Add personal license agreement and rename product section to tradable symbols.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+180
-175
@@ -1,175 +1,180 @@
|
||||
"""开仓委托：pending 状态跟踪、成交转正、超时撤单。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import time
|
||||
from datetime import datetime
|
||||
from typing import Any, Callable, Optional
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
from market_sessions import is_trading_session
|
||||
from vnpy_bridge import ctp_cancel_order, ctp_list_active_orders, ctp_status
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
TZ = ZoneInfo("Asia/Shanghai")
|
||||
DEFAULT_PENDING_ORDER_TIMEOUT_SEC = 300
|
||||
|
||||
|
||||
def parse_monitor_ts(raw: str) -> Optional[float]:
|
||||
s = (raw or "").strip()
|
||||
if not s:
|
||||
return None
|
||||
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%dT%H:%M:%S", "%Y-%m-%dT%H:%M"):
|
||||
try:
|
||||
return datetime.strptime(s[:19], fmt).replace(tzinfo=TZ).timestamp()
|
||||
except ValueError:
|
||||
continue
|
||||
return None
|
||||
|
||||
|
||||
def pending_age_sec(mon: dict) -> float:
|
||||
ts = parse_monitor_ts(mon.get("open_time") or "") or parse_monitor_ts(
|
||||
str(mon.get("created_at") or "")
|
||||
)
|
||||
if ts is None:
|
||||
return 0.0
|
||||
return max(0.0, time.time() - ts)
|
||||
|
||||
|
||||
def pending_auto_cancel_remaining(
|
||||
mon: dict,
|
||||
*,
|
||||
timeout_sec: int = DEFAULT_PENDING_ORDER_TIMEOUT_SEC,
|
||||
) -> int:
|
||||
limit = max(60, int(timeout_sec or DEFAULT_PENDING_ORDER_TIMEOUT_SEC))
|
||||
return max(0, int(limit - pending_age_sec(mon)))
|
||||
|
||||
|
||||
def _match_symbol(ctp_sym: str, ths: str) -> bool:
|
||||
a = (ctp_sym or "").lower()
|
||||
b = (ths or "").lower()
|
||||
if a == b:
|
||||
return True
|
||||
if a and b and a.split(".")[0] == b.split(".")[0]:
|
||||
return True
|
||||
try:
|
||||
from ctp_symbol import ths_to_vnpy_symbol
|
||||
vnpy_sym, _ = ths_to_vnpy_symbol(ths)
|
||||
if a == vnpy_sym.lower():
|
||||
return True
|
||||
except Exception:
|
||||
pass
|
||||
return False
|
||||
|
||||
|
||||
def _find_ctp_position(positions: list[dict], sym: str, direction: str) -> Optional[dict]:
|
||||
direction = (direction or "long").strip().lower()
|
||||
for p in positions or []:
|
||||
if int(p.get("lots") or 0) <= 0:
|
||||
continue
|
||||
if (p.get("direction") or "long") != direction:
|
||||
continue
|
||||
if _match_symbol(p.get("symbol") or "", sym):
|
||||
return p
|
||||
return None
|
||||
|
||||
|
||||
def reconcile_pending_orders(
|
||||
conn,
|
||||
mode: str,
|
||||
*,
|
||||
match_symbol_fn: Callable[[str, str], bool] | None = None,
|
||||
sync_monitor_fn: Callable[..., None] | None = None,
|
||||
capital: float = 0.0,
|
||||
list_positions_fn: Callable[..., list] | None = None,
|
||||
timeout_sec: int = DEFAULT_PENDING_ORDER_TIMEOUT_SEC,
|
||||
) -> dict[str, int]:
|
||||
"""同步 pending 委托：成交→active；超时/已撤→closed。"""
|
||||
limit_sec = max(60, int(timeout_sec or DEFAULT_PENDING_ORDER_TIMEOUT_SEC))
|
||||
stats = {"promoted": 0, "cancelled": 0, "closed": 0}
|
||||
if not ctp_status(mode).get("connected"):
|
||||
return stats
|
||||
|
||||
match = match_symbol_fn or _match_symbol
|
||||
positions = (
|
||||
list_positions_fn(mode, refresh_if_empty=False, refresh_margin=False)
|
||||
if list_positions_fn
|
||||
else []
|
||||
)
|
||||
try:
|
||||
active_orders = {
|
||||
str(o.get("order_id") or ""): o
|
||||
for o in ctp_list_active_orders(mode)
|
||||
if o.get("order_id")
|
||||
}
|
||||
except Exception as exc:
|
||||
logger.debug("list active orders: %s", exc)
|
||||
active_orders = {}
|
||||
|
||||
rows = conn.execute(
|
||||
"SELECT * FROM trade_order_monitors WHERE status='pending' ORDER BY id ASC"
|
||||
).fetchall()
|
||||
|
||||
for r in rows:
|
||||
mon = dict(r)
|
||||
mid = int(mon["id"])
|
||||
sym = mon.get("symbol") or ""
|
||||
direction = mon.get("direction") or "long"
|
||||
vt_oid = (mon.get("vt_order_id") or "").strip()
|
||||
age = pending_age_sec(mon)
|
||||
|
||||
pos = _find_ctp_position(positions, sym, direction)
|
||||
if pos:
|
||||
conn.execute(
|
||||
"UPDATE trade_order_monitors SET status='active' WHERE id=?",
|
||||
(mid,),
|
||||
)
|
||||
if sync_monitor_fn:
|
||||
sync_monitor_fn(
|
||||
conn, mid, sym, direction, mode, ctp=pos, capital=capital,
|
||||
)
|
||||
stats["promoted"] += 1
|
||||
continue
|
||||
|
||||
if vt_oid and vt_oid in active_orders:
|
||||
if age >= limit_sec and is_trading_session():
|
||||
if ctp_cancel_order(mode, vt_oid):
|
||||
conn.execute(
|
||||
"UPDATE trade_order_monitors SET status='closed' WHERE id=?",
|
||||
(mid,),
|
||||
)
|
||||
stats["cancelled"] += 1
|
||||
else:
|
||||
logger.warning("pending auto-cancel failed monitor=%s order=%s", mid, vt_oid)
|
||||
continue
|
||||
|
||||
# 委托已不在活跃列表且无持仓：拒单/撤单/过期
|
||||
if age >= 8:
|
||||
conn.execute(
|
||||
"UPDATE trade_order_monitors SET status='closed' WHERE id=?",
|
||||
(mid,),
|
||||
)
|
||||
stats["closed"] += 1
|
||||
|
||||
if any(stats.values()):
|
||||
conn.commit()
|
||||
return stats
|
||||
|
||||
|
||||
def cancel_pending_monitor(
|
||||
conn,
|
||||
mon: dict,
|
||||
mode: str,
|
||||
) -> tuple[bool, str]:
|
||||
"""手动撤销 pending 开仓委托。"""
|
||||
mid = int(mon.get("id") or 0)
|
||||
vt_oid = (mon.get("vt_order_id") or "").strip()
|
||||
if vt_oid and ctp_status(mode).get("connected"):
|
||||
try:
|
||||
ctp_cancel_order(mode, vt_oid)
|
||||
except Exception as exc:
|
||||
logger.warning("cancel pending order monitor=%s: %s", mid, exc)
|
||||
conn.execute("UPDATE trade_order_monitors SET status='closed' WHERE id=?", (mid,))
|
||||
conn.commit()
|
||||
return True, "开仓委托已撤销"
|
||||
# Copyright (c) 2025-2026 马建军. All rights reserved.
|
||||
# 专有软件 — 未经授权禁止复制、传播、转售。
|
||||
# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
|
||||
# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
|
||||
|
||||
"""开仓委托：pending 状态跟踪、成交转正、超时撤单。"""
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import time
|
||||
from datetime import datetime
|
||||
from typing import Any, Callable, Optional
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
from market_sessions import is_trading_session
|
||||
from vnpy_bridge import ctp_cancel_order, ctp_list_active_orders, ctp_status
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
TZ = ZoneInfo("Asia/Shanghai")
|
||||
DEFAULT_PENDING_ORDER_TIMEOUT_SEC = 300
|
||||
|
||||
|
||||
def parse_monitor_ts(raw: str) -> Optional[float]:
|
||||
s = (raw or "").strip()
|
||||
if not s:
|
||||
return None
|
||||
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%dT%H:%M:%S", "%Y-%m-%dT%H:%M"):
|
||||
try:
|
||||
return datetime.strptime(s[:19], fmt).replace(tzinfo=TZ).timestamp()
|
||||
except ValueError:
|
||||
continue
|
||||
return None
|
||||
|
||||
|
||||
def pending_age_sec(mon: dict) -> float:
|
||||
ts = parse_monitor_ts(mon.get("open_time") or "") or parse_monitor_ts(
|
||||
str(mon.get("created_at") or "")
|
||||
)
|
||||
if ts is None:
|
||||
return 0.0
|
||||
return max(0.0, time.time() - ts)
|
||||
|
||||
|
||||
def pending_auto_cancel_remaining(
|
||||
mon: dict,
|
||||
*,
|
||||
timeout_sec: int = DEFAULT_PENDING_ORDER_TIMEOUT_SEC,
|
||||
) -> int:
|
||||
limit = max(60, int(timeout_sec or DEFAULT_PENDING_ORDER_TIMEOUT_SEC))
|
||||
return max(0, int(limit - pending_age_sec(mon)))
|
||||
|
||||
|
||||
def _match_symbol(ctp_sym: str, ths: str) -> bool:
|
||||
a = (ctp_sym or "").lower()
|
||||
b = (ths or "").lower()
|
||||
if a == b:
|
||||
return True
|
||||
if a and b and a.split(".")[0] == b.split(".")[0]:
|
||||
return True
|
||||
try:
|
||||
