Fix position flicker, drop futures cooloff, prioritize startup display.
Preserve trading state when CTP memory is empty, bootstrap equity/positions on page load, stabilize risk status from DB monitors, and remove app-layer manual close cooling periods. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -226,6 +226,7 @@ class CtpTradingState:
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*,
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trades: Optional[list[dict[str, Any]]] = None,
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ths_for_vnpy_sym: Optional[Callable[[str, str], str]] = None,
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preserve_positions_if_margin: float = 0.0,
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) -> None:
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"""全量校准:以 vnpy 内存为准重建订单/持仓簿。"""
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self.begin_sync()
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@@ -256,6 +257,9 @@ class CtpTradingState:
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new_positions[pk] = reconcile_position_avg(
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old, row, tick, trades=trades, ths_sym=ths,
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)
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if not new_positions and self._positions and preserve_positions_if_margin > 0:
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with self._lock:
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new_positions = {k: dict(v) for k, v in self._positions.items()}
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with self._lock:
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self._orders = new_orders
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self._positions = new_positions
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+5
-8
@@ -35,8 +35,7 @@
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|------|------|
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| 正常 · 可新开仓 | 未触发冻结,可新开仓 |
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| 仓位上限冻结 · 已达仓位上限 1/1 | 同时 active 持仓数已达上限,禁止新开仓,**滚仓/加仓仍允许** |
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| 1h / 4h 冻结 | 手动平仓触发冷静期 |
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| 日冻结 | 复盘勾选情绪问题或当日规则触发,禁止新开仓 |
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| 日冻结 | 复盘勾选情绪问题、当日手动平仓超限或日限额触发,禁止新开仓 |
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- **绿色**:当前可交易(`can_trade=true`)
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- **红色**:当前禁止新开仓(`can_trade=false`)
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@@ -47,14 +46,11 @@
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| 指标 | 说明 | 配置来源 |
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|------|------|----------|
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| **风控开关** | 是否启用账户冷静期等风控 | `.env` → `RISK_CONTROL_ENABLED` |
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| **风控开关** | 是否启用账户风控(持仓/日限额等) | `.env` → `RISK_CONTROL_ENABLED` |
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| **持仓限制** | 当前 active 持仓数 / 同时持仓上限 | `.env` → `MAX_ACTIVE_POSITIONS` |
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| **日持仓限制** | 当日已开仓次数(含已平)/ 日开仓上限 | `.env` → `RISK_DAILY_POSITION_LIMIT`(默认 5) |
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| **日交易风险** | 当日累计止损风险占权益 / 上限 | `.env` → `RISK_DAILY_TRADING_RISK_PCT`(默认 2%) |
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| **手动平仓(冷静期触发)** | 当日手动平仓次数 / 上限 | `.env` → `RISK_MANUAL_CLOSE_DAILY_LIMIT` |
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| **冷静期(默认)** | 超限后默认冻结时长 | `.env` → `RISK_COOLING_HOURS_MANUAL`(默认 4h) |
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| **复盘后冷静** | 填写复盘情绪日记后缩短的冷静期 | `.env` → `RISK_COOLING_HOURS_MANUAL_JOURNAL`(默认 1h) |
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| **冷静剩余** | 当前冷静期剩余时间 | 运行时计算 |
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| **手动平仓次数** | 当日手动平仓次数 / 上限(超限日冻结) | `.env` → `RISK_MANUAL_CLOSE_DAILY_LIMIT` |
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| **综合保证金占比** | 占用保证金占权益 / **综合上限(50%)** | 实时计算 + 系统设置 `roll_max_margin_pct` |
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| **单仓保证金上限** | 新开仓保证金占权益上限 | 系统设置 `max_margin_pct`(默认 30%) |
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| **滚仓/多仓保证金上限** | 单仓=滚仓上限;多仓=合计上限 | 系统设置 `roll_max_margin_pct`(默认 50%) |
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@@ -110,7 +106,8 @@
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## 与全局风控的关系
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- 看板 **实时展示** 账户风控状态;下单前各板块仍调用 `assert_can_open()` 做相同校验。
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- **日持仓限制**、**日交易风险** 与「同时持仓上限」「冷静期」并列生效,任一超限即禁止新开仓。
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- **日持仓限制**、**日交易风险** 与「同时持仓上限」并列生效,任一超限即禁止新开仓。
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- **期货不使用本系统「手动平仓冷静期」**(交易所自有规则);手动平仓仅计入当日次数,超限触发日冻结。
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- **综合保证金占比** 使用 CTP 柜台权益与占用保证金实时计算;断线时可能短暂显示 `—`。
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---
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+17
