fix bug

py-client/strategy/ipo/boot.py

@@ -1,85 +1,112 @@
-"""新股自动申购，提供交易日校验、券商对账和本地幂等保护。"""
+"""IPO 申购：账户隔离、提交前占位、通过券商委托核对结果。"""
 
+import hashlib
 import json
 import logging
-from datetime import datetime, time
+import math
+import re
+from datetime import datetime
+from decimal import Decimal, InvalidOperation
 from pathlib import Path
-from typing import Any
 
 import config
 from sdk import Client
 from libs.calc import trading_time
-from libs.lockfile import is_lock,write_lockfile
-
-IPO_SESSIONS = ((time(9, 30), time(11, 30)), (time(13, 0), time(15, 0)))
-
-
-def AutoBuyIpo():
-    """安全执行一次新股申购，返回成功提交的证券数量。"""
-    if not config.account_config.enable_auto_ipo:
-        logging.info("[IPO] 自动申购未启用")
-        return 0
-    if not trading_time(datetime.now()):
-        logging.info("[IPO] 非交易时间")
-        return 0
-
-    try:
-        with Client(
-            config.global_config.qmt_base_url,
-            config.global_config.qmt_token,
-            config.HTTP_TIMEOUT,
-        ) as client:
-            result = client.ipo_data("STOCK")
-            for item in result:
-                try:
-                    if not isinstance(item, dict):
-                        raise TypeError("IPO 数据项必须是字典")
-
-                    stock = str(item.get("stock", "")).strip()
-                    if not is_target_stock(stock):
-                        continue
-
-                    ipo_price = float(item["issuePrice"])
-                    max_purchase_num = int(item["maxPurchaseNum"])
-                    if ipo_price <= 0 or max_purchase_num <= 0:
-                        raise ValueError("发行价或申购额度必须大于 0")
-
-                    lock_path = Path(config.global_config.qmt_data_dir) / f"{stock}.lock"
-                    if is_lock(lock_path):
-                        continue
-
-                    client.passorder(
-                        op_type=23,
-                        stock=stock,
-                        volume=max_purchase_num,
-                        pr_type=11,
-                        price=ipo_price,
-                        strategy_name="ipo",
-                    )
-                    write_lockfile(lock_path)
-                    logging.info(
-                        "[IPO] %s 申购，发行价：%s 可申购额度：%s",
-                        stock,
-                        ipo_price,
-                        max_purchase_num,
-                    )
-                except Exception:
-                    logging.exception("[IPO] 单条申购处理失败，数据=%r", item)
-    except Exception:
-        logging.exception("[IPO] 自动申购任务失败")
+from libs.lockfile import claim_json, replace_json
+import secrets
 
