Fix close-path SQLite lock by releasing write lock before exchange/sim ops.

Also enable WAL and busy_timeout on get_db so concurrent sim writes wait instead of failing immediately.

Co-authored-by: Cursor <cursoragent@cursor.com>

app.py

@@ -1591,8 +1591,14 @@ def _purge_key_monitors_if_full_margin():
 
 
 def get_db():
-    conn = sqlite3.connect(DB_PATH)
+    # timeout/busy_timeout: 并发写(平仓握锁 + sim 再开库)时等待而非立刻 database is locked
+    conn = sqlite3.connect(DB_PATH, timeout=30)
     conn.row_factory = sqlite3.Row
+    try:
+        conn.execute("PRAGMA busy_timeout=30000")
+        conn.execute("PRAGMA journal_mode=WAL")
+    except Exception:
+        pass
     return conn
 
 

lib/hedge_plan/hedge_plan_orders_lib.py

@@ -11,6 +11,14 @@ def _now() -> str:
     return datetime.now(timezone.utc).astimezone().strftime("%Y-%m-%d %H:%M:%S")
 
 
+def _release_db_write(conn: Any) -> None:
+    """提交并释放写锁,避免平仓时 sim/其它路径再开同库被 database is locked."""
+    try:
+        conn.commit()
+    except Exception:
+        pass
+
+
 def _env_bool(key: str, default: bool = False) -> bool:
     raw = (os.getenv(key) or "").strip().lower()
     if not raw:
@@ -1538,7 +1546,7 @@ def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> d
     perp_pnl = 0.0
     close_detail: dict[str, Any] = {}
 
-    # 1) 先平期权
+    # 1) 先平期权(下单前先提交,避免握锁撞 sim 库)
     if opt:
         inst_id = str(opt.get("inst_id") or "")
         sheets = float(opt.get("size") or 1)
@@ -1561,6 +1569,7 @@ def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> d
                 "plan_id": int(plan_id),
                 "need_liquidity": True,
             }
+        _release_db_write(conn)
         close_r = _sell_option(cfg, inst_id=inst_id, sheets=sheets, dry_run=False)
         close_detail["option"] = close_r
         if not close_r.get("already_flat") and (not close_r.get("ok") or not close_r.get("fully_closed", True)):
@@ -1590,6 +1599,7 @@ def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> d
             realized_pnl=round(opt_pnl, 4),
         )
         notes.append(f"期权已平 {inst_id}")
+        _release_db_write(conn)
 
     # 2) 再平永续
     if perp:
@@ -1616,6 +1626,7 @@ def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> d
             )
             notes.append("永续无仓/已平")
         else:
+            _release_db_write(conn)
             perp_close = _close_perp(
                 cfg, symbol=symbol, direction=perp_dir, contracts=contracts, dry_run=False
             )
@@ -1636,23 +1647,27 @@ def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> d
                     "close": close_detail,
                     "notes": notes,
                 }
-            # 粗估永续盈亏
+            # 粗估永续盈亏(优先用成交回报)
             try:
-                entry = float(perp.get("avg_open") or plan.get("entry_mark") or 0)
+                info = (perp_close.get("order") or {}).get("info") or {}
-                get_m = cfg.get("get_live_position_exchange_metrics")
+                if info.get("pnl") is not None:
-                mark = entry
+                    perp_pnl = float(info.get("pnl") or 0)
-                if callable(get_m):
-                    m = get_m(symbol, perp_dir) or {}
-                    mark = float(m.get("mark_price") or m.get("mark") or entry)
-                cs = 0.01
-                get_cs = cfg.get("get_contract_size")
-                if callable(get_cs):
-                    cs = float(get_cs(symbol) or 0.01)
-                coins = contracts * cs
-                if perp_dir == "short":
-                    perp_pnl = (entry - mark) * coins
                 else:
-                    perp_pnl = (mark - entry) * coins
+                    entry = float(perp.get("avg_open") or plan.get("entry_mark") or 0)
+                    get_m = cfg.get("get_live_position_exchange_metrics")
+                    mark = entry
+                    if callable(get_m):
+                        m = get_m(symbol, perp_dir) or {}
+                        mark = float(m.get("mark_price") or m.get("mark") or entry)
+                    cs = 0.01
+                    get_cs = cfg.get("get_contract_size")
+                    if callable(get_cs):
+                        cs = float(get_cs(symbol) or 0.01)
+                    coins = contracts * cs
+                    if perp_dir == "short":
+                        perp_pnl = (entry - mark) * coins
+                    else:
+                        perp_pnl = (mark - entry) * coins
             except Exception:
                 perp_pnl = 0.0
             update_leg(
@@ -1664,10 +1679,12 @@ def execute_manual_close_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> d
                 realized_pnl=round(perp_pnl, 4),
             )
             notes.append(f"永续已平 {symbol}")
+            _release_db_write(conn)
 
     # 3) 卖币回 USDT
     sell_r: dict[str, Any] = {"ok": True, "skipped": True}
     try:
+        _release_db_write(conn)
         sell_ex = cfg.get("exchange_options") or cfg.get("exchange")
         if sell_ex is not None:
             sell_r = spot_market_sell_coin_to_usdt(sell_ex, underlying=uly)