fix: SHFE止盈止损平仓改平今并限制重复报单

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

install_trading.py

@@ -443,7 +443,6 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             mode = get_trading_mode(get_setting)
             ctp_st = ctp_status(mode)
             _sync_trade_monitors_with_ctp(conn, mode)
-            sync_all_sl_tp_orders(conn, mode)
             rows = _build_trading_live_rows(conn)
             pending_orders = _build_pending_orders(conn, mode)
             capital = _capital(conn)

sl_tp_guard.py

@@ -18,6 +18,9 @@ from vnpy_bridge import (
 logger = logging.getLogger(__name__)
 
 CHECK_INTERVAL_SEC = 20
+PLACE_COOLDOWN_SEC = 120
+
+_last_place_attempt: dict[tuple[int, str], float] = {}
 
 MONITOR_ORDER_COLUMNS = (
     "ALTER TABLE trade_order_monitors ADD COLUMN sl_vt_order_id TEXT",
@@ -92,6 +95,15 @@ def _find_position(positions: list[dict], ths_code: str, direction: str) -> Opti
     return None
 
 
+def _can_place_now(monitor_id: int, kind: str, *, cooldown: int = PLACE_COOLDOWN_SEC) -> bool:
+    last = _last_place_attempt.get((monitor_id, kind), 0.0)
+    return (time.time() - last) >= cooldown
+
+
+def _mark_place_attempt(monitor_id: int, kind: str) -> None:
+    _last_place_attempt[(monitor_id, kind)] = time.time()
+
+
 def _order_still_active(active_orders: list[dict], vt_order_id: str) -> bool:
     if not vt_order_id:
         return False
@@ -139,6 +151,8 @@ def place_monitor_exit_orders(
     placed: list[str] = []
     updates: dict[str, Optional[str]] = {}
 
+    mid = int(mon.get("id") or 0)
+
     def _maybe_place(kind: str, price: Optional[float], stored_id: str) -> None:
         if price is None or price <= 0:
             return
@@ -150,19 +164,27 @@ def place_monitor_exit_orders(
             return
         if stored_id and _order_still_active(active, stored_id) and not force:
             return
-        result = execute_order(
-            conn,
-            mode=mode,
-            offset=offset,
-            symbol=sym,
-            direction=direction,
-            lots=lots,
-            price=price,
-            order_type="limit",
-        )
+        if mid > 0 and not force and not _can_place_now(mid, kind):
+            return
+        try:
+            _mark_place_attempt(mid, kind)
+            result = execute_order(
+                conn,
+                mode=mode,
+                offset=offset,
+                symbol=sym,
+                direction=direction,
+                lots=lots,
+                price=price,
+                order_type="limit",
+            )
+        except Exception as exc:
+            logger.warning("SL/TP place %s monitor=%s failed: %s", kind, mid, exc)
+            return
         oid = str(result.get("order_id") or "")
-        updates[f"{kind}_vt_order_id"] = oid
-        placed.append(f"{kind}@{price}")
+        if oid:
+            updates[f"{kind}_vt_order_id"] = oid
+            placed.append(f"{kind}@{price}")
 
     sl_id = str(mon.get("sl_vt_order_id") or "")
     tp_id = str(mon.get("tp_vt_order_id") or "")

vnpy_bridge.py

@@ -298,10 +298,15 @@ class CtpBridge:
     def _resolve_close_offset(self, sym: str, ex_name: str, hold_direction: str, lots: int) -> Any:
         from vnpy.trader.constant import Offset
 
-        if ex_name not in ("CZCE", "CFFEX"):
+        ex_u = (ex_name or "").upper()
+        # 上期所/能源中心/郑商所/中金所须区分平今/平昨；大商所等可用通用 CLOSE
+        if ex_u not in ("CZCE", "CFFEX", "SHFE", "INE"):
             return Offset.CLOSE
-        pos = self._find_position(sym, ex_name, hold_direction)
+        pos = self._find_position(sym, ex_u, hold_direction)
         if not pos:
+            # 找不到持仓明细时，日盘新开仓优先平今（避免 SHFE「平昨仓位不足」）
+            if ex_u in ("SHFE", "INE", "CZCE"):
+                return Offset.CLOSETODAY
             return Offset.CLOSE
         vol = int(getattr(pos, "volume", 0) or 0)
         yd = int(getattr(pos, "yd_volume", 0) or 0)