fix zt

py-client/strategy/zt/boot.py

@@ -15,7 +15,7 @@ from libs.runtime import Runtime
 from libs.signal import SignalItem, init_signals
 from libs.state import State
 from libs.watch import DipWatch
-from sdk import Client
+from sdk import Client, DealItem, PositionItem
 from .open import open_signal
 from .positions import manage_positions
 from libs.snapshot import cache_portfolio
@@ -55,7 +55,7 @@ def StartZT() -> None:
         log.info('[启动] ZT策略已启动，账户=%s，信号=%d，持仓=%d',
                  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)
+        _sync_state(state, positions, deals, initialize=initialize)
         run.profit_tracker.sync_positions(positions, state)
         run.orders.refresh(client, portfolio.orders, cancel_prefix='zt-')
         Overview(assets, positions, config.account_config)
@@ -94,6 +94,26 @@ def StartZT() -> None:
             client.close()
 
 
+def _sync_state(state: State, positions: list[PositionItem], deals: list[DealItem],
+                *, initialize: bool = False) -> None:
+    """使用 State 的独立接口同步，交易前核对归档结果与账户持仓。"""
+    if initialize:
+        state.sync_state(positions)
+    state.sync_deals(deals)
+    state.archiving()
+
+    holdings = {p.stock_code: p.volume for p in positions if p.volume > 0}
+    blocked = {d.stock_code for d in deals if d.order_sys_id not in state.deals_sys_ids}
+    blocked.update(d['stock_code'] for d in state.deals.values() if d['is_arch'] != 1)
+    for code in state.state.keys() | holdings.keys():
+        row = state.get_by_code(code)
+        if row.get('base_qty', 0) + row.get('added_qty', 0) != holdings.get(code, 0):
+            blocked.add(code)
+    state.blocked_codes = blocked
+    if blocked:
+        log.warning('[ZT 同步] 状态待核对，暂停交易：%s', ', '.join(sorted(blocked)))
+
+
 def RunOnce(run: Runtime, state: State, signals: list[SignalItem]) -> None:
     now = datetime.now()
     if not trading_time(now):
@@ -114,7 +134,7 @@ def RunOnce(run: Runtime, state: State, signals: list[SignalItem]) -> None:
         position_codes = list(portfolio.positions)
         cache_portfolio(run.account_cfg.account_id, assets, positions, deals)
 
-        state.sync_account(positions, deals)
+        _sync_state(state, positions, deals)
         run.profit_tracker.sync_positions(positions, state)
         run.orders.refresh(run.client, portfolio.orders, cancel_prefix='zt-')
     except Exception: