feat: 持仓监控后台 SSE 推送与浏览器缓存，刷新不再阻塞读柜台。

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

install_trading.py

@@ -3,6 +3,7 @@ from __future__ import annotations
 
 import json
 import logging
+import threading
 from datetime import datetime
 from typing import Any, Callable, Optional
 
@@ -28,6 +29,7 @@ from recommend_store import (
     refresh_recommend_cache,
 )
 from recommend_stream import recommend_hub, start_recommend_worker
+from position_stream import position_hub, start_position_worker
 from ctp_reconnect import start_ctp_reconnect_worker
 from ctp_premarket_connect import start_ctp_premarket_connect_worker
 from ctp_fee_worker import start_ctp_fee_worker
@@ -70,6 +72,7 @@ from ctp_symbol import ths_to_vnpy_symbol
 from vnpy_bridge import (
     ctp_connect,
     ctp_get_account,
+    ctp_get_tick_price,
     ctp_list_active_orders,
     ctp_list_positions,
     ctp_status,
@@ -290,8 +293,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             tp = float(mon["take_profit"]) if mon and mon.get("take_profit") is not None else None
             open_time = (mon.get("open_time") or "") if mon else ""
             holding = _holding_duration(open_time, now_iso) if open_time else ""
-            mark = None
-            if codes:
+            mark = ctp_get_tick_price(mode, sym)
+            if (mark is None or mark <= 0) and codes:
                 mark = fetch_price(
                     sym,
                     codes.get("market_code", ""),
@@ -382,6 +385,45 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             })
         return rows
 
+    def _build_trading_live_payload(conn) -> dict:
+        mode = get_trading_mode(get_setting)
+        ctp_st = ctp_status(mode)
+        _sync_trade_monitors_with_ctp(conn, mode)
+        rows = _build_trading_live_rows(conn)
+        pending_orders = _build_pending_orders(conn, mode)
+        capital = _capital(conn)
+        risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
+        return {
+            "ok": True,
+            "rows": rows,
+            "pending_orders": pending_orders,
+            "capital": capital,
+            "ctp_status": ctp_st,
+            "trading_mode_label": trading_mode_label(get_setting),
+            "risk_status": risk,
+            "trading_session": is_trading_session(),
+        }
+
+    def _refresh_trading_live_snapshot() -> dict:
+        conn = get_db()
+        try:
+            init_strategy_tables(conn)
+            payload = _build_trading_live_payload(conn)
+            conn.commit()
+            return payload
+        finally:
+            conn.close()
+
+    def _push_position_snapshot_async() -> None:
+        def _run() -> None:
+            try:
+                payload = _refresh_trading_live_snapshot()
+                position_hub.broadcast("positions", payload)
+            except Exception as exc:
+                logger.debug("push position snapshot: %s", exc)
+
+        threading.Thread(target=_run, daemon=True).start()
+
     @app.route("/trade")
     @login_required
     def trade_page():
@@ -466,29 +508,52 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
     @app.route("/api/trading/live")
     @login_required
     def api_trading_live():
+        cached = position_hub.get_snapshot()
+        if cached:
+            return jsonify(cached)
         conn = get_db()
         try:
             init_strategy_tables(conn)
-            mode = get_trading_mode(get_setting)
-            ctp_st = ctp_status(mode)
-            _sync_trade_monitors_with_ctp(conn, mode)
-            rows = _build_trading_live_rows(conn)
-            pending_orders = _build_pending_orders(conn, mode)
-            capital = _capital(conn)
-            risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
+            payload = _build_trading_live_payload(conn)
             conn.commit()
-            return jsonify({
-                "rows": rows,
-                "pending_orders": pending_orders,
-                "capital": capital,
-                "ctp_status": ctp_st,
-                "trading_mode_label": trading_mode_label(get_setting),
-                "risk_status": risk,
-                "trading_session": is_trading_session(),
-            })
+            position_hub.set_snapshot(payload)
+            return jsonify(payload)
         finally:
             conn.close()
 
