迭代16: 交易关联驱动持仓份额动态调整（R-018）
This commit is contained in:
+2
-2
@@ -60,8 +60,8 @@ const HANDLERS = [
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* @param {import('@deepseek-ai/cordis').Context} ctx
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* @param {object} runtime { manager, settings, dataSource, marketCache }
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*/
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export function registerApi(ctx, { manager, settings, dataSource, marketHub, marketFeed, qmtHealthMonitor, storage, tradeSync, positionSync }) {
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const runtime = { ctx, manager, settings, dataSource, marketHub, marketFeed, qmtHealthMonitor, storage, tradeSync, positionSync };
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export function registerApi(ctx, { manager, settings, dataSource, marketHub, marketFeed, qmtHealthMonitor, storage, tradeSync, positionSync, attribution }) {
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const runtime = { ctx, manager, settings, dataSource, marketHub, marketFeed, qmtHealthMonitor, storage, tradeSync, positionSync, attribution };
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ctx.effect(() => ctx.webServer.register({
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kind: 'prefix',
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+24
-3
@@ -2,24 +2,45 @@
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* 服务端 API：持仓域（从 api.js 拆分，2026-08-31）
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*
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* 端点：
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* positions → 全量持仓
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* positions → 全量持仓
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* positions/orphan-hints → R-018 漏关联软提示：账本活动行 ∩ QMT 快照缺失的 code（只读，不动账本）
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*/
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/** 持仓端点方法表 */
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export const POSITION_METHODS = new Set([
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'positions',
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'positions/orphan-hints',
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]);
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/**
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* 处理持仓端点
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* @param {string} method
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* @param {object} args
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* @param {object} runtime { manager }
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* @param {object} runtime { manager, storage, positionSync }
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*/
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export async function handlePosition(method, args, { manager }) {
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export async function handlePosition(method, args, { manager, storage, positionSync }) {
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switch (method) {
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case 'positions':
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return await manager.getAllPositions();
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case 'positions/orphan-hints': {
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// R-018 T3：漏关联软提示。账本有活动行（closed/void 双空）但 QMT 快照无此 code → 提示去关联/移出。
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// 只读不写（同步机制与账本分界：软提示不自动改账本）。
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const snapshot = positionSync && Array.isArray(positionSync.getSnapshot())
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? positionSync.getSnapshot()
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: null;
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if (!storage) return [];
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const holdings = await storage.getCurrentHoldings(); // 全策略当前活动持仓
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if (!snapshot) return []; // 快照不可用（从未同步/未注入）→ 不提示（避免误报）
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const snapshotCodes = new Set(snapshot.map((p) => p.code).filter(Boolean));
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return holdings
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.filter((h) => !snapshotCodes.has(h.code))
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.map((h) => ({
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holdingId: h.holdingId,
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strategyId: h.strategyId,
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code: h.code,
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shares: h.shares,
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}));
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}
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default:
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throw Object.assign(new Error('unknown position method: ' + method), { code: 'not-found' });
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}
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@@ -118,12 +118,15 @@ export async function handleStrategy(method, args, { manager, settings, storage
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}
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const rows = await storage.getHoldingsHistory(args.strategyId, { sinceMs });
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// name 兜底：该 holding 最近一笔关联委托的 name（前端免二次请求）
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const ids = rows.map((r) => r.holdingId);
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// R-018：真相源 = 段表 —— 历史行关联委托经段表 join（同一单多段也能兜到 name）
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const ids = rows.map((r) => r.holdingId).filter((x) => x != null);
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const nameMap = new Map();
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if (ids.length > 0) {
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const ph = ids.map(() => '?').join(',');
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const orows = storage.sqlite.db.prepare(
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"SELECT holding_id, name FROM trade_orders WHERE holding_id IN (" + ph + ") AND name != '' ORDER BY insert_ts DESC"
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'SELECT a.holding_id, t.name FROM trade_order_attributions a ' +
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'JOIN trade_orders t ON t.order_id = a.order_id ' +
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'WHERE a.holding_id IN (' + ph + ") AND t.name != '' ORDER BY t.insert_ts DESC"
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).all(...ids);
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for (const o of orows) if (!nameMap.has(o.holding_id)) nameMap.set(o.holding_id, o.name);
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}
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+78
-34
@@ -1,12 +1,17 @@
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/**
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* 服务端 API：交易记录域（R-007，2026-09-01）
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* 服务端 API：交易记录域（R-007，2026-09-01；R-018 迭代 16 归属改造）
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*
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* 端点：
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* orders → 当日委托（支持 code/status 过滤）
