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Fix dashboard position limit flicker by unifying active count across APIs.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-02 14:53:04 +08:00
parent 658982d2b9
commit 98d63f38bf
4 changed files with 102 additions and 24 deletions
Download Patch File Download Diff File Expand all files Collapse all files
modules/risk/account_risk_lib.py
+52
View File
@@ -274,6 +274,58 @@ def count_active_trade_monitors(conn) -> int:
return 0
def _position_keys_from_rows(rows: list) -> set[tuple[str, str]]:
keys: set[tuple[str, str]] = set()
for p in rows or []:
lots = int(p.get("lots") or 0)
if lots <= 0:
continue
sym = (
p.get("symbol")
or p.get("symbol_code")
or p.get("ths_code")
or ""
).strip().lower()
direction = (p.get("direction") or "long").strip().lower()
if sym:
keys.add((sym, direction))
return keys
def effective_active_position_count(
conn,
mode: str,
*,
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)
if ctp_connected is None:
try:
from modules.ctp.vnpy_bridge import ctp_status
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()
try:
from modules.ctp.ctp_trading_state import trading_state
keys |= _position_keys_from_rows(trading_state.get_positions())
except Exception:
pass
try:
from modules.trading.position_stream import position_hub
snap = position_hub.get_snapshot() or {}
keys |= _position_keys_from_rows(snap.get("rows"))
except Exception:
pass
return max(monitor_count, len(keys))
def parse_mood_issues(raw: Any) -> list[str]:
if raw is None:
return []
modules/stats/dashboard_lib.py
+14 -1
View File
@@ -62,6 +62,7 @@ def build_risk_overview(
daily_position_limit,
daily_trading_risk_pct_limit,
daily_trading_risk_used_pct,
effective_active_position_count,
ensure_account_risk_schema,
get_risk_status,
manual_close_daily_limit,
@@ -76,10 +77,22 @@ def build_risk_overview(
get_max_margin_pct,
get_roll_max_margin_pct,
get_sizing_mode,
get_trading_mode,
)
ensure_account_risk_schema(conn)
risk = dict(get_risk_status(conn, equity=equity) or {})
mode = get_trading_mode(get_setting)
ctp_connected = False
try:
from modules.ctp.vnpy_bridge import ctp_status
ctp_connected = bool(ctp_status(mode).get("connected"))
except Exception:
pass
active_n = effective_active_position_count(
conn, mode, ctp_connected=ctp_connected,
)
risk = dict(get_risk_status(conn, equity=equity, active_count=active_n) or {})
row = conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
td = trading_day_label()
stored_td = str(row["trading_day"] or "") if row else ""
modules/trading/install.py
+5 -20
View File
@@ -69,6 +69,7 @@ from modules.trading.sl_tp_guard import (
from risk.account_risk_lib import (
assert_can_open,
count_active_trade_monitors,
effective_active_position_count,
get_risk_status,
on_mood_journal_freeze,
on_user_initiated_close,
@@ -972,27 +973,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
*,
ctp_connected: Optional[bool] = None,
) -> int:
"""风控持仓数以柜台/快照实际持仓优先，本地监控作兜底。"""
monitor_count = count_active_trade_monitors(conn)
if ctp_connected is None:
ctp_connected = bool(_cached_ctp_status(mode).get("connected"))
if not ctp_connected:
return monitor_count
keys: set[tuple[str, str]] = set()
for p in _positions_for_monitor_restore(mode, allow_ctp=False):
lots = int(p.get("lots") or 0)
if lots <= 0:
continue
sym = (
p.get("symbol")
or p.get("symbol_code")
or p.get("ths_code")
or ""
).strip().lower()
direction = (p.get("direction") or "long").strip().lower()
if sym:
keys.add((sym, direction))
return max(monitor_count, len(keys))
return effective_active_position_count(
conn, mode, ctp_connected=ctp_connected,
)
def _build_pending_orders(conn, mode: str) -> list[dict]:
pending: list[dict] = []
@@ -2175,7 +2160,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
capital = _capital(conn)
risk = get_risk_status(
conn,
active_count=count_active_trade_monitors(conn),
active_count=_effective_active_position_count(conn, mode),
equity=capital,
)
syncing = bool(ctp_st.get("connected") or ctp_st.get("connecting"))
modules/web/static/js/dashboard.js
+31 -3
View File
@@ -352,16 +352,41 @@
function applyRisk(risk, account) {
if (!riskGridEl || !risk) return;
if (risk.limits && Object.keys(risk.limits).length) {
var isFullRisk = risk.limits && Object.keys(risk.limits).length;
if (isFullRisk) {
lastRiskPayload = risk;
} else if (lastRiskPayload) {
var incomingSt = risk.status || {};
var prevSt = lastRiskPayload.status || {};
risk = {
enabled: lastRiskPayload.enabled,
limits: lastRiskPayload.limits,
manual_close_count_today: lastRiskPayload.manual_close_count_today,
margin_pct_used: lastRiskPayload.margin_pct_used,
status: risk.status || lastRiskPayload.status,
daily_open_count: risk.daily_open_count != null
? risk.daily_open_count
: lastRiskPayload.daily_open_count,
daily_risk_used_pct: risk.daily_risk_used_pct != null
? risk.daily_risk_used_pct
: lastRiskPayload.daily_risk_used_pct,
status: Object.assign({}, prevSt, incomingSt),
};
var incActive = incomingSt.active_count;
var prevActive = prevSt.active_count;
if (incActive != null && prevActive != null) {
var incN = Number(incActive);
var prevN = Number(prevActive);
var marginUsed = account && account.margin_used != null
? Number(account.margin_used)
: 0;
if (
!isNaN(incN) && !isNaN(prevN)
&& incN < prevN
&& (marginUsed > 0 || prevN > 0)
) {
risk.status.active_count = prevN;
}
}
}
if (account && account.equity > 0 && account.margin_used != null) {
risk.margin_pct_used = Math.round(account.margin_used / account.equity * 10000) / 100;
@@ -850,7 +875,10 @@
if (!data) return;
if (data.ctp_status) updateCtpBadge(data.ctp_status);
if (data.risk_status) {
applyRisk({ status: data.risk_status });
applyRisk(
{ status: data.risk_status },
{ equity: data.capital, margin_used: data.margin_used },
);
}
if (data.trading_mode_label && modeBadge) {
modeBadge.textContent = data.trading_mode_label;