Fix CTP exchange routing for non-SHFE contracts and duplicate trade closes.

Resolve CZCE/DCE symbols to the correct exchange for orders, dedupe stop-loss closes and trade logs, and rely on CTP sync for authoritative records.

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

sl_tp_guard.py

@@ -39,6 +39,7 @@ PLACE_COOLDOWN_SEC = 3
 
 _last_close_attempt: dict[int, float] = {}
 _closing_monitors: set[int] = set()
+_closing_symbol_keys: set[str] = set()
 _closing_lock = threading.Lock()
 
 MONITOR_ORDER_COLUMNS = (
@@ -137,6 +138,69 @@ def _find_position(positions: list[dict], ths_code: str, direction: str) -> Opti
     return None
 
 
+def _position_key(sym: str, direction: str) -> str:
+    return f"{(sym or '').strip().lower()}|{(direction or 'long').strip().lower()}"
+
+
+def _try_acquire_close_symbol(sym: str, direction: str) -> bool:
+    key = _position_key(sym, direction)
+    with _closing_lock:
+        if key in _closing_symbol_keys:
+            return False
+        _closing_symbol_keys.add(key)
+        return True
+
+
+def _release_close_symbol(sym: str, direction: str) -> None:
+    key = _position_key(sym, direction)
+    with _closing_lock:
+        _closing_symbol_keys.discard(key)
+
+
+def _close_all_monitors_for_symbol(conn, sym: str, direction: str) -> None:
+    direction = (direction or "long").strip().lower()
+    for r in conn.execute(
+        "SELECT id, symbol, direction FROM trade_order_monitors WHERE status='active'"
+    ).fetchall():
+        if (r["direction"] or "long") != direction:
+            continue
+        if _match_symbol(sym, r["symbol"] or ""):
+            conn.execute(
+                "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                (r["id"],),
+            )
+
+
+def _dedupe_active_monitors(conn) -> None:
+    """同一品种方向只保留一条 active 监控，避免重复触发平仓。"""
+    groups: dict[str, list[dict]] = {}
+    for r in conn.execute(
+        "SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id ASC"
+    ).fetchall():
+        row = dict(r)
+        key = _position_key(row.get("symbol") or "", row.get("direction") or "long")
+        groups.setdefault(key, []).append(row)
+    for items in groups.values():
+        if len(items) <= 1:
+            continue
+
+        def _keep_score(m: dict) -> tuple:
+            mt = (m.get("monitor_type") or "").lower()
+            score = 0
+            if mt != "ctp_sync":
+                score += 10
+            if m.get("stop_loss") is not None:
+                score += 5
+            return (score, int(m.get("id") or 0))
+
+        items.sort(key=_keep_score, reverse=True)
+        for dup in items[1:]:
+            conn.execute(
+                "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                (dup["id"],),
+            )
+
+
 def _can_close_now(monitor_id: int, *, cooldown: int = PLACE_COOLDOWN_SEC) -> bool:
     last = _last_close_attempt.get(monitor_id, 0.0)
     return (time.time() - last) >= cooldown
@@ -575,6 +639,7 @@ def _execute_local_close(
     positions = ctp_list_positions(mode)
     pos = _find_position(positions, sym, direction)
     if not pos:
+        _close_all_monitors_for_symbol(conn, sym, direction)
         reconcile_monitors_without_position(conn, mode)
         return
     lots = int(pos.get("lots") or mon.get("lots") or 1)
@@ -590,24 +655,16 @@ def _execute_local_close(
         price=mark,
         order_type="market",
     )
-    _write_trade_log(
-        conn,
-        mon,
-        close_price=mark,
-        reason=reason,
-        trading_mode=mode,
-        capital=capital,
-    )
-    conn.execute("UPDATE trade_order_monitors SET status='closed' WHERE id=?", (mon["id"],))
+    _close_all_monitors_for_symbol(conn, sym, direction)
     conn.commit()
     result_label = _result_for_close(mon, reason)
     logger.info(
-        "止盈止损本地触发 monitor=%s result=%s %s %s %d手 @%s",
+        "止盈止损本地触发 monitor=%s result=%s %s %s %d手 @%s（待 CTP 成交同步写入交易记录）",
         mon.get("id"), result_label, sym, direction, lots, mark,
     )
     if notify_fn:
         try:
-            notify_fn(f"{result_label} {sym} {direction} {lots}手 @{mark}，已记入交易记录")
+            notify_fn(f"{result_label} {sym} {direction} {lots}手 @{mark}，平仓委托已提交")
         except Exception as exc:
             logger.debug("SL/TP notify failed: %s", exc)
 
@@ -627,12 +684,12 @@ def check_monitors_locally(
     if not is_trading_session():
         return 0
     reconcile_monitors_without_position(conn, mode)
+    _dedupe_active_monitors(conn)
     conn.commit()
     closed = 0
     rows = [dict(r) for r in conn.execute(
         "SELECT * FROM trade_order_monitors WHERE status='active'"
     ).fetchall()]
-    conn.commit()
     for mon in rows:
         mid = int(mon.get("id") or 0)
         sym = (mon.get("symbol") or "").strip()
@@ -677,7 +734,7 @@ def check_monitors_locally(
             continue
         if mid > 0 and not _can_close_now(mid):
             continue
-        if mid > 0 and not _try_acquire_close(mid):
+        if not _try_acquire_close_symbol(sym, direction):
             continue
         try:
             _execute_local_close(
@@ -695,8 +752,7 @@ def check_monitors_locally(
         except Exception as exc:
             logger.warning("SL/TP local close failed monitor=%s: %s", mid, exc)
         finally:
-            if mid > 0:
-                _release_close(mid)
+            _release_close_symbol(sym, direction)
     return closed