-4
@@ -1,21 +1,34 @@
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const path = require("path");
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const fs = require("fs");
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const ROOT = __dirname;
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const venvCandidates = [
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path.join(ROOT, "venv", "bin", "python"),
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path.join(ROOT, "venv", "Scripts", "python.exe"),
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];
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const interpreter = venvCandidates.find((p) => fs.existsSync(p)) || "python3";
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module.exports = {
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apps: [
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{
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name: "qihuo",
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script: "app.py",
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cwd: "/opt/qihuo",
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interpreter: "/opt/qihuo/venv/bin/python",
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cwd: ROOT,
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interpreter,
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instances: 1,
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autorestart: true,
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watch: false,
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max_memory_restart: "8192M",
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env: {
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NODE_ENV: "production",
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LANG: "zh_CN.UTF-8",
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LC_ALL: "zh_CN.UTF-8",
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LC_CTYPE: "zh_CN.UTF-8",
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QIHUO_STARTUP_WORKERS: "8",
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QIHUO_MEMORY_MB: "8192",
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},
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error_file: "/opt/qihuo/logs/pm2-error.log",
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out_file: "/opt/qihuo/logs/pm2-out.log",
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error_file: path.join(ROOT, "logs", "pm2-error.log"),
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out_file: path.join(ROOT, "logs", "pm2-out.log"),
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time: true,
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},
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],
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+108
-65
@@ -8,6 +8,7 @@ from __future__ import annotations
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import json
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import logging
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import os
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import threading
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import time
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from datetime import datetime
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@@ -67,11 +68,11 @@ from sl_tp_guard import (
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)
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from risk.account_risk_lib import (
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assert_can_open,
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count_active_trade_monitors,
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get_risk_status,
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on_mood_journal_freeze,
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on_user_initiated_close,
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parse_mood_issues,
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reduce_cooloff_after_journal,
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trading_day_label,
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)
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from strategy.strategy_db import init_strategy_tables
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@@ -701,12 +702,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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return reconcile_monitors_without_position(conn, mode)
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def _effective_active_position_count(conn, mode: str) -> int:
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if ctp_status(mode).get("connected"):
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return len(_ctp_position_keys(mode))
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row = conn.execute(
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"SELECT COUNT(*) AS n FROM trade_order_monitors WHERE status='active'"
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).fetchone()
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return int(row["n"] or 0)