 def is_target_stock(symbol: str) -> bool:
-    """
-    判断是否为上证、深证、科创板的A股。
-    symbol格式示例: '600519.SH', '000001.SZ'
-    """
-    # 提取纯数字代码
-    code = symbol.split(".")[0]
-    
-    # 判断是否为合规板块
-    if code.startswith(('60', '688', '689')):  # 沪市主板 + 科创板
-        return True
-    if code.startswith(('000', '001', '002', '003', '300', '301')):  # 深市主板 + 创业板
-        return True
-        
-    return False
+    """保留原板块范围，同时校验完整代码和对应交易所。"""
+    return isinstance(symbol, str) and re.fullmatch(
+        r'(?:60[0-9]{4}|68[89][0-9]{3})\.SH|(?:00[0-3][0-9]{3}|30[01][0-9]{3})\.SZ',
+        symbol,
+    ) is not None
+
+
+def _candidate(item: dict) -> tuple[str, float, int]:
+    if not isinstance(item, dict):
+        raise ValueError('IPO candidate must be an object')
+    stock = item.get('stock')
+    if not isinstance(stock, str) or not is_target_stock(stock.strip()):
+        raise ValueError('Invalid or unsupported IPO stock code')
+    if isinstance(item.get('issuePrice'), bool) or isinstance(item.get('maxPurchaseNum'), bool):
+        raise ValueError('IPO price and volume cannot be boolean')
+    price = float(item['issuePrice'])
+    try:
+        quantity = Decimal(str(item['maxPurchaseNum']))
+    except InvalidOperation as exc:
+        raise ValueError('Invalid IPO volume') from exc
+    if not math.isfinite(price) or price <= 0:
+        raise ValueError('IPO price must be positive and finite')
+    if not quantity.is_finite() or quantity <= 0 or quantity != quantity.to_integral_value():
+        raise ValueError('IPO volume must be a positive integer')
+    return stock.strip(), price, int(quantity)
+
+
+def _subscribe(client, orders, account: str, day: str, stock: str, price: float, volume: int) -> bool:
+    # 每次明确拒绝后的尝试单独占位，避免两个进程同时重试。
+    account_key = hashlib.sha256(account.encode('utf-8')).hexdigest()
+    folder = Path(config.global_config.qmt_data_dir) / 'ipo' / account_key / day / stock
+    paths = sorted(folder.glob('[0-9]*.json'), key=lambda p: int(p.stem))
+    path = paths[-1] if paths else None
+    record = json.loads(path.read_text(encoding='utf-8')) if path else None
+    if record and record['status'] == 'confirmed':
+        return False
+
+    matching = [o for o in orders if o.stock_code == stock and o.side == 'BUY'
+                and (o.insert_date.replace('-', '') == day
+                     or (record and o.local_order_id == record['order_id']))]
+    # 已有其他有效/未知状态买单也阻止再申购，覆盖人工提交和旧版记录。
+    if any(str(o.order_status) != '57' or o.volume_traded > 0 for o in matching):
+        if record and any(o.local_order_id == record['order_id'] and str(o.order_status) == '56'
+                          for o in matching):
+            record['status'] = 'confirmed'
+            replace_json(path, record)
+        logging.info('[IPO] %s 已有委托，保持防重', stock)
+        return False
+    if record:
+        rejected = any(o.local_order_id == record['order_id'] and str(o.order_status) == '57'
+                       and o.volume_traded == 0 for o in matching)
+        if not rejected:
+            logging.info('[IPO] %s 结果待确认，暂不重发', stock)
+            return False
+        record['status'] = 'rejected'
+        replace_json(path, record)
+
+    attempt = int(path.stem) + 1 if path else 1
+    order_id = f'IPO-{secrets.token_hex(12)}'
+    record = dict(account=account, date=day, stock=stock, order_id=order_id,
+                  status='pending', price=price, volume=volume)
+    if not claim_json(folder / f'{attempt:04d}.json', record):
+        return False
+    # HTTP 正常返回或异常均不代表最终结果；仅券商回报可改变 pending。
+    client.passorder(op_type=23, stock=stock, volume=volume, pr_type=11,
+                     price=price, strategy_name='ipo', order_id=order_id)
+    logging.info('[IPO] %s 已提交 %d 股，等待委托确认，编号=%s', stock, volume, order_id)
+    return True
+
+
+def AutoBuyIpo() -> int:
+    """返回本次正常返回的提交数量，不代表最终申购成功。"""
+    now = datetime.now()
+    if not config.account_config.enable_auto_ipo or not trading_time(now):
+        return 0
+    submitted = 0
+    try:
+        account = str(config.account_config.account_id).strip()
+        if not account:
+            raise ValueError('IPO account ID is required')
+        with Client(config.global_config.qmt_base_url, config.global_config.qmt_token,
+                    config.HTTP_TIMEOUT) as client:
+            candidates = client.ipo_data('STOCK')
+            orders = client.orders()  # 查询失败时不提交，不能将未知当作无委托。
+            for item in candidates:
+                try:
+                    stock, price, volume = _candidate(item)
+                    submitted += _subscribe(client, orders, account, now.strftime('%Y%m%d'),
+                                             stock, price, volume)
+                except Exception:
+                    logging.exception('[IPO] 单条申购处理失败，数据=%r', item)
+    except Exception:
+        logging.exception('[IPO] 自动申购任务失败')
+    return submitted

py-client/strategy/trend/boot.py

@@ -36,7 +36,7 @@ def StartTrend() -> None:
         assets = portfolio.assets
         positions = list(portfolio.positions.values())
         cache_portfolio(config.account_config.account_id, assets, positions, client.deals())
-        order_book = OrderBook("trend")
+        order_book = OrderBook()
         order_book.refresh(client, portfolio.orders)
 