from ctp_symbol import ths_to_vnpy_symbol
|
||||
vnpy_sym, _ = ths_to_vnpy_symbol(ths)
|
||||
if a == vnpy_sym.lower():
|
||||
return True
|
||||
except Exception:
|
||||
pass
|
||||
return False
|
||||
|
||||
|
||||
def _find_ctp_position(positions: list[dict], sym: str, direction: str) -> Optional[dict]:
|
||||
direction = (direction or "long").strip().lower()
|
||||
for p in positions or []:
|
||||
if int(p.get("lots") or 0) <= 0:
|
||||
continue
|
||||
if (p.get("direction") or "long") != direction:
|
||||
continue
|
||||
if _match_symbol(p.get("symbol") or "", sym):
|
||||
return p
|
||||
return None
|
||||
|
||||
|
||||
def reconcile_pending_orders(
|
||||
conn,
|
||||
mode: str,
|
||||
*,
|
||||
match_symbol_fn: Callable[[str, str], bool] | None = None,
|
||||
sync_monitor_fn: Callable[..., None] | None = None,
|
||||
capital: float = 0.0,
|
||||
list_positions_fn: Callable[..., list] | None = None,
|
||||
timeout_sec: int = DEFAULT_PENDING_ORDER_TIMEOUT_SEC,
|
||||
) -> dict[str, int]:
|
||||
"""同步 pending 委托：成交→active；超时/已撤→closed。"""
|
||||
limit_sec = max(60, int(timeout_sec or DEFAULT_PENDING_ORDER_TIMEOUT_SEC))
|
||||
stats = {"promoted": 0, "cancelled": 0, "closed": 0}
|
||||
if not ctp_status(mode).get("connected"):
|
||||
return stats
|
||||
|
||||
match = match_symbol_fn or _match_symbol
|
||||
positions = (
|
||||
list_positions_fn(mode, refresh_if_empty=False, refresh_margin=False)
|
||||
if list_positions_fn
|
||||
else []
|
||||
)
|
||||
try:
|
||||
active_orders = {
|
||||
str(o.get("order_id") or ""): o
|
||||
for o in ctp_list_active_orders(mode)
|
||||
if o.get("order_id")
|
||||
}
|
||||
except Exception as exc:
|
||||
logger.debug("list active orders: %s", exc)
|
||||
active_orders = {}
|
||||
|
||||
rows = conn.execute(
|
||||
"SELECT * FROM trade_order_monitors WHERE status='pending' ORDER BY id ASC"
|
||||
).fetchall()
|
||||
|
||||
for r in rows:
|
||||
mon = dict(r)
|
||||
mid = int(mon["id"])
|
||||
sym = mon.get("symbol") or ""
|
||||
direction = mon.get("direction") or "long"
|
||||
vt_oid = (mon.get("vt_order_id") or "").strip()
|
||||
age = pending_age_sec(mon)
|
||||
|
||||
pos = _find_ctp_position(positions, sym, direction)
|
||||
if pos:
|
||||
conn.execute(
|
||||
"UPDATE trade_order_monitors SET status='active' WHERE id=?",
|
||||
(mid,),
|
||||
)
|
||||
if sync_monitor_fn:
|
||||
sync_monitor_fn(
|
||||
conn, mid, sym, direction, mode, ctp=pos, capital=capital,
|
||||
)
|
||||
stats["promoted"] += 1
|
||||
continue
|
||||
|
||||
if vt_oid and vt_oid in active_orders:
|
||||
if age >= limit_sec and is_trading_session():
|
||||
if ctp_cancel_order(mode, vt_oid):
|
||||
conn.execute(
|
||||
"UPDATE trade_order_monitors SET status='closed' WHERE id=?",
|
||||
(mid,),
|
||||
)
|
||||
stats["cancelled"] += 1
|
||||
else:
|
||||
logger.warning("pending auto-cancel failed monitor=%s order=%s", mid, vt_oid)
|
||||
continue
|
||||
|
||||
# 委托已不在活跃列表且无持仓：拒单/撤单/过期
|
||||
if age >= 8:
|
||||
conn.execute(
|
||||
"UPDATE trade_order_monitors SET status='closed' WHERE id=?",
|
||||
(mid,),
|
||||
)
|
||||
stats["closed"] += 1
|
||||
|
||||
if any(stats.values()):
|
||||
conn.commit()
|
||||
return stats
|
||||
|
||||
|
||||
def cancel_pending_monitor(
|
||||
conn,
|
||||
mon: dict,
|
||||
mode: str,
|
||||
) -> tuple[bool, str]:
|
||||
"""手动撤销 pending 开仓委托。"""
|
||||
mid = int(mon.get("id") or 0)
|
||||
vt_oid = (mon.get("vt_order_id") or "").strip()
|
||||
if vt_oid and ctp_status(mode).get("connected"):
|
||||
try:
|
||||
ctp_cancel_order(mode, vt_oid)
|
||||
except Exception as exc:
|
||||
logger.warning("cancel pending order monitor=%s: %s", mid, exc)
|
||||
conn.execute("UPDATE trade_order_monitors SET status='closed' WHERE id=?", (mid,))
|
||||
conn.commit()
|
||||
return True, "开仓委托已撤销"
|
||||
|
||||
Reference in New Issue
Block a user