补协议§6.2快照对账: query轮询+ws为主表兜底的事实源仲裁
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zlt
parent
a25c4d1540
commit
e32b6df05b
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@ -425,6 +425,106 @@ def dedup_key(type_: str, payload: dict):
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return None
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# ---- snapshot(kind=positions) 解析 (§5.7) ----------------------------------
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# 字段名给候选而不是写死, 沿用 downstream_repo 那套探测思路 (首项为协议正文的名字)。
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# 理由很实际: 协议正文写的是 ts_code/total_qty/avail_qty, 但对端的实现是从券商结构体
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# 映射过来的, 极可能带着 stock_code/total_quantity 这类原生名。字段名不合就整批读不到,
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# 而"读不到"和"真的没持仓"在对账那头长成同一个样子 —— 这正是最不能混的两件事。
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_SNAP_LIST_KEYS = ("items", "positions", "rows", "data", "list")
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_SNAP_CODE = ("ts_code", "stock_code", "code", "security_code", "symbol")
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_SNAP_QTY = ("total_qty", "total_quantity", "qty", "quantity", "volume", "current_qty",
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"position_qty", "hold_qty")
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_SNAP_AVAIL = ("avail_qty", "available_qty", "available_quantity", "can_use_volume",
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"sellable_qty", "enable_amount")
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_SNAP_FROZEN = ("frozen_qty", "frozen_quantity", "frozen_volume", "freeze_qty")
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_SNAP_COST = ("cost_price", "avg_cost", "cost", "open_price", "position_cost")
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_SNAP_PRICE = ("market_price", "last_price", "current_price", "price")
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def _first(d: dict, names, cast, default=None):
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low = {str(k).lower(): v for k, v in (d or {}).items()}
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for n in names:
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if n in low and low[n] not in (None, ""):
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try:
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return cast(low[n]), n
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except (TypeError, ValueError):
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return default, n
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return default, None
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def parse_positions_snapshot(payload: dict) -> dict:
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"""`snapshot{kind:"positions"}` → 与 downstream_repo.fetch_positions() **同形**的结构。
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同形是刻意的: 对账引擎不该关心持仓是从 ws 快照来的还是从 trading_position 表来的,
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换源只换取数, 不动比对与修正逻辑。
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返回 {"rows": [{ts_code, qty, avail_qty, cost, frozen, price}], "columns": {...},
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"raw_count": n, "as_of": epoch_ms, "unknown_fields": [...]}
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`columns` 里回填**实际命中的字段名**, 与表通道的语义一致 —— 页面「导出下游表结构」和
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对账的「未识别出数量列」告警都靠它。命中不到 qty 时 `columns["qty"] is None`,
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上层会据此判定「读不到」而不是「没持仓」。
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**代码只做大小写归一, 不转点式。** 协议 §8 规定 ts_code 就是点式, 但对端万一给了前缀式
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(`SH600000`), 转换要用 downstream_repo.to_dot() —— 本模块是零外部依赖的纯逻辑, 不引
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repo 层, 所以归一到 PMS 内部口径由调用方做 (见 ledger_service.positions_source)。
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自带一份 to_dot 的话两处实现迟早漂开, 那种 bug 只会在某个冷门板块上冒出来。
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"""
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pl = payload or {}
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items = None
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for k in _SNAP_LIST_KEYS:
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v = pl.get(k)
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if isinstance(v, list):
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items = v
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break
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if items is None:
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return {"rows": [], "columns": {"qty": None, "avail": None, "cost": None},
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"raw_count": 0, "as_of": int(pl.get("as_of") or 0),
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"unknown_fields": sorted(str(k) for k in pl.keys())}
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rows, cols = [], {"code": None, "qty": None, "avail": None, "cost": None,
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"frozen": None, "price": None}
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for it in items:
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if not isinstance(it, dict):
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continue
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code, c_code = _first(it, _SNAP_CODE, str, "")
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qty, c_qty = _first(it, _SNAP_QTY, lambda v: int(float(v)), None)
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avail, c_av = _first(it, _SNAP_AVAIL, lambda v: int(float(v)), None)
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frozen, c_fz = _first(it, _SNAP_FROZEN, lambda v: int(float(v)), None)
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cost, c_cs = _first(it, _SNAP_COST, float, None)
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price, c_px = _first(it, _SNAP_PRICE, float, None)
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for key, hit in (("code", c_code), ("qty", c_qty), ("avail", c_av),
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("cost", c_cs), ("frozen", c_fz), ("price", c_px)):
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if hit and not cols[key]:
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cols[key] = hit
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code = (code or "").strip().upper()
