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Fix post-close UI: persist closing state in DB, defer trade log until CTP fill.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-03 22:58:14 +08:00
parent d6cfeeac75
commit e3b640b35c
2 changed files with 109 additions and 41 deletions
Download Patch File Download Diff File Expand all files Collapse all files
modules/trading/install.py
+14 -31
View File
@@ -66,6 +66,7 @@ from modules.trading.sl_tp_guard import (
monitor_order_status,
monitor_source_label,
place_monitor_exit_orders,
position_close_in_progress,
reconcile_monitors_without_position,
should_skip_monitor_revive,
start_sl_tp_guard_worker,
@@ -1234,8 +1235,6 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
break
if should_skip_monitor_revive(symbol, direction) and not ctp_still_open:
return None
if ctp_still_open and close_pending_active(symbol, direction):
clear_close_pending(symbol, direction)
for r in conn.execute(
"SELECT * FROM trade_order_monitors WHERE status='closed' ORDER BY id DESC LIMIT 40"
).fetchall():
@@ -2447,12 +2446,12 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
direction = p.get("direction") or "long"
if not mon:
mon = _find_pending_monitor(conn, ths, direction)
if not mon and not close_pending_active(ths, direction):
if not mon and not position_close_in_progress(conn, mode, ths, direction):
if fast:
mon = _find_active_monitor(conn, ths, direction)
else:
mon = _find_or_revive_monitor(conn, ths, direction)
if mon and not close_pending_active(ths, direction):
if mon and not position_close_in_progress(conn, mode, ths, direction):
if fast:
mon = _overlay_sl_tp_readonly(conn, mon, ths, direction) or mon
else:
@@ -2466,9 +2465,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
conn, mon.get("symbol") or ths, mon.get("direction") or direction,
) or mon
mon = _restore_monitor_sl_tp_if_missing(conn, mon, ths, direction) or mon
elif fast and not close_pending_active(ths, direction):
elif fast and not position_close_in_progress(conn, mode, ths, direction):
mon = _overlay_sl_tp_readonly(conn, None, ths, direction)
elif close_pending_active(ths, direction):
elif position_close_in_progress(conn, mode, ths, direction):
mon = mon or {"symbol": ths, "direction": direction}
try:
row = _compose_position_row(
@@ -2476,7 +2475,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
now_iso=now_iso, fast=fast,
)
if row:
if close_pending_active(ths, direction):
if position_close_in_progress(conn, mode, ths, direction):
row = _row_as_closing_state(row)
rows.append(row)
except Exception as exc:
@@ -3404,14 +3403,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
if not sym or price <= 0:
conn.close()
return jsonify({"ok": False, "error": "品种或价格无效"}), 400
if close_pending_active(sym, direction):
if close_pending_active(sym, direction, conn=conn):
conn.close()
return jsonify({"ok": False, "error": "平仓处理中，请稍候查看柜台委托"}), 400
from modules.trading.sl_tp_guard import _has_pending_close_order
if _has_pending_close_order(mode, sym, direction):
mark_close_pending(sym, direction)
conn.close()
return jsonify({"ok": False, "error": "已有平仓委托在柜台排队，请勿重复提交"}), 400
offset = "close_long" if direction == "long" else "close_short"
capital = _capital(conn)
mon = None
@@ -3434,6 +3428,12 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
mon = row
mid = int(row["id"])
break
from modules.trading.sl_tp_guard import _has_pending_close_order
if _has_pending_close_order(mode, sym, direction):
mark_close_pending(sym, direction, conn=conn, monitor_id=mid)
conn.commit()
conn.close()
return jsonify({"ok": False, "error": "已有平仓委托在柜台排队，请勿重复提交"}), 400
entry = float(mon.get("entry_price") or 0) if mon else 0.0
if entry <= 0:
for p in _ctp_positions(mode):
@@ -3450,24 +3450,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
lots=lots, price=price, settings=_settings_dict(),
order_type="market", urgency="stop_loss",
)
mark_close_pending(sym, direction)
# 始终写本地记录：CTP 同步依赖内存开平配对，重启后或成交回报延迟时会漏记
write_manual_close_trade_log(
conn,
mon,
symbol=sym,
direction=direction,
lots=lots,
close_price=price,
entry_price=entry or price,
trading_mode=mode,
capital=capital,
stop_loss=float(mon["stop_loss"]) if mon and mon.get("stop_loss") is not None else None,
take_profit=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 "",
symbol_name=(mon.get("symbol_name") or "") if mon else "",
market_code=(mon.get("market_code") or "") if mon else "",
)
mark_close_pending(sym, direction, conn=conn, monitor_id=mid)
if mon:
cancel_monitor_exit_orders(conn, mon, mode=mode)
conn.commit()
modules/trading/sl_tp_guard.py
+95 -10
View File
@@ -60,6 +60,7 @@ MONITOR_ORDER_COLUMNS = (
"ALTER TABLE trade_order_monitors ADD COLUMN vt_order_id TEXT",
"ALTER TABLE trade_order_monitors ADD COLUMN order_price REAL",
"ALTER TABLE trade_order_monitors ADD COLUMN open_fee REAL",
