Restructure into modules/ with single-process CTP and config/ layout.

Move business code under modules/, env template to config/, PM2 single qihuo process, and _legacy shims for old imports. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-01 14:42:16 +08:00
parent b354d6c701
commit e5a586f903
209 changed files with 21962 additions and 20963 deletions
@@ -0,0 +1,82 @@
+# 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
+
+"""开仓挂单超时：后台定期 reconcile，不依赖 SSE 完整刷新。"""
+from __future__ import annotations
+
+import logging
+import threading
+import time
+from typing import Callable, Optional
+
+from modules.ctp.vnpy_bridge import ctp_status
+
+logger = logging.getLogger(__name__)
+
+CHECK_INTERVAL_SEC = 10
+IDLE_INTERVAL_SEC = 45
+DISCONNECTED_SLEEP_SEC = 30
+STARTUP_DELAY_SEC = 15
+
+
+def start_pending_order_worker(
+    *,
+    db_path: str,
+    get_mode_fn: Callable[[], str],
+    init_tables_fn: Callable | None = None,
+    get_capital_fn: Callable | None = None,
+    reconcile_fn: Callable[..., dict],
+    on_changed_fn: Callable[[], None] | None = None,
+    interval: int = CHECK_INTERVAL_SEC,
+    idle_interval: int = IDLE_INTERVAL_SEC,
+) -> None:
+    """后台线程：存在 pending 开仓监控时定期同步成交/超时撤单。"""
+    from modules.core.db_conn import connect_db
+
+    def _loop() -> None:
+        time.sleep(STARTUP_DELAY_SEC)
+        while True:
+            sleep_sec = max(5, idle_interval)
+            try:
+                mode = get_mode_fn()
+                if not ctp_status(mode).get("connected"):
+                    time.sleep(DISCONNECTED_SLEEP_SEC)
+                    continue
+
+                conn = connect_db(db_path)
+                try:
+                    if init_tables_fn:
+                        init_tables_fn(conn)
+                    pending_n = conn.execute(
+                        "SELECT COUNT(*) AS n FROM trade_order_monitors WHERE status='pending'"
+                    ).fetchone()["n"]
+                    if pending_n <= 0:
+                        time.sleep(sleep_sec)
+                        continue
+
+                    sleep_sec = max(1, interval)
+                    capital = 0.0
+                    if get_capital_fn:
+                        try:
+                            capital = float(get_capital_fn(conn) or 0)
+                        except Exception:
+                            capital = 0.0
+                    stats = reconcile_fn(conn, mode, capital=capital) or {}
+                    if any(int(stats.get(k) or 0) for k in ("promoted", "cancelled", "closed")):
+                        logger.info(
+                            "pending worker reconcile: promoted=%s cancelled=%s closed=%s",
+                            stats.get("promoted", 0),
+                            stats.get("cancelled", 0),
+                            stats.get("closed", 0),
+                        )
+                        if on_changed_fn:
+                            on_changed_fn()
+                finally:
+                    conn.close()
+            except Exception as exc:
+                logger.warning("pending order worker: %s", exc)
+            time.sleep(sleep_sec)
+
+    threading.Thread(target=_loop, daemon=True, name="pending-order-worker").start()