dekun
840e88daad
Key monitors use 5m close triggers with WeChat alerts and box/convergence auto orders; add pending-order worker, structured WeChat notify, AI settings/messages, session clock, CTP margin sizing, and dual-layer position limits. Co-authored-by: Cursor <cursoragent@cursor.com>
83 lines
3.0 KiB
Python
83 lines
3.0 KiB
Python
# Copyright (c) 2025-2026 马建军. All rights reserved.
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# 专有软件 — 未经授权禁止复制、传播、转售。
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# 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。
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# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
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"""开仓挂单超时：后台定期 reconcile，不依赖 SSE 完整刷新。"""
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from __future__ import annotations
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import logging
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import threading
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import time
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from typing import Callable, Optional
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from vnpy_bridge import ctp_status
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logger = logging.getLogger(__name__)
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CHECK_INTERVAL_SEC = 10
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IDLE_INTERVAL_SEC = 45
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DISCONNECTED_SLEEP_SEC = 30
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STARTUP_DELAY_SEC = 15
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def start_pending_order_worker(
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*,
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db_path: str,
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get_mode_fn: Callable[[], str],
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init_tables_fn: Callable | None = None,
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get_capital_fn: Callable | None = None,
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reconcile_fn: Callable[..., dict],
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on_changed_fn: Callable[[], None] | None = None,
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interval: int = CHECK_INTERVAL_SEC,
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idle_interval: int = IDLE_INTERVAL_SEC,
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) -> None:
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"""后台线程：存在 pending 开仓监控时定期同步成交/超时撤单。"""
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from db_conn import connect_db
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def _loop() -> None:
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time.sleep(STARTUP_DELAY_SEC)
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while True:
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sleep_sec = max(5, idle_interval)
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try:
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mode = get_mode_fn()
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if not ctp_status(mode).get("connected"):
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time.sleep(DISCONNECTED_SLEEP_SEC)
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continue
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conn = connect_db(db_path)
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try:
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if init_tables_fn:
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init_tables_fn(conn)
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pending_n = conn.execute(
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"SELECT COUNT(*) AS n FROM trade_order_monitors WHERE status='pending'"
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).fetchone()["n"]
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if pending_n <= 0:
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time.sleep(sleep_sec)
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continue
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sleep_sec = max(1, interval)
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capital = 0.0
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if get_capital_fn:
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try:
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capital = float(get_capital_fn(conn) or 0)
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except Exception:
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capital = 0.0
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stats = reconcile_fn(conn, mode, capital=capital) or {}
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if any(int(stats.get(k) or 0) for k in ("promoted", "cancelled", "closed")):
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logger.info(
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"pending worker reconcile: promoted=%s cancelled=%s closed=%s",
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stats.get("promoted", 0),
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stats.get("cancelled", 0),
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stats.get("closed", 0),
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)
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if on_changed_fn:
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on_changed_fn()
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finally:
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conn.close()
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except Exception as exc:
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logger.warning("pending order worker: %s", exc)
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time.sleep(sleep_sec)
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threading.Thread(target=_loop, daemon=True, name="pending-order-worker").start()
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