fix: 持仓接口实时拉取并回写本地监控,修复有仓不显示

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-25 14:14:21 +08:00
parent 040436e9cc
commit 367f32dd82
5 changed files with 122 additions and 33 deletions
+79 -20
View File
@@ -128,22 +128,80 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
except Exception: except Exception:
return {} return {}
def _ctp_positions(mode: str) -> list: def _ctp_positions(mode: str, *, refresh_if_empty: bool = True) -> list:
try: try:
return ctp_list_positions(mode) return ctp_list_positions(mode, refresh_if_empty=refresh_if_empty)
except Exception: except Exception:
return [] return []
def _ctp_pos_to_ths_code(p: dict) -> str:
sym = (p.get("symbol") or "").strip()
if not sym:
return ""
codes = ths_to_codes(sym)
if codes:
return codes.get("ths_code") or sym
return sym
def _ensure_monitors_from_ctp(conn, mode: str) -> None:
"""CTP 有持仓但本地无监控时,自动补写一条 active 记录供展示。"""
if not ctp_status(mode).get("connected"):
return
for p in _ctp_positions(mode, refresh_if_empty=True):
lots = int(p.get("lots") or 0)
if lots <= 0:
continue
direction = p.get("direction") or "long"
ths = _ctp_pos_to_ths_code(p)
if not ths:
continue
if _find_active_monitor(conn, ths, direction):
continue
codes = ths_to_codes(ths) or {}
now_s = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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')""",
(
ths,
codes.get("name", ths) if codes else ths,
codes.get("market_code", "") if codes else "",
direction,
lots,
float(p.get("avg_price") or 0),
None,
None,
None,
0,
now_s,
"ctp_sync",
),
)
def _match_ctp_symbol(ctp_sym: str, ths: str) -> bool: def _match_ctp_symbol(ctp_sym: str, ths: str) -> bool:
a = (ctp_sym or "").lower() a = (ctp_sym or "").lower()
b = (ths or "").lower() b = (ths or "").lower()
if a == b: if a == b:
return True return True
if a and b and a.split(".")[0] == b.split(".")[0]:
return True
try: try:
vnpy_sym, _ = ths_to_vnpy_symbol(ths) vnpy_sym, _ = ths_to_vnpy_symbol(ths)
return a == vnpy_sym.lower() if a == vnpy_sym.lower():
return True
except Exception: except Exception:
return False pass
try:
vnpy_sym, _ = ths_to_vnpy_symbol(ctp_sym)
if vnpy_sym.lower() == b.split(".")[0]:
return True
except Exception:
pass
return False
def _holding_duration(open_time: str, now_iso: str) -> str: def _holding_duration(open_time: str, now_iso: str) -> str:
try: try:
@@ -543,11 +601,14 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
mon.get("direction") or "long", mode, mon.get("direction") or "long", mode,
) )
mon = _find_active_monitor(conn, mon.get("symbol") or "", mon.get("direction") or "long") or mon mon = _find_active_monitor(conn, mon.get("symbol") or "", mon.get("direction") or "long") or mon
row = _compose_position_row( try:
conn, mon=mon, ctp=ctp, mode=mode, capital=capital, now_iso=now_iso, row = _compose_position_row(
) conn, mon=mon, ctp=ctp, mode=mode, capital=capital, now_iso=now_iso,
if row: )
rows.append(row) if row:
rows.append(row)
except Exception as exc:
logger.warning("compose monitor row failed: %s", exc)
for key, ctp in ctp_by_key.items(): for key, ctp in ctp_by_key.items():
if key in used_ctp_keys: if key in used_ctp_keys:
@@ -570,11 +631,14 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
mon = _find_active_monitor( mon = _find_active_monitor(
conn, ctp.get("symbol") or "", ctp.get("direction") or "long", conn, ctp.get("symbol") or "", ctp.get("direction") or "long",
) )
row = _compose_position_row( try:
conn, mon=mon, ctp=ctp, mode=mode, capital=capital, now_iso=now_iso, row = _compose_position_row(