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* trades → 当日成交
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* trading-dates → 交易日历（日期导航）
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* trades/history → 本地 SQLite 历史查询（R-009：时间段/code/策略/方向过滤）
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* trades/by-holding → 按 holding_id 查委托汇总（R-010：策略持仓行展开）
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* orders → 当日委托（code/status 过滤；R-018 附加 segments 归属段）
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* trades → 当日成交
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* trading-dates → 交易日历（日期导航）
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* trades/history → 本地 SQLite 历史查询（时间段/code/策略/方向过滤；策略过滤经段表）
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* trades/by-holding → 按 holding_id 查委托汇总（R-010，段表 join）
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* orders/attribution-targets → R-018 策略级归属目标（候选 = 全部策略 + 该 code 活动份额）
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* orders/attribution-set → R-018 全量替换归属段（segments 数组，原子）
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* orders/attribution-segments → R-018 读某 order 的归属段
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* （orders/attribution-candidates / orders/set-attribution 已退役：R-017 7 天候选退役，
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* 归属候选改策略级 targets；归属写改 attribution-set）
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*
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* 数据流：前端轮询 → /odl/api/orders|trades → dataSource.getOrders/getTrades
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* （服务端直连 QMT Bridge REST，技术约束-003）
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@@ -20,18 +25,19 @@ export const TRADE_METHODS = new Set([
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'trades',
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'trading-dates',
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'trades/history', // R-009：本地 SQLite 历史查询（策略过滤）
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'orders/attribution-candidates', // R-009：委托归属候选列表（该 code 当前持仓策略）
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'orders/set-attribution', // R-009：手动设置委托归属
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'trades/by-holding', // R-010：按 holding_id 查委托汇总（策略持仓行展开）
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'trades/by-holding', // R-010：按 holding_id 查委托汇总（策略持仓行展开）
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'orders/attribution-targets', // R-018：策略级归属候选（含 activityShares）
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'orders/attribution-set', // R-018：归属段全量替换（账本写操作）
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'orders/attribution-segments', // R-018：读某 order 归属段
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]);
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/**
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* 处理交易记录端点
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* @param {string} method
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* @param {object} args
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* @param {object} runtime { dataSource }
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* @param {object} runtime { dataSource, storage, attribution, settings }
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*/
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export async function handleTrade(method, args, { dataSource, storage, settings }) {
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export async function handleTrade(method, args, { dataSource, storage, attribution, settings }) {
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switch (method) {
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case 'orders': {
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const orders = await dataSource.getOrders({
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@@ -40,18 +46,25 @@ export async function handleTrade(method, args, { dataSource, storage, settings
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start: args.start,
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end: args.end,
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});
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// R-009：今日实时委托附加【持久化归属】（本地库中用户已设置的 strategy_id/holding_id）
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// 未设置为 null（前端显示「未关联」，用户可手动设置）；候选由 orders/attribution-candidates 提供
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// R-018：今日实时委托附加【持久化归属段】（段表真相源；order 带 segments 数组 + 兼容首段 strategyId/holdingId）
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if (storage && Array.isArray(orders) && orders.length > 0) {
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const ids = orders.map((o) => o.orderId).filter(Boolean);
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const ph = ids.map(() => '?').join(',');
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const rows = storage.sqlite.db.prepare(
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'SELECT order_id, strategy_id, holding_id FROM trade_orders WHERE order_id IN (' + ph + ')'
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).all(...ids);
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const attr = new Map(rows.map((r) => [r.order_id, { strategyId: r.strategy_id ?? null, holdingId: r.holding_id ?? null }]));
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const idList = orders.map((o) => o.orderId).filter(Boolean);
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const segMap = storage.getOrderSegmentsByOrderIds(idList); // Map<orderId, segment[]>
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const strategyName = (sid) => {
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if (!sid) return '';
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const found = (getStrategies(settings) || []).find((s) => s.id === sid);
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return found ? found.name : sid;
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};
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return orders.map((o) => {
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const a = attr.get(o.orderId) ?? { strategyId: null, holdingId: null };
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return { ...o, strategyId: a.strategyId, holdingId: a.holdingId };
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const segs = segMap.get(o.orderId) ?? [];
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const withName = segs.map((s) => ({ ...s, strategyName: strategyName(s.strategyId) }));
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const first = withName[0];
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return {
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...o,
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segments: withName,
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strategyId: first ? first.strategyId : null, // 兼容首段（旧 UI 字段）
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holdingId: first ? first.holdingId : null,
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};
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});
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}
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return orders;
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@@ -66,19 +79,37 @@ export async function handleTrade(method, args, { dataSource, storage, settings
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start: args.start,