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if not code:
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continue
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rows.append({"ts_code": code, "qty": qty, "avail_qty": avail, "cost": cost,
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"frozen": frozen, "price": price})
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return {"rows": rows, "columns": cols, "raw_count": len(items),
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"as_of": int(pl.get("as_of") or 0), "unknown_fields": []}
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def parse_funds_snapshot(payload: dict) -> dict:
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"""`snapshot{kind:"funds"}` → 归一后的资金字段 (§5.7)。
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暂无消费方: `calibrate_fees` 的公式要「总资产变动 − 成交净额」, 需要**两天**的快照差
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再扣掉入出金, 不是接上字段就能算对。先解析落库、等口径定了再接, 别硬凑一个看起来
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有结果的数 —— 费用本来就不进成本, 晚校准无风险 (协议 §5.5)。
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"""
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d = (payload or {}).get("data")
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d = d if isinstance(d, dict) else (payload or {})
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out = {"as_of": int((payload or {}).get("as_of") or 0)}
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for key, names in (("total_asset", ("total_asset", "total_assets", "asset")),
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("available_cash", ("available_cash", "avail_cash", "cash")),
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("frozen_cash", ("frozen_cash", "freeze_cash")),
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("sell_return_today", ("sell_return_today", "sell_return")),
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("market_value", ("market_value", "mv"))):
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out[key], _ = _first(d, names, float, None)
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return out
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def trade_amount_ok(payload: dict, tol: float = 0.01) -> bool:
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"""§5.5: amount 应等于 price × qty, 差异 > 0.01 元告警。"""
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try:
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@ -281,6 +281,31 @@ def inbox_orphan_count() -> int:
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return int((r or {}).get("n") or 0)
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def latest_snapshot(kind: str, *, scan: int = 60) -> dict:
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"""取最近一份 `snapshot{kind:...}` 上行 (协议 §5.7)。返回 None 表示没有。
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返回 {"seq", "payload", "received_at", "age_sec"} —— `age_sec` 按**本端** received_at
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算, 不用 payload 里的 as_of: 新鲜度是本端的安全判据, 拿对端时钟算会把时钟漂移混进来
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(实测两机差约 0.9 秒, 真漂起来就不止了)。as_of 留在 payload 里供展示与对端自证。
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positions / funds / orders 三种 kind 混在同一个 msg_type 里, 所以只能先按 seq 倒序捞
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一批再在 Python 侧筛 —— 单表查询纪律不允许把 JSON 里的 kind 写进 WHERE。
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"""
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rows = fetch_all("SELECT seq, payload_json, received_at FROM pms_qmt_inbox "
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"WHERE msg_type = 'snapshot' ORDER BY seq DESC LIMIT :n",
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{"n": int(scan)})
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want = str(kind or "").lower()
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for r in rows:
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pl = _loads(r.get("payload_json"), {}) or {}
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if str(pl.get("kind") or "").lower() != want:
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continue
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rec = r.get("received_at")
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age = (_NOW() - rec).total_seconds() if rec else None
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return {"seq": int(r["seq"]), "payload": pl, "received_at": rec,
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"age_sec": round(age, 1) if age is not None else None}
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return None
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def inbox_stats_above(seq: int) -> list:
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"""seq 之上的上行消息按 类型×入账状态 汇总。给 rewind 判"删了会不会出事"用。"""
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return fetch_all(
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@ -22,6 +22,7 @@ from app.core import command_spec as cs
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from app.core import cushion as cu
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from app.core import recon as rc
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from app.core import tradedays as td
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from app.core import ws_codec as wsc
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from app.repo import downstream_repo, pms_repo, qmt_repo
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from app.services import market, param_store, portfolio
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@ -447,23 +448,132 @@ def _recon_blast_guard(book: list, ds: dict, diffs: list, *, force: bool = False
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return None
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SRC_WS, SRC_TABLE, SRC_NONE = "ws", "table", "none"
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def positions_source() -> dict:
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"""对账的持仓事实源：**ws 快照为主、`trading_position` 表为兜底**（2026-07-30 拍板）。
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为什么要有这一层
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----------------
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协议 §6.2 定的对账事实源是 ws 的 `query_positions` → `snapshot{kind:"positions"}`;
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而目标架构里 `trading_service` 全量退出业务、只留看板, **那张表在新架构下没有明确的
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写入方**。07-30 实测: QMT 已切到模拟仓且功能正常, `trading_position` 却是空的