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"""风控持仓数以本地 active 监控为准,不随 CTP 内存空窗抖动。"""
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del mode
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return count_active_trade_monitors(conn)
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def _build_pending_orders(conn, mode: str) -> list[dict]:
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pending: list[dict] = []
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@@ -1672,15 +1670,6 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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ctp_list = _ctp_positions(mode, refresh_if_empty=False, refresh_margin=False)
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if not ctp_list:
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ctp_list = trading_state.get_positions()
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if not ctp_list:
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try:
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with _ctp_td_lock:
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get_bridge().calibrate_trading_state()
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except Exception as exc:
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logger.debug("live calibrate: %s", exc)
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ctp_list = trading_state.get_positions() or _ctp_positions(
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mode, refresh_if_empty=False, refresh_margin=False,
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)
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rows: list[dict] = []
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for p in ctp_list:
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@@ -1742,6 +1731,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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if not deduped and ctp_status(mode).get("connected") and monitor_by_pk:
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margin_used = float(ctp_account_margin_used(mode) or 0)
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has_active_mon = any(
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int(m.get("lots") or 0) > 0 for m in monitor_by_pk.values()
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)
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since_connect = 9999.0
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try:
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since_connect = time.time() - float(
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@@ -1749,7 +1741,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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)
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except Exception:
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pass
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if margin_used > 100 or since_connect < 300:
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if margin_used > 0 or has_active_mon or since_connect < 300:
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for mon in monitor_by_pk.values():
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lots = int(mon.get("lots") or 0)
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if lots <= 0:
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@@ -1849,6 +1841,19 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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init_strategy_tables(conn)
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payload = _build_trading_live_payload(conn, fast=fast)
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commit_retry(conn)
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prev = position_hub.get_snapshot()
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if (
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prev
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and ctp_status(mode).get("connected")
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and not (payload.get("rows") or [])
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and (prev.get("rows") or [])
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):
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margin_used = float(ctp_account_margin_used(mode) or 0)
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if margin_used > 0 or trading_state.sync_state == "syncing":
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payload = dict(payload)
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payload["rows"] = prev["rows"]
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payload["sync_state"] = "syncing"
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payload["sync_label"] = "同步中…"
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return payload
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finally:
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conn.close()
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@@ -1956,8 +1961,22 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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finally:
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conn.close()