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end: args.end,
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});
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case 'orders/attribution-candidates': {
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// R-009：委托归属候选（该 code 当前持仓策略，Q3 全手动选）
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case 'orders/attribution-targets': {
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// R-018（Q1）：候选 = 策略级下拉。全部策略 + 该 code 每策略当前活动份额 activityShares（0=无仓）。
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// 不预筛（有无持仓/历史持仓由指向后服务端判定）；holdingId 不再作下拉键。
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if (!storage) throw Object.assign(new Error('本地存储不可用'), { code: 'storage-unavailable' });
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const list = await storage.getTradeAttributionCandidates(args.code);
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// 附策略名（settings 的策略 name，便于前端展示）
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const nameMap = new Map((getStrategies(settings) || []).map((s) => [s.id, s.name]));
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return list.map((c) => ({ ...c, strategyName: nameMap.get(c.strategyId) ?? c.strategyId }));
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const code = args.code;
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const strategies = getStrategies(settings) || [];
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// 该 code 当前活动持仓（closed/void 双空）per strategy（getCurrentHoldings 无过滤=全策略）
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const allHoldings = await storage.getCurrentHoldings();
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const holdings = code ? allHoldings.filter((h) => h.code === code) : [];
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const shareByStrategy = new Map(holdings.map((h) => [h.strategyId, h.shares]));
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return strategies.map((s) => ({
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strategyId: s.id,
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strategyName: s.name,
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activityShares: Number(shareByStrategy.get(s.id) ?? 0),
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hasActiveHolding: (shareByStrategy.get(s.id) ?? 0) > 0,
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}));
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}
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case 'orders/set-attribution': {
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// R-009：手动设置委托归属（Q4 可随时改，以最终为准）
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case 'orders/attribution-set': {
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// R-018：全量替换归属段（account写操作）。segments: [{strategyId, volume}]
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if (!attribution || !storage) throw Object.assign(new Error('归属服务不可用'), { code: 'storage-unavailable' });
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const res = attribution.setSegments({
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orderId: args.orderId,
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segments: Array.isArray(args.segments) ? args.segments : [],
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});
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return { ok: true, segments: res.segments };
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}
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case 'orders/attribution-segments': {
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if (!storage) throw Object.assign(new Error('本地存储不可用'), { code: 'storage-unavailable' });
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const ok = await storage.setTradeOrderAttribution(args.orderId, args.strategyId ?? null, args.holdingId ?? null);
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return { ok };
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const segs = storage.getOrderSegments(args.orderId);
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const nameMap = new Map((getStrategies(settings) || []).map((s) => [s.id, s.name]));
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return segs.map((s) => ({ ...s, strategyName: nameMap.get(s.strategyId) ?? s.strategyId }));
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}
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case 'trades/by-holding': {
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// R-010：按 holding_id 查委托汇总（策略持仓行展开）
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@@ -86,7 +117,7 @@ export async function handleTrade(method, args, { dataSource, storage, settings
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return await storage.getTradeOrdersByHolding(args.holdingId);
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}
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case 'trades/history': {
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// R-009：本地 SQLite 历史查询（时间段/code/策略/方向过滤）
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// R-009：本地 SQLite 历史查询（时间段/code/策略/方向过滤；R-018 orders 附加 segments）
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const opts = {
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start: args.start,
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end: args.end,
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@@ -101,9 +132,22 @@ export async function handleTrade(method, args, { dataSource, storage, settings
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storage.getTradeOrderHistory(opts),
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storage.getTradeFillHistory(opts),
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]);
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return { orders, fills };
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const idList = (orders ?? []).map((o) => o.orderId).filter(Boolean);
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const segMap = storage.getOrderSegmentsByOrderIds(idList);
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const strategyName = (sid) => {
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if (!sid) return '';
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const found = (getStrategies(settings) || []).find((s) => s.id === sid);
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return found ? found.name : sid;
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};
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const withSegs = (orders ?? []).map((o) => {
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const segs = segMap.get(o.orderId) ?? [];
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const withName = segs.map((s) => ({ ...s, strategyName: strategyName(s.strategyId) }));
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const first = withName[0];
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return { ...o, segments: withName, strategyId: first ? first.strategyId : null, holdingId: first ? first.holdingId : null };
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});
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return { orders: withSegs, fills };
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}
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default:
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throw Object.assign(new Error('unknown trade method: ' + method), { code: 'not-found' });
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}
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}
