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

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

modules/risk/account_risk_lib.py

@@ -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

@@ -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

@@ -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 effective_active_position_count(
-            return monitor_count
+            conn, mode, ctp_connected=ctp_connected,
-        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))
 
     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

@@ -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;