fix zt&state.py

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)