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}
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@@ -12,6 +12,12 @@
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* - 策略过滤下拉（全部 / 各策略 / 未关联）：今日实时按归属过滤（前端），历史走服务端过滤
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* - 历史范围从「接口开发中」占位切换为查本地 SQLite（trades/history）
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*
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* R-018（迭代 16）：归属 = 账本写操作（份额分配器）
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* - 端点：orders/attribution-targets（策略级候选）/ orders/attribution-set（全量替换段，原子）
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* - 交互：每笔委托归属列 = 段 chips；点开分配器：策略下拉 + 段量输入（默认余额全量，可改小）
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* + 段列表（每段可撤）——每步操作即时 setSegments，买卖份额联动账本
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* - 过滤按首段兼容字段（order.strategyId = 主段）；多段订单按主段归属展示
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*
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* 方向：红买绿卖（Q7 定稿）；状态中文映射；未成交显示 —
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*/
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@@ -111,11 +117,13 @@ export function TradeRecordsTab() {
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// R-009：策略过滤（''=全部；'__unassigned__'=未关联；其他=strategyId）
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const [strategies, setStrategies] = useState([]);
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const [strategyFilter, setStrategyFilter] = useState('');
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const [attributionSaved, setAttributionSaved] = useState(null); // 归属保存提示（R-009）
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const [attributionCandidates, setAttributionCandidates] = useState({}); // R-009：code → 归属候选列表缓存
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const attributionCandidatesRef = useRef({}); // 同步缓存（loadCandidates 判重用）
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const [attributionSaved, setAttributionSaved] = useState(null); // 归属保存提示（R-009/R-018）
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const [attributionTargets, setAttributionTargets] = useState({}); // R-018：code → 策略级归属目标缓存（含 activityShares）
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const attributionTargetsRef = useRef({}); // 同步缓存（loadTargets 判重用）
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// 同步 ref
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useEffect(() => { attributionCandidatesRef.current = attributionCandidates; }, [attributionCandidates]);
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useEffect(() => { attributionTargetsRef.current = attributionTargets; }, [attributionTargets]);
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// R-018 T3：漏关联软提示（账本有活动行 + QMT 快照无此 code → 提示去关联/移出；只读不写账本）
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const [orphanHints, setOrphanHints] = useState([]);
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const call = useRpc();
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@@ -192,54 +200,61 @@ export function TradeRecordsTab() {
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}
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}, [call, range, isHistoryRange, strategyFilter]);
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// 拉取某 code 的归属候选（该 code 当前持仓策略；Q3 全手动选）
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const loadCandidates = useCallback(async (code) => {
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// R-018：拉取某 code 的归属目标（策略级候选 + activityShares；Q1 指向后判定，候选不预筛持仓）
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const loadTargets = useCallback(async (code) => {
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if (!code) return;
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// 已有缓存不重复请求
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if (attributionCandidatesRef.current[code]) return;
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if (attributionTargetsRef.current[code]) return;
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try {
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const res = await call('one-divine-lot/orders/attribution-candidates', { args: { code } });
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const res = await call('one-divine-lot/orders/attribution-targets', { args: { code } });
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if (res?.ok && Array.isArray(res.value)) {
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setAttributionCandidates((prev) => ({ ...prev, [code]: res.value }));
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setAttributionTargets((prev) => ({ ...prev, [code]: res.value }));
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}
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} catch { /* ignore */ }
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}, [call]);
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// 手动设置归属（Q4：可随时改，以最终为准）
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||||
const setAttribution = useCallback(async (orderId, code, strategyId, holdingId) => {
|
||||
try {
|
||||
const res = await call('one-divine-lot/orders/set-attribution', {
|
||||
args: { orderId, strategyId: strategyId || null, holdingId: holdingId || null },
|
||||
});
|
||||
if (res?.ok) {
|
||||
setAttributionSaved('归属已保存: ' + orderId);
|
||||
setTimeout(() => setAttributionSaved(null), 2000);
|
||||
// 立即更新本地 state（避免竞态：不等 load() 重新拉，归属立刻生效）
|
||||
setOrders((prev) => (prev ?? []).map((o) =>
|
||||
o.orderId === orderId ? { ...o, strategyId, holdingId } : o
|
||||
));
|
||||
setTrades((prev) => (prev ?? []).map((t) =>
|
||||
t.orderId === orderId ? { ...t, strategyId, holdingId } : t
|
||||
));
|
||||
load(); // 后台刷新兜底（同步 TradeSync 可能更新的数据）
|
||||
} else {
|
||||
setAttributionSaved('保存失败: ' + ((res && res.error && res.error.message) || 'unknown'));
|
||||
setTimeout(() => setAttributionSaved(null), 3000);
|
||||
}
|
||||
} catch (e) {
|
||||
setAttributionSaved('保存失败: ' + e.message);
|
||||
setTimeout(() => setAttributionSaved(null), 3000);
|
||||
// R-018：全量替换归属段（segments = [{strategyId, volume}]；账本写操作，原子）。返回新 segments
|
||||
const saveSegments = useCallback(async (orderId, segments) => {
|
||||
const res = await call('one-divine-lot/orders/attribution-set', {
|
||||
args: { orderId, segments },
|
||||
});
|
||||
if (!res?.ok) {
|
||||
throw new Error((res && res.error && res.error.message) || '保存失败');
|
||||
}
|
||||
const nextSegs = Array.isArray(res.value?.segments) ? res.value.segments : [];
|
||||
// 立即更新本地 state（归属立刻生效；多段 order 主段 = 第一段）
|
||||
const first = nextSegs[0];
|
||||
setOrders((prev) => (prev ?? []).map((o) =>
|
||||
o.orderId === orderId ? { ...o, segments: nextSegs, strategyId: first ? first.strategyId : null, holdingId: first ? first.holdingId : null } : o
|
||||
));
|
||||
setTrades((prev) => (prev ?? []).map((t) =>
|
||||
t.orderId === orderId ? { ...t, segments: nextSegs, strategyId: first ? first.strategyId : null, holdingId: first ? first.holdingId : null } : t
|
||||
));
|
||||
load(); // 后台刷新兜底（同步 TradeSync 可能更新的数据）
|
||||
return nextSegs;
|
||||
}, [call, load]);
|
||||
|
||||
// 归属候选自动预载：数据加载后，为所有委托 code 预取候选（下拉选项齐全，避免只有「未关联」）
|
||||
// 归属目标自动预载：数据加载后，为所有委托 code 预取目标（策略下拉选项齐全）
|
||||
useEffect(() => {
|
||||
const codes = [...new Set((orders ?? []).map((o) => o.code).filter(Boolean))];
|
||||
if (codes.length === 0) return;
|
||||
for (const code of codes) {
|
||||
loadCandidates(code);
|
||||
loadTargets(code);
|
||||
}
|
||||
}, [orders, loadCandidates]);
|
||||
}, [orders, loadTargets]);
|
||||
|
||||