         # 获取本策略的信号开仓数据

py-client/strategy/zt/boot.py

@@ -7,7 +7,7 @@ from pathlib import Path
 from concurrent.futures import Future, ThreadPoolExecutor
 import config
 from libs.calc import trading_time
-from libs.grid_take_profit import GridTrailingTracker
+from .profit import ZTProfitTracker
 from libs.market import market_allow_open
 from libs.order import OrderBook
 from libs.overview import Overview
@@ -33,8 +33,8 @@ def StartZT() -> None:
         executor = ThreadPoolExecutor(max_workers=2, thread_name_prefix="zt")
         run = Runtime(
             client=client, global_cfg=config.global_config, account_cfg=config.account_config,
-            orders=OrderBook('zt'), open_watch=DipWatch(), add_watch=DipWatch(),
-            profit_tracker=GridTrailingTracker(config.account_config.grid_step_pct),
+            orders=OrderBook(), open_watch=DipWatch(), add_watch=DipWatch(),
+            profit_tracker=ZTProfitTracker(config.account_config.grid_step_pct),
             executor=executor
         )
 
@@ -56,7 +56,8 @@ def StartZT() -> None:
                  config.account_config.account_id, len(signals), len(positions))
         cache_portfolio(config.account_config.account_id, assets, positions, deals)
         state.sync_account(positions, deals, initialize=initialize)
-        run.orders.refresh(client, portfolio.orders)
+        run.profit_tracker.sync_positions(positions, state)
+        run.orders.refresh(client, portfolio.orders, cancel_prefix='zt-')
         Overview(assets, positions, config.account_config)
         
         DEFAULT_TICK_INTERVAL = 30
@@ -111,9 +112,11 @@ def RunOnce(run: Runtime, state: State, signals: list[SignalItem]) -> None:
         assets = portfolio.assets
         positions = list(portfolio.positions.values())
         position_codes = list(portfolio.positions)
+        cache_portfolio(run.account_cfg.account_id, assets, positions, deals)
 
         state.sync_account(positions, deals)
-        run.orders.refresh(run.client, portfolio.orders)
+        run.profit_tracker.sync_positions(positions, state)
+        run.orders.refresh(run.client, portfolio.orders, cancel_prefix='zt-')
     except Exception:
         log.exception("[Portfolio] 刷新账户快照失败")
         return

py-client/strategy/zt/positions.py

@@ -213,7 +213,8 @@ def handle_loss(
 
 
 def _position_key(runtime: Runtime, code: str) -> str:
-    return f"{runtime.account_cfg.account_id}:{code}"
+    # tracker 为该账户的 ZT Runtime 独享，与 sync_positions 使用同一个键。
+    return code
 
 
 def get_add_num(hands: int, market_value: float) -> int:

py-client/strategy/zt/profit.py

@@ -0,0 +1,31 @@
+"""ZT 按已同步的仓位及实际成本管理止盈峰值。"""
+
+from libs.grid_take_profit import GridTrailingTracker
+
+
+class ZTProfitTracker(GridTrailingTracker):
+    def __init__(self, step: float = 1.0):
+        super().__init__(step)
+        self._bases: dict[str, tuple] = {}
+
+    def sync_positions(self, positions, state) -> None:
+        # 与交易线程串行执行；提交委托本身不会改变这里的基准。
+        current = {}
+        for position in positions:
+            code = position.stock_code
+            row = state.get_by_code(code)
+            if position.volume <= 0 or not row:
+                continue
+            bucket = 'added' if row.get('added_qty', 0) > 0 else 'base'
+            cost = row.get('added_price', 0) if bucket == 'added' else position.open_price
+            current[code] = (bucket, cost, row.get(f'{bucket}_order_local_id', ''),
+                             row.get(f'{bucket}_created_at', ''))
+        for code in self._bases.keys() | current.keys():
+            if code in state.blocked_codes:
+                continue
+            if self._bases.get(code) != current.get(code):
+                self.clear(code)
+            if code in current:
+                self._bases[code] = current[code]
+            else:
+                self._bases.pop(code, None)