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(`fetch_positions` 的 columns 三个 None 就是"表里一行都没有"的铁证)。
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只认表的话, 账本永远建不起来。
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三条仲裁规则（**两个源不一致时不许静默挑一个** —— 那会变成"两个同名不同物"）:
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1. ws 快照新鲜 → 用 ws。若表也非空且与 ws 对不上, **照样用 ws, 但记一条告警**
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列出差异只数 —— 那说明表的写入方与 QMT 已经不同步, 是要修的事, 不是噪音。
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2. ws 快照缺失/过期/字段不认 → 退回表, 并说明退回的原因 (三种原因处理起来完全不同:
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没接通要找对端, 过期要看 pms-ws 活没活, 字段不认要补 ws_codec 的候选名)。
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3. 两个源都拿不到 → `source=none`。**这不等于"清仓"**, 上层必须据此拒绝改账。
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新鲜度按本端 `received_at` 算, 不用 payload 的 `as_of` —— 理由见 qmt_repo.latest_snapshot。
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"""
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mode = param_store.get("PMS_RECON_SOURCE", "ws_first") or "ws_first"
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max_age = param_store.get_int("PMS_RECON_WS_SNAPSHOT_MAX_AGE_SEC", 900)
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out = {"source": SRC_NONE, "rows": [], "columns": {"qty": None, "avail": None, "cost": None},
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"raw_count": 0, "as_of": 0, "age_sec": None, "alerts": [], "mode": mode}
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ws_snap, ws_why = None, ""
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if mode in ("ws_first", "ws_only"):
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try:
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snap = qmt_repo.latest_snapshot("positions")
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except Exception as e:
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snap, ws_why = None, f"读 ws 快照失败: {type(e).__name__}: {e}"
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if not snap:
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ws_why = ws_why or ("ws 从未回过 positions 快照 —— 确认 pms-ws 在跑、"
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"PMS_QMT_WS_ENABLED 已开, 且对端实现了 query_positions")
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elif snap.get("age_sec") is not None and snap["age_sec"] > max_age:
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ws_why = (f"ws 快照已过期 ({snap['age_sec']:.0f}s > {max_age}s) —— "
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f"pms-ws 可能没在跑, 或对端不再回应 query_positions")
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else:
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parsed = wsc.parse_positions_snapshot(snap["payload"])
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if parsed["raw_count"] and parsed["columns"].get("qty") is None:
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ws_why = (f"ws 快照有 {parsed['raw_count']} 个条目却认不出数量列 —— "
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f"把对端实际字段名补进 ws_codec._SNAP_QTY")
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else:
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# 归一到 PMS 内部点式口径。协议 §8 规定就是点式, 但对端给前缀式 (SH600000)
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# 时若不转, diff 会拿 "SH600000" 去比账本里的 "600000.SH" —— 结果是**每一只
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# 都对不上**: 账本那只判"下游没有了"要核销, ws 那只判"新持仓"要补。
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# 一次代码格式不一致就能造出一轮双向全量重写, 比读空还狠。
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for r in parsed["rows"]:
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r["ts_code"] = downstream_repo.to_dot(r["ts_code"])
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ws_snap = {**parsed, "age_sec": snap.get("age_sec"), "seq": snap.get("seq")}
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tbl, tbl_err = None, ""
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if mode in ("ws_first", "table_only"):
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try:
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tbl = downstream_repo.fetch_positions()
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except Exception as e:
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tbl_err = f"读 trading_position 失败: {type(e).__name__}: {e}"
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if ws_snap:
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out.update({"source": SRC_WS, "rows": ws_snap["rows"], "columns": ws_snap["columns"],
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"raw_count": ws_snap["raw_count"], "as_of": ws_snap["as_of"],
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"age_sec": ws_snap["age_sec"], "seq": ws_snap.get("seq")})
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if tbl and (tbl.get("rows") or []):
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ws_map = {r["ts_code"]: int(r.get("qty") or 0) for r in ws_snap["rows"]}
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tb_map = {r["ts_code"]: int(r.get("qty") or 0) for r in tbl["rows"]}
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gap = [c for c in set(ws_map) | set(tb_map) if ws_map.get(c, 0) != tb_map.get(c, 0)]
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if gap:
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out["alerts"].append(
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{"level": "WARN", "code": "SOURCE_DISAGREE",
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"message": f"ws 快照与 trading_position 对不上 {len(gap)} 只 "
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f"(ws {len(ws_map)} 只 / 表 {len(tb_map)} 只): "
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f"{sorted(gap)[:8]}。**已按 ws 为准**; 表的写入方与 QMT "
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f"不同步, 需查明是谁在写那张表"})
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return out
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if tbl and (tbl.get("rows") or []):
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if tbl["columns"].get("qty") is None:
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out["alerts"].append({"level": "ERROR", "code": "TABLE_NO_QTY_COL",
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"message": "trading_position 未识别出数量列 —— 按 "
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"QMT_INTERFACE_REQUIREMENTS A1/D1 取 DDL 后把列名"
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"补进 downstream_repo.QTY_CANDIDATES"})