) conn, mon=mon, ctp=ctp, mode=mode, capital=capital, now_iso=now_iso,
if row: )
rows.append(row) if row:
rows.append(row)
except Exception as exc:
logger.warning("compose ctp row failed: %s", exc)
seen: set[str] = set() seen: set[str] = set()
deduped: list[dict] = [] deduped: list[dict] = []
@@ -589,7 +653,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
def _build_trading_live_payload(conn) -> dict: def _build_trading_live_payload(conn) -> dict:
mode = get_trading_mode(get_setting) mode = get_trading_mode(get_setting)
ctp_st = ctp_status(mode) ctp_st = ctp_status(mode)
_sync_trade_monitors_with_ctp(conn, mode) _ensure_monitors_from_ctp(conn, mode)
rows = _build_trading_live_rows(conn) rows = _build_trading_live_rows(conn)
pending_orders = _build_pending_orders(conn, mode) pending_orders = _build_pending_orders(conn, mode)
capital = _capital(conn) capital = _capital(conn)
@@ -638,7 +702,6 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
init_strategy_tables(conn) init_strategy_tables(conn)
mode = get_trading_mode(get_setting) mode = get_trading_mode(get_setting)
ctp_st = ctp_status(mode) ctp_st = ctp_status(mode)
_sync_trade_monitors_with_ctp(conn, mode)
capital = _capital(conn) capital = _capital(conn)
risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode)) risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
ctp_acc = _ctp_account(mode) if ctp_st.get("connected") else {} ctp_acc = _ctp_account(mode) if ctp_st.get("connected") else {}
@@ -709,9 +772,6 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
@app.route("/api/trading/live") @app.route("/api/trading/live")
@login_required @login_required
def api_trading_live(): def api_trading_live():
cached = position_hub.get_snapshot()
if cached:
return jsonify(cached)
conn = get_db() conn = get_db()
try: try:
init_strategy_tables(conn) init_strategy_tables(conn)
@@ -1314,7 +1374,6 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
init_strategy_tables(conn) init_strategy_tables(conn)
mode = get_trading_mode(get_setting) mode = get_trading_mode(get_setting)
ctp_st = ctp_status(mode) ctp_st = ctp_status(mode)
_sync_trade_monitors_with_ctp(conn, mode)
capital = _capital(conn) capital = _capital(conn)
risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode)) risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
conn.commit() conn.commit()
+1 -1
View File
@@ -91,7 +91,7 @@ def start_position_worker(
r.get("stop_loss") is not None or r.get("take_profit") is not None r.get("stop_loss") is not None or r.get("take_profit") is not None
for r in rows for r in rows
) )
if connected and in_session and (rows or has_sl_tp): if connected and in_session:
sleep_sec = max(1, interval) sleep_sec = max(1, interval)
elif connected: elif connected:
sleep_sec = max(2, min(idle_interval, 3)) sleep_sec = max(2, min(idle_interval, 3))
+12 -2
View File
@@ -63,11 +63,21 @@ def _match_symbol(ctp_sym: str, ths: str) -> bool:
b = (ths or "").lower() b = (ths or "").lower()
if a == b: if a == b:
return True return True
if a and b and a.split(".")[0] == b.split(".")[0]:
return True
try: try:
vnpy_sym, _ = ths_to_vnpy_symbol(ths) vnpy_sym, _ = ths_to_vnpy_symbol(ths)
return a == vnpy_sym.lower() if a == vnpy_sym.lower():
return True
except Exception: except Exception:
return False pass
try:
vnpy_sym, _ = ths_to_vnpy_symbol(ctp_sym)
if vnpy_sym.lower() == b.split(".")[0]:
return True
except Exception:
pass
return False
def _close_order_direction(hold_direction: str) -> str: def _close_order_direction(hold_direction: str) -> str:
