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>

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 "")