// R-018 T3：拉取漏关联软提示（每 20s + 今日数据加载后）
|
||||
const loadOrphanHints = useCallback(async () => {
|
||||
try {
|
||||
const res = await call('one-divine-lot/positions/orphan-hints', { args: {} });
|
||||
if (res?.ok && Array.isArray(res.value)) setOrphanHints(res.value);
|
||||
} catch { /* ignore（服务端不可用时静默） */ }
|
||||
}, [call]);
|
||||
useEffect(() => {
|
||||
if (!isTodayRange) { setOrphanHints([]); return; }
|
||||
loadOrphanHints();
|
||||
const timer = setInterval(loadOrphanHints, 20000);
|
||||
return () => clearInterval(timer);
|
||||
}, [isTodayRange, loadOrphanHints, range]);
|
||||
|
||||
// 时间段变化 → 重新加载（展开重置）
|
||||
useEffect(() => {
|
||||
@@ -327,6 +342,21 @@ export function TradeRecordsTab() {
|
||||
{attributionSaved}
|
||||
</div>
|
||||
)}
|
||||
{/* R-018 T3：漏关联软提示（幽灵清仓退役后，账本活动行但对账单已无此票 → 提示去关联卖出单或移出） */}
|
||||
{Array.isArray(orphanHints) && orphanHints.length > 0 && (
|
||||
<div
|
||||
style={{
|
||||
marginBottom: 8, fontSize: 12, padding: '6px 10px', borderRadius: 4,
|
||||
border: '1px solid var(--dsw-alias-state-warning-primary, #f9a825)',
|
||||
background: 'color-mix(in srgb, var(--dsw-alias-state-warning-primary, #f9a825) 10%, var(--dsw-alias-bg-layer-1, #fff))',
|
||||
color: 'var(--dsw-alias-label-secondary, #555)',
|
||||
}}
|
||||
title="幽灵自动清仓已退役：这些持仓对账单已无此票，账本仍记着 —— 请去「策略持仓」tab 移出或为当日卖出委托设置归属"
|
||||
>
|
||||
⚠ {orphanHints.length} 个持仓对账单已无此票（账本待处理）：{orphanHints.slice(0, 3).map((h) => h.code).join('、')}
|
||||
{orphanHints.length > 3 ? ' 等' : ''} —— 请在对应策略 tab 移出，或在下方为当日卖出委托设置归属（关联后份额自动清零转历史）
|
||||
</div>
|
||||
)}
|
||||
|
||||
<LoadState loading={loading && !orders} error={error} onRetry={load} autoRetry={2}>
|
||||
{!orders?.length ? (
|
||||
@@ -339,7 +369,7 @@ export function TradeRecordsTab() {
|
||||
</div>
|
||||
</div>
|
||||
) : (
|
||||
<TradeTable rows={rows} toggleSort={toggleSort} sortKey={sortKey} sortDir={sortDir} arrow={arrow} toggleExpand={toggleExpand} expanded={expanded} attributionCandidates={attributionCandidates} loadCandidates={loadCandidates} setAttribution={setAttribution} />
|
||||
<TradeTable rows={rows} toggleSort={toggleSort} sortKey={sortKey} sortDir={sortDir} arrow={arrow} toggleExpand={toggleExpand} expanded={expanded} targets={attributionTargets} loadTargets={loadTargets} saveSegments={saveSegments} onNotice={setAttributionSaved} />
|
||||
)}
|
||||
<div style={{ marginTop: 8, fontSize: 12, color: 'var(--dsw-alias-label-tertiary, #999)' }}>
|
||||
<span style={{ color: 'var(--dsw-alias-state-error-primary, #d32f2f)' }}>■ 买</span>
|
||||
@@ -352,8 +382,8 @@ export function TradeRecordsTab() {
|
||||
);
|
||||
}
|
||||
|
||||
/** 交易记录表格（主行 + 展开明细 + R-009 手动归属列） */
|
||||
function TradeTable({ rows, toggleSort, sortKey, sortDir, arrow, toggleExpand, expanded, attributionCandidates, loadCandidates, setAttribution }) {
|
||||
/** 交易记录表格（主行 + 展开明细 + R-018 归属分配器） */
|
||||
function TradeTable({ rows, toggleSort, sortKey, sortDir, arrow, toggleExpand, expanded, targets, loadTargets, saveSegments, onNotice }) {
|
||||
return (
|
||||
<table style={{ width: '100%', borderCollapse: 'collapse', fontSize: 13 }}>
|
||||
<thead>
|
||||
@@ -383,9 +413,10 @@ function TradeTable({ rows, toggleSort, sortKey, sortDir, arrow, toggleExpand, e
|
||||
order={o}
|
||||
expanded={expanded.has(o.orderId)}
|
||||
onToggle={() => toggleExpand(o.orderId)}
|
||||
attributionCandidates={attributionCandidates[o.code] ?? []}
|
||||
onLoadCandidates={() => loadCandidates(o.code)}
|
||||
setAttribution={setAttribution}
|
||||
targets={targets[o.code] ?? []}
|
||||
loadTargets={() => loadTargets(o.code)}
|
||||
saveSegments={saveSegments}
|
||||
onNotice={onNotice}
|
||||
/>
|
||||
))}
|
||||
</tbody>
|
||||
@@ -393,13 +424,11 @@ function TradeTable({ rows, toggleSort, sortKey, sortDir, arrow, toggleExpand, e
|
||||
);
|
||||
}
|
||||
|
||||
/** 委托主行 + 展开明细（含 R-009 手动归属下拉） */
|
||||
function OrderRows({ order, expanded, onToggle, attributionCandidates, onLoadCandidates, setAttribution }) {
|
||||
/** 委托主行 + 展开明细（含 R-018 归属分配器入口） */
|
||||
function OrderRows({ order, expanded, onToggle, targets, loadTargets, saveSegments, onNotice }) {
|
||||
const hasTrades = order.trades.length > 0;
|
||||
const strategyName = (sid) => {
|
||||
if (!sid) return '未关联';
|
||||
return order.strategyName || sid;
|
||||
};
|
||||
const segs = Array.isArray(order.segments) ? order.segments : [];
|
||||
const totalSeg = segs.reduce((s, x) => s + Number(x?.volume ?? 0), 0);
|
||||
return (
|
||||
<>
|
||||
<tr
|
||||
@@ -432,11 +461,14 @@ function OrderRows({ order, expanded, onToggle, attributionCandidates, onLoadCan
|
||||
<td style={{ ...tdStyle, textAlign: 'right' }}>{hasTrades ? fmtNum(order.aggStampTax, 2) : '—'}</td>
|
||||
<td style={{ ...tdStyle, textAlign: 'right' }}>{hasTrades ? fmtNum(order.aggTransferFee, 2) : '—'}</td>
|
||||
<td style={{ ...tdStyle }} onClick={(e) => e.stopPropagation()}>
|
||||
<AttributionSelect
|
||||
<AttributionCell
|
||||
order={order}
|
||||
candidates={attributionCandidates}
|
||||
onLoadCandidates={onLoadCandidates}
|
||||
setAttribution={setAttribution}
|
||||
segments={segs}
|
||||
totalSeg={totalSeg}
|
||||
targets={targets}
|
||||
loadTargets={loadTargets}
|
||||
saveSegments={saveSegments}
|
||||
onNotice={onNotice}
|
||||
/>
|
||||
</td>
|
||||
</tr>
|
||||
@@ -472,65 +504,201 @@ function OrderRows({ order, expanded, onToggle, attributionCandidates, onLoadCan
|
||||
);
|
||||
}
|
||||
|
||||
/** 委托归属选择下拉（R-009，Q3 全手动选；Q4 可随时改）
|
||||
* 候选 = 该 code 当前持仓 + 近 7 天清仓持仓（R-017，orders/attribution-candidates）；
|
||||
* 锚点键 = holdingId（同策略可有多轮持仓行，strategyId 会撞值，R-017 定稿）；
|
||||
* 未设置显示「未关联」，用户点选后持久化（orders/set-attribution）。
|
||||
/**
|
||||
* R-018 归属单元格：展示段 chips；点开进入份额分配器（AttributionEditor）。
|
||||
* - 已关联段：策略名 + 量（段 chip）；未关联（余额 > 0 且无段）显示「未关联」
|
||||
* - 点「分配」→ 打开编辑器（加载 targets 惰性）
|
||||
*/
|
||||
function AttributionSelect({ order, candidates, onLoadCandidates, setAttribution }) {
|
||||
const currentKey = order.holdingId != null ? String(order.holdingId) : '';
|
||||
function AttributionCell({ order, segments, totalSeg, targets, loadTargets, saveSegments, onNotice }) {
|
||||
const [editing, setEditing] = useState(false);
|
||||
const hasSeg = (segments ?? []).length > 0;
|
||||
const aggVolume = Number(order.aggVolume ?? order.tradedVolume ?? 0);
|
||||
const leftover = Math.max(0, aggVolume - totalSeg); // 未分配余额（今日实时 aggVolume=已成交量；历史 aggVolume 由 fills 聚合并）
|
||||
|
||||
const handleSelect = (ev) => {
|
||||
const val = ev.target.value;
|
||||
if (val === currentKey) return;
|
||||
if (val === '__unassigned__') {
|
||||
setAttribution(order.orderId, order.code, null, null);
|
||||
return;
|
||||
}
|
||||
const cand = (candidates ?? []).find((c) => String(c.holdingId) === val);
|
||||
setAttribution(order.orderId, order.code, cand ? cand.strategyId : null, cand ? cand.holdingId : null);
|
||||
const open = () => {
|
||||
loadTargets();
|
||||
setEditing(true);
|
||||
};
|
||||
|
||||
// 已归属但候选列表缺失（如清仓超 7 天）：显示「当前归属」占位，避免 select 值悬空
|
||||
const candByKey = new Map((candidates ?? []).map((c) => [String(c.holdingId), c]));
|
||||
const hasCurrent = currentKey && candByKey.has(currentKey);
|
||||
const closedSuffix = (c) => (c.closed ? '（已清仓 ' + fmtClosed(c.closedAt) + '）' : '');
|
||||
if (editing) {
|
||||
return (
|
||||
<AttributionEditor
|
||||
order={order}
|
||||
segments={segments}
|
||||
leftover={leftover}
|
||||
targets={targets}
|
||||
saveSegments={saveSegments}
|
||||
onDone={() => setEditing(false)}
|
||||
onNotice={onNotice}
|
||||
/>
|
||||
);
|
||||
}
|
||||
|
||||
return (
|
||||
<select
|
||||
value={hasCurrent || !currentKey ? (currentKey || '__unassigned__') : currentKey}
