fix zt&state.py

py-client/strategy/zt/boot.py

@@ -2,14 +2,11 @@
 
 import logging as log
 import time
-from contextlib import closing
 from datetime import datetime
 from pathlib import Path
-from tempfile import TemporaryDirectory
 from concurrent.futures import Future, ThreadPoolExecutor
 import config
 from libs.calc import trading_time
-from libs.collector import collector_push
 from libs.grid_take_profit import GridTrailingTracker
 from libs.market import market_allow_open
 from libs.order import OrderBook
@@ -18,9 +15,9 @@ 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, DealItem, PositionItem
+from sdk import Client
 from .open import open_signal
-from .positions import manage_positions, t_rounds
+from .positions import manage_positions
 from libs.snapshot import cache_portfolio
 
 
@@ -32,38 +29,35 @@ def StartZT() -> None:
     )
     executor = None
     try:
-        portfolio = client.portfolio()
-        assets = portfolio.assets
-        positions = list(portfolio.positions.values())
-
         state = State(Path(config.global_config.qmt_data_dir) / f'zt_{config.account_config.account_id}_state.db')
+        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),
+            executor=executor
         )
 
-         # 获取本策略的信号开仓数据
+        # 获取本策略的信号开仓数据
         signals = init_signals(
             config.global_config,
             config.account_config.signal_allow,
         )
-        log.info(
-            "[启动] Trend策略已启动，账户=%s，信号=%d，持仓=%d",
-            config.account_config.account_id,
-            len(signals),
-            len(positions),
-        )
-
+        initialize = not state.state and not state.deals
         deals = client.deals()
+        portfolio = client.portfolio()
+        if initialize and {d.order_sys_id: d for d in deals} != {
+            d.order_sys_id: d for d in client.deals()
+        }:
+            raise RuntimeError('ZT 初始化期间成交发生变化，请重新启动')
+        assets = portfolio.assets
+        positions = list(portfolio.positions.values())
+        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.load()
-        state.sync_deals(deals)
-        state.sync_state(positions)
-        state.archiving()
+        state.sync_account(positions, deals, initialize=initialize)
         run.orders.refresh(client, portfolio.orders)
         Overview(assets, positions, config.account_config)
-        executor = ThreadPoolExecutor(max_workers=2, thread_name_prefix="zt")
         
         DEFAULT_TICK_INTERVAL = 30
         while True:
@@ -118,8 +112,7 @@ def RunOnce(run: Runtime, state: State, signals: list[SignalItem]) -> None:
         positions = list(portfolio.positions.values())
         position_codes = list(portfolio.positions)
 
-        state.sync_deals(deals)
-        state.archiving()
+        state.sync_account(positions, deals)
         run.orders.refresh(run.client, portfolio.orders)
     except Exception:
         log.exception("[Portfolio] 刷新账户快照失败")
@@ -143,7 +136,7 @@ def RunOnce(run: Runtime, state: State, signals: list[SignalItem]) -> None:
     allow_open: list[SignalItem] = []
     allow_codes: list[str] = []
     for signal in signals:
-        if signal.code not in portfolio.positions:
+        if signal.code not in portfolio.positions and signal.code not in state.blocked_codes:
             allow_open.append(signal)
             allow_codes.append(signal.code)
 

py-client/strategy/zt/positions.py

@@ -1,6 +1,7 @@
 """趋势策略持仓止盈与分级补仓。"""
 
 from dataclasses import dataclass
+import math
 
 from libs.calc import calc_buy_volume, calculate_min_profit_rate
 from libs.grid_take_profit import GridState
@@ -45,9 +46,9 @@ def manage_positions(
                 continue
             if (
                 not code
-                or position.open_price <= 0
                 or position.volume <= 0
                 or tick is None
+                or not math.isfinite(tick.last_price)
                 or tick.last_price <= 0
             ):
                 log.warning(
@@ -57,16 +58,24 @@ def manage_positions(
                 )
                 continue
 
+            if code in state.blocked_codes:
+                log.warning('[Position] %s 状态待核对，暂停该证券交易', code)
+                continue
+
             posState = state.get_by_code(position.stock_code)
             if not posState:
                 continue
 
-            volume = position.can_use_volume
+            target_qty = posState.get('base_qty', 0)
             cost_price = position.open_price
-            if posState.get('added_qty',0) >=100:
-                volume = posState.get('added_qty',0)
+            if posState.get('added_qty', 0) > 0:
+                target_qty = posState['added_qty']
                 cost_price = posState.get('added_price',0)
-
+            # 在途股份不影响已有可卖库存；补仓、底仓均受柜台可卖上限约束。
+            volume = max(0, min(target_qty, position.can_use_volume, position.volume))
+            if not math.isfinite(cost_price) or cost_price <= 0:
+                log.warning('[Position] %s 成本无效，暂停该证券交易', code)
+                continue
 
             pnl_rate = round(
                 (tick.last_price - cost_price) / cost_price * 100,
@@ -86,7 +95,8 @@ def manage_positions(
             if runtime.account_cfg.enable_loss_add_position and market_ok:
                 loss_decision = handle_loss(
                     runtime=runtime,
-                    position=position,
+                    stock_code=position.stock_code,
+                    volume=volume,
                     tick=tick,
                     pnl_rate=pnl_rate,
                     available=available,
@@ -99,7 +109,7 @@ def manage_positions(
             strTag = "-"
             if pnl_rate >= minimum_profit:
                 strTag = "↑"
-            elif pnl_rate< LOSS_TIERS[0]:
+            elif pnl_rate< LOSS_TIERS:
                 strTag = "↓"
 
             if strTag != "-":
@@ -148,9 +158,8 @@ def handle_profit(
     if runtime.orders.busy(stock_code, "SELL"):
         return TradeDecision(False, "卖出委托处理中")
 
-    volume = volume % 100
     if volume <= 0:
-        return TradeDecision(False, "无可用整手持仓")
+        return TradeDecision(False, "无可用持仓")
     order_id = runtime.orders.new_order_id("zt","SELL")
     request = PlaceOrderRequest(
         op=OP_SELL,
@@ -199,7 +208,7 @@ def handle_loss(
     if not runtime.orders.place(runtime.client, request):
         return TradeDecision(False, "补仓订单委托失败")
 
-    runtime.add_watch.forget(position.stock_code)
+    runtime.add_watch.forget(stock_code)
     return TradeDecision(True, f"[补仓买入] {volume} 股，订单={order_id}", amount)