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return out # 认不出数量列 = 读不到, 不是没持仓
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out.update({"source": SRC_TABLE, "rows": tbl["rows"], "columns": tbl["columns"],
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"raw_count": tbl.get("raw_count") or len(tbl["rows"])})
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if mode == "ws_first":
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out["alerts"].append({"level": "WARN", "code": "WS_SNAPSHOT_UNAVAILABLE",
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"message": f"退回 trading_position 表作为事实源: {ws_why}"})
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return out
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out["alerts"].append({"level": "WARN", "code": "NO_POSITION_SOURCE",
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"message": f"两个事实源都拿不到持仓 —— ws: {ws_why or '未启用'}; "
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f"表: {tbl_err or '空集'}。**这不等于清仓**"})
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return out
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def reconcile(*, apply_fix: bool = True, force: bool = False) -> dict:
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"""账本 vs 下游持仓, 以下游为准修正并留痕。
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"""账本 vs 下游持仓, 以下游为准修正并留痕。事实源见 positions_source()。
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force=True 绕过爆炸半径限制 (见 _recon_blast_guard) —— 只在人工确认下游读数确实
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正确之后使用。
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"""
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out = {"ok": True, "diffs": [], "fixes": [], "errors": [], "columns": {}, "severity": rc.SEV_OK}
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try:
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ds = downstream_repo.fetch_positions()
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except Exception as e:
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out.update({"ok": False, "errors": [f"读 trading_position 失败: {type(e).__name__}: {e}"]})
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return out
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out["columns"] = ds["columns"]
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if ds["rows"] and ds["columns"].get("qty") is None:
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out.update({"ok": False, "errors": [
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"下游持仓表未识别出数量列 —— 请按 QMT_INTERFACE_REQUIREMENTS A1/D1 取得 DDL 后, "
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"把列名补进 downstream_repo.QTY_CANDIDATES"]})
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src = positions_source()
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ds = {"rows": src["rows"], "columns": src["columns"], "raw_count": src["raw_count"]}
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out.update({"source": src["source"], "source_mode": src["mode"],
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"source_age_sec": src.get("age_sec"), "source_alerts": src["alerts"],
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"columns": src["columns"]})
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for a in src["alerts"]:
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(logger.error if a["level"] == "ERROR" else logger.warning)(
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"[对账·事实源] %s", a["message"])
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if src["source"] == SRC_NONE:
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# **"什么都读不到" 绝不能当成 "清仓"。** 这里按账本有没有持仓分两级, 不是一律 ERROR:
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# 账本也空时 (刚清账、等对端装持仓) 本来就无账可对, 每分钟刷一条 ERROR 只会把真告警
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# 埋掉 —— 与补发期告警限流同一个道理。账本有持仓却读不到事实源, 那才是真要停下来的事。
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held = [p for p in pms_repo.list_positions() if int(p.get("total_qty") or 0) > 0]
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if held:
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out.update({"severity": rc.SEV_ERROR, "fixes": [],
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"blocked": {"why": "拿不到任何持仓事实源, 而本端有持仓 —— "
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"拒绝对账 (读不到 ≠ 清仓)", "held": len(held)}})
|
||||
logger.error("[对账] 拒绝对账: 无事实源而本端有 %s 只持仓", len(held))
|
||||
else:
|
||||
out["note"] = "事实源与账本都空, 无可对之账 (等对端装持仓)"
|
||||
return out
|
||||
|
||||
# 下游行先过一遍代码合法性。券商表里混进非个股代码的原因很多 (联调测试单、B 股、
|
||||
|
|
|
|||
|
|
@ -106,6 +106,7 @@ class WsRunner:
|
|||
"beat_sec": param_store.get_int("PMS_QMT_HEARTBEAT_DB_SEC", 2),
|
||||
"max_attempts": param_store.get_int("PMS_QMT_SEND_MAX_ATTEMPTS", 3),
|
||||
"connect_timeout": param_store.get_int("PMS_QMT_CONNECT_TIMEOUT_SEC", 10),
|
||||
"query_interval_sec": param_store.get_int("PMS_QMT_QUERY_INTERVAL_SEC", 300),
|
||||
}
|
||||
try:
|
||||
self._params = await _db(_load)
|
||||
|
|
@ -115,7 +116,8 @@ class WsRunner:
|
|||
"url": settings.PMS_QMT_WS_URL, "heartbeat_sec": 5,
|
||||
"idle_timeout_sec": 15, "ack_batch": 20,
|
||||
"ack_interval_sec": 2.0, "outbox_poll_sec": 0.5,
|
||||
"beat_sec": 2, "max_attempts": 3, "connect_timeout": 10}
|
||||
"beat_sec": 2, "max_attempts": 3, "connect_timeout": 10,
|
||||
"query_interval_sec": 300}
|
||||
logger.warning("参数刷新失败, 沿用上一份: %s", _brief_err(e))
|
||||
|
||||
@staticmethod
|
||||
|
|
@ -287,7 +289,8 @@ class WsRunner:
|
|||
tasks = [asyncio.create_task(self._reader_loop(peer), name="reader"),
|
||||
asyncio.create_task(self._pinger_loop(seed), name="pinger"),
|
||||
asyncio.create_task(self._outbox_loop(seed), name="outbox"),
|
||||
asyncio.create_task(self._ack_loop(seed), name="ack")]
|
||||
asyncio.create_task(self._ack_loop(seed), name="ack"),
|
||||
asyncio.create_task(self._query_loop(seed), name="query")]
|
||||
# 停机信号单独占一个 waiter: reader 阻塞在 15 秒 recv 上, 光等它自己醒来会让
|
||||
# 优雅退出白白拖满一个 idle 周期。谁先结束就收工, 剩下的直接 cancel。
|
||||
stopper = asyncio.create_task(self._stop.wait(), name="stopper")
|
||||
|
|
@ -587,6 +590,21 @@ class WsRunner:
|
|||
pl.get("trade_no"), json.dumps(pl, ensure_ascii=False)[:200])
|
||||
logger.info("[trade] %s %s %s股 @%s (待 worker 入账)", iid,
|
||||
pl.get("ts_code"), pl.get("qty"), pl.get("price"))
|
||||
elif type_ == wsc.T_SNAPSHOT:
|
||||
# 只记「拿到了、几条、多新」, 不在这里解析入账 —— 快照的消费方是 worker 里的
|
||||
# reconcile (从 pms_qmt_inbox 读最近一份), 与出口队列同一个道理: ws 进程只做
|
||||
# 通道, 账本变更保持单一来源, 也不至于让一次比对把心跳拖到超时断连。
|
||||
kind = str(pl.get("kind") or "?")