|
||||
onChange={handleSelect}
|
||||
style={{
|
||||
fontSize: 12,
|
||||
padding: '2px 4px',
|
||||
border: '1px solid ' + (currentKey ? 'var(--dsw-alias-state-success-primary, #2e7d32)' : 'var(--dsw-alias-border-l2, #ccc)'),
|
||||
borderRadius: 4,
|
||||
background: currentKey ? 'color-mix(in srgb, var(--dsw-alias-state-success-primary, #2e7d32) 12%, var(--dsw-alias-bg-layer-1, #fff))' : 'var(--dsw-alias-bg-layer-1, #fff)',
|
||||
color: currentKey ? 'var(--dsw-alias-state-success-primary, #1b5e20)' : 'var(--dsw-alias-label-tertiary, #999)',
|
||||
maxWidth: 150,
|
||||
}}
|
||||
title="设置该委托的策略/持仓归属（可随时修改；清仓 7 天内可补关联）"
|
||||
>
|
||||
<option value="__unassigned__">未关联</option>
|
||||
{!hasCurrent && currentKey && (
|
||||
<option value={currentKey}>当前归属（{order.strategyId || '未知策略'}）</option>
|
||||
<span style={{ display: 'inline-flex', flexDirection: 'column', alignItems: 'flex-start', gap: 2, minWidth: 120 }}>
|
||||
{hasSeg ? (
|
||||
<span style={{ display: 'flex', flexWrap: 'wrap', gap: 2 }}>
|
||||
{(segments ?? []).map((s) => (
|
||||
<span
|
||||
key={s.strategyId}
|
||||
title={s.strategyName || s.strategyId}
|
||||
style={{
|
||||
fontSize: 11, padding: '1px 5px', borderRadius: 3,
|
||||
border: '1px solid var(--dsw-alias-state-success-primary, #2e7d32)',
|
||||
color: 'var(--dsw-alias-state-success-primary, #1b5e20)',
|
||||
background: 'color-mix(in srgb, var(--dsw-alias-state-success-primary, #2e7d32) 10%, var(--dsw-alias-bg-layer-1, #fff))',
|
||||
}}
|
||||
>
|
||||
{(s.strategyName || s.strategyId)}·{fmtNum(s.volume, 0)}
|
||||
</span>
|
||||
))}
|
||||
</span>
|
||||
) : (
|
||||
<span style={{ color: 'var(--dsw-alias-label-tertiary, #999)', fontSize: 12 }}>未关联</span>
|
||||
)}
|
||||
{(candidates ?? []).map((c) => (
|
||||
<option key={c.holdingId} value={String(c.holdingId)}>
|
||||
{c.strategyName || c.strategyId}{closedSuffix(c)}
|
||||
</option>
|
||||
))}
|
||||
</select>
|
||||
{leftover > 1e-9 && (
|
||||
<span style={{ fontSize: 11, color: 'var(--dsw-alias-state-error-primary, #d32f2f)' }}>
|
||||
未分配剩余 {fmtNum(leftover, 0)} 股
|
||||
</span>
|
||||
)}
|
||||
<button
|
||||
onClick={open}
|
||||
style={{
|
||||
fontSize: 11, padding: '1px 8px', cursor: 'pointer', borderRadius: 3,
|
||||
border: '1px solid var(--dsw-alias-border-l2, #ccc)',
|
||||
background: 'var(--dsw-alias-bg-layer-1, #fff)', color: 'var(--dsw-alias-label-primary, #333)',
|
||||
}}
|
||||
title="分配该委托的归属策略/份额（关联 = 调整对应策略持仓份额）"
|
||||
>
|
||||
{hasSeg ? '调整' : '分配'}
|
||||
</button>
|
||||
</span>
|
||||
);
|
||||
}
|
||||
|
||||
/** 清仓日期短格式（MM-DD） */
|
||||
function fmtClosed(ts) {
|
||||
if (!ts) return '';
|
||||
const d = new Date(Number(ts));
|
||||
if (!isFinite(d.getTime())) return '';
|
||||
const p2 = (n) => String(n).padStart(2, '0');
|
||||
return (d.getMonth() + 1) + '-' + p2(d.getDate());
|
||||
/**
|
||||
* R-018 份额分配器（编辑器）：策略下拉 + 段量输入 + 段列表（可撤）。
|
||||
* - 余额 = 已成交量 − 已分配段和（默认输入 = 余额全量，可改小）
|
||||
* - 每步操作（加段/撤段）即时 saveSegments（全量替换，原子）
|
||||
*/
|
||||
function AttributionEditor({ order, segments, leftover, targets, saveSegments, onDone, onNotice }) {
|
||||
const list = (targets ?? []).length > 0 ? targets : null;
|
||||
const [selStrategy, setSelStrategy] = useState('');
|
||||
const [amount, setAmount] = useState('');
|
||||
const [busy, setBusy] = useState(false);
|
||||
const aggVolume = Number(order.aggVolume ?? order.tradedVolume ?? 0);
|
||||
const segs = Array.isArray(segments) ? segments : [];
|
||||
const totalSeg = segs.reduce((s, x) => s + Number(x?.volume ?? 0), 0);
|
||||
const remaining = Math.max(0, aggVolume - totalSeg);
|
||||
|
||||
const notice = (msg, isErr) => {
|
||||
onNotice?.(msg);
|
||||
if (isErr) setTimeout(() => onNotice?.(null), 3000);
|
||||
else setTimeout(() => onNotice?.(null), 2000);
|
||||
};
|
||||
|
||||
const run = async (nextSegments) => {
|
||||
setBusy(true);
|
||||
try {
|
||||
await saveSegments(order.orderId, nextSegments);
|
||||
notice('归属已保存: ' + order.orderId, false);
|
||||
} catch (e) {
|
||||
notice('保存失败: ' + (e?.message ?? String(e)), true);
|
||||
} finally {
|
||||
setBusy(false);
|
||||
}
|
||||
};
|
||||
|
||||
const addSegment = async () => {
|
||||
if (!selStrategy) { notice('请选择策略', true); return; }
|
||||
const v = Number(amount);
|
||||
if (!Number.isFinite(v) || v <= 0) { notice('请输入有效份额量', true); return; }
|
||||
if (v > remaining + 1e-9) { notice('份额量超过未分配余额 ' + fmtNum(remaining, 0), true); return; }
|
||||
// 卖出场景：若该策略无活动仓（activityShares=0 且方向 sell）→ 服务端会拒绝；这里给前端提示
|
||||
const t = (targets ?? []).find((x) => x.strategyId === selStrategy);
|
||||
const isSell = String(order.direction ?? '') === 'sell';
|
||||
if (isSell && t && !t.hasActiveHolding) {
|
||||
notice('该策略无此持仓可减（关联失败）', true);
|
||||
return;
|
||||
}
|
||||
// sell 且 activityShares < amount → 自动截断为可容纳量（R4 老师拍板：自动截断续分）
|
||||
let vol = v;
|
||||
if (isSell && t && t.hasActiveHolding && Number(t.activityShares) + 1e-9 < v) {
|
||||
vol = Number(t.activityShares);
|
||||
notice('超出该策略可容纳，已自动截断为 ' + fmtNum(vol, 0) + '（余额保留）', false);
|
||||
}
|
||||
const merged = [...segs.filter((s) => s.strategyId !== selStrategy), { strategyId: selStrategy, volume: vol }];
|
||||
await run(merged);
|
||||
};
|
||||
|
||||
const removeSegment = async (strategyId) => {
|
||||
const merged = segs.filter((s) => s.strategyId !== strategyId);
|
||||
await run(merged);
|
||||
};
|
||||
|
||||
const clearAll = async () => {
|
||||
await run([]);
|
||||
};
|
||||
|
||||
const amountDefaultHint = remaining > 0 ? String(remaining) : '';
|
||||
|
||||
return (
|
||||
<span style={{ display: 'inline-flex', flexDirection: 'column', gap: 4, alignItems: 'flex-start', minWidth: 190 }}>
|
||||
<div style={{ fontSize: 11, color: 'var(--dsw-alias-label-secondary, #666)' }}>
|
||||
已成交量 {fmtNum(aggVolume, 0)} ｜ 已分配 {fmtNum(totalSeg, 0)} ｜ 余额 <span style={{ color: remaining > 1e-9 ? 'var(--dsw-alias-state-error-primary, #d32f2f)' : 'var(--dsw-alias-state-success-primary, #1b5e20)', fontWeight: 'bold' }}>{fmtNum(remaining, 0)}</span>
|
||||
</div>
|
||||
{(segs.length > 0) && (
|
||||
<span style={{ display: 'flex', flexWrap: 'wrap', gap: 2, alignItems: 'center' }}>
|
||||
{segs.map((s) => (
|
||||
<span key={s.strategyId} style={{ display: 'inline-flex', alignItems: 'center', gap: 3, fontSize: 11, padding: '1px 5px', borderRadius: 3, border: '1px solid var(--dsw-alias-state-success-primary, #2e7d32)', color: 'var(--dsw-alias-state-success-primary, #1b5e20)' }}>
|
||||
{s.strategyName || s.strategyId}·{fmtNum(s.volume, 0)}
|
||||
<span
|
||||
title="撤销该段（逆操作账本）"
|
||||
onClick={() => !busy && removeSegment(s.strategyId)}
|
||||
style={{ cursor: busy ? 'wait' : 'pointer', color: 'var(--dsw-alias-state-error-primary, #c62828)' }}
|
||||
>✕</span>
|
||||
</span>
|
||||
))}
|
||||
</span>
|
||||
)}
|
||||
{list && list.length > 0 && remaining > 1e-9 && (
|
||||
<span style={{ display: 'inline-flex', gap: 3, alignItems: 'center' }}>
|
||||
<select value={selStrategy} onChange={(e) => setSelStrategy(e.target.value)} style={{ fontSize: 11, padding: '1px 3px' }} title="选择归属策略">
|
||||
<option value="">策略…</option>
|
||||
{list.map((t) => (
|
||||
<option key={t.strategyId} value={t.strategyId}>
|
||||
{t.strategyName || t.strategyId}{t.hasActiveHolding ? '（仓 ' + fmtNum(t.activityShares, 0) + '）' : ''}
|
||||
</option>
|
||||
))}
|
||||
</select>
|
||||
<input
|
||||
type="number"
|
||||
min="1"
|
||||
step={100}
|
||||
value={amount}
|
||||
placeholder={amountDefaultHint}
|
||||
onChange={(e) => setAmount(e.target.value)}
|
||||
style={{ width: 70, padding: '1px 3px', fontSize: 11 }}
|
||||
title="分配份额量（默认 = 未分配余额全量，可改小）"
|
||||
/>
|
||||
<button onClick={() => !busy && addSegment()} disabled={busy} style={{ fontSize: 11, padding: '1px 6px', cursor: 'pointer' }}>
|
||||
分配
|
||||
</button>
|
||||
</span>
|
||||
)}
|
||||
{remaining <= 1e-9 && (
|
||||
<span style={{ fontSize: 11, color: 'var(--dsw-alias-state-success-primary, #1b5e20)' }}>已全部分配</span>
|
||||
)}
|
||||
<span style={{ display: 'inline-flex', gap: 4 }}>
|
||||
{segs.length > 0 && (
|
||||
<button onClick={() => !busy && clearAll()} disabled={busy} style={{ fontSize: 11, padding: '1px 6px', cursor: 'pointer', color: 'var(--dsw-alias-state-error-primary, #c62828)' }}>
|
||||
全部撤除
|
||||
</button>
|
||||
)}
|
||||
<button onClick={onDone} style={{ fontSize: 11, padding: '1px 6px', cursor: 'pointer' }}>完成</button>
|
||||
</span>
|
||||
</span>
|
||||
);
|
||||
}
|
||||
|
||||
const thStyle = { padding: '8px 6px', lineHeight: '24px', whiteSpace: 'nowrap' };
|
||||
|
||||
+6
-2
@@ -23,6 +23,7 @@ import { QuoteHub } from './market/QuoteHub.js';
|
||||
import { QuoteSync } from './market/QuoteSync.js';
|
||||
import { QmtHealthMonitor } from './data-source/QmtHealthMonitor.js';
|
||||
import { TradeSync } from './trades/TradeSync.js';
|
||||
import { AttributionService } from './trades/AttributionService.js';
|
||||
|
||||
const name = 'one-divine-lot';
|
||||
|
||||
@@ -87,8 +88,11 @@ async function apply(ctx, config) {
|
||||
const tradeSync = new TradeSync({ runtime: { dataSource, storage }, logger });
|
||||
tradeSync.start();
|
||||
|
||||
// S6: 服务端 HTTP API（R-004：注入 dataSource 以编排激活热切换；R-009：注入 storage 供 trades/history）
|
||||
registerApi(ctx, { manager, settings, dataSource, marketHub, marketFeed, qmtHealthMonitor, storage, tradeSync, positionSync });
|
||||
// R-018 迭代 16：归属服务（关联 = 账本写操作；经 SqliteStore 段表/生命周期同步接口）
|
||||
const attribution = new AttributionService({ store: storage.sqlite });
|
||||
|
||||
// S6: 服务端 HTTP API（R-004：注入 dataSource 以编排激活热切换；R-009：注入 storage 供 trades/history；R-018：注入 attribution）
|
||||
registerApi(ctx, { manager, settings, dataSource, marketHub, marketFeed, qmtHealthMonitor, storage, tradeSync, positionSync, attribution });
|
||||
|
||||
// 启动时可用性检查（日志，不阻塞）
|
||||
dataSource.isAvailable().then((ok) => {
|
||||
|
||||
@@ -1,50 +1,43 @@
|
||||
/**
|
||||
* PositionSync —— 全量持仓内存快照同步（2026-09-02 讨论定稿）
|
||||
* PositionSync —— 全量持仓（对账单）内存快照同步
|
||||
*
|
||||
* 背景：策略持仓 / 全部持仓 / 未分配三个接口原先在请求时穿透 QMT
|
||||
* （PositionManager.getAllPositions 实时拉 /trade/positions），带来两个问题：
|
||||
* ① QMT 一抖（超时/掉线）所有持仓页面当场空白；
|
||||
* ② 每次进 tab 都打一次 QMT HTTP。
|
||||
*
|
||||
* 方案（老师拍板）：服务端建内存快照，以快照为准：
|
||||
* 方案（老师拍板 R-014）：服务端建内存快照，以快照为准：
|
||||
* - 启动预热一次，之后每 10s 全量拉 QMT 持仓 → 校验 → 整体替换内存快照；
|
||||
* - 不落库（内存管理，讨论明确：不建缓存表、不复用 strategy_holdings）——
|
||||
* 持仓快照随时可用一次调用重拿全，落库只会引入「过期数据冒充实时的说谎风险」；
|
||||
* - 同步失败保留上次快照（不清空、不报错给读方）；
|
||||
* - 空快照需双重确认（/health 可用 + getAsset 账户身份可识别）才接受为「真清仓」，
|
||||
* 否则视为 QMT 异常（如未登录），保留旧快照；
|
||||
* - 缓存为空时由 PositionManager 读穿透兜底（当场拉一次 QMT 并回填 backfill）；
|
||||
* - 缓存为空时由 PositionManager 读穿透兜底（当场拉一次 QMT 并回填 backfill）。
|
||||
*
|
||||
* 幽灵持仓自动清仓（2026-09-02 老师选定）：
|
||||
* - QMT 快照中消失的 code（本地 strategy_holdings 仍有当前持仓），连续 3 轮同步
|
||||
* （约 30s）仍消失 → 该 code 全部策略的当前持仓 closeHolding 转历史（不物理删除）；
|
||||
* - 防抖护栏：
|
||||
* a) 账户身份守卫——每轮同步顺带 getAsset 取 accountId；身份未知（接口失败/未登录）
|
||||
* 当轮跳过清仓判定（不累计计数）；accountId 变化（R-004 连接热切换/换账户）时
|
||||
* 重置防抖计数，防止 A 账户持仓被 B 账户快照误清；
|
||||
* b) 部分减持不触发（QMT 仍有该 code，只是 volume 变小）——账实差额由前端
|
||||
* 「未分配为负」暴露，属产品已知行为，不在本模块处理。
|
||||
*
|
||||
* 设计对齐：TradeSync 同构（启动预热 + 定时 + 失败容忍）；技术约束-011 测试隔离不受影响
|
||||
* （本模块无持久化，测试无需隔离数据目录）。
|
||||
* 数据域分界（2026-09-08 R-018 老师拍板）：
|
||||
* - 本模块是「全部持仓」= 对账单域的唯一同步机制，**只维护内存快照**；
|
||||
* - 幽灵持仓自动清仓（R-014 原条款：QMT 快照连续 3 轮消失 → 本地全部策略
|
||||
* 当前持仓 closeHolding 转历史）**已退役**——同步机制不写 strategy_holdings
|
||||
* 账本（老师原话：幽灵清仓本就是一个同步机制，不可以让幽灵把爪子伸太长）；
|
||||
* - 账本行转历史唯一途径 = 卖出单关联份额减至 0（R-018 归属服务）；
|
||||
* - 对账单码消失仅表现为：快照无此行 + 前端漏关联软提示（positions/orphan-hints，
|
||||
* 只读检测「账本有活动行 + QMT 快照无此 code」，提示老师去关联/移出，不动账本）。
|
||||
*/
|
||||
|
||||
const SYNC_INTERVAL_MS = 10 * 1000; // 同步间隔（老师定：10 秒）
|
||||
const GHOST_CLOSE_ROUNDS = 3; // 幽灵防抖：连续 N 轮消失才自动清仓（约 30s）
|
||||
|
||||
export class PositionSync {
|
||||
/**
|
||||
* @param {object} opts
|
||||
* @param {object} opts.runtime { dataSource, storage } —— dataSource 拉实盘，storage 做幽灵清仓
|
||||
* @param {object} opts.runtime { dataSource, storage } —— dataSource 拉实盘（storage 保留供软提示检测编排，本类不写账本）
|
||||
* @param {object} [opts.logger]
|
||||
* @param {number} [opts.intervalMs] 同步间隔（测试可调小）
|
||||
* @param {number} [opts.ghostRounds] 幽灵清仓防抖轮数（测试可调小）
|
||||
*/
|
||||
constructor({ runtime, logger, intervalMs = SYNC_INTERVAL_MS, ghostRounds = GHOST_CLOSE_ROUNDS } = {}) {
|
||||
constructor({ runtime, logger, intervalMs = SYNC_INTERVAL_MS } = {}) {
|
||||
this.runtime = runtime;
|
||||
this.logger = logger;
|
||||
this.intervalMs = intervalMs;
|
||||
this.ghostRounds = Math.max(1, ghostRounds);
|
||||
/** 内存快照：Position[]（QmtBridgeRestDataSource.mapPosition 语义化输出；只读约定） */
|
||||
this.snapshot = [];
|
||||
/** 最近一次成功同步时间（毫秒；0 = 尚未同步成功过） */
|
||||
@@ -52,11 +45,7 @@ export class PositionSync {
|
||||
this.timer = null;
|
||||
this.mounted = false;
|
||||
this.syncing = false;
|
||||
/** 幽灵防抖计数：code → 连续从 QMT 快照消失的轮数 */
|
||||
this._ghostMiss = new Map();
|
||||
/** 账户身份守卫：最近一次 getAsset 的 accountId（连接热切换时重置防抖） */
|
||||
this._lastAccountId = null;
|
||||
this.stats = { syncCount: 0, failCount: 0, lastError: '', closedGhosts: 0, lastSyncedAt: 0 };
|
||||
this.stats = { syncCount: 0, failCount: 0, lastError: '', lastSyncedAt: 0 };
|
||||
}
|
||||
|
||||
/** 启动：立即预热一次 + 定时同步 */
|
||||
@@ -69,7 +58,7 @@ export class PositionSync {
|
||||
this.timer = setInterval(() => {
|
||||
this.syncNow().catch(() => { /* syncNow 内部已容错 */ });
|
||||
}, this.intervalMs);
|
||||
this.logger?.info?.('[one-divine-lot] PositionSync 启动（10s 内存快照同步 + 幽灵持仓自动清仓防抖 ' + this.ghostRounds + ' 轮）');
|
||||
this.logger?.info?.('[one-divine-lot] PositionSync 启动（10s 内存快照同步；幽灵自动清仓已退役 R-018，不写账本）');
|
||||
}
|
||||
|
||||
/** 停止（插件释放时）；内存快照保留（读方在停止后仍可消费最后快照） */
|
||||
@@ -105,9 +94,9 @@ export class PositionSync {
|
||||
}
|
||||
|
||||
/**
|
||||
* 同步一次：拉 QMT 全量持仓 → 校验 → 整体替换内存快照 → 幽灵清仓判定。
|
||||
* 同步一次：拉 QMT 全量持仓 → 校验 → 整体替换内存快照。
|
||||
* 任何失败只记统计，不动内存（读方继续消费上次快照）。
|
||||
* @returns {Promise<{positions:number, closed:Array}|{kept:true, reason:string}|null>}
|
||||
* @returns {Promise<{positions:number}|{kept:true, reason:string}|null>}
|
||||
*/
|
||||
async syncNow() {
|
||||
// mounted 不拦手动同步（测试/热切换后手动触发均可用）；syncing 只防重入
|
||||
@@ -132,7 +121,7 @@ export class PositionSync {
|
||||
this.stats.lastSyncedAt = this.syncedAt;
|
||||
return { kept: true, reason: this.stats.lastError };
|
||||
}
|
||||
// 真清仓：接受空快照（幽灵清仓会把本地当前持仓全部转历史）
|
||||
// 真清仓：接受空快照（仅对账单域清空；本地账本不动——账本生命周期由交易关联驱动，R-018）
|
||||
}
|
||||
|
||||
// ① 整体替换内存快照（校验通过才动内存）
|
||||
@@ -140,10 +129,7 @@ export class PositionSync {
|
||||
this.syncedAt = Date.now();
|
||||
this.stats.syncCount++;
|
||||
this.stats.lastSyncedAt = this.syncedAt;
|
||||
|
||||
// ② 幽灵持仓自动清仓（带防抖；失败不影响快照）
|
||||
const closed = await this._autoCloseGhosts(positions);
|
||||
return { positions: positions.length, closed };
|
||||
return { positions: positions.length };
|
||||
} catch (e) {
|
||||
this.stats.failCount++;
|
||||
this.stats.lastError = e?.message ?? String(e);
|
||||
@@ -154,7 +140,7 @@ export class PositionSync {
|
||||
}
|
||||
}
|
||||
|
||||
/** 取账户身份（getAsset 失败/无 accountId 返回 null） */
|
||||
/** 取账户身份（getAsset 失败/无 accountId 返回 null；空快照双重确认用） */
|
||||
async _fetchAccountId() {
|
||||
try {
|
||||