"ALTER TABLE trade_order_monitors ADD COLUMN close_pending_until REAL",
)
TRADE_RESULTS = ("止损", "止盈", "移动止盈", "保本止盈", "手动平仓")
@@ -77,7 +78,7 @@ def _monitor_columns_exist(conn) -> bool:
cols.add(r.get("name") or "")
else:
cols.add(r[1])
return "open_fee" in cols
return "close_pending_until" in cols
except Exception:
return False
@@ -181,29 +182,111 @@ def _position_key(sym: str, direction: str) -> str:
return f"{(sym or '').strip().lower()}|{(direction or 'long').strip().lower()}"
def mark_close_pending(sym: str, direction: str, *, secs: int = CLOSE_PENDING_SEC) -> None:
def mark_close_pending(
sym: str,
direction: str,
*,
secs: int = CLOSE_PENDING_SEC,
conn=None,
monitor_id: int = 0,
) -> None:
key = _position_key(sym, direction)
until = time.time() + max(30, int(secs))
with _closing_lock:
_close_pending_until[key] = time.time() + max(30, int(secs))
_close_pending_until[key] = until
if conn is None:
return
try:
mid = int(monitor_id or 0)
if mid > 0:
conn.execute(
"UPDATE trade_order_monitors SET close_pending_until=? WHERE id=?",
(until, mid),
)
return
direction = (direction or "long").strip().lower()
for r in conn.execute(
"SELECT id, symbol, direction FROM trade_order_monitors "
"WHERE status IN ('active', 'closed')"
):
if (r["direction"] or "long").strip().lower() != direction:
continue
if _match_symbol(sym, r["symbol"] or ""):
conn.execute(
"UPDATE trade_order_monitors SET close_pending_until=? WHERE id=?",
(until, int(r["id"])),
)
except Exception as exc:
logger.debug("persist close_pending: %s", exc)
def clear_close_pending(sym: str, direction: str) -> None:
def clear_close_pending(sym: str, direction: str, conn=None) -> None:
key = _position_key(sym, direction)
with _closing_lock:
_close_pending_until.pop(key, None)
if conn is None:
return
try:
direction = (direction or "long").strip().lower()
for r in conn.execute(
"SELECT id, symbol, direction FROM trade_order_monitors "
"WHERE close_pending_until IS NOT NULL"
):
if (r["direction"] or "long").strip().lower() != direction:
continue
if _match_symbol(sym, r["symbol"] or ""):
conn.execute(
"UPDATE trade_order_monitors SET close_pending_until=NULL WHERE id=?",
(int(r["id"]),),
)
except Exception as exc:
logger.debug("clear close_pending db: %s", exc)
def close_pending_active(sym: str, direction: str) -> bool:
def close_pending_active(sym: str, direction: str, conn=None) -> bool:
key = _position_key(sym, direction)
now = time.time()
with _closing_lock:
until = float(_close_pending_until.get(key) or 0)
if until > time.time():
if until > now:
return True
if until:
_close_pending_until.pop(key, None)
if conn is None:
return False
try:
direction = (direction or "long").strip().lower()
for r in conn.execute(
"SELECT id, symbol, direction, close_pending_until FROM trade_order_monitors "
"WHERE close_pending_until IS NOT NULL AND close_pending_until > ?",
(now,),
):
if (r["direction"] or "long").strip().lower() != direction:
continue
if not _match_symbol(sym, r["symbol"] or ""):
continue
db_until = float(r["close_pending_until"] or 0)
if db_until > now:
with _closing_lock:
_close_pending_until[key] = db_until
return True
except Exception as exc:
logger.debug("read close_pending db: %s", exc)
return False
def position_close_in_progress(
conn,
mode: str,
sym: str,
direction: str,
) -> bool:
"""平仓委托已提交或柜台仍有平仓挂单（含进程重启后）。"""
if close_pending_active(sym, direction, conn=conn):
return True
return _has_pending_close_order(mode, sym, direction)
def should_skip_monitor_revive(sym: str, direction: str) -> bool:
return close_pending_active(sym, direction)
@@ -804,7 +887,7 @@ def reconcile_monitors_without_position(conn, mode: str, *, grace_sec: int = 120
cancel_monitor_exit_orders(conn, mon, mode=mode)
except Exception as exc:
logger.warning("cancel exit orders monitor=%s: %s", mon.get("id"), exc)
clear_close_pending(ms, md)
clear_close_pending(ms, md, conn=conn)
conn.execute("UPDATE trade_order_monitors SET status='closed' WHERE id=?", (mon["id"],))
closed += 1
if closed:
@@ -843,12 +926,12 @@ def _execute_local_close(
float(margin_raw),
)
return
clear_close_pending(sym, direction)
clear_close_pending(sym, direction, conn=conn)
_close_all_monitors_for_symbol(conn, sym, direction)
reconcile_monitors_without_position(conn, mode)
return
if _has_pending_close_order(mode, sym, direction):
mark_close_pending(sym, direction)
mark_close_pending(sym, direction, conn=conn, monitor_id=int(mon.get("id") or 0))
cancel_monitor_exit_orders(conn, mon, mode=mode)
return
lots = int(pos.get("lots") or mon.get("lots") or 1)
@@ -865,7 +948,9 @@ def _execute_local_close(
order_type="market",
urgency="stop_loss",
)
mark_close_pending(sym, direction)
mark_close_pending(
sym, direction, conn=conn, monitor_id=int(mon.get("id") or 0),
)
_close_all_monitors_for_symbol(conn, sym, direction)
conn.commit()
result_label = _result_for_close(mon, reason)