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)