109 lines
5.4 KiB
Python
109 lines
5.4 KiB
Python
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"""统一执行方向检查。只消解既有指令冲突，不重做研究或择时。"""
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from app.repo import pms_repo, qmt_repo
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LIVE = ('PROPOSED', 'RULE_PASSED', 'JUDGE_PASSED', 'DISPATCHED')
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BUY_ACTIONS = ('OPEN', 'FILL', 'ADD', 'DCA')
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def buy_blocker(ts_code):
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# 查询失败必须抛给调用者，不能当作无冲突。按票查，不受全局列表裁剪影响。
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rows = pms_repo.list_instructions(statuses=list(LIVE), side='sell', ts_code=ts_code, limit=500)
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for row in rows:
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if row.get('action') in ('EXIT', 'TRIM') and int(row.get('qty') or 0) > int(row.get('exec_qty') or 0):
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verb = '清仓' if row['action'] == 'EXIT' else '减仓'
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return f'该股正在{verb}，暂停买入'
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return None
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def queued_buy_blocker(row):
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"""发出前再次检查。异常由通道保留队列等待，不按无冲突继续。"""
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if row.get('side') != 'buy':
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return None
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parent = pms_repo.get_instruction(row.get('parent_id'))
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if not parent:
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raise RuntimeError('买入来源指令无法核实，暂不发送')
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if pms_repo.instruction_buy_stop(row.get('parent_id')) or (parent.get('progress') or {}).get('stopped_by_exit'):
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return '清仓已终止原买入安排'
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if parent.get('status') not in LIVE:
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return '来源买入指令已结束，未发出的委托作废'
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return buy_blocker(row['ts_code'])
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def enforce_exit(ins):
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"""完整清仓停止旧买入。每跳重试，撤单失败不会阻断风控卖出。"""
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out = {'ok': True, 'instructions': [], 'plans': [], 'errors': []}
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if ins.get('action') != 'EXIT' or ins.get('side') != 'sell':
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return out
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from app.services import strategy_service
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why = '清仓指令已生效，停止该股原有买入安排'
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# 先持久化停止依据。即使下游撤单暂时失败、清仓随后成交，也不能恢复原买入。
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buys = pms_repo.list_instructions(statuses=list(LIVE), side='buy', ts_code=ins['ts_code'], limit=500)
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for buy in buys:
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if not pms_repo.instruction_buy_stop(buy['instruction_id']):
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if not pms_repo.insert_ledger(ts_code=ins['ts_code'], action='BUY_STOP', arbiter='system',
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verdict='PASS', price_at=0, ref_id=buy['instruction_id'], reason=why,
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hard_numbers={'exit_instruction_id': ins['instruction_id'],
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'qty': buy.get('qty'), 'exec_qty': buy.get('exec_qty')}):
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raise RuntimeError('清仓停止依据未写入动作账本')
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progress = dict(buy.get('progress') or {})
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if not progress.get('stopped_by_exit'):
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progress['stopped_by_exit'] = ins['instruction_id']
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progress['last_decision'] = {'action': 'WAIT', 'reason': why}
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if not pms_repo.update_instruction(buy['instruction_id'], progress=progress):
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raise RuntimeError('清仓停止买入依据未写入')
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result = strategy_service.cancel_by_code(ins['ts_code'], reason=why)
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out.update(result)
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# 未解锁与尚未转指令的命令批也要收尾，否则下一跳又生出买单。
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try:
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plans = pms_repo.list_plans(ts_code=ins['ts_code'], statuses=['PENDING', 'GATED', 'EXECUTING'])
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for plan in plans:
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if plan.get('action') not in BUY_ACTIONS:
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continue
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pms_repo.insert_ledger(ts_code=ins['ts_code'], action='CLEANUP', arbiter='system',
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verdict='PASS', price_at=0, ref_id=plan['plan_id'],
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reason=why, hard_numbers={'exit_instruction_id': ins['instruction_id']})
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if not pms_repo.update_plan(plan['plan_id'], status='CANCELLED'):
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raise RuntimeError('停止买入批次未写入')
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out['plans'].append(plan['plan_id'])
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except Exception as exc:
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out['ok'] = False
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out['errors'].append(str(exc))
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return out
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def instruction_progress(rows):
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"""只读展示。父指令发过单，不代表当前还有未成交委托。"""
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from app.services import dispatcher
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ws = dispatcher.mode() == 'ws'
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for row in rows:
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if row.get('status') not in LIVE and row.get('status') != 'CANCELLED':
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continue
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if not ws:
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row['execution_label'] = '影子执行待核对'
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continue
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try:
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orders = qmt_repo.orders_for_parent(row['instruction_id'])
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active = [o for o in orders if o.get('status') in qmt_repo.LIVE]
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if any(o.get('cancel_state') in ('REQUESTED', 'SENT') for o in active):
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label = '撤单处理中'
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elif any(o.get('status') not in ('QUEUED', 'SENDING') for o in active):
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label = '委托待成交'
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elif active:
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label = '委托待发送'
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else:
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reason = ((row.get('progress') or {}).get('last_decision') or {}).get('reason') or ''
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if row.get('status') == 'CANCELLED':
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label = '已撤销'
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elif '可卖量不足' in reason:
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label = '等待可卖'
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elif '当日配额' in reason:
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label = '等待下一批'
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elif '暂停买入' in reason:
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label = '买入已暂停'
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else:
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label = '等待执行'
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row['execution_label'] = label
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except Exception:
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row['execution_label'] = '委托状态待核实'
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return rows
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