feat: 持仓监控数据库优先显示，修复开仓重复与同步前空白
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+345
-168
@@ -248,142 +248,343 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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except Exception:
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return []
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def _canonical_position_key(symbol: str, direction: str) -> str:
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sym = (symbol or "").strip()
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d = (direction or "long").strip().lower()
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try:
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vnpy_sym, _ = ths_to_vnpy_symbol(sym)
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return f"{vnpy_sym.lower()}:{d}"
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except Exception:
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return f"{sym.lower()}:{d}"
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def _find_active_monitor(conn, symbol: str, direction: str) -> Optional[dict]:
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direction = (direction or "long").strip().lower()
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for r in conn.execute(
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"SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id DESC"
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).fetchall():
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row = dict(r)
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if (row.get("direction") or "long") != direction:
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continue
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if _match_ctp_symbol(symbol, row.get("symbol") or ""):
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return row
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return None
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def _close_duplicate_monitors(conn, symbol: str, direction: str, keep_id: int) -> None:
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direction = (direction or "long").strip().lower()
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for r in conn.execute(
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"SELECT id, symbol, direction FROM trade_order_monitors WHERE status='active'"
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).fetchall():
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if int(r["id"]) == int(keep_id):
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continue
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if (r["direction"] or "long") != direction:
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continue
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if _match_ctp_symbol(symbol, r["symbol"] or ""):
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conn.execute(
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"UPDATE trade_order_monitors SET status='closed' WHERE id=?",
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(r["id"],),
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)
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def _upsert_open_monitor(
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conn,
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*,
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sym: str,
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direction: str,
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lots: int,
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price: float,
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sl,
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tp,
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trailing_be: int,
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) -> int:
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ensure_monitor_order_columns(conn)
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codes = ths_to_codes(sym) or {}
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sl_f = float(sl) if sl not in (None, "") else None
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tp_f = float(tp) if tp not in (None, "") else None
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now_s = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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existing = _find_active_monitor(conn, sym, direction)
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if existing:
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mid = int(existing["id"])
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initial_sl = existing.get("initial_stop_loss")
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if sl_f is not None and initial_sl is None:
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initial_sl = sl_f
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conn.execute(
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"""UPDATE trade_order_monitors SET
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symbol=?, symbol_name=?, market_code=?, lots=?, entry_price=?,
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stop_loss=?, take_profit=?, initial_stop_loss=?, trailing_be=?, open_time=?
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WHERE id=?""",
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(
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sym,
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codes.get("name", sym),
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codes.get("market_code", ""),
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lots,
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price,
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sl_f,
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tp_f,
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initial_sl,
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trailing_be,
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now_s,
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mid,
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),
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)
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else:
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conn.execute(
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"""INSERT INTO trade_order_monitors (
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symbol, symbol_name, market_code, direction, lots, entry_price,
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stop_loss, take_profit, initial_stop_loss, trailing_be,
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open_time, monitor_type, status
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) VALUES (?,?,?,?,?,?,?,?,?,?,?,?, 'active')""",
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(
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sym,
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codes.get("name", sym),
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codes.get("market_code", ""),
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direction,
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lots,
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price,
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sl_f,
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tp_f,
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sl_f,
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trailing_be,
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now_s,
