Add PostgreSQL production backend to eliminate SQLite lock contention.
Support DATABASE_URL with connection pooling, pg_dump backups, SQLite migration script, and deploy_postgres.sh with docs. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+151
-25
@@ -488,6 +488,71 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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)
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if ctp_positions:
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return
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_ensure_monitors_from_sticky_state(conn, mode)
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def _ensure_monitors_from_sticky_state(conn, mode: str) -> None:
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"""vnpy 持仓空窗但账户仍有保证金时，恢复本地 active 监控。"""
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if not ctp_status(mode).get("connected"):
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return
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margin_raw = ctp_account_margin_used(mode)
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if margin_raw is None or float(margin_raw or 0) <= 0:
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return
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if count_active_trade_monitors(conn) > 0:
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return
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capital = _capital(conn)
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for p in trading_state.get_positions() or []:
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lots = int(p.get("lots") or 0)
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if lots <= 0:
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continue
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direction = p.get("direction") or "long"
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ths = _ctp_pos_to_ths_code(p) or (p.get("symbol") or "")
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if not ths:
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continue
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existing = _find_or_revive_monitor(conn, ths, direction)
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if existing:
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_sync_monitor_from_ctp(
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conn, int(existing["id"]), ths, direction, mode, ctp=p,
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capital=capital,
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)
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continue
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sl, tp, trailing_be, initial_sl = _restore_sl_tp_from_closed(conn, ths, direction)
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mid = _upsert_open_monitor(
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conn,
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sym=ths,
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direction=direction,
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lots=lots,
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price=float(p.get("avg_price") or 0),
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sl=sl,
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tp=tp,
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trailing_be=trailing_be,
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ctp_open_time=(p.get("open_time") or "").strip() or None,
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monitor_type="ctp_sync",
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)
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if initial_sl is not None and sl is not None:
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conn.execute(
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"UPDATE trade_order_monitors SET initial_stop_loss=? WHERE id=?",
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(initial_sl, mid),
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)
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if count_active_trade_monitors(conn) > 0:
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return
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today = datetime.now().strftime("%Y-%m-%d")
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for r in conn.execute(
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"SELECT * FROM trade_order_monitors WHERE status='closed' "
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"AND open_time LIKE ? ORDER BY id DESC LIMIT 5",
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(f"{today}%",),
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).fetchall():
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mon = dict(r)
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if int(mon.get("lots") or 0) <= 0:
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continue
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revived = _revive_closed_monitor(
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conn, mon.get("symbol") or "", mon.get("direction") or "long",
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)
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if revived:
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logger.info(
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"保证金占用下恢复监控 id=%s sym=%s",
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revived.get("id"), revived.get("symbol"),
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)
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break
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def _restore_recent_pending_monitors(conn, mode: str) -> None:
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"""重启或 vnpy 委托缓存丢失时，恢复当日最近一笔可能仍有效的开仓挂单。"""
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@@ -1729,8 +1794,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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seen.add(rk)
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deduped.append(row)
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if not deduped and ctp_status(mode).get("connected") and monitor_by_pk:
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margin_used = float(ctp_account_margin_used(mode) or 0)
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if not deduped and ctp_status(mode).get("connected"):
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margin_raw = ctp_account_margin_used(mode)
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margin_used = float(margin_raw or 0) if margin_raw is not None else 0.0
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has_margin_hint = margin_raw is not None and margin_used > 0
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has_active_mon = any(
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int(m.get("lots") or 0) > 0 for m in monitor_by_pk.values()
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)
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@@ -1741,7 +1808,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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)
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except Exception:
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pass
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if margin_used > 0 or has_active_mon or since_connect < 300:
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if has_margin_hint or has_active_mon or since_connect < 300:
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if not monitor_by_pk and has_margin_hint:
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_ensure_monitors_from_sticky_state(conn, mode)
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monitor_by_pk = _monitors_by_position_key(conn)
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for mon in monitor_by_pk.values():
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lots = int(mon.get("lots") or 0)
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if lots <= 0:
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@@ -1776,6 +1846,41 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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except Exception as exc:
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logger.warning("compose monitor fallback row failed: %s", exc)
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if not deduped and ctp_status(mode).get("connected"):
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for r in conn.execute(
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"SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id DESC"
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).fetchall():
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mon = dict(r)
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lots = int(mon.get("lots") or 0)
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if lots <= 0:
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continue
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sym = (mon.get("symbol") or "").strip()
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direction = (mon.get("direction") or "long").strip().lower()
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rk = _monitor_position_key(mon)
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if rk in seen:
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continue
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if fast:
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mon = _overlay_sl_tp_readonly(conn, mon, sym, direction) or mon
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try:
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row = _compose_position_row(
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conn,
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mon=mon,
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ctp=None,
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mode=mode,
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capital=capital,
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now_iso=now_iso,
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fast=fast,
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)
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if not row:
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continue
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row_key = row.get("key") or row.get("position_key") or rk
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if row_key in seen:
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continue
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seen.add(row_key)
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deduped.append(row)
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except Exception as exc:
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logger.warning("compose active monitor row failed: %s", exc)
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return deduped
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def _build_trading_live_payload(conn, *, fast: bool = False) -> dict:
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@@ -1787,9 +1892,14 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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capital = _capital(conn)
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if ctp_st.get("connected") and (not fast or _has_pending_monitors(conn)):
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_reconcile_pending(conn, mode, capital=capital)
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if ctp_st.get("connected") and not fast:
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_ensure_monitors_from_ctp(conn, mode)
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_sync_trade_monitors_with_ctp(conn, mode)
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if ctp_st.get("connected"):