+    @app.route("/api/trading/stream")
+    @login_required
+    def api_trading_stream():
+        from queue import Empty
+
+        def generate():
+            q = position_hub.subscribe()
+            try:
+                snap = position_hub.get_snapshot()
+                if snap:
+                    yield sse_format("positions", snap)
+                else:
+                    payload = _refresh_trading_live_snapshot()
+                    position_hub.set_snapshot(payload)
+                    yield sse_format("positions", payload)
+                while True:
+                    try:
+                        msg = q.get(timeout=25)
+                        yield sse_format(msg["event"], msg["data"])
+                    except Empty:
+                        yield ": heartbeat\n\n"
+            finally:
+                position_hub.unsubscribe(q)
+
+        return Response(
+            generate(),
+            mimetype="text/event-stream",
+            headers={
+                "Cache-Control": "no-cache",
+                "X-Accel-Buffering": "no",
+            },
+        )
+
     @app.route("/api/trading/monitor/upsert", methods=["POST"])
     @login_required
     def api_trading_monitor_upsert():
@@ -749,6 +814,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 )
             conn.commit()
             conn.close()
+            _push_position_snapshot_async()
             return jsonify({"ok": True, "message": "已平仓并记入交易记录（手动平仓）"})
         except ValueError as exc:
             conn.close()
@@ -1018,6 +1084,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             conn.commit()
             send_wechat_msg(f"{trading_mode_label(get_setting)} {offset} {sym} {direction} {lots}手 @{price}")
             conn.close()
+            _push_position_snapshot_async()
             return jsonify({"ok": True, "result": result, "lots": lots, "message": "委托已提交柜台，限价单需成交后才会显示持仓"})
         except (ValueError, RuntimeError) as exc:
             conn.close()
@@ -1501,6 +1568,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         notify_fn=send_wechat_msg,
         interval=1,
     )
+    start_position_worker(
+        refresh_fn=_refresh_trading_live_snapshot,
+        interval=1,
+    )
     start_ctp_fee_worker(
         get_mode_fn=lambda: get_trading_mode(get_setting),
         get_setting_fn=get_setting,

position_stream.py

@@ -0,0 +1,101 @@
+"""持仓监控：后台拉取 CTP 并 SSE 推送给前端（避免每次刷新阻塞读柜台）。"""
+from __future__ import annotations
+
+import logging
+import queue
+import threading
+import time
+from typing import Callable, Optional
+
+from kline_stream import sse_format
+from market_sessions import is_trading_session
+
+logger = logging.getLogger(__name__)
+
+PUSH_INTERVAL_SEC = 1
+IDLE_INTERVAL_SEC = 5
+
+
+class PositionStreamHub:
+    def __init__(self) -> None:
+        self._lock = threading.Lock()
+        self._subs: list[queue.Queue] = []
+        self._snapshot: Optional[dict] = None
+        self._snapshot_ts: float = 0.0
+
+    def subscribe(self) -> queue.Queue:
+        q: queue.Queue = queue.Queue(maxsize=16)
+        with self._lock:
+            self._subs.append(q)
+        return q
+
+    def unsubscribe(self, q: queue.Queue) -> None:
+        with self._lock:
+            try:
+                self._subs.remove(q)
+            except ValueError:
+                pass
+
+    def get_snapshot(self) -> Optional[dict]:
+        with self._lock:
+            return dict(self._snapshot) if self._snapshot else None
+
+    def set_snapshot(self, data: dict) -> None:
+        with self._lock:
+            self._snapshot = dict(data)
+            self._snapshot_ts = time.time()
+
+    def broadcast(self, event: str, data: dict) -> None:
+        self.set_snapshot(data)
+        msg = {"event": event, "data": data}
+        with self._lock:
+            subs = list(self._subs)
+        for q in subs:
+            try:
+                q.put_nowait(msg)
+            except queue.Full:
+                try:
+                    q.get_nowait()
+                except queue.Empty:
+                    pass
+                try:
+                    q.put_nowait(msg)
+                except queue.Full:
+                    pass
+
+
+position_hub = PositionStreamHub()
+
+
+def start_position_worker(
+    *,
+    refresh_fn: Callable[[], dict],
+    interval: int = PUSH_INTERVAL_SEC,
+    idle_interval: int = IDLE_INTERVAL_SEC,
+) -> None:
+    """后台定时刷新持仓快照并 SSE 广播。"""
+
+    def _loop() -> None:
+        time.sleep(3)
+        while True:
+            sleep_sec = idle_interval
+            try:
+                payload = refresh_fn()
+                if payload:
+                    position_hub.broadcast("positions", payload)
+                connected = bool((payload or {}).get("ctp_status") or {}).get("connected")
+                in_session = bool((payload or {}).get("trading_session"))
+                rows = (payload or {}).get("rows") or []
+                has_sl_tp = any(
+                    r.get("stop_loss") is not None or r.get("take_profit") is not None
+                    for r in rows
+                )
+                if connected and in_session and (rows or has_sl_tp):
+                    sleep_sec = max(1, interval)
+                elif connected:
+                    sleep_sec = max(2, min(idle_interval, 3))
+            except Exception as exc:
+                logger.warning("position worker failed: %s", exc)
+            time.sleep(sleep_sec)
+
+    threading.Thread(target=_loop, daemon=True, name="position-stream").start()