const a = await this.runtime.dataSource.getAsset();
|
||||
@@ -163,67 +149,4 @@ export class PositionSync {
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* 幽灵清仓：快照中消失的 code，连续 N 轮仍消失 → 该 code 全部策略的当前持仓转历史。
|
||||
* 账户身份守卫见类注释；closeHolding 置 shares=0 + closed_at（不物理删除，历史保留）。
|
||||
* @param {Array} snapshot 本轮成功的 QMT 快照
|
||||
* @returns {Promise<Array<{code:string, strategies:string[]}>>} 本轮实际清仓的 code
|
||||
*/
|
||||
async _autoCloseGhosts(snapshot) {
|
||||
const { storage } = this.runtime;
|
||||
const closed = [];
|
||||
|
||||
// 守卫：账户身份未知 → 本轮跳过清仓判定（不累计、不清零，保守）
|
||||
const accountId = await this._fetchAccountId();
|
||||
if (!accountId) return closed;
|
||||
if (this._lastAccountId != null && accountId !== this._lastAccountId) {
|
||||
// 换账户（连接热切换）：旧计数作废，本轮直接跳过判定（连旧账户的快照都不可信）
|
||||
this._ghostMiss.clear();
|
||||
this._lastAccountId = accountId;
|
||||
this.logger?.info?.('[one-divine-lot] PositionSync 检测到账户切换（' + this._lastAccountId + ' → ' + accountId + '），本轮跳过幽灵判定');
|
||||
return closed;
|
||||
}
|
||||
this._lastAccountId = accountId;
|
||||
|
||||
let holdings;
|
||||
try {
|
||||
holdings = await storage.getCurrentHoldings(); // 全策略当前持仓（closed_at IS NULL）
|
||||
} catch (e) {
|
||||
this.logger?.debug?.('[one-divine-lot] PositionSync 读本地持仓失败，跳过幽灵判定: ' + (e?.message ?? e));
|
||||
return closed;
|
||||
}
|
||||
|
||||
const snapshotCodes = new Set(snapshot.map((p) => p.code).filter(Boolean));
|
||||
const localCodes = [...new Set(holdings.map((h) => h.code).filter(Boolean))];
|
||||
|
||||
for (const code of localCodes) {
|
||||
if (snapshotCodes.has(code)) {
|
||||
this._ghostMiss.delete(code); // QMT 仍有 → 计数复位（部分减持不在此处理）
|
||||
continue;
|
||||
}
|
||||
const miss = (this._ghostMiss.get(code) ?? 0) + 1;
|
||||
if (miss < this.ghostRounds) {
|
||||
this._ghostMiss.set(code, miss);
|
||||
continue;
|
||||
}
|
||||
// 连续 N 轮消失 → 清仓该 code 全部策略的当前持仓（转历史，不物理删除）
|
||||
try {
|
||||
const rows = holdings.filter((h) => h.code === code);
|
||||
for (const h of rows) {
|
||||
await storage.closeHolding(h.strategyId, code);
|
||||
}
|
||||
this._ghostMiss.delete(code);
|
||||
this.stats.closedGhosts += rows.length;
|
||||
closed.push({ code, strategies: rows.map((r) => r.strategyId) });
|
||||
this.logger?.warn?.(
|
||||
'[one-divine-lot] PositionSync 幽灵清仓: ' + code + ' × ' + rows.length + ' 个策略（QMT 连续 ' + this.ghostRounds + ' 轮无此持仓，自动转历史）'
|
||||
);
|
||||
} catch (e) {
|
||||
// 单码清仓失败：保留计数，下轮重试
|
||||
this.logger?.debug?.('[one-divine-lot] PositionSync 幽灵清仓失败（下轮重试）: ' + code + ' ' + (e?.message ?? e));
|
||||
}
|
||||
}
|
||||
return closed;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -170,6 +170,21 @@ export class DataStore {
|
||||
return this.sqlite.getOrdersByHolding(holdingId);
|
||||
}
|
||||
|
||||
/** 按 order_id 读委托（R-018 归属服务用） */
|
||||
getTradeOrderById(orderId) {
|
||||
return this.sqlite.getOrderById(orderId);
|
||||
}
|
||||
|
||||
/** 读某 order 的全部归属段（R-018；[]=无段） */
|
||||
getOrderSegments(orderId) {
|
||||
return this.sqlite.getOrderAttributions(orderId);
|
||||
}
|
||||
|
||||
/** 批量读多 order 归属段（R-018 orders 列表附加） */
|
||||
getOrderSegmentsByOrderIds(orderIds) {
|
||||
return this.sqlite.getAttributionsByOrderIds(orderIds);
|
||||
}
|
||||
|
||||
/** 关闭（插件释放时） */
|
||||
close() {
|
||||
this.sqlite.close();
|
||||
|
||||
+376
-66
@@ -34,15 +34,17 @@ const LEGACY_FILE = 'allocations.json';
|
||||
const SCHEMA_SQL = `
|
||||
DROP TABLE IF EXISTS market_quotes_cache; -- R-015：存量库清理（幂等；行情改内存快照）
|
||||
CREATE TABLE IF NOT EXISTS strategy_holdings (
|
||||
holding_id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
strategy_id TEXT NOT NULL,
|
||||
code TEXT NOT NULL,
|
||||
shares REAL NOT NULL,
|
||||
created_at INTEGER NOT NULL,
|
||||
closed_at INTEGER
|
||||
holding_id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
strategy_id TEXT NOT NULL,
|
||||
code TEXT NOT NULL,
|
||||
shares REAL NOT NULL,
|
||||
created_at INTEGER NOT NULL,
|
||||
closed_at INTEGER, -- 清仓时间（NULL=未清仓）
|
||||
void_at INTEGER, -- R-018 作废时间（NULL=有效；非 NULL=建仓被撤=从未成立；不进历史层）
|
||||
closed_shares REAL -- R-018 清仓前份额快照（closeHolding 写入，供撤卖出段恢复活动）
|
||||
);
|
||||
CREATE UNIQUE INDEX IF NOT EXISTS idx_active_holding
|
||||
ON strategy_holdings (strategy_id, code) WHERE closed_at IS NULL;
|
||||
-- R-018：活动唯一索引收窄至两态皆空 —— 索引在 _ensureHoldingStateColumns（补列后）统一重建，
|
||||
-- 避免旧库无 void_at 列时 CREATE INDEX 引用不存在的列（SCHEMA_SQL 与补列分离）
|
||||
-- market_quotes_cache 已退役（R-015/迭代 13：行情改内存快照 QuoteHub，价格单一入口不再落库）
|
||||
-- 交易委托（R-009 迭代 07：委托主行；order_id 唯一，UPSERT 幂等；零冗余 strategy_id/holding_id）
|
||||
CREATE TABLE IF NOT EXISTS trade_orders (
|
||||
@@ -91,6 +93,20 @@ CREATE INDEX IF NOT EXISTS idx_trade_orders_date ON trade_orders (trade_date);
|
||||
CREATE INDEX IF NOT EXISTS idx_trade_orders_ts ON trade_orders (insert_ts);
|
||||
CREATE INDEX IF NOT EXISTS idx_trade_fills_order ON trade_fills (order_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_trade_fills_date ON trade_fills (trade_date);
|
||||
-- R-018：委托归属分段表（真相源 = 段表；一笔委托可拆 N 段关联不同策略/持仓）
|
||||
CREATE TABLE IF NOT EXISTS trade_order_attributions (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
order_id TEXT NOT NULL, -- → trade_orders.order_id
|
||||
strategy_id TEXT NOT NULL, -- 段归属策略
|
||||
holding_id INTEGER NOT NULL, -- 段锚点持仓（R-010 展开用）
|
||||
code TEXT NOT NULL, -- 冗余
|
||||
direction TEXT NOT NULL, -- buy/sell（冗余，撤段判向）
|
||||
volume REAL NOT NULL, -- 该段已成交量（>0；总额 ≤ order.traded_volume）
|
||||
created_at INTEGER NOT NULL
|
||||
);
|
||||
CREATE UNIQUE INDEX IF NOT EXISTS idx_attr_order_strategy ON trade_order_attributions (order_id, strategy_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_attr_holding ON trade_order_attributions (holding_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_attr_strategy ON trade_order_attributions (strategy_id);
|
||||
`;
|
||||
|
||||
/** 解析 strategy_holdings."values" JSON 列（容错：空/脏返回 null；模块级，供 .map(this._mapHolding) 裸调用） */
|
||||
@@ -132,6 +148,10 @@ export class SqliteStore {
|
||||
this._ensureTradeAttributionColumns();
|
||||
// 存量库迁移：strategy_holdings 补自定义字段值列（R-013 迭代 11；幂等）
|
||||
this._ensureHoldingValuesColumn();
|
||||
// R-018 迭代 16：strategy_holdings 补 void_at/closed_shares 列 + 重建活动唯一索引（旧库 ALTER，幂等）
|
||||
this._ensureHoldingStateColumns();
|
||||
// R-018 迭代 16：存量 trade_orders 单组归属 → 段表第一段（幂等；真相源迁移）
|
||||
this._migrateLegacyAttributionToSegments();
|
||||
return this.db;
|
||||
}
|
||||
|
||||
@@ -179,6 +199,79 @@ export class SqliteStore {
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* R-018 迭代 16：确保 strategy_holdings 存在 void_at / closed_shares 列（旧库 ALTER 补列，幂等）
|
||||
* + 重建活动唯一索引（活动 = closed_at IS NULL AND void_at IS NULL，两态皆空才唯一）。
|
||||
* 新库在 SCHEMA_SQL 已含列与新索引定义；旧库（无新列）在此补齐并重建索引。
|
||||
*/
|
||||
_ensureHoldingStateColumns() {
|
||||
try {
|
||||
const cols = new Set(this.db.prepare('PRAGMA table_info(strategy_holdings)').all().map((c) => c.name));
|
||||
if (!cols.has('void_at')) {
|
||||
this.db.exec('ALTER TABLE strategy_holdings ADD COLUMN void_at INTEGER');
|
||||
}
|
||||
if (!cols.has('closed_shares')) {
|
||||
this.db.exec('ALTER TABLE strategy_holdings ADD COLUMN closed_shares REAL');
|
||||
}
|
||||
// 列就绪（新库建表已含 / 旧库已补）→ 重建索引（DROP 旧定义 + CREATE 新定义；幂等）
|
||||
this.db.exec('DROP INDEX IF EXISTS idx_active_holding');
|
||||
this.db.exec(
|
||||
'CREATE UNIQUE INDEX IF NOT EXISTS idx_active_holding ' +
|
||||
'ON strategy_holdings (strategy_id, code) WHERE closed_at IS NULL AND void_at IS NULL'
|
||||
);
|
||||
} catch (err) {
|
||||
if (String(err?.message ?? '').includes('readonly')) {
|
||||
console.warn('[one-divine-lot] strategy_holdings void_at/closed_shares 迁移跳过（只读