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Fix position limit to count distinct slots and speed up strategy page.

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Roll/add-on shares one monitor per symbol+direction so it no longer inflates the active position count; strategy page skips full CTP sync when monitors already exist.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-02 22:49:32 +08:00
parent 530738ae93
commit 6710692dfb
2 changed files with 84 additions and 45 deletions
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modules/risk/account_risk_lib.py
+35 -9
View File
@@ -274,6 +274,30 @@ def count_active_trade_monitors(conn) -> int:
return 0
def _position_slot_key(sym: str, direction: str) -> tuple[str, str]:
base = (sym or "").strip().lower().split(".")[0]
return (base, (direction or "long").strip().lower())
def active_position_slots_from_monitors(conn) -> set[tuple[str, str]]:
"""按品种+方向去重；滚仓/加仓共用同一监控，不额外占仓位槽。"""
keys: set[tuple[str, str]] = set()
try:
for r in conn.execute(
"SELECT symbol, direction FROM trade_order_monitors WHERE status='active'"
):
sym = (r["symbol"] or "").strip()
if sym:
keys.add(_position_slot_key(sym, r["direction"] or "long"))
except Exception:
pass
return keys
def count_active_position_slots(conn) -> int:
return len(active_position_slots_from_monitors(conn))
def _position_keys_from_rows(rows: list) -> set[tuple[str, str]]:
keys: set[tuple[str, str]] = set()
for p in rows or []:
@@ -285,10 +309,10 @@ def _position_keys_from_rows(rows: list) -> set[tuple[str, str]]:
or p.get("symbol_code")
or p.get("ths_code")
or ""
).strip().lower()
).strip()
direction = (p.get("direction") or "long").strip().lower()
if sym:
keys.add((sym, direction))
keys.add(_position_slot_key(sym, direction))
return keys
@@ -298,8 +322,8 @@ def effective_active_position_count(
*,
ctp_connected: Optional[bool] = None,
) -> int:
"""风控持仓数：柜台/快照实际持仓优先，本地监控作兜底。"""
monitor_count = count_active_trade_monitors(conn)
"""风控持仓数：品种+方向槽位去重；滚仓不计入新仓位。"""
keys = active_position_slots_from_monitors(conn)
if ctp_connected is None:
try:
from modules.ctp.vnpy_bridge import ctp_status
@@ -307,9 +331,7 @@ def effective_active_position_count(
ctp_connected = bool(ctp_status(mode).get("connected"))
except Exception:
ctp_connected = False
if not ctp_connected:
return monitor_count
keys: set[tuple[str, str]] = set()
if ctp_connected:
try:
from modules.ctp.ctp_trading_state import trading_state
@@ -323,7 +345,7 @@ def effective_active_position_count(
keys |= _position_keys_from_rows(snap.get("rows"))
except Exception:
pass
return max(monitor_count, len(keys))
return len(keys)
def parse_mood_issues(raw: Any) -> list[str]:
@@ -419,7 +441,11 @@ def get_risk_status(
"UPDATE account_risk_state SET cooloff_until_ms=NULL, cooloff_hours=NULL WHERE id=1"
)
conn.commit()
active = count_active_trade_monitors(conn) if active_count is None else int(active_count)
active = (
count_active_position_slots(conn)
if active_count is None
else int(active_count)
)
mx = max_active_positions()
pos_limit = active >= mx
daily_opens = count_daily_opens(conn, now)
modules/trading/install.py
+21 -8
View File
@@ -3502,25 +3502,32 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
return None
def _ensure_strategy_monitors(conn, mode: str) -> int:
"""策略页加载前：恢复误关监控并同步柜台，与持仓页逻辑一致。"""
"""策略页：仅当柜台持仓缺少 active 监控时才恢复/同步，避免每次打开都全量写库。"""
if not _cached_ctp_status(mode).get("connected"):
return 0
capital = _capital(conn)
synced = 0
seen: set[tuple[str, str]] = set()
positions = list(trading_state.get_positions() or [])
if not positions:
positions = list(_ctp_positions(mode, refresh_if_empty=False) or [])
missing: list[tuple[dict, str, str]] = []
for p in positions:
lots = int(p.get("lots") or 0)
if lots <= 0:
continue
ths = _ctp_pos_to_ths_code(p) or (p.get("symbol") or "")
direction = (p.get("direction") or "long").strip().lower()
key = (ths.lower(), direction)
key = (ths.lower().split(".")[0], direction)
if key in seen:
continue
seen.add(key)
if _find_active_monitor(conn, ths, direction):
continue
missing.append((p, ths, direction))
if not missing:
return 0
capital = _capital(conn)
synced = 0
for p, ths, direction in missing:
mon = _find_or_revive_monitor(conn, ths, direction)
if not mon:
continue
@@ -3550,12 +3557,14 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
capital = _capital(conn)
mode = get_trading_mode(get_setting)
_ensure_strategy_monitors(conn, mode)
need_initial = conn.execute(
"SELECT id FROM roll_groups WHERE status='active' AND COALESCE(initial_lots, 0)=0 LIMIT 1"
).fetchone()
if need_initial:
for grow in conn.execute(
"SELECT id, order_monitor_id, initial_lots FROM roll_groups WHERE status='active'"
"SELECT id, order_monitor_id, initial_lots FROM roll_groups WHERE status='active' AND COALESCE(initial_lots, 0)=0"
).fetchall():
gfix = dict(grow)
if int(gfix.get("initial_lots") or 0) > 0:
continue
mon_row = conn.execute(
"SELECT lots FROM trade_order_monitors WHERE id=?",
(int(gfix["order_monitor_id"]),),
@@ -3565,7 +3574,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
gid = int(gfix["id"])
filled = _roll_filled_lots_map(conn, [gid]).get(gid, 0)
lots = int(mon_row["lots"] or 0)
initial = lots if lots > 0 and filled > 0 and lots <= filled else max(1, lots - filled)
initial = (
lots
if lots > 0 and filled > 0 and lots <= filled
else max(1, lots - filled)
)
conn.execute(
"UPDATE roll_groups SET initial_lots=? WHERE id=?",
(initial, gid),