Speed up equity/position display after CTP reconnect and auto-refresh stale sessions before market open.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-03 21:17:15 +08:00
parent 61481d5749
commit d6776d2b8e
4 changed files with 110 additions and 21 deletions
+14 -1
View File
@@ -18,7 +18,7 @@ from modules.market.market_sessions import (
is_trading_session, is_trading_session,
should_keep_ctp_connected, should_keep_ctp_connected,
) )
from modules.ctp.vnpy_bridge import ctp_start_connect, ctp_status from modules.ctp.vnpy_bridge import ctp_start_connect, ctp_status, ctp_session_needs_reconnect
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@@ -105,6 +105,19 @@ def start_ctp_premarket_connect_worker(
mode, mode,
mins_b, mins_b,
) )
elif (
st.get("connected")
and not st.get("connecting")
and int(st.get("login_cooldown_sec") or 0) <= 0
and (
in_premarket_connect_window(minutes_before=mins_b)
or is_trading_session()
)
and ctp_session_needs_reconnect(mode)
):
info = ctp_start_connect(mode, force=True, scheduled=True)
if info.get("started") or info.get("connecting"):
logger.info("CTP 会话刷新(盘前/交易时段)[%s]", mode)
if is_trading_session(): if is_trading_session():
sleep_sec = TRADING_CHECK_INTERVAL_SEC sleep_sec = TRADING_CHECK_INTERVAL_SEC
elif in_premarket_connect_window(minutes_before=mins_b): elif in_premarket_connect_window(minutes_before=mins_b):
+40 -6
View File
@@ -173,7 +173,7 @@ def _fire_position_refresh_callback_debounced(*, min_interval: float = 0.35) ->
def _fire_position_refresh_burst() -> None: def _fire_position_refresh_burst() -> None:
"""连接后持仓回报可能分批到达,分多次触发快照刷新。""" """连接后持仓回报可能分批到达,分多次触发快照刷新。"""
_fire_position_refresh_callback() _fire_position_refresh_callback()
for delay in (0.4, 0.9, 1.5, 3.0, 6.0, 12.0, 20.0): for delay in (0.3, 0.7, 1.2, 2.5, 5.0, 10.0):
threading.Timer(delay, _fire_position_refresh_callback).start() threading.Timer(delay, _fire_position_refresh_callback).start()
@@ -228,7 +228,7 @@ _bridge: Optional["CtpBridge"] = None
_bridge_lock = threading.Lock() _bridge_lock = threading.Lock()
_ctp_td_lock = threading.RLock() _ctp_td_lock = threading.RLock()
POSITION_QUERY_MIN_INTERVAL_SEC = 5.0 POSITION_QUERY_MIN_INTERVAL_SEC = 5.0
POSITION_QUERY_RETRY_DELAYS_SEC = (1.5, 4.0, 9.0, 18.0, 35.0) POSITION_QUERY_RETRY_DELAYS_SEC = (0.8, 2.0, 4.0, 8.0, 15.0)
TRADE_QUERY_MIN_INTERVAL_SEC = 10.0 TRADE_QUERY_MIN_INTERVAL_SEC = 10.0
@@ -783,6 +783,7 @@ class CtpBridge:
"connected": self._connected_mode == mode, "connected": self._connected_mode == mode,
"connecting": connecting, "connecting": connecting,
"connected_mode": self._connected_mode, "connected_mode": self._connected_mode,
"td_logged_in": self._td_logged_in() if self._connected_mode == mode else False,
"mode_label": _mode_label(mode), "mode_label": _mode_label(mode),
"missing_config": missing, "missing_config": missing,
"last_error": last_error, "last_error": last_error,
@@ -1375,6 +1376,8 @@ class CtpBridge:
return False return False
if self._td_logged_in(): if self._td_logged_in():
return True return True
age = time.time() - float(getattr(self, "_last_connect_ok_ts", 0) or 0)
if age < 90:
try: try:
if self._engine.get_all_accounts(): if self._engine.get_all_accounts():
return True return True
@@ -2900,9 +2903,38 @@ def ctp_start_connect(mode: str, *, force: bool = False, scheduled: bool = False
return {**info, "status": st} return {**info, "status": st}
def ctp_session_needs_reconnect(mode: str) -> bool:
"""连接看似在线但不可交易、无资金回报或会话过旧时需强制重连。"""
if _use_ctp_worker_client():
st = ctp_ipc_client.status(mode)
if not st.get("connected"):
return True
if not st.get("td_logged_in"):
return True
return False
b = get_bridge()
if b.connected_mode != mode:
return True
if not b._td_logged_in():
return True
age = time.time() - float(getattr(b, "_last_connect_ok_ts", 0) or 0)
if age > 3 * 3600:
return True
try:
acc = b.get_account()
if float(acc.get("balance") or 0) <= 0:
return True
except Exception:
return True
return False
def ctp_try_auto_reconnect(mode: str) -> bool: def ctp_try_auto_reconnect(mode: str) -> bool:
"""断线时静默异步重连;已连接且交易通道正常则不再重复 connect。""" """断线时静默异步重连;已连接且交易通道正常则不再重复 connect。"""
if _use_ctp_worker_client(): if _use_ctp_worker_client():
if ctp_session_needs_reconnect(mode):
info = ctp_ipc_client.start_connect(mode, force=True, scheduled=True)
else:
info = ctp_ipc_client.start_connect(mode, force=False, scheduled=True) info = ctp_ipc_client.start_connect(mode, force=False, scheduled=True)
return bool( return bool(
info.get("connected") info.get("connected")
@@ -2921,13 +2953,15 @@ def ctp_try_auto_reconnect(mode: str) -> bool:
st = _setting_for_mode(mode) st = _setting_for_mode(mode)
if not st.get("用户名") or not st.get("密码") or not st.get("交易服务器"): if not st.get("用户名") or not st.get("密码") or not st.get("交易服务器"):
return False return False
force = False
if b.connected_mode == mode: if b.connected_mode == mode:
if b._td_logged_in() or b.ping(): if not ctp_session_needs_reconnect(mode):
return True return True
recent = time.time() - float(getattr(b, "_last_connect_ok_ts", 0) or 0) recent = time.time() - float(getattr(b, "_last_connect_ok_ts", 0) or 0)
if recent < 120: if recent < 45 and b._td_logged_in():
logger.debug("CTP 跳过自动重连:刚连接 %.0fs", recent)
return True return True
force = True
logger.info("CTP 会话失效或过旧,强制重连 [%s]", mode)
td = st.get("交易服务器", "") td = st.get("交易服务器", "")
ok, err = probe_tcp_address(td, timeout=4.0) ok, err = probe_tcp_address(td, timeout=4.0)
if not ok: if not ok:
@@ -2936,7 +2970,7 @@ def ctp_try_auto_reconnect(mode: str) -> bool:
"请更新 SIMNOW_TD_ADDRESS 并确认服务器出网。" "请更新 SIMNOW_TD_ADDRESS 并确认服务器出网。"
) )
return False return False
info = b.start_connect_async(mode, force=False, scheduled=True) info = b.start_connect_async(mode, force=force, scheduled=True)
return bool( return bool(
info.get("connected") info.get("connected")
or info.get("connecting") or info.get("connecting")
+16 -6
View File
@@ -2583,7 +2583,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
since_connect = time.time() - float( since_connect = time.time() - float(
getattr(get_bridge(), "_last_connect_ok_ts", 0) or 0, getattr(get_bridge(), "_last_connect_ok_ts", 0) or 0,
) )
if since_connect < 45: if since_connect < 90:
payload = dict(payload) payload = dict(payload)
payload["sync_state"] = "syncing" payload["sync_state"] = "syncing"
payload["sync_label"] = "持仓同步中…" payload["sync_label"] = "持仓同步中…"
@@ -2771,7 +2771,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
position_hub.broadcast("positions", payload) position_hub.broadcast("positions", payload)
def _slow_sync() -> None: def _slow_sync() -> None:
time.sleep(20) time.sleep(8)
try: try:
pl = _refresh_trading_live_snapshot(fast=False) pl = _refresh_trading_live_snapshot(fast=False)
position_hub.set_snapshot(pl) position_hub.set_snapshot(pl)
@@ -2828,13 +2828,17 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
conn.close() conn.close()
def _slow_sync() -> None: def _slow_sync() -> None:
time.sleep(8) time.sleep(3)
try: try:
_push_position_snapshot_async(fast=False) _push_position_snapshot_async(fast=False)
except Exception as exc: except Exception as exc:
logger.debug("ctp connected slow sync: %s", exc) logger.debug("ctp connected slow sync: %s", exc)
threading.Thread(target=_slow_sync, daemon=True, name="ctp-slow-sync").start() threading.Thread(target=_slow_sync, daemon=True, name="ctp-slow-sync").start()
threading.Timer(
1.2,
lambda: _push_position_snapshot_async(fast=False),
).start()
except Exception as exc: except Exception as exc:
logger.debug("ctp connected monitor restore: %s", exc) logger.debug("ctp connected monitor restore: %s", exc)
@@ -2954,9 +2958,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
@app.route("/api/trading/live") @app.route("/api/trading/live")
@login_required @login_required
def api_trading_live(): def api_trading_live():
mode = get_trading_mode(get_setting)
snap = position_hub.get_snapshot() snap = position_hub.get_snapshot()
if snap: if snap:
return jsonify(_normalize_live_payload(snap)) payload = _apply_live_account(dict(snap), mode)
return jsonify(_normalize_live_payload(payload))
payload = _refresh_trading_live_snapshot(fast=True) payload = _refresh_trading_live_snapshot(fast=True)
payload = _normalize_live_payload(payload) payload = _normalize_live_payload(payload)
position_hub.set_snapshot(payload) position_hub.set_snapshot(payload)