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def _prime_position_snapshot() -> None:
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"""进程启动同步预热:优先写入持仓/权益快照,页面打开即可读。"""
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try:
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payload = _refresh_trading_live_snapshot(fast=True)
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position_hub.set_snapshot(payload)
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n = len(payload.get("rows") or [])
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logger.info(
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"持仓快照已预热 capital=%s rows=%d",
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payload.get("capital"),
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n,
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)
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except Exception as exc:
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logger.warning("prime position snapshot: %s", exc)
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def _bootstrap_trading_runtime() -> None:
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"""进程启动:读 CTP 快照推送,事件驱动增量 + 定期全量校准。"""
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"""进程启动:并发预热持仓快照 + CTP 连接,不阻塞 HTTP 监听。"""
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set_position_refresh_callback(
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lambda: _push_position_snapshot_async(fast=True)
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)
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@@ -1969,23 +1988,31 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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try:
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mode = get_trading_mode(get_setting)
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if ctp_status(mode).get("connected"):
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get_bridge().calibrate_trading_state()
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with _ctp_td_lock:
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get_bridge().calibrate_trading_state()
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payload = _refresh_trading_live_snapshot(fast=False)
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position_hub.set_snapshot(payload)
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position_hub.broadcast("positions", payload)
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except Exception as exc:
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logger.warning("bootstrap position snapshot: %s", exc)
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threading.Thread(target=_warm, daemon=True, name="position-bootstrap").start()
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try:
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from ctp_premarket_connect import should_auto_connect_now
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from vnpy_bridge import ctp_start_connect
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def _start_ctp() -> None:
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try:
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from ctp_premarket_connect import should_auto_connect_now
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from vnpy_bridge import ctp_start_connect
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if should_auto_connect_now():
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mode = get_trading_mode(get_setting)
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ctp_start_connect(mode, force=False, scheduled=True)
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except Exception as exc:
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logger.debug("bootstrap ctp connect: %s", exc)
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if should_auto_connect_now():
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mode = get_trading_mode(get_setting)
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ctp_start_connect(mode, force=False, scheduled=True)
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except Exception as exc:
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logger.debug("bootstrap ctp connect: %s", exc)
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from concurrent.futures import ThreadPoolExecutor
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workers = max(2, int(os.getenv("QIHUO_STARTUP_WORKERS", "8") or 8))
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with ThreadPoolExecutor(max_workers=min(workers, 4), thread_name_prefix="boot") as pool:
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pool.submit(_warm)
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pool.submit(_start_ctp)
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def _on_ctp_connected(mode: str) -> None:
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if mode != get_trading_mode(get_setting):
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@@ -2050,6 +2077,12 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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_schedule_recommend_refresh()
