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fix: 清理幽灵止盈止损监控并修正仓位上限冻结误触发

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-24 14:09:42 +08:00
parent 5af04ef661
commit 23d0f1d6fa
4 changed files with 176 additions and 30 deletions
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install_trading.py
+117 -24
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@@ -125,6 +125,49 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
except Exception:
return ""
def _ctp_position_keys(mode: str) -> set[tuple[str, str]]:
keys: set[tuple[str, str]] = set()
for p in _ctp_positions(mode):
lots = int(p.get("lots") or 0)
if lots <= 0:
continue
sym = (p.get("symbol") or "").lower()
direction = p.get("direction") or "long"
keys.add((sym, direction))
return keys
def _monitor_matches_ctp_position(mon: dict, position_keys: set[tuple[str, str]]) -> bool:
ms = mon.get("symbol") or ""
md = mon.get("direction") or "long"
for ps, pd in position_keys:
if pd != md:
continue
if _match_ctp_symbol(ps, ms):
return True
return False
def _sync_trade_monitors_with_ctp(conn, mode: str) -> int:
"""关闭无对应 CTP 持仓的 active 监控（委托被拒或未成交的幽灵记录）。"""
if not ctp_status(mode).get("connected"):
return 0
position_keys = _ctp_position_keys(mode)
closed = 0
for r in conn.execute("SELECT * FROM trade_order_monitors WHERE status='active'").fetchall():
mon = dict(r)
if _monitor_matches_ctp_position(mon, position_keys):
continue
conn.execute("UPDATE trade_order_monitors SET status='closed' WHERE id=?", (mon["id"],))
closed += 1
return closed
def _effective_active_position_count(conn, mode: str) -> int:
if ctp_status(mode).get("connected"):
return len(_ctp_position_keys(mode))
row = conn.execute(
"SELECT COUNT(*) AS n FROM trade_order_monitors WHERE status='active'"
).fetchone()
return int(row["n"] or 0)
def _build_pending_orders(conn, mode: str) -> list[dict]:
pending: list[dict] = []
for r in conn.execute(
@@ -141,6 +184,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
"direction_label": "做多" if direction == "long" else "做空",
"lots": lots,
"source": "monitor",
"monitor_id": mon.get("id"),
}
sl = mon.get("stop_loss")
tp = mon.get("take_profit")
@@ -235,6 +279,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
"price": sl,
"lots": lots,
"source": "monitor",
"monitor_id": mon["id"] if mon else None,
})
if tp is not None:
pending_for_row.append({
@@ -243,6 +288,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
"price": tp,
"lots": lots,
"source": "monitor",
"monitor_id": mon["id"] if mon else None,
})
rows.append({
"key": f"ctp:{sym.lower()}:{direction}",
@@ -280,8 +326,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
init_strategy_tables(conn)
mode = get_trading_mode(get_setting)
ctp_st = ctp_status(mode)
_sync_trade_monitors_with_ctp(conn, mode)
capital = _capital(conn)
risk = get_risk_status(conn)
risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
ctp_acc = _ctp_account(mode) if ctp_st.get("connected") else {}
active_trend = conn.execute(
"SELECT * FROM trend_pullback_plans WHERE status='active' ORDER BY id DESC LIMIT 1"
@@ -328,10 +375,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
init_strategy_tables(conn)
mode = get_trading_mode(get_setting)
ctp_st = ctp_status(mode)
_sync_trade_monitors_with_ctp(conn, mode)
rows = _build_trading_live_rows(conn)
pending_orders = _build_pending_orders(conn, mode)
capital = _capital(conn)
risk = get_risk_status(conn)
risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
conn.commit()
return jsonify({
"rows": rows,
@@ -344,6 +392,34 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
finally:
conn.close()
@app.route("/api/trading/monitor/dismiss", methods=["POST"])
@login_required
def api_trading_monitor_dismiss():
d = request.get_json(silent=True) or {}
try:
monitor_id = int(d.get("monitor_id") or 0)
except (TypeError, ValueError):
monitor_id = 0
if monitor_id <= 0:
return jsonify({"ok": False, "error": "无效的监控记录"}), 400
conn = get_db()
try:
init_strategy_tables(conn)
row = conn.execute(
"SELECT id FROM trade_order_monitors WHERE id=? AND status='active'",
(monitor_id,),
).fetchone()
if not row:
return jsonify({"ok": False, "error": "记录不存在或已关闭"}), 404
conn.execute(
"UPDATE trade_order_monitors SET status='closed' WHERE id=?",
(monitor_id,),
)
conn.commit()
return jsonify({"ok": True, "message": "已取消本地止盈止损监控"})
finally:
conn.close()
@app.route("/api/trading/close", methods=["POST"])
@login_required
def api_trading_close():
@@ -523,12 +599,13 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
return jsonify({"ok": False, "error": "品种或价格无效"}), 400
conn = get_db()
init_strategy_tables(conn)
mode = get_trading_mode(get_setting)
if offset.startswith("open"):
err = assert_can_open(conn)
_sync_trade_monitors_with_ctp(conn, mode)
err = assert_can_open(conn, active_count=_effective_active_position_count(conn, mode))
if err:
conn.close()
return jsonify({"ok": False, "error": err}), 403
mode = get_trading_mode(get_setting)
ctp_st = ctp_status(mode)
if not ctp_st.get("connected"):
conn.close()
@@ -569,25 +646,40 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
if offset.startswith("open"):
sl = d.get("stop_loss")
tp = d.get("take_profit")
codes = ths_to_codes(sym)
conn.execute(
"""INSERT INTO trade_order_monitors (
symbol, symbol_name, market_code, direction, lots, entry_price,
stop_loss, take_profit, open_time, monitor_type, status
) VALUES (?,?,?,?,?,?,?,?,?,?, 'active')""",
(
sym,
codes.get("name", sym) if codes else sym,
codes.get("market_code", "") if codes else "",
direction,
lots,
price,
float(sl) if sl else None,
float(tp) if tp else None,
datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
"manual",
),
)
if sl or tp:
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)
conn.execute(
"""INSERT INTO trade_order_monitors (
symbol, symbol_name, market_code, direction, lots, entry_price,
stop_loss, take_profit, 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,
float(sl) if sl else None,
float(tp) if tp else None,
datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
"manual",
),
)
conn.commit()
send_wechat_msg(f"{trading_mode_label(get_setting)} {offset} {sym} {direction} {lots}手 @{price}")
conn.close()
@@ -643,8 +735,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
init_strategy_tables(conn)
mode = get_trading_mode(get_setting)
ctp_st = ctp_status(mode)
_sync_trade_monitors_with_ctp(conn, mode)
capital = _capital(conn)
risk = get_risk_status(conn)
risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
conn.commit()
ctp_acc = _ctp_account(mode) if ctp_st.get("connected") else {}
positions = _ctp_positions(mode) if ctp_st.get("connected") else []