static/js/trade.js

@@ -11,8 +11,8 @@
     var tpInput = document.getElementById('trade-tp');
     var marketHint = document.getElementById('market-hint');
     var metricsHint = document.getElementById('trade-metrics-hint');
-    var pollTimer = null;
     var recommendSource = null;
+    var positionSource = null;
     var quoteTimer = null;
     var calcTimer = null;
     var lastQuotePrice = null;
@@ -22,10 +22,11 @@
     var isTradingSession = false;
     var hasSlTpMonitoring = false;
     var ctpConnected = false;
-    var pollIntervalMs = 0;
+    var positionsRendered = false;
     var selectedMaxLots = null;
     var recommendMaxByProduct = {};
     var recommendMaxByCode = {};
+    var POS_CACHE_KEY = 'qihuo_trading_live_v1';
 
     function runWhenReady(fn) {
         if (document.readyState === 'loading') {
@@ -98,22 +99,86 @@
         }
     }
 
+    function loadPosCache() {
+        try {
+            var raw = sessionStorage.getItem(POS_CACHE_KEY);
+            if (!raw) return null;
+            return JSON.parse(raw);
+        } catch (e) {
+            return null;
+        }
+    }
+
+    function savePosCache(data) {
+        try {
+            sessionStorage.setItem(POS_CACHE_KEY, JSON.stringify(data));
+        } catch (e) { /* quota */ }
+    }
+
+    function applyPositionsData(data) {
+        if (!list || !data) return;
+        var cap = document.getElementById('cap-display');
+        if (cap && data.capital != null) cap.textContent = Number(data.capital).toFixed(2);
+        var connected = data.ctp_status && data.ctp_status.connected;
+        var connecting = data.ctp_status && data.ctp_status.connecting;
+        ctpConnected = !!connected;
+        isTradingSession = !!data.trading_session;
+        updateCtpBadge(!!connected, !!connecting);
+        var riskBadge = document.getElementById('risk-badge');
+        if (riskBadge && data.risk_status) {
+            riskBadge.textContent = data.risk_status.status_label || '';
+            riskBadge.className = 'badge ' + (data.risk_status.can_trade ? 'profit' : 'loss');
+        }
+        var rows = data.rows || [];
+        hasSlTpMonitoring = rows.some(function (row) {
+            return row.stop_loss != null || row.take_profit != null;
+        });
+        updateSessionUi();
+        savePosCache(data);
+        positionsRendered = true;
+        if (!connected) {
+            if (connecting) {
+                list.innerHTML = '<div class="empty-hint">CTP 连接中，请稍候…</div>';
+                return;
+            }
+            list.innerHTML = '<div class="empty-hint">CTP 未连接，正在尝试自动重连…</div>';
+            tryAutoCtpReconnect();
+            return;
+        }
+        if (!rows.length) {
+            var pendingOnly = data.pending_orders || [];
+            if (pendingOnly.length) {
+                list.innerHTML = '<div class="empty-hint" style="margin-bottom:.75rem">柜台暂无持仓</div>' +
+                    pendingOnly.map(function (p) {
+                        var dismissBtn = p.monitor_id ?
+                            '<button type="button" class="pos-dismiss-btn" data-monitor-id="' + p.monitor_id + '">取消</button>' : '';
+                        return (
+                            '<div class="pos-pending-item ' +
+                            (p.order_kind === 'stop_loss' ? 'sl' : (p.order_kind === 'take_profit' ? 'tp' : 'ctp')) +
+                            '"><span>' + (p.label || '挂单') + ' · ' + (p.symbol || p.symbol_code) + '</span>' +
+                            '<span class="pos-pending-right"><strong>' + fmtNum(p.price) + '</strong> · ' +
+                            (p.lots || 1) + ' 手' + dismissBtn + '</span></div>'
+                        );
+                    }).join('');
+                bindPendingDismiss(list);
+            } else {
+                list.innerHTML = '<div class="empty-hint">柜台暂无持仓。</div>';
+            }
+            return;
+        }
+        list.innerHTML = rows.map(buildPosCard).join('');
+        bindPendingDismiss(list);
+        bindSlTpButtons(list);
+        bindPlaceOrderButtons(list);
+        list.querySelectorAll('[data-close]').forEach(function (btn) {
+            btn.addEventListener('click', function () {
+                closePosition(JSON.parse(decodeURIComponent(btn.getAttribute('data-close'))), btn);
+            });
+        });
+    }
+
     function schedulePositionPoll() {
-        var nextMs = 0;