+1 -1
View File
@@ -26,7 +26,7 @@
var selectedMaxLots = null; var selectedMaxLots = null;
var recommendMaxByProduct = {}; var recommendMaxByProduct = {};
var recommendMaxByCode = {}; var recommendMaxByCode = {};
var POS_CACHE_KEY = 'qihuo_trading_live_v1'; var POS_CACHE_KEY = 'qihuo_trading_live_v2';
function runWhenReady(fn) { function runWhenReady(fn) {
if (document.readyState === 'loading') { if (document.readyState === 'loading') {
+29 -9
View File
@@ -105,6 +105,7 @@ class CtpBridge:
self._commission_lists: dict[int, list] = {} self._commission_lists: dict[int, list] = {}
self._commission_hooked = False self._commission_hooked = False
self._subscribed: set[str] = set() self._subscribed: set[str] = set()
self._last_position_query_ts: float = 0.0
self._tick_hooked = False self._tick_hooked = False
self._bar_generators: dict[str, Any] = {} self._bar_generators: dict[str, Any] = {}
self._bars_1m: dict[str, deque] = {} self._bars_1m: dict[str, deque] = {}
@@ -698,7 +699,7 @@ class CtpBridge:
"accountid": getattr(acc, "accountid", ""), "accountid": getattr(acc, "accountid", ""),
} }
def list_positions(self) -> list[dict[str, Any]]: def _collect_positions(self) -> list[dict[str, Any]]:
if not self._engine: if not self._engine:
return [] return []
out: list[dict[str, Any]] = [] out: list[dict[str, Any]] = []
@@ -706,12 +707,7 @@ class CtpBridge:
vol = int(getattr(pos, "volume", 0) or 0) vol = int(getattr(pos, "volume", 0) or 0)
if vol <= 0: if vol <= 0:
continue continue
direction = getattr(pos, "direction", None) d = "long" if _is_long_direction(getattr(pos, "direction", None)) else "short"
d = "long"
if direction is not None and str(direction).endswith("SHORT"):
d = "short"
elif direction is not None and "" in str(direction):
d = "short"
sym = getattr(pos, "symbol", "") or "" sym = getattr(pos, "symbol", "") or ""
exchange = getattr(pos, "exchange", None) exchange = getattr(pos, "exchange", None)
ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "") ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "")
@@ -726,6 +722,30 @@ class CtpBridge:
}) })
return out return out
def refresh_positions(self) -> None:
"""向柜台查询持仓(内存为空时补拉)。"""
if not self._engine:
return
now = time.time()
if now - self._last_position_query_ts < 1.0:
return
self._last_position_query_ts = now
try:
gw = self._engine.get_gateway(GATEWAY_NAME)
td = getattr(gw, "td_api", None)
if td and hasattr(td, "query_position"):
td.query_position()
time.sleep(0.4)
except Exception as exc:
logger.debug("refresh_positions: %s", exc)
def list_positions(self, *, refresh_if_empty: bool = True) -> list[dict[str, Any]]:
out = self._collect_positions()
if not out and refresh_if_empty:
self.refresh_positions()
out = self._collect_positions()
return out
def list_active_orders(self) -> list[dict[str, Any]]: def list_active_orders(self) -> list[dict[str, Any]]:
if not self._engine: if not self._engine:
return [] return []
@@ -907,10 +927,10 @@ def ctp_get_account(mode: str) -> dict[str, Any]:
return b.get_account() return b.get_account()
def ctp_list_positions(mode: str) -> list[dict[str, Any]]: def ctp_list_positions(mode: str, *, refresh_if_empty: bool = True) -> list[dict[str, Any]]:
b = get_bridge() b = get_bridge()
b.ensure_connected(mode) b.ensure_connected(mode)
return b.list_positions() return b.list_positions(refresh_if_empty=refresh_if_empty)
def ctp_list_active_orders(mode: str) -> list[dict[str, Any]]: def ctp_list_active_orders(mode: str) -> list[dict[str, Any]]: