diff --git a/modules/trading/install.py b/modules/trading/install.py index b973c3d..0954fdb 100644 --- a/modules/trading/install.py +++ b/modules/trading/install.py @@ -3657,6 +3657,60 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se (now_s, gid), ) + def _account_has_margin_in_use(mode: str) -> bool: + if not ctp_status(mode).get("connected"): + return False + margin_raw = ctp_account_margin_used(mode) + return margin_raw is not None and float(margin_raw) > 0 + + def _roll_group_has_pending(conn, gid: int) -> bool: + return bool(conn.execute( + "SELECT 1 FROM roll_legs WHERE roll_group_id=? AND status=? LIMIT 1", + (int(gid), LEG_STATUS_PENDING), + ).fetchone()) + + def _repair_orphan_roll_pending(conn) -> int: + """pending 腿所在滚仓组被误关时恢复（避免「提交后消失」）。""" + rows = conn.execute( + """SELECT l.id AS leg_id, l.roll_group_id, g.order_monitor_id, g.symbol, g.direction + FROM roll_legs l + JOIN roll_groups g ON g.id = l.roll_group_id + WHERE l.status=? AND g.status != 'active' + ORDER BY l.id DESC""", + (LEG_STATUS_PENDING,), + ).fetchall() + fixed = 0 + seen_monitors: set[int] = set() + for r in rows: + gid = int(r["roll_group_id"]) + mid = int(r["order_monitor_id"] or 0) + if mid and mid in seen_monitors: + continue + if mid: + seen_monitors.add(mid) + sym = (r["symbol"] or "").strip() + direction = (r["direction"] or "long").strip().lower() + conn.execute( + "UPDATE roll_groups SET status='active', updated_at=? WHERE id=?", + (datetime.now().strftime("%Y-%m-%d %H:%M:%S"), gid), + ) + if mid: + mon_row = conn.execute( + "SELECT status FROM trade_order_monitors WHERE id=?", + (mid,), + ).fetchone() + if mon_row and (mon_row["status"] or "").strip().lower() != "active": + execute_retry( + conn, + "UPDATE trade_order_monitors SET status='active' WHERE id=?", + (mid,), + ) + clear_close_pending(sym, direction) + fixed += 1 + if fixed: + commit_retry(conn) + return fixed + def _ctp_has_open_position(mode: str, sym: str, direction: str) -> bool: """柜台是否仍有该品种方向持仓（滚仓组是否应保留）。""" direction = (direction or "long").strip().lower() @@ -3676,6 +3730,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se """仅当持仓监控已结束且柜台无对应持仓时，才归档滚仓组。""" mode = get_trading_mode(get_setting) _revive_monitors_for_open_ctp(conn, mode) + _repair_orphan_roll_pending(conn) rows = conn.execute( """SELECT g.*, m.status AS monitor_status FROM roll_groups g @@ -3697,6 +3752,19 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se ).fetchone() if fresh and (fresh["status"] or "").strip().lower() == "active": continue + if _roll_group_has_pending(conn, gid): + if ( + _ctp_has_open_position(mode, sym, direction) + or _account_has_margin_in_use(mode) + ): + if mid: + _revive_closed_monitor(conn, sym, direction) + continue + logger.debug( + "keep pending roll group #%s despite inactive monitor", + gid, + ) + continue if _ctp_has_open_position(mode, sym, direction): if mid: _revive_closed_monitor(conn, sym, direction) @@ -3705,6 +3773,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se gid, sym, direction, ) continue + if _account_has_margin_in_use(mode): + if mid: + _revive_closed_monitor(conn, sym, direction) + continue _archive_roll_group(conn, grp, result_label="持仓已结束") closed += 1 if closed: @@ -3825,6 +3897,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se mode = get_trading_mode(get_setting) if ctp_status(mode).get("connected"): _revive_monitors_for_open_ctp(conn, mode) + _repair_orphan_roll_pending(conn) _revive_roll_monitors_light(conn) need_initial = conn.execute( "SELECT id FROM roll_groups WHERE status='active' AND COALESCE(initial_lots, 0)=0 LIMIT 1" @@ -4540,39 +4613,30 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se mon = dict(row) if (mon.get("status") or "").strip().lower() == "active": return mon - mode = get_trading_mode(get_setting) - if not _cached_ctp_status(mode).get("connected"): + if int(mon.get("lots") or 0) <= 0: return None + mode = get_trading_mode(get_setting) sym = (mon.get("symbol") or "").strip() direction = (mon.get("direction") or "long").strip().lower() - for p in _positions_for_monitor_restore(mode, allow_ctp=False): - if int(p.get("lots") or 0) <= 0: - continue - if (p.get("direction") or "long").strip().lower() != direction: - continue - if not _match_ctp_symbol(p.get("symbol") or "", sym): - continue - execute_retry( - conn, - "UPDATE trade_order_monitors SET status='active' WHERE id=?", - (int(mon_id),), + still_holding = False + if ctp_status(mode).get("connected"): + still_holding = ( + _ctp_has_open_position(mode, sym, direction) + or _account_has_margin_in_use(mode) ) - mon["status"] = "active" - _sync_monitor_from_ctp( - conn, - int(mon_id), - sym, - direction, - mode, - ctp=p, - capital=_capital(conn), - ) - fresh = conn.execute( - "SELECT * FROM trade_order_monitors WHERE id=?", - (int(mon_id),), - ).fetchone() - return dict(fresh) if fresh else mon - return None + if not still_holding: + revived = _revive_closed_monitor(conn, sym, direction) + if revived and int(revived.get("id") or 0) == int(mon_id): + return revived + return None + execute_retry( + conn, + "UPDATE trade_order_monitors SET status='active' WHERE id=?", + (int(mon_id),), + ) + clear_close_pending(sym, direction) + mon["status"] = "active" + return mon def _roll_mark_price( sym: str, @@ -4747,6 +4811,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se try: if ctp_status(mode).get("connected"): _revive_monitors_for_open_ctp(conn, mode) + _repair_orphan_roll_pending(conn) check_roll_monitors( conn, get_mark_price_fn=lambda sym: _roll_mark_price(sym, {}, mode, allow_ctp=True), diff --git a/modules/trading/sl_tp_guard.py b/modules/trading/sl_tp_guard.py index 2545dd2..a1fdfdc 100644 --- a/modules/trading/sl_tp_guard.py +++ b/modules/trading/sl_tp_guard.py @@ -793,6 +793,13 @@ def reconcile_monitors_without_position(conn, mode: str, *, grace_sec: int = 120 (mid,), ).fetchone(): continue + if conn.execute( + """SELECT 1 FROM roll_legs l + JOIN roll_groups g ON g.id = l.roll_group_id + WHERE g.order_monitor_id=? AND l.status='pending' LIMIT 1""", + (mid,), + ).fetchone(): + continue try: cancel_monitor_exit_orders(conn, mon, mode=mode) except Exception as exc: