         )
 
-    def _archive_pending(self, db: sqlite3.Connection, snapshot_dedup: bool = True) -> None:
+    def _archive_pending(self, db: sqlite3.Connection, snapshot_dedup: bool = True,
+                         blocked_codes: set[str] | None = None) -> None:
         """保留现有逐证券保存点；ZT 增量路径禁用数量相等推断。"""
         codes = db.execute(
             'SELECT DISTINCT stock_code FROM deals WHERE is_arch = 0'
         ).fetchall()
         for row in codes:
             code = row['stock_code']
+            if blocked_codes and code in blocked_codes:
+                continue
             db.execute('SAVEPOINT archive_stock')
             try:
                 self._archive_stock(db, code, snapshot_dedup)
@@ -314,6 +320,11 @@ class State:
         holdings = {p.stock_code: p for p in positions if p.volume > 0}
         with closing(self._connect()) as db, db:
             db.execute('BEGIN IMMEDIATE')
+            db.execute('''CREATE TABLE IF NOT EXISTS zt_rejected_deals (
+                stock_code TEXT NOT NULL, order_sys_id TEXT NOT NULL,
+                payload TEXT NOT NULL, error TEXT NOT NULL,
+                PRIMARY KEY (stock_code, order_sys_id)
+            )''')
             if initialize:
                 if (db.execute('SELECT 1 FROM state LIMIT 1').fetchone()
                     or db.execute('SELECT 1 FROM deals LIMIT 1').fetchone()):
@@ -330,11 +341,13 @@ class State:
                 # 这些成交已包含在已核对的基准中，不再增减快照库存。
                 db.execute('UPDATE deals SET is_arch = 1')
             else:
-                self._insert_deals(db, deals)
-                self._archive_pending(db, snapshot_dedup=False)
+                self._insert_account_deals(db, deals)
+                rejected = {row[0] for row in db.execute('SELECT stock_code FROM zt_rejected_deals')}
+                self._archive_pending(db, snapshot_dedup=False, blocked_codes=rejected)
             state = self._read_state(db)
             cached_deals = self._read_deals(db)
             blocked = {d['stock_code'] for d in cached_deals.values() if d['is_arch'] != 1}
+            blocked.update(row[0] for row in db.execute('SELECT stock_code FROM zt_rejected_deals'))
             for code in set(state) | set(holdings):
                 row = state.get(code, {})
                 recorded = row.get('base_qty', 0) + row.get('added_qty', 0)
@@ -345,3 +358,35 @@ class State:
         self.blocked_codes = blocked
         if blocked:
             log.warning('[ZT 同步] 以下证券状态待核对，暂停交易：%s', ', '.join(sorted(blocked)))
+
+    def _insert_account_deals(self, db: sqlite3.Connection, deals: list[DealItem]) -> None:
+        """仅 ZT 增量路径隔离坏成交；保留原始字段，缺席回报不会解除隔离。"""
+        existing = {row[0] for row in db.execute('SELECT order_sys_id FROM deals')}
+        for deal in deals:
+            if not deal.stock_code:
+                raise ValueError('Trade without stock code cannot be isolated')
+            db.execute('SAVEPOINT insert_zt_deal')
+            try:
+                if not deal.stock_code or not deal.order_sys_id:
+                    raise ValueError('Trade code and order ID are required')
+                if (deal.offset_flag not in (FLAG_BUY, FLAG_SELL)
+                    or not math.isfinite(deal.volume) or deal.volume <= 0
+                    or int(deal.volume) != deal.volume
+                    or not math.isfinite(deal.price) or deal.price < 0
+                    or not math.isfinite(deal.trade_amount)
+                    or not math.isfinite(deal.close_profit)):
+                    raise ValueError('Invalid trade direction, volume or amount')
+                self._insert_deals(db, [deal], existing)
+            except (ValueError, TypeError, OverflowError, sqlite3.IntegrityError) as exc:
+                db.execute('ROLLBACK TO insert_zt_deal')
+                db.execute('''INSERT OR REPLACE INTO zt_rejected_deals
+                    (stock_code, order_sys_id, payload, error) VALUES (?, ?, ?, ?)''',
+                    (deal.stock_code, deal.order_sys_id, json.dumps(asdict(deal), ensure_ascii=False), str(exc)))
+                log.warning('[ZT 成交] 隔离证券=%s，委托=%s，原因=%s',
+                            deal.stock_code, deal.order_sys_id, exc)
+            else:
+                existing.add(deal.order_sys_id)
+                db.execute('DELETE FROM zt_rejected_deals WHERE stock_code = ? AND order_sys_id = ?',
+                           (deal.stock_code, deal.order_sys_id))
+            finally:
+                db.execute('RELEASE insert_zt_deal')