feat order.py

py-client/strategy/trend/boot.py

@@ -73,15 +73,15 @@ def StartTrend() -> None:
     )
     assets = client.assets()
     _, positions = client.positions()
+    order_book = OrderBook()
+    order_book.refresh()
 
     storeState = State.for_strategy(
         config.global_config.qmt_data_dir,
         config.account_config.strategy,
         config.account_config.account_id,
     )
-    orders = client.trade_detail_data("order")
-    deals = client.deals()
-    storeState.reconcile(positions, orders, deals)
+    storeState.reconcile(positions, order_book.data)
 
     # 获取本策略的信号开仓数据
     signals = init_signals(
@@ -93,7 +93,7 @@ def StartTrend() -> None:
         global_cfg=config.global_config,
         account_cfg=config.account_config,
         state=storeState,
-        orders=OrderBook(),
+        orders=order_book,
         open_watch=DipWatch(),
         add_watch=DipWatch(),
         profit_tracker=GridTrailingTracker(config.account_config.grid_step_pct),
@@ -120,7 +120,7 @@ def RunOnce(run: Runtime, signals) -> None:
 
     # 1. 取消超过有效期仍未完成的委托订单。
     try:
-        run.orders.cancel_expired(run.client)
+        run.orders.refresh(run.client)
     except Exception:
         logging.exception("取消过期订单失败")