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if not fast:
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_ensure_monitors_from_ctp(conn, mode)
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_sync_trade_monitors_with_ctp(conn, mode)
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elif count_active_trade_monitors(conn) == 0:
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margin_raw = ctp_account_margin_used(mode)
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if margin_raw is not None and float(margin_raw) > 0:
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_ensure_monitors_from_sticky_state(conn, mode)
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rows = _build_trading_live_rows(conn, fast=fast)
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active_orders = _build_active_orders(
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conn, mode=mode, capital=capital, now_iso=now_iso,
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@@ -1803,12 +1913,16 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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active_count=_effective_active_position_count(conn, mode),
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equity=capital,
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)
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margin_used = (
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ctp_account_margin_used(mode) if ctp_st.get("connected") else None
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)
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return {
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"ok": True,
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"rows": rows,
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"active_orders": active_orders,
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"pending_orders": pending_orders,
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"capital": capital,
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"margin_used": margin_used,
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"ctp_status": ctp_st,
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"trading_mode_label": trading_mode_label(get_setting),
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"risk_status": risk,
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@@ -1841,18 +1955,34 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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payload = _build_trading_live_payload(conn, fast=fast)
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commit_retry(conn)
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prev = position_hub.get_snapshot()
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active_n = int((payload.get("risk_status") or {}).get("active_count") or 0)
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if (
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prev
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and ctp_status(mode).get("connected")
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and not (payload.get("rows") or [])
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and (prev.get("rows") or [])
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):
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margin_used = float(ctp_account_margin_used(mode) or 0)
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if margin_used > 0 or trading_state.sync_state == "syncing":
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margin_raw = payload.get("margin_used")
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if margin_raw is None:
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margin_raw = ctp_account_margin_used(mode)
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margin_used = float(margin_raw or 0) if margin_raw is not None else 0.0
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if (
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(margin_raw is not None and margin_used > 0)
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or trading_state.sync_state == "syncing"
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or active_n > 0
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):
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payload = dict(payload)
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payload["rows"] = prev["rows"]
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payload["sync_state"] = "syncing"
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payload["sync_label"] = "同步中…"
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if trading_state.sync_state == "syncing":
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payload["sync_state"] = "syncing"
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payload["sync_label"] = "同步中…"
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elif (
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ctp_status(mode).get("connected")
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and not (payload.get("rows") or [])
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and active_n > 0
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):
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payload = dict(payload)
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payload["rows"] = _build_trading_live_rows(conn, fast=fast)
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return payload
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finally:
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conn.close()
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@@ -2143,15 +2273,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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@app.route("/api/trading/live")
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@login_required
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def api_trading_live():
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conn = get_db()
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try:
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init_strategy_tables(conn)
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payload = _build_trading_live_payload(conn, fast=True)
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commit_retry(conn)
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position_hub.set_snapshot(payload)
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return jsonify(payload)
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finally:
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conn.close()
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payload = _refresh_trading_live_snapshot(fast=True)
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return jsonify(payload)
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@app.route("/api/trading/stream")
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@login_required
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@@ -3183,7 +3306,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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risk_percent, capital_snapshot, plan_margin, target_lots, first_lots, remainder_lots,
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dca_legs, leg_amounts_json, grid_prices_json, first_order_done, avg_entry_price,
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lots_open, opened_at, period
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) VALUES ('active',?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,1,?,?,?,?)""",
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) VALUES ('active',?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,1,?,?,?,?) RETURNING id""",
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(
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sym, sym_name or (codes.get("name", sym) if codes else sym), plan["direction"],
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plan["stop_loss"], plan["add_upper"], plan["take_profit"],
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@@ -3193,7 +3316,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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price, plan["first_lots"], now, plan["period"],
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),
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)
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plan_id = cur.lastrowid
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row = cur.fetchone()
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plan_id = int(row["id"] if isinstance(row, dict) else row[0])
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conn.commit()
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conn.close()
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send_wechat_msg(f"趋势回调首仓 {sym} {plan['first_lots']}手")
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@@ -3325,13 +3449,14 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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"""INSERT INTO roll_groups (
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order_monitor_id, symbol, direction, initial_take_profit, initial_stop_loss,
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current_stop_loss, risk_percent, leg_count, status, created_at, updated_at
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) VALUES (?,?,?,?,?,?,?,1,'active',?,?)""",
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) VALUES (?,?,?,?,?,?,?,1,'active',?,?) RETURNING id""",
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(
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mon_id, sym, mon["direction"], mon["take_profit"], mon["stop_loss"],
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new_sl, risk_budget, now, now,
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),
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)
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gid = int(cur.lastrowid)
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row = cur.fetchone()
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gid = int(row["id"] if isinstance(row, dict) else row[0])
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leg_n = 1
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if pending_leg_id:
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conn.execute(
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@@ -3417,13 +3542,14 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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"""INSERT INTO roll_groups (
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order_monitor_id, symbol, direction, initial_take_profit, initial_stop_loss,
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current_stop_loss, risk_percent, leg_count, status, created_at, updated_at
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) VALUES (?,?,?,?,?,?,?,0,'active',?,?)""",
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) VALUES (?,?,?,?,?,?,?,0,'active',?,?) RETURNING id""",
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(
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mon_id, mon["symbol"], mon["direction"], mon["take_profit"], mon["stop_loss"],
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preview["new_stop_loss"], risk_budget, now, now,
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),
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)
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gid = int(cur.lastrowid)
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row = cur.fetchone()
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gid = int(row["id"] if isinstance(row, dict) else row[0])
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leg_n = int(conn.execute(
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"SELECT COUNT(*) AS n FROM roll_legs WHERE roll_group_id=? AND status=?",
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(gid, LEG_STATUS_FILLED),
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