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ctp_connected = is_ctp_connected(get_setting)
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margin_rec = small_account_margin_recommendations()
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bootstrap_live: dict = {}
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try:
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bootstrap_live = _build_trading_live_payload(conn, fast=True)
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position_hub.set_snapshot(bootstrap_live)
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except Exception as exc:
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logger.debug("positions page bootstrap: %s", exc)
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return render_template(
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"trade.html",
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trading_mode=mode,
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@@ -2083,6 +2116,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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session_clock=trading_session_clock(),
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roll_max_margin_pct=get_roll_max_margin_pct(get_setting),
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product_categories=PRODUCT_CATEGORIES,
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bootstrap_live=bootstrap_live,
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)
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finally:
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conn.close()
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@@ -3836,8 +3870,6 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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def hook_review_mood(conn, behavior_tags: str, exit_trigger: str, exit_supplement: str):
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if parse_mood_issues(behavior_tags):
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on_mood_journal_freeze(conn, trading_day=trading_day_label())
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if (exit_trigger or "").strip() == "手动平仓" and (exit_supplement or "").strip():
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reduce_cooloff_after_journal(conn, trading_day=trading_day_label())
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app._risk_review_hook = hook_review_mood
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@@ -3846,33 +3878,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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def _init_tables(conn):
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init_strategy_tables(conn)
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start_recommend_worker(
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db_path=DB_PATH,
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get_capital_fn=_recommend_capital,
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quote_fn=_main_quote,
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init_tables_fn=_init_tables,
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get_mode_fn=lambda: get_trading_mode(get_setting),
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get_max_margin_pct_fn=lambda: get_max_margin_pct(get_setting),
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get_sizing_mode_fn=lambda: get_sizing_mode(get_setting),
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get_fixed_lots_fn=lambda: get_fixed_lots(get_setting),
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)
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start_ctp_reconnect_worker(
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get_mode_fn=lambda: get_trading_mode(get_setting),
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get_setting_fn=get_setting,
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)
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start_ctp_premarket_connect_worker(
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get_mode_fn=lambda: get_trading_mode(get_setting),
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get_setting_fn=get_setting,
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)
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start_sl_tp_guard_worker(
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db_path=DB_PATH,
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get_mode_fn=lambda: get_trading_mode(get_setting),
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init_tables_fn=_init_tables,
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get_capital_fn=_capital,
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get_be_tick_buffer_fn=lambda: get_trailing_be_tick_buffer(get_setting),
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notify_fn=send_wechat_msg,
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interval=1,
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)
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_prime_position_snapshot()
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_pos_refresh_tick = {"n": 0}