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"manual",
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),
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)
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mid = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
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_close_duplicate_monitors(conn, sym, direction, mid)
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return mid
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def _sync_monitor_lots_from_ctp(conn, mid: int, sym: str, direction: str, mode: str) -> None:
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for p in _ctp_positions(mode):
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if int(p.get("lots") or 0) <= 0:
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continue
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if (p.get("direction") or "long") != direction:
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continue
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if not _match_ctp_symbol(p.get("symbol") or "", sym):
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continue
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conn.execute(
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"UPDATE trade_order_monitors SET lots=?, entry_price=? WHERE id=?",
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(int(p.get("lots") or 0), float(p.get("avg_price") or 0), mid),
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)
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return
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def _compose_position_row(
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conn,
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*,
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mon: Optional[dict],
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ctp: Optional[dict],
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mode: str,
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capital: float,
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now_iso: str,
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) -> Optional[dict]:
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if not mon and not ctp:
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return None
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if ctp:
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sym = (ctp.get("symbol") or "").strip()
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direction = ctp.get("direction") or "long"
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lots = int(ctp.get("lots") or 0)
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if lots <= 0:
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return None
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entry = float(ctp.get("avg_price") or 0)
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float_pnl = ctp.get("pnl")
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if float_pnl is not None:
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float_pnl = round(float(float_pnl), 2)
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source_label = "CTP 柜台"
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else:
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sym = (mon.get("symbol") or "").strip()
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direction = mon.get("direction") or "long"
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lots = int(mon.get("lots") or 0)
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if lots <= 0:
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return None
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entry = float(mon.get("entry_price") or 0)
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float_pnl = None
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source_label = "本地监控"
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codes = ths_to_codes(sym)
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tick = calc_order_tick_metrics(sym, lots, entry)
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sl = float(mon["stop_loss"]) if mon and mon.get("stop_loss") is not None else None
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tp = float(mon["take_profit"]) if mon and mon.get("take_profit") is not None else None
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open_time = (mon.get("open_time") or "") if mon else ""
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holding = _holding_duration(open_time, now_iso) if open_time else ""
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mark = None
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if ctp_status(mode).get("connected"):
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mark = ctp_get_tick_price(mode, sym)
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if (mark is None or mark <= 0) and codes:
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mark = fetch_price(
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sym,
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codes.get("market_code", ""),
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codes.get("sina_code", ""),
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)
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close_est = float(mark) if mark and mark > 0 else entry
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if float_pnl is None and mark and entry:
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pos_tmp = calc_position_metrics(
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direction, entry, sl or entry, tp or entry, lots, mark, capital, sym,
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)
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float_pnl = pos_tmp.get("float_pnl")
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fee_info = calc_fee_breakdown(
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sym, entry, close_est, lots, open_time or now_iso, now_iso, trading_mode=mode,
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)
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est_net = None
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if float_pnl is not None:
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est_net = round(float(float_pnl) - fee_info["total_fee"], 2)
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pos_metrics = calc_position_metrics(
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direction, entry, sl if sl is not None else entry,
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tp if tp is not None else entry, lots, mark, capital, sym,
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)
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order_st = monitor_order_status(
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mon or {}, mode=mode, ths_code=sym, direction=direction,
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)
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pending_for_row: list[dict] = []
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if sl is not None:
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pending_for_row.append({
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"order_kind": "stop_loss",
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"label": "止损监控",
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"price": sl,
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"lots": lots,
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"source": "monitor",