|
||||
n = len(pl.get("items") or []) if kind == "positions" else None
|
||||
self._stat[f"snap_{kind}_at"] = datetime.now().strftime("%H:%M:%S")
|
||||
if n is not None:
|
||||
self._stat["snap_positions_n"] = n
|
||||
logger.info("[snapshot] kind=%s%s as_of=%s", kind,
|
||||
f" 条目={n}" if n is not None else "", pl.get("as_of"))
|
||||
elif type_ in (wsc.T_POS_UPDATE, wsc.T_FUNDS_UPDATE):
|
||||
# 增量推送: 只当"有变动了"的提示。**不拿它攒对账视图**, 理由见 _query_loop。
|
||||
self._stat[f"{type_}_at"] = datetime.now().strftime("%H:%M:%S")
|
||||
self._stat[f"{type_}_n"] = int(self._stat.get(f"{type_}_n") or 0) + 1
|
||||
elif type_ == wsc.T_PERSIST:
|
||||
if not pl.get("ok"):
|
||||
# §5.6: 落库失败不影响成交事实, 但要留一条下游不一致告警
|
||||
|
|
@ -677,6 +695,41 @@ class WsRunner:
|
|||
return
|
||||
await self._send(wsc.T_PING, {}, seed)
|
||||
|
||||
async def _query_loop(self, seed: str):
|
||||
"""周期拉**全量**快照 (协议 §6.2「快照对账」): query_positions + query_funds。
|
||||
|
||||
为什么必须是全量 snapshot, 而不是把 position_update 攒成一份视图
|
||||
------------------------------------------------------------------
|
||||
§5.8 的 `position_update` 是**增量**, 有变化即推。拿增量攒视图有两个致命处:
|
||||
漏一条推送就静默错账 (而账本错了看不出来); 更麻烦的是「某只票清零」这类事件, 对端
|
||||
若不推 qty=0 就根本无法表达 —— 视图里那只票会永远挂着。对账要的是"此刻账户里到底
|
||||
有什么"这个闭集, 只有全量快照给得出。增量只用来提示"有变动了", 不作为对账事实源。
|
||||
|
||||
握手后**立刻先拉一次**, 不等第一个间隔: 重建账本时没人愿意等 5 分钟, 而且刚连上
|
||||
正是最需要知道对端持仓的时刻。
|
||||
|
||||
发送失败不抛 (除连接类异常) —— 快照是兜底手段, 拉不到只是让 reconcile 退回表通道
|
||||
并告警, 不该把整条通道拖down。「故障即守成」是不产生新指令, 不是一有毛病就断线。
|
||||
"""
|
||||
first = True
|
||||
while not self._stop.is_set():
|
||||
if not first:
|
||||
with contextlib.suppress(asyncio.TimeoutError):
|
||||
await asyncio.wait_for(self._stop.wait(),
|
||||
timeout=self._p("query_interval_sec", 300))
|
||||
if self._stop.is_set():
|
||||
return
|
||||
first = False
|
||||
try:
|
||||
await self._send(wsc.T_Q_POS, {}, seed)
|
||||
await self._send(wsc.T_Q_FUNDS, {}, seed)
|
||||
except asyncio.CancelledError:
|
||||
raise
|
||||
except Exception as e:
|
||||
if _is_conn_error(e):
|
||||
raise
|
||||
logger.warning("快照查询发送失败 (下轮继续): %s", _brief_err(e))
|
||||
|
||||
async def _outbox_loop(self, seed: str):
|
||||
"""出口出栈: QUEUED → 签名 → send → SENT。顺带处理待撤单。
|
||||
|
||||
|
|
|
|||
|
|
@ -101,6 +101,7 @@ class Settings(BaseSettings):
|
|||
PMS_QMT_HEARTBEAT_DB_SEC: int = 2 # ws 进程写存活心跳的间隔
|
||||
PMS_QMT_HEARTBEAT_STALE_SEC: int = 15 # 心跳陈旧超此秒数 → 判定进程已死, dispatcher 拒发
|
||||
PMS_QMT_CONNECT_TIMEOUT_SEC: int = 10 # 建连超时
|
||||
PMS_QMT_QUERY_INTERVAL_SEC: int = 300 # 全量快照轮询 query_positions+query_funds (协议 §6.2)
|
||||
PMS_QMT_SEND_MAX_ATTEMPTS: int = 3 # 单张委托发送重试上限, 试满置 SEND_FAILED
|
||||
# 下面两项是**密钥**: 只从 .env 注入, 不入库、不进 ParamStore、不上页面 (协议 §10.1.1)。
|
||||
# param_store.SECRET_KEYS 已把它们挡在可调参数与页面快照之外。
|
||||
|
|
@ -144,6 +145,10 @@ class Settings(BaseSettings):
|
|||
# --- 对账与回放 ---
|
||||
PMS_REPLAY_INTERVAL_MIN: int = 5
|
||||
PMS_RECON_ALARM_DAYS: int = 3 # 连续不一致 N 日升级 ERROR
|
||||
# 持仓事实源: ws_first(默认, ws 快照为主/表为兜底) / ws_only / table_only
|
||||
# 目标架构下 trading_service 全量退出业务, 那张表没有明确写入方; 协议 §6.2 定的也是 ws 快照。
|
||||
PMS_RECON_SOURCE: str = "ws_first"
|
||||
PMS_RECON_WS_SNAPSHOT_MAX_AGE_SEC: int = 900 # ws 快照超此秒数视为过期 (轮询 300s + 余量)
|
||||
|
||||
|
||||
settings = Settings()
|
||||
|
|
|
|||
|
|
@ -367,6 +367,65 @@ def run():
|
|||