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_last_full_calibrate = {"ts": 0.0}
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@@ -3904,18 +3911,22 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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idle_interval=3,
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)
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_bootstrap_trading_runtime()
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start_ctp_fee_worker(
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start_ctp_reconnect_worker(
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get_mode_fn=lambda: get_trading_mode(get_setting),
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get_setting_fn=get_setting,
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set_setting_fn=set_setting,
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)
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from ai_worker import start_ai_worker
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start_ai_worker(
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db_path=DB_PATH,
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start_ctp_premarket_connect_worker(
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get_mode_fn=lambda: get_trading_mode(get_setting),
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get_setting_fn=get_setting,
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set_setting_fn=set_setting,
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send_wechat_fn=send_wechat_msg,
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)
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start_sl_tp_guard_worker(
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db_path=DB_PATH,
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get_mode_fn=lambda: get_trading_mode(get_setting),
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init_tables_fn=_init_tables,
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get_capital_fn=_capital,
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get_be_tick_buffer_fn=lambda: get_trailing_be_tick_buffer(get_setting),
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notify_fn=send_wechat_msg,
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interval=1,
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)
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start_pending_order_worker(
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db_path=DB_PATH,
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@@ -3925,3 +3936,35 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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reconcile_fn=_reconcile_pending,
|
||||
on_changed_fn=lambda: _push_position_snapshot_async(fast=False),
|
||||
)
|
||||
|
||||
def _start_deferred_workers() -> None:
|
||||
time.sleep(2)
|
||||
start_recommend_worker(
|
||||
db_path=DB_PATH,
|
||||
get_capital_fn=_recommend_capital,
|
||||
quote_fn=_main_quote,
|
||||
init_tables_fn=_init_tables,
|
||||
get_mode_fn=lambda: get_trading_mode(get_setting),
|
||||
get_max_margin_pct_fn=lambda: get_max_margin_pct(get_setting),
|
||||
get_sizing_mode_fn=lambda: get_sizing_mode(get_setting),
|
||||
get_fixed_lots_fn=lambda: get_fixed_lots(get_setting),
|
||||
)
|
||||
start_ctp_fee_worker(
|
||||
get_mode_fn=lambda: get_trading_mode(get_setting),
|
||||
get_setting_fn=get_setting,
|
||||
set_setting_fn=set_setting,
|
||||
)
|
||||
from ai_worker import start_ai_worker
|
||||
|
||||
start_ai_worker(
|
||||
db_path=DB_PATH,
|
||||
get_setting_fn=get_setting,
|
||||
set_setting_fn=set_setting,
|
||||
send_wechat_fn=send_wechat_msg,
|
||||
)
|
||||
|
||||
threading.Thread(
|
||||
target=_start_deferred_workers,
|
||||
daemon=True,
|
||||
name="deferred-workers",
|
||||
).start()
|
||||
|
||||
+16
-45
@@ -51,17 +51,12 @@ def risk_control_enabled() -> bool:
|
||||
|
||||
|
||||
def cooling_hours_manual() -> float:
|
||||
try:
|
||||
return max(0.0, float(os.getenv("RISK_COOLING_HOURS_MANUAL", "4")))
|
||||
except (TypeError, ValueError):
|
||||
return 4.0
|
||||
"""期货版不使用应用层冷静期(交易所自有规则),恒为 0。"""
|
||||
return 0.0
|
||||
|
||||
|
||||
def cooling_hours_manual_journal() -> float:
|
||||
try:
|
||||
return max(0.0, float(os.getenv("RISK_COOLING_HOURS_MANUAL_JOURNAL", "1")))
|
||||
except (TypeError, ValueError):
|
||||
return 1.0
|
||||
return 0.0
|
||||
|
||||
|
||||
def manual_close_daily_limit() -> int:
|
||||
@@ -286,15 +281,16 @@ def on_user_initiated_close(conn, *, trading_day: str, now: Optional[datetime] =
|
||||
if count >= manual_close_daily_limit():
|
||||
conn.execute(
|
||||
"""UPDATE account_risk_state SET trading_day=?, manual_close_count=?,
|
||||
daily_frozen=1, cooloff_until_ms=NULL, last_close_at_ms=?, updated_at=? WHERE id=1""",
|
||||
daily_frozen=1, cooloff_until_ms=NULL, cooloff_hours=NULL,
|
||||
last_close_at_ms=?, updated_at=? WHERE id=1""",
|
||||
(td, count, close_ms, datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
|
||||
)
|
||||
return
|
||||
until = close_ms + int(cooling_hours_manual() * 3600 * 1000)
|
||||
conn.execute(
|
||||
"""UPDATE account_risk_state SET trading_day=?, manual_close_count=?,
|
||||