-        if (hasSlTpMonitoring && isTradingSession) {
-            nextMs = 1000;
-        } else if (!ctpConnected) {
-            nextMs = 5000;
-        }
-        if (nextMs === pollIntervalMs && pollTimer) return;
-        pollIntervalMs = nextMs;
-        if (pollTimer) {
-            clearInterval(pollTimer);
-            pollTimer = null;
-        }
-        if (nextMs > 0) {
-            pollTimer = setInterval(pollPositions, nextMs);
-        }
+        /* 持仓改由后台 SSE 推送，保留空函数兼容旧调用 */
     }
 
     function updateSessionUi() {
@@ -654,71 +719,35 @@
                 return r.json();
             })
             .then(function (data) {
-                var cap = document.getElementById('cap-display');
-                if (cap && data.capital != null) cap.textContent = Number(data.capital).toFixed(2);
-                var connected = data.ctp_status && data.ctp_status.connected;
-                var connecting = data.ctp_status && data.ctp_status.connecting;
-                ctpConnected = !!connected;
-                isTradingSession = !!data.trading_session;
-                updateCtpBadge(!!connected, !!connecting);
-                var riskBadge = document.getElementById('risk-badge');
-                if (riskBadge && data.risk_status) {
-                    riskBadge.textContent = data.risk_status.status_label || '';
-                    riskBadge.className = 'badge ' + (data.risk_status.can_trade ? 'profit' : 'loss');
-                }
-                var rows = data.rows || [];
-                hasSlTpMonitoring = rows.some(function (row) {
-                    return row.stop_loss != null || row.take_profit != null;
-                });
-                schedulePositionPoll();
-                updateSessionUi();
-                if (!connected) {
-                    if (connecting) {
-                        list.innerHTML = '<div class="empty-hint">CTP 连接中，请稍候…</div>';
-                        return;
-                    }
-                    list.innerHTML = '<div class="empty-hint">CTP 未连接，正在尝试自动重连…</div>';
-                    tryAutoCtpReconnect();
-                    return;
-                }
-                if (!rows.length) {
-                    var pendingOnly = data.pending_orders || [];
-                    if (pendingOnly.length) {
-                        list.innerHTML = '<div class="empty-hint" style="margin-bottom:.75rem">柜台暂无持仓</div>' +
-                            pendingOnly.map(function (p) {
-                                var dismissBtn = p.monitor_id ?
-                                    '<button type="button" class="pos-dismiss-btn" data-monitor-id="' + p.monitor_id + '">取消</button>' : '';
-                                return (
-                                    '<div class="pos-pending-item ' +
-                                    (p.order_kind === 'stop_loss' ? 'sl' : (p.order_kind === 'take_profit' ? 'tp' : 'ctp')) +
-                                    '"><span>' + (p.label || '挂单') + ' · ' + (p.symbol || p.symbol_code) + '</span>' +
-                                    '<span class="pos-pending-right"><strong>' + fmtNum(p.price) + '</strong> · ' +
-                                    (p.lots || 1) + ' 手' + dismissBtn + '</span></div>'
-                                );
-                            }).join('');
-                        bindPendingDismiss(list);
-                    } else {
-                        list.innerHTML = '<div class="empty-hint">柜台暂无持仓。</div>';
-                    }
-                    return;
-                }
-                list.innerHTML = rows.map(buildPosCard).join('');
-                bindPendingDismiss(list);
-                bindSlTpButtons(list);
-                bindPlaceOrderButtons(list);
-                list.querySelectorAll('[data-close]').forEach(function (btn) {
-                    btn.addEventListener('click', function () {
-                        closePosition(JSON.parse(decodeURIComponent(btn.getAttribute('data-close'))), btn);
-                    });
-                });
+                applyPositionsData(data);
             })
             .catch(function () {
-                if (list.innerHTML.indexOf('pos-card') < 0) {
+                if (!positionsRendered && list.innerHTML.indexOf('pos-card') < 0) {
                     list.innerHTML = '<div class="empty-hint text-loss">持仓加载失败</div>';
                 }
             });
     }
 