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"monitor_id": mon["id"] if mon else None,
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})
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if tp is not None:
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pending_for_row.append({
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"order_kind": "take_profit",
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"label": "止盈监控",
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"price": tp,
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"lots": lots,
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"source": "monitor",
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"monitor_id": mon["id"] if mon else None,
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})
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row_key = _canonical_position_key(sym, direction)
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return {
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"key": row_key,
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"source": "ctp" if ctp else "local",
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"source_label": source_label,
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"sync_pending": ctp is None and mon is not None,
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"monitor_id": mon["id"] if mon else None,
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"symbol": codes.get("name", sym) if codes else (mon.get("symbol_name") if mon else sym),
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"symbol_code": sym,
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"direction": direction,
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"direction_label": "做多" if direction == "long" else "做空",
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"lots": lots,
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"entry_price": entry,
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"stop_loss": sl,
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"take_profit": tp,
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"open_time": open_time or None,
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"holding_duration": holding or None,
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"mark_price": mark,
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"current_price": mark,
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"margin": pos_metrics.get("margin"),
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"position_pct": pos_metrics.get("position_pct"),
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"float_pnl": float_pnl,
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"est_fee": fee_info["total_fee"],
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"est_fee_open": fee_info["open_fee"],
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"est_fee_close": fee_info["close_fee"],
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"est_fee_close_type": fee_info["close_type"],
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"est_pnl_net": est_net,
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"sl_order_active": order_st.get("sl_monitoring"),
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"tp_order_active": order_st.get("tp_monitoring"),
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"sl_monitoring": order_st.get("sl_monitoring"),
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"tp_monitoring": order_st.get("tp_monitoring"),
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"can_place_orders": False,
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"tick_value_total": tick.get("tick_value_total"),
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"price_precision": tick.get("price_precision"),
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"tick_size": tick.get("tick_size"),
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"can_close": True,
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"pending_orders": pending_for_row,
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"trailing_be": bool(mon.get("trailing_be")) if mon else False,
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"trailing_r_locked": int(mon.get("trailing_r_locked") or 0) if mon else 0,
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}
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def _build_trading_live_rows(conn) -> list[dict]:
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from zoneinfo import ZoneInfo
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tz = ZoneInfo("Asia/Shanghai")
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now_iso = datetime.now(tz).strftime("%Y-%m-%dT%H:%M")
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mode = get_trading_mode(get_setting)
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ctp_st = ctp_status(mode)
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rows: list[dict] = []
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capital = _capital(conn)
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if not ctp_st.get("connected"):
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return rows
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ensure_monitor_order_columns(conn)
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# 程序监控仅用于补充止损/止盈，持仓以 CTP 柜台为准
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monitor_map: dict[tuple[str, str], dict] = {}
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for r in conn.execute(
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"SELECT * FROM trade_order_monitors WHERE status='active'"
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).fetchall():
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key = (r["symbol"].lower(), r["direction"])
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monitor_map[key] = dict(r)
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monitors_raw = [
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dict(r) for r in conn.execute(
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"SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id DESC"
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).fetchall()
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]
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monitor_by_key: dict[str, dict] = {}
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for mon in monitors_raw:
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key = _canonical_position_key(mon.get("symbol") or "", mon.get("direction") or "long")
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if key not in monitor_by_key:
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monitor_by_key[key] = mon
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for p in _ctp_positions(mode):
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sym = (p.get("symbol") or "").strip()
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direction = p.get("direction") or "long"
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lots = int(p.get("lots") or 0)
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if lots <= 0:
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ctp_list: list[dict] = _ctp_positions(mode) if ctp_status(mode).get("connected") else []
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ctp_by_key: dict[str, dict] = {}
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for p in ctp_list:
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if int(p.get("lots") or 0) <= 0:
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continue