daily_frozen=0, cooloff_until_ms=?, cooloff_hours=?, last_close_at_ms=?, updated_at=? WHERE id=1""",
|
||||
(td, count, until, int(cooling_hours_manual()), close_ms, datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
|
||||
daily_frozen=0, cooloff_until_ms=NULL, cooloff_hours=NULL,
|
||||
last_close_at_ms=?, updated_at=? WHERE id=1""",
|
||||
(td, count, close_ms, datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
|
||||
)
|
||||
|
||||
|
||||
@@ -310,26 +306,9 @@ def on_mood_journal_freeze(conn, *, trading_day: str) -> None:
|
||||
|
||||
|
||||
def reduce_cooloff_after_journal(conn, *, trading_day: str, now: Optional[datetime] = None) -> None:
|
||||
"""复盘手动平仓说明后,4h 冷静期降为 1h。"""
|
||||
if not risk_control_enabled():
|
||||
return
|
||||
ensure_account_risk_schema(conn)
|
||||
row = conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
|
||||
if int(_row_get(row, "daily_frozen") or 0):
|
||||
return
|
||||
until = _row_get(row, "cooloff_until_ms")
|
||||
if not until:
|
||||
return
|
||||
now_ms = _now_ms(now)
|
||||
if int(until) <= now_ms:
|
||||
return
|
||||
last = int(_row_get(row, "last_close_at_ms") or now_ms)
|
||||
journal_ms = int(cooling_hours_manual_journal() * 3600 * 1000)
|
||||
new_until = max(now_ms, last + journal_ms)
|
||||
conn.execute(
|
||||
"""UPDATE account_risk_state SET cooloff_until_ms=?, cooloff_hours=?, updated_at=? WHERE id=1""",
|
||||
(new_until, int(cooling_hours_manual_journal()), datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
|
||||
)
|
||||
"""期货版无应用层冷静期,保留空实现兼容旧复盘钩子。"""
|
||||
del conn, trading_day, now
|
||||
return
|
||||
|
||||
|
||||
def get_risk_status(
|
||||
@@ -355,6 +334,11 @@ def get_risk_status(
|
||||
now_ms = _now_ms(now)
|
||||
daily = int(_row_get(row, "daily_frozen") or 0) == 1
|
||||
until = _row_get(row, "cooloff_until_ms")
|
||||
if until:
|
||||
conn.execute(
|
||||
"UPDATE account_risk_state SET cooloff_until_ms=NULL, cooloff_hours=NULL WHERE id=1"
|
||||
)
|
||||
conn.commit()
|
||||
active = count_active_trade_monitors(conn) if active_count is None else int(active_count)
|
||||
mx = max_active_positions()
|
||||
pos_limit = active >= mx
|
||||
@@ -387,19 +371,6 @@ def get_risk_status(
|
||||
"can_roll": False,
|
||||
"reason": "当日日冻结,禁止新开仓",
|
||||
}
|
||||
if until and int(until) > now_ms:
|
||||
rem = int((int(until) - now_ms) / 1000)
|
||||
hours = float(_row_get(row, "cooloff_hours") or cooling_hours_manual())
|
||||
st = STATUS_FREEZE_1H if hours <= cooling_hours_manual_journal() + 0.01 else STATUS_FREEZE_4H
|
||||
return {
|
||||
**base,
|
||||
"status": st,
|
||||
"status_label": STATUS_LABELS[st],
|
||||
"can_trade": False,
|
||||
"can_roll": pos_limit,
|
||||
"reason": f"冷静期中,剩余约 {rem // 3600}h {(rem % 3600) // 60}m",
|
||||
"freeze_remaining_sec": rem,
|
||||
}
|
||||
if daily_risk_limit_hit:
|
||||
return {
|
||||
**base,
|
||||
|
||||
@@ -422,10 +422,7 @@
|
||||
{ label: '持仓限制', value: active + ' / ' + (maxPos != null ? maxPos : '—') },
|
||||
{ label: '日持仓限制', value: dailyOpens + ' / ' + (dailyPosLim != null ? dailyPosLim : '—') },
|
||||
{ label: '日交易风险', value: dailyRiskText },
|
||||
{ label: '手动平仓(冷静期触发)', value: manualCnt + ' / ' + (manualLim != null ? manualLim : '—') },
|
||||
{ label: '冷静期(默认)', value: fmtHours(lim.cooling_hours_manual) },
|
||||
{ label: '复盘后冷静', value: fmtHours(lim.cooling_hours_manual_journal) },
|
||||
{ label: '冷静剩余', value: fmtRemainSec(st.freeze_remaining_sec) },
|
||||
{ label: '手动平仓次数', value: manualCnt + ' / ' + (manualLim != null ? manualLim : '—') },
|
||||
{
|
||||
label: '综合保证金占比',
|
||||
valueHtml: riskMarginPctHtml(marginPct, rollMaxPct),
|
||||
@@ -862,6 +859,9 @@
|
||||
equityEl.textContent = fmtMoney(data.capital);
|
||||
}
|
||||
var rows = positionRows(data);
|
||||
if (!rows.length && data.sync_state === 'syncing' && lastPosRows.length) {
|
||||
rows = lastPosRows;
|
||||
}
|
||||
var sig = rows.map(function (r) {
|
||||
var key = r.key || r.position_key || ((r.symbol_code || '') + ':' + (r.direction || ''));
|
||||
return key + '|' + (isBreakevenLocked(r) ? '1' : '0') + '|' + slText(r) + '|' + tpText(r) + '|' + String(r.lots);
|
||||
|
||||
+51
-25
@@ -34,6 +34,7 @@
|
||||
var ctpConnecting = false;
|
||||
var ctpAutoConnectEnabled = true;
|
||||
var positionsRendered = false;
|
||||
var lastPosRowCount = 0;
|
||||
var selectedMaxLots = null;
|
||||
var recommendMaxByProduct = {};
|
||||
var recommendMaxByCode = {};
|
||||
@@ -63,6 +64,13 @@
|
||||
window.TRADE_FIXED_AMOUNT = cfg.fixed_amount;
|
||||
window.__RECOMMEND_ROWS__ = cfg.recommend_rows || [];
|
||||
if (cfg.session_clock) applySessionClock(cfg.session_clock);
|
||||
if (cfg.capital != null) {
|
||||
var capEl = document.getElementById('cap-display');
|
||||
if (capEl) capEl.textContent = Number(cfg.capital).toFixed(2);
|
||||
}
|
||||
if (cfg.bootstrap_live && (cfg.bootstrap_live.rows || cfg.bootstrap_live.capital != null)) {
|
||||
window.__BOOTSTRAP_LIVE__ = cfg.bootstrap_live;
|
||||
}
|
||||
} catch (e) { /* ignore */ }
|
||||
}
|
||||
|
||||
@@ -149,15 +157,15 @@
|
||||
function savePosCache(data) {
|
||||
try {
|
||||
if (!data) return;
|
||||
var connected = data.ctp_status && data.ctp_status.connected;
|
||||
if (!connected) {