+    function connectPositionStream() {
+        if (positionSource) {
+            positionSource.close();
+            positionSource = null;
+        }
+        positionSource = new EventSource('/api/trading/stream');
+        positionSource.addEventListener('positions', function (ev) {
+            try {
+                applyPositionsData(JSON.parse(ev.data));
+            } catch (e) { /* ignore */ }
+        });
+        positionSource.onerror = function () {
+            if (positionSource) {
+                positionSource.close();
+                positionSource = null;
+            }
+            setTimeout(connectPositionStream, 3000);
+        };
+    }
+
     function renderRecommendations(data) {
         if (!recommendList || !data) return;
         updateRecommendMaxMaps(data);
@@ -811,14 +840,20 @@
 
     runWhenReady(function () {
         setPriceType('limit');
-        pollPositions();
+        var cached = loadPosCache();
+        if (cached) {
+            applyPositionsData(cached);
+        }
+        connectPositionStream();
         connectRecommendStream();
         fetch('/api/recommend/list')
             .then(function (r) { return r.json(); })
             .then(function (data) { if (data.ok) renderRecommendations(data); })
             .catch(function () {});
         document.addEventListener('visibilitychange', function () {
-            if (document.visibilityState === 'visible') pollPositions();
+            if (document.visibilityState === 'visible' && !positionSource) {
+                connectPositionStream();
+            }
         });
         updateSessionUi();
         scheduleQuote();

templates/trade.html

@@ -103,9 +103,9 @@
 
             <div class="card trade-card" id="positions">
                 <h2>持仓监控</h2>
-                <p class="hint pos-hint">数据来自 CTP 柜台；设止盈/止损后程序在开盘期间每秒监控，触发即市价平仓并记入交易记录。</p>
+                <p class="hint pos-hint">后台每秒拉取 CTP 并推送；刷新页面会使用浏览器缓存，不再阻塞读柜台。</p>
                 <div class="card-body card-scroll" id="position-live-list">
-                    <div class="empty-hint">{% if ctp_status.connected %}加载中…{% else %}请先连接 CTP 查看柜台持仓{% endif %}</div>
+                    <div class="empty-hint" id="position-placeholder">{% if ctp_status.connected %}等待持仓推送…{% else %}请先连接 CTP 查看柜台持仓{% endif %}</div>
                 </div>
             </div>
     </div>