assert wsc.T_ORDER_UPDATE not in wsc.NEEDS_LEDGER, \
|
||||
"order_update 只作状态跟踪 —— 拿它入账会和逐笔 trade 重复计数"
|
||||
|
||||
print("\n[F2] 持仓快照解析 (§5.7, 对账的事实源)")
|
||||
|
||||
@case("协议正文字段名: 归一成与 trading_position 同形")
|
||||
def _():
|
||||
r = wsc.parse_positions_snapshot({
|
||||
"kind": "positions", "as_of": 1769500000000,
|
||||
"items": [{"ts_code": "600000.SH", "total_qty": 6000, "avail_qty": 4000,
|
||||
"frozen_qty": 0, "cost_price": 11.80, "market_price": 12.34}]})
|
||||
eq(r["raw_count"], 1)
|
||||
eq(r["as_of"], 1769500000000)
|
||||
eq(r["rows"][0], {"ts_code": "600000.SH", "qty": 6000, "avail_qty": 4000,
|
||||
"cost": 11.80, "frozen": 0, "price": 12.34})
|
||||
eq(r["columns"]["qty"], "total_qty")
|
||||
|
||||
@case("券商原生字段名也认 (stock_code / total_quantity / positions)")
|
||||
def _():
|
||||
# 对端的实现多半是从券商结构体映射来的, 字段名写死就整批读不到 ——
|
||||
# 而"读不到"与"真的没持仓"在对账那头长成同一个样子, 这是最不能混的两件事
|
||||
r = wsc.parse_positions_snapshot({
|
||||
"kind": "positions",
|
||||
"positions": [{"stock_code": "sh600000", "total_quantity": "1100",
|
||||
"available_quantity": 0, "cost_price": "9.273"}]})
|
||||
eq(r["rows"][0]["ts_code"], "SH600000")
|
||||
eq(r["rows"][0]["qty"], 1100)
|
||||
eq(r["rows"][0]["cost"], 9.273)
|
||||
eq(r["columns"]["qty"], "total_quantity")
|
||||
|
||||
@case("有条目却认不出数量列 → columns['qty'] 为 None (上层据此判「读不到」)")
|
||||
def _():
|
||||
r = wsc.parse_positions_snapshot({
|
||||
"kind": "positions", "items": [{"ts_code": "600000.SH", "shengyu": 600}]})
|
||||
eq(r["raw_count"], 1)
|
||||
assert r["columns"]["qty"] is None, r["columns"]
|
||||
eq(r["rows"][0]["qty"], None)
|
||||
|
||||
@case("空快照 / 缺 items / 脏条目都不崩")
|
||||
def _():
|
||||
eq(wsc.parse_positions_snapshot({"kind": "positions", "items": []})["rows"], [])
|
||||
bad = wsc.parse_positions_snapshot({"kind": "positions", "as_of": 1})
|
||||
eq(bad["rows"], [])
|
||||
assert bad["columns"]["qty"] is None
|
||||
assert "kind" in bad["unknown_fields"], bad["unknown_fields"]
|
||||
eq(wsc.parse_positions_snapshot(None)["rows"], [])
|
||||
# 非 dict 条目与空代码一律跳过, 不带崩整批
|
||||
r = wsc.parse_positions_snapshot({"kind": "positions", "items": [
|
||||
"junk", {"ts_code": "", "total_qty": 100},
|
||||
{"ts_code": "600000.SH", "total_qty": 100}]})
|
||||
eq(len(r["rows"]), 1)
|
||||
|
||||
@case("资金快照解析 (data 内层与平铺都认)")
|
||||
def _():
|
||||
r = wsc.parse_funds_snapshot({"kind": "funds", "as_of": 9, "data": {
|
||||
"total_asset": 2013456.78, "available_cash": 312450.10,
|
||||
"sell_return_today": 48900.00}})
|
||||
eq(r["total_asset"], 2013456.78)
|
||||
eq(r["sell_return_today"], 48900.00)
|
||||
eq(r["frozen_cash"], None)
|
||||
eq(wsc.parse_funds_snapshot({"total_asset": 1.0})["total_asset"], 1.0)
|
||||
|
||||
print("\n[I] ws 逐笔成交 → 账本动作 (清单 4/5)")
|
||||
from app.core import recon as rc
|
||||
|
||||
|
|
|
|||
|
|
@ -327,6 +327,7 @@ class FakeQmtRepo:
|
|||
"resync_flag": 0, "last_error": None, "stat": {}}
|
||||
self.orders = {}
|
||||
self.inbox = {} # seq → 上行消息行 (pms_qmt_inbox)
|
||||
self.snapshots = [] # snapshot 上行 (对账的事实源, §5.7)
|
||||
|
||||
def set_channel(self, conn_state="ONLINE", alive=True):
|
||||
"""摆一个通道状态出来 —— 「进程活没活」和「连接通没通」是两件事。"""
|
||||
|
|
@ -399,6 +400,24 @@ class FakeQmtRepo:
|
|||
def inbox_orphan_count(self):
|
||||
return sum(1 for r in self.inbox.values() if int(r["processed"]) == 3)
|
||||