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entry = float(p.get("avg_price") or 0)
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float_pnl = p.get("pnl")
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if float_pnl is not None:
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float_pnl = round(float(float_pnl), 2)
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codes = ths_to_codes(sym)
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tick = calc_order_tick_metrics(sym, lots, entry)
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mon = None
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for (ms, md), mv in monitor_map.items():
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if md != direction:
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continue
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if ms == sym.lower() or _match_ctp_symbol(sym, ms):
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mon = mv
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break
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sl = float(mon["stop_loss"]) if mon and mon.get("stop_loss") is not None else None
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tp = float(mon["take_profit"]) if mon and mon.get("take_profit") is not None else None
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open_time = (mon.get("open_time") or "") if mon else ""
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holding = _holding_duration(open_time, now_iso) if open_time else ""
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mark = ctp_get_tick_price(mode, sym)
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if (mark is None or mark <= 0) and codes:
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mark = fetch_price(
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sym,
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codes.get("market_code", ""),
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codes.get("sina_code", ""),
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key = _canonical_position_key(p.get("symbol") or "", p.get("direction") or "long")
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ctp_by_key[key] = p
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rows: list[dict] = []
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used_ctp_keys: set[str] = set()
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for key, mon in monitor_by_key.items():
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ctp = ctp_by_key.get(key)
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if not ctp:
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for ck, cp in ctp_by_key.items():
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if ck in used_ctp_keys:
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continue
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if (cp.get("direction") or "long") != (mon.get("direction") or "long"):
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continue
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if _match_ctp_symbol(cp.get("symbol") or "", mon.get("symbol") or ""):
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ctp = cp
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used_ctp_keys.add(ck)
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break
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elif key in ctp_by_key:
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used_ctp_keys.add(key)
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if ctp and mon:
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_sync_monitor_lots_from_ctp(
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conn, int(mon["id"]), mon.get("symbol") or "",
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mon.get("direction") or "long", mode,
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)
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close_est = float(mark) if mark and mark > 0 else entry
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fee_info = calc_fee_breakdown(
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sym,
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entry,
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close_est,
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lots,
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open_time or now_iso,
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now_iso,
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trading_mode=mode,
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mon = _find_active_monitor(conn, mon.get("symbol") or "", mon.get("direction") or "long") or mon
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row = _compose_position_row(
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conn, mon=mon, ctp=ctp, mode=mode, capital=capital, now_iso=now_iso,
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)
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est_net = None
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if float_pnl is not None:
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est_net = round(float(float_pnl) - fee_info["total_fee"], 2)
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pos_metrics = calc_position_metrics(
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direction,
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entry,
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sl if sl is not None else entry,
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tp if tp is not None else entry,
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lots,
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mark,
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capital,
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sym,
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if row:
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rows.append(row)
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for key, ctp in ctp_by_key.items():
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if key in used_ctp_keys:
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continue
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matched = False
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for uk in used_ctp_keys:
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if uk == key:
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matched = True
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break
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if matched:
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continue
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for existing in rows:
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if _match_ctp_symbol(
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ctp.get("symbol") or "", existing.get("symbol_code") or "",
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) and (ctp.get("direction") or "long") == (existing.get("direction") or "long"):
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matched = True
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break
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if matched:
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continue
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mon = _find_active_monitor(
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conn, ctp.get("symbol") or "", ctp.get("direction") or "long",
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)
