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

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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>
This commit is contained in:
dekun
2026-06-26 14:06:49 +08:00
parent 382a9a0e14
commit 4ef33a367f
7 changed files with 191 additions and 45 deletions
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symbols.py
+28 -10
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@@ -140,6 +140,17 @@ def _find_product_by_letters(letters: str) -> Optional[dict]:
return None
def _product_codes(product: dict, ths_code: str, market_code: str, sina_code: str) -> dict:
return {
"ths_code": ths_code,
"market_code": market_code,
"sina_code": sina_code,
"ex": product["ex"],
"name": product["name"],
"exchange": product["exchange"],
}
def ths_to_codes(ths_code: str) -> Optional[dict]:
"""同花顺合约代码 -> ths_full + sina 回退代码。"""
code = ths_code.strip()
@@ -155,11 +166,13 @@ def ths_to_codes(ths_code: str) -> Optional[dict]:
return None
product = _find_product_by_letters(letters)
if product:
return {
"ths_code": build_ths_code(product, year, month),
"market_code": build_ths_full_code(product, year, month),
"sina_code": build_sina_code(product, year, month),
}
ths = build_ths_code(product, year, month)
return _product_codes(
product,
ths,
build_ths_full_code(product, year, month),
build_sina_code(product, year, month),
)
letters_up = letters.upper()
if letters_up in ("IF", "IH", "IC", "IM", "T", "TF", "TS"):
ths = f"{letters_up}{digits}"
@@ -167,6 +180,9 @@ def ths_to_codes(ths_code: str) -> Optional[dict]:
"ths_code": ths,
"market_code": f"{ths}.CFFEX",
"sina_code": f"CFF_RE_{letters_up}{digits}",
"ex": "CFFEX",
"name": letters_up,
"exchange": "中金所",
}
m3 = re.match(r"^([A-Za-z]+)(\d{3})$", code)
@@ -183,11 +199,13 @@ def ths_to_codes(ths_code: str) -> Optional[dict]:
candidate += 10
product = _find_product_by_letters(letters)
if product:
return {
"ths_code": build_ths_code(product, candidate, month),
"market_code": build_ths_full_code(product, candidate, month),
"sina_code": build_sina_code(product, candidate, month),
}
ths = build_ths_code(product, candidate, month)
return _product_codes(
product,
ths,
build_ths_full_code(product, candidate, month),
build_sina_code(product, candidate, month),
)
return None