|
||||
def put_snapshot(self, *, kind="positions", items=None, data=None, age_sec=0, seq=None):
|
||||
"""塞一条 snapshot 上行 (§5.7)。age_sec 用来造"快照过期"。"""
|
||||
seq = int(seq if seq is not None else (max(self.inbox) + 1 if self.inbox else 1000))
|
||||
pl = {"kind": kind, "as_of": 1769500000000}
|
||||
if items is not None:
|
||||
pl["items"] = items
|
||||
if data is not None:
|
||||
pl["data"] = data
|
||||
self.snapshots.append({"seq": seq, "payload": pl, "age_sec": float(age_sec),
|
||||
"received_at": datetime.now()})
|
||||
return pl
|
||||
|
||||
def latest_snapshot(self, kind, *, scan=60):
|
||||
for s in sorted(self.snapshots, key=lambda x: x["seq"], reverse=True):
|
||||
if str(s["payload"].get("kind") or "").lower() == str(kind).lower():
|
||||
return dict(s)
|
||||
return None
|
||||
|
||||
|
||||
def install_fakes(prices=None, positions=None, params=None, high5=None):
|
||||
"""把内存桩装到各模块上, 返回 FakeRepo 实例 (ws 通道桩挂在 .qmt 上)。"""
|
||||
|
|
@ -409,7 +428,7 @@ def install_fakes(prices=None, positions=None, params=None, high5=None):
|
|||
fake.qmt = FakeQmtRepo()
|
||||
for _n in ("get_state", "inbox_pending_count", "queue_depth", "enqueue_order",
|
||||
"request_cancel", "get_order", "inbox_pending", "inbox_mark",
|
||||
"inbox_orphan_count"):
|
||||
"inbox_orphan_count", "latest_snapshot"):
|
||||
setattr(qmt_repo, _n, getattr(fake.qmt, _n))
|
||||
fake.params.update(params or {})
|
||||
for p in (positions or []):
|
||||
|
|
@ -1111,6 +1130,94 @@ def _():
|
|||
assert fake.instructions["INS_A2"]["status"] == "EXPIRED"
|
||||
|
||||
|
||||
@case("对账事实源·ws 快照新鲜 → 以 ws 为准建账 (表空集不再当事实)")
|
||||
def _():
|
||||
from app.services import ledger_service as ls
|
||||
fake = install_fakes(prices={"600000.SH": 10.0})
|
||||
fake.qmt.put_snapshot(items=[{"ts_code": "600000.SH", "total_qty": 1100,
|
||||
"avail_qty": 1100, "cost_price": 9.273}])
|
||||
src = ls.positions_source()
|
||||
assert src["source"] == ls.SRC_WS, src
|
||||
assert src["rows"][0]["qty"] == 1100 and src["rows"][0]["cost"] == 9.273, src["rows"]
|
||||
assert not src["alerts"], src["alerts"] # 表是空集, 不算"不一致"
|
||||
# 账本空 + ws 有持仓 = 首次建账, 爆炸半径闸放行, 成本价取下游 cost_price
|
||||
r = ls.reconcile(apply_fix=True)
|
||||
assert r["source"] == "ws" and not r.get("blocked"), r
|
||||
assert fake.positions["600000.SH"]["total_qty"] == 1100, fake.positions
|
||||
assert abs(float(fake.positions["600000.SH"]["avg_cost"]) - 9.273) < 1e-6, \
|
||||
"开仓价必须取下游 cost_price —— 拿现价当成本会让安全垫齐刷刷是 0"
|
||||
|
||||
|
||||
@case("对账事实源·前缀式代码归一成点式 (不归一会造出一轮双向全量重写)")
|
||||
def _():
|
||||
from app.services import ledger_service as ls
|
||||
fake = install_fakes(prices={"600000.SH": 10.0})
|
||||
fake.qmt.put_snapshot(items=[{"stock_code": "SH600000", "total_quantity": 600,
|
||||
"cost_price": 10.0}])
|
||||
src = ls.positions_source()
|
||||
assert src["rows"][0]["ts_code"] == "600000.SH", src["rows"]
|
||||
|
||||
|
||||
@case("对账事实源·ws 与表对不上 → 用 ws 但必须留痕告警")
|
||||
def _():
|
||||
from app.repo import downstream_repo
|
||||
from app.services import ledger_service as ls
|
||||
fake = install_fakes(prices={"600000.SH": 10.0})
|
||||
fake.qmt.put_snapshot(items=[{"ts_code": "600000.SH", "total_qty": 1100}])
|
||||
downstream_repo.fetch_positions = lambda: {
|
||||
"rows": [{"ts_code": "600000.SH", "qty": 700, "avail_qty": 700, "cost": 9.0,