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order_st = monitor_order_status(
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mon or {}, mode=mode, ths_code=sym, direction=direction,
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row = _compose_position_row(
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conn, mon=mon, ctp=ctp, mode=mode, capital=capital, now_iso=now_iso,
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)
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pending_for_row: list[dict] = []
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if sl is not None:
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pending_for_row.append({
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"order_kind": "stop_loss",
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"label": "止损监控",
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"price": sl,
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"lots": lots,
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"source": "monitor",
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"monitor_id": mon["id"] if mon else None,
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})
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if tp is not None:
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pending_for_row.append({
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"order_kind": "take_profit",
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"label": "止盈监控",
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"price": tp,
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"lots": lots,
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"source": "monitor",
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"monitor_id": mon["id"] if mon else None,
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})
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rows.append({
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"key": f"ctp:{sym.lower()}:{direction}",
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"source": "ctp",
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"source_label": "CTP 柜台",
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"monitor_id": mon["id"] if mon else None,
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"symbol": codes.get("name", sym) if codes else sym,
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"symbol_code": sym,
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"direction": direction,
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"direction_label": "做多" if direction == "long" else "做空",
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"lots": lots,
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"entry_price": entry,
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"stop_loss": sl,
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"take_profit": tp,
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"open_time": open_time or None,
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"holding_duration": holding or None,
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"mark_price": mark,
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"current_price": mark,
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"margin": pos_metrics.get("margin"),
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"position_pct": pos_metrics.get("position_pct"),
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"float_pnl": float_pnl,
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"est_fee": fee_info["total_fee"],
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"est_fee_open": fee_info["open_fee"],
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"est_fee_close": fee_info["close_fee"],
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"est_fee_close_type": fee_info["close_type"],
|
||||
"est_pnl_net": est_net,
|
||||
"sl_order_active": order_st.get("sl_monitoring"),
|
||||
"tp_order_active": order_st.get("tp_monitoring"),
|
||||
"sl_monitoring": order_st.get("sl_monitoring"),
|
||||
"tp_monitoring": order_st.get("tp_monitoring"),
|
||||
"can_place_orders": False,
|
||||
"tick_value_total": tick.get("tick_value_total"),
|
||||
"price_precision": tick.get("price_precision"),
|
||||
"tick_size": tick.get("tick_size"),
|
||||
"can_close": True,
|
||||
"pending_orders": pending_for_row,
|
||||
"trailing_be": bool(mon.get("trailing_be")) if mon else False,
|
||||
"trailing_r_locked": int(mon.get("trailing_r_locked") or 0) if mon else 0,
|
||||
})
|
||||
return rows
|
||||
if row:
|
||||
rows.append(row)
|
||||
|
||||
seen: set[str] = set()
|
||||
deduped: list[dict] = []
|
||||
for row in rows:
|
||||
rk = row.get("key") or f"{row.get('symbol_code')}:{row.get('direction')}"
|
||||
if rk in seen:
|
||||
continue
|
||||
seen.add(rk)
|
||||
deduped.append(row)
|
||||
return deduped
|
||||
|
||||
def _build_trading_live_payload(conn) -> dict:
|
||||
mode = get_trading_mode(get_setting)
|
||||
@@ -1033,54 +1234,30 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
|
||||
sl = d.get("stop_loss")
|
||||
tp = d.get("take_profit")
|
||||
trailing_be = 1 if d.get("trailing_be") else 0
|
||||
mid = _upsert_open_monitor(
|
||||
conn,
|
||||
sym=sym,
|
||||
direction=direction,
|
||||
lots=lots,
|
||||
price=price,
|
||||
sl=sl,
|
||||
tp=tp,
|
||||
trailing_be=trailing_be,
|
||||
)
|
||||
conn.commit()
|
||||
_push_position_snapshot_async()
|
||||
import time
|
||||
time.sleep(2.0)
|
||||
actual_lots = lots
|
||||
has_pos = False
|
||||
for p in _ctp_positions(mode):
|
||||
if int(p.get("lots") or 0) <= 0:
|
||||
continue
|
||||
if (p.get("direction") or "long") != direction:
|
||||
continue
|
||||
if _match_ctp_symbol(p.get("symbol") or "", sym):
|
||||
has_pos = True
|
||||
actual_lots = int(p.get("lots") or lots)
|
||||
break
|
||||
if has_pos:
|
||||
codes = ths_to_codes(sym)
|
||||
sl_f = float(sl) if sl else None
|
||||
ensure_monitor_order_columns(conn)
|
||||
conn.execute(
|
||||
"""INSERT INTO trade_order_monitors (
|
||||
symbol, symbol_name, market_code, direction, lots, entry_price,
|
||||
stop_loss, take_profit, initial_stop_loss, trailing_be,
|
||||
open_time, monitor_type, status
|
||||
) VALUES (?,?,?,?,?,?,?,?,?,?,?,?, 'active')""",
|
||||
(
|
||||
sym,
|
||||
codes.get("name", sym) if codes else sym,
|
||||
codes.get("market_code", "") if codes else "",
|
||||
direction,
|
||||
actual_lots,
|
||||
price,
|
||||
sl_f,
|
||||
float(tp) if tp else None,
|
||||
sl_f,
|
||||
trailing_be,
|
||||
datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
|
||||
"manual",
|
||||
),
|
||||
)
|
||||
mid = conn.execute("SELECT last_insert_rowid()").fetchone()[0]
|
||||
mon_row = conn.execute(
|
||||
"SELECT * FROM trade_order_monitors WHERE id=?", (mid,),
|
||||
).fetchone()
|
||||
if mon_row and (sl or tp):
|
||||
try:
|
||||
ensure_monitor_order_columns(conn)
|
||||
cancel_monitor_exit_orders(conn, dict(mon_row), mode=mode)
|
||||
except Exception as exc:
|
||||
logger.warning("清理旧版止盈止损挂单失败: %s", exc)
|
||||
_sync_monitor_lots_from_ctp(conn, mid, sym, direction, mode)
|
||||
mon_row = conn.execute(
|
||||
"SELECT * FROM trade_order_monitors WHERE id=?", (mid,),
|
||||
).fetchone()
|
||||
if mon_row and (sl or tp):
|
||||
try:
|
||||
ensure_monitor_order_columns(conn)
|
||||
cancel_monitor_exit_orders(conn, dict(mon_row), mode=mode)
|
||||
except Exception as exc:
|
||||
logger.warning("清理旧版止盈止损挂单失败: %s", exc)
|
||||
conn.commit()
|
||||
send_wechat_msg(f"{trading_mode_label(get_setting)} {offset} {sym} {direction} {lots}手 @{price}")
|
||||
conn.close()
|
||||
|
||||
Reference in New Issue
Block a user