@@ -2984,7 +2990,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
yield sse_format("positions", payload) yield sse_format("positions", payload)
_push_position_snapshot_async(fast=True) _push_position_snapshot_async(fast=True)
else: else:
yield sse_format("positions", snap) mode = get_trading_mode(get_setting)
yield sse_format(
"positions",
_apply_live_account(dict(snap), mode),
)
while True: while True:
try: try:
msg = q.get(timeout=25) msg = q.get(timeout=25)
@@ -5045,7 +5055,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
since_connect = now - float( since_connect = now - float(
getattr(get_bridge(), "_last_connect_ok_ts", 0) or 0, getattr(get_bridge(), "_last_connect_ok_ts", 0) or 0,
) )
if connected and since_connect < 45: if connected and since_connect < 90:
return _refresh_trading_live_snapshot(fast=True) return _refresh_trading_live_snapshot(fast=True)
need_full = ( need_full = (
connected connected
+34 -2
View File
@@ -37,6 +37,7 @@
var positionsRendered = false; var positionsRendered = false;
var posFastPollTimer = null; var posFastPollTimer = null;
var posFastPollCount = 0; var posFastPollCount = 0;
var posFastPollMax = 120;
var lastPosRowCount = 0; var lastPosRowCount = 0;
var selectedMaxLots = null; var selectedMaxLots = null;
var recommendMaxByProduct = {}; var recommendMaxByProduct = {};
@@ -259,16 +260,40 @@
posFastPollCount = 0; posFastPollCount = 0;
} }
function startPosFastPoll() { function startPosFastPoll(maxTicks) {
if (typeof maxTicks === 'number' && maxTicks > 0) {
posFastPollMax = maxTicks;
} else {
posFastPollMax = 120;
}
if (posFastPollTimer) return; if (posFastPollTimer) return;
posFastPollCount = 0; posFastPollCount = 0;
posFastPollTimer = setInterval(function () { posFastPollTimer = setInterval(function () {
pollPositions(); pollPositions();
refreshCtpAccountQuick();
posFastPollCount += 1; posFastPollCount += 1;
if (posFastPollCount >= 120) stopPosFastPoll(); if (posFastPollCount >= posFastPollMax) stopPosFastPoll();
}, 1000); }, 1000);
} }
function refreshCtpAccountQuick() {
if (!ctpConnected && !ctpConnecting) return;
fetch('/api/ctp/status')
.then(function (r) { return r.json(); })
.then(function (d) {
if (!d || !d.account) return;
var cap = document.getElementById('cap-display');
if (cap && d.account.balance != null) {
cap.textContent = Number(d.account.balance).toFixed(2);
}
var avail = document.getElementById('avail-display');
if (avail && d.account.available != null) {
avail.textContent = Number(d.account.available).toFixed(2);
}
})
.catch(function () {});
}
function applyPositionsData(data) { function applyPositionsData(data) {
if (!data) return; if (!data) return;
var cap = document.getElementById('cap-display'); var cap = document.getElementById('cap-display');
@@ -302,6 +327,10 @@
} }
if (connected) { if (connected) {
showCtpError(''); showCtpError('');
if (data.sync_state === 'syncing') {
posFastPollMax = Math.max(posFastPollMax, 240);
if (!posFastPollTimer) startPosFastPoll(240);
}
} else if (!connecting && data.ctp_status && data.ctp_status.last_error) { } else if (!connecting && data.ctp_status && data.ctp_status.last_error) {
showCtpError(data.ctp_status.last_error); showCtpError(data.ctp_status.last_error);
if (isCtpLoginBanError(data.ctp_status.last_error)) { if (isCtpLoginBanError(data.ctp_status.last_error)) {
@@ -683,7 +712,9 @@
if (st.connected) { if (st.connected) {
syncCtpBadgeFromStatus(st); syncCtpBadgeFromStatus(st);
showCtpError(''); showCtpError('');
refreshCtpAccountQuick();
pollPositions(); pollPositions();
startPosFastPoll(180);
return d; return d;
} }
if ((st.login_cooldown_sec || 0) > 0 || d.cooldown) { if ((st.login_cooldown_sec || 0) > 0 || d.cooldown) {
@@ -693,6 +724,7 @@
} }
if (d.connecting || st.connecting) { if (d.connecting || st.connecting) {
updateCtpBadge(false, true); updateCtpBadge(false, true);
startPosFastPoll(180);
return waitForCtpConnected(70000).then(function (ok) { return waitForCtpConnected(70000).then(function (ok) {
if (!ok && d.error) showCtpError(d.error); if (!ok && d.error) showCtpError(d.error);
else if (!ok && st.last_error) showCtpError(st.last_error); else if (!ok && st.last_error) showCtpError(st.last_error);