|
||||
"frozen": 0, "price": 10.0}],
|
||||
"columns": {"qty": "total_quantity"}, "raw_count": 1}
|
||||
src = ls.positions_source()
|
||||
assert src["source"] == ls.SRC_WS, src["source"]
|
||||
assert src["rows"][0]["qty"] == 1100, "以 ws 为准"
|
||||
codes = [a["code"] for a in src["alerts"]]
|
||||
assert "SOURCE_DISAGREE" in codes, src["alerts"]
|
||||
|
||||
|
||||
@case("对账事实源·ws 快照过期 → 退回表并说明退回原因")
|
||||
def _():
|
||||
from app.repo import downstream_repo
|
||||
from app.services import ledger_service as ls
|
||||
fake = install_fakes(prices={"600000.SH": 10.0},
|
||||
params={"PMS_RECON_WS_SNAPSHOT_MAX_AGE_SEC": "900"})
|
||||
fake.qmt.put_snapshot(items=[{"ts_code": "600000.SH", "total_qty": 1100}], age_sec=5000)
|
||||
downstream_repo.fetch_positions = lambda: {
|
||||
"rows": [{"ts_code": "600000.SH", "qty": 700, "avail_qty": 700, "cost": 9.0,
|
||||
"frozen": 0, "price": 10.0}],
|
||||
"columns": {"qty": "total_quantity"}, "raw_count": 1}
|
||||
src = ls.positions_source()
|
||||
assert src["source"] == ls.SRC_TABLE, src["source"]
|
||||
assert src["rows"][0]["qty"] == 700
|
||||
msg = " ".join(a["message"] for a in src["alerts"])
|
||||
assert "过期" in msg, src["alerts"]
|
||||
|
||||
|
||||
@case("对账事实源·两个源都拿不到 + 本端有持仓 → **拒绝对账**, 一股都不许核销")
|
||||
def _():
|
||||
from app.services import ledger_service as ls
|
||||
fake = install_fakes(prices={"600000.SH": 10.0})
|
||||
fake.insert_lot(ts_code="600000.SH", lot_type="BASE", qty=1000, open_price=10.0,
|
||||
open_date="2026-07-01")
|
||||
fake.update_position("600000.SH", total_qty=1000, avail_qty=1000)
|
||||
src = ls.positions_source() # 没塞快照, 表也空
|
||||
assert src["source"] == ls.SRC_NONE, src
|
||||
r = ls.reconcile(apply_fix=True)
|
||||
assert r.get("blocked"), "读不到 ≠ 清仓, 必须拒绝对账"
|
||||
assert r["severity"] == "ERROR" and not r["fixes"], r
|
||||
assert fake.positions["600000.SH"]["total_qty"] == 1000, "持仓不得被动过"
|
||||
|
||||
|
||||
@case("对账事实源·两个源都空 + 账本也空 → 不报 ERROR (刚清账等对端装持仓)")
|
||||
def _():
|
||||
from app.services import ledger_service as ls
|
||||
install_fakes()
|
||||
r = ls.reconcile(apply_fix=True)
|
||||
# 每分钟一跳的轻对账在这个状态下会反复走到这儿, 刷 ERROR 只会把真告警埋掉
|
||||
assert not r.get("blocked") and r["severity"] == "OK", r
|
||||
assert "无可对之账" in (r.get("note") or ""), r
|
||||
|
||||
|
||||
@case("ws 入账·三分流: 真单入账 / 联调单跳过 / **孤儿成交挂起不入账**")
|
||||
def _():
|
||||
from app.repo import qmt_repo
|
||||
|
|
|
|||
|
|
@ -70,6 +70,18 @@ def cmd_status(args):
|
|||
print(f" 待入账上行 {ch['inbox_pending']} 条"
|
||||
+ (f" · 挂起待人工 {ch['orphan_held']} 笔" if ch.get("orphan_held") else ""))
|
||||
print(f" 出口队列 {ch['queue'] or '空'}")
|
||||
# 快照是对账的事实源 (协议 §6.2), 拿不到就意味着账本建不起来 —— 必须一眼能看见
|
||||
try:
|
||||
snap = qmt_repo.latest_snapshot("positions")
|
||||
except Exception as e:
|
||||
snap = None
|
||||
print(f" 持仓快照 读取失败: {type(e).__name__}: {e}")
|
||||
if snap:
|
||||
items = (snap["payload"] or {}).get("items")
|
||||
print(f" 持仓快照 {len(items) if isinstance(items, list) else '?'} 个条目 · "
|
||||
f"{snap['age_sec']:.0f}s 前 (seq={snap['seq']})")
|
||||
elif snap is None:
|
||||
print(f" 持仓快照 **从未收到** (对账没有事实源, 账本建不起来)")
|
||||
s = st.get("stat") or {}
|
||||
if s:
|
||||
print(f" 收发计数 收 {s.get('rx')} 发 {s.get('tx')} · 成交 {s.get('trades')}"
|
||||
|
|
|
|||
Loading…
Reference in New Issue