|
||||
sessionStorage.removeItem(POS_CACHE_KEY);
|
||||
var hasRows = data.rows && data.rows.length;
|
||||
var hasOrders = data.active_orders && data.active_orders.length;
|
||||
if (!hasRows && !hasOrders && data.capital == null) {
|
||||
return;
|
||||
}
|
||||
if (!data.rows || !data.rows.length) {
|
||||
if (!data.active_orders || !data.active_orders.length) {
|
||||
sessionStorage.removeItem(POS_CACHE_KEY);
|
||||
return;
|
||||
if (!hasRows && lastPosRowCount > 0) {
|
||||
var prev = loadPosCache();
|
||||
if (prev && prev.rows && prev.rows.length) {
|
||||
data = Object.assign({}, data, { rows: prev.rows });
|
||||
}
|
||||
}
|
||||
sessionStorage.setItem(POS_CACHE_KEY, JSON.stringify(data));
|
||||
@@ -321,10 +329,22 @@
|
||||
if (ctpAutoConnectEnabled) tryAutoCtpReconnect();
|
||||
return;
|
||||
}
|
||||
var syncing = data.sync_state === 'syncing';
|
||||
var hadPos = lastPosRowCount > 0 || !!list.querySelector('.pos-card');
|
||||
if (syncing || hadPos) {
|
||||
if (syncBadge) {
|
||||
syncBadge.hidden = false;
|
||||
syncBadge.textContent = data.sync_label || '持仓同步中…';
|
||||
syncBadge.className = 'sync-badge text-accent';
|
||||
}
|
||||
return;
|
||||
}
|
||||
list.innerHTML = '<div class="empty-hint">暂无持仓。</div>';
|
||||
lastPosRowCount = 0;
|
||||
syncPositionListScroll(0);
|
||||
return;
|
||||
}
|
||||
lastPosRowCount = rows.length;
|
||||
if (!connected && ctpAutoConnectEnabled) {
|
||||
tryAutoCtpReconnect();
|
||||
}
|
||||
@@ -1926,12 +1946,16 @@
|
||||
lotsCalc.value = String(window.TRADE_FIXED_LOTS || 1);
|
||||
if (lotsInput) lotsInput.value = lotsCalc.value;
|
||||
}
|
||||
var cached = loadPosCache();
|
||||
if (cached) {
|
||||
if (cached.ctp_status) {
|
||||
cached.ctp_status = Object.assign({}, cached.ctp_status, { connecting: false });
|
||||
}
|
||||
if (cached.ctp_status && cached.ctp_status.connected) {
|
||||
var bootData = window.__BOOTSTRAP_LIVE__;
|
||||
if (bootData) {
|
||||
applyPositionsData(bootData);
|
||||
savePosCache(bootData);
|
||||
} else {
|
||||
var cached = loadPosCache();
|
||||
if (cached && ((cached.rows && cached.rows.length) || cached.capital != null)) {
|
||||
if (cached.ctp_status) {
|
||||
cached.ctp_status = Object.assign({}, cached.ctp_status, { connecting: false });
|
||||
}
|
||||
applyPositionsData(cached);
|
||||
}
|
||||
}
|
||||
@@ -1939,20 +1963,22 @@
|
||||
connectPositionStream();
|
||||
bindSlTpModal();
|
||||
initCtpOnLoad();
|
||||
connectRecommendStream();
|
||||
initRecommendSortControls();
|
||||
if (window.__RECOMMEND_ROWS__ && window.__RECOMMEND_ROWS__.length) {
|
||||
recRowsRaw = window.__RECOMMEND_ROWS__.slice();
|
||||
renderRecommendTable();
|
||||
}
|
||||
fetch('/api/recommend/list')
|
||||
.then(function (r) { return r.json(); })
|
||||
.then(function (data) { if (data.ok) renderRecommendations(data); })
|
||||
.catch(function () {});
|
||||
updateSessionUi();
|
||||
updateRRDisplay();
|
||||
scheduleQuote();
|
||||
scheduleAutoCalc();
|
||||
setTimeout(function () {
|
||||
connectRecommendStream();
|
||||
initRecommendSortControls();
|
||||
if (window.__RECOMMEND_ROWS__ && window.__RECOMMEND_ROWS__.length) {
|
||||
recRowsRaw = window.__RECOMMEND_ROWS__.slice();
|
||||
renderRecommendTable();
|
||||
}
|
||||
fetch('/api/recommend/list')
|
||||
.then(function (r) { return r.json(); })
|
||||
.then(function (data) { if (data.ok) renderRecommendations(data); })
|
||||
.catch(function () {});
|
||||
scheduleQuote();
|
||||
scheduleAutoCalc();
|
||||
}, 400);
|
||||
}
|
||||
|
||||
document.addEventListener('visibilitychange', function () {
|
||||
|
||||
@@ -74,7 +74,7 @@
|
||||
<ul>
|
||||
<li>成交后由程序<strong>本地监控</strong>;触及止盈或止损 → 市价平仓</li>
|
||||
<li><strong>移动保本</strong>:须填止损、不设固定止盈;达 1R 止损移至开仓±缓冲跳,2R 移 1R,依次类推</li>
|
||||
<li>手动平仓写入交易记录;当日手动平仓次数超限 → 进入冷静期</li>
|
||||
<li>手动平仓写入交易记录;当日手动平仓次数超限 → 当日禁止新开仓</li>
|
||||
</ul>
|
||||
<p><strong>可开仓品种表</strong></p>
|
||||
<ul>
|
||||
@@ -304,7 +304,9 @@
|
||||
'product_categories': product_categories | default([]),
|
||||
'recommend_rows': recommend_rows | default([]),
|
||||
'ctp_auto_connect': ctp_auto_connect,
|
||||
'session_clock': session_clock
|
||||
'session_clock': session_clock,
|
||||
'capital': capital,
|
||||
'bootstrap_live': bootstrap_live | default({})
|
||||
} | tojson }}</script>
|
||||
<script src="{{ url_for('static', filename='js/trade.js') }}?v={{ asset_v }}"></script>
|
||||
{% endblock %}
|
||||
|
||||
@@ -553,11 +553,20 @@ class CtpBridge:
|
||||
orders = self.list_active_orders()
|
||||
positions = self._collect_positions()
|
||||
trades = self.list_trades()
|
||||
preserve_margin = 0.0
|
||||
if self._connected_mode and not positions:
|
||||
try:
|
||||
preserve_margin = float(
|
||||
ctp_account_margin_used(self._connected_mode) or 0,
|
||||
)
|
||||
except Exception:
|
||||
preserve_margin = 0.0
|
||||
trading_state.calibrate_from_lists(
|
||||
orders,
|
||||
positions,
|
||||
trades=trades,
|
||||
ths_for_vnpy_sym=lambda s, e: CtpBridge._vnpy_sym_to_ths(s, e) or s,
|
||||
preserve_positions_if_margin=preserve_margin,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.debug("calibrate trading state: %s", exc)
|
||||
|
||||
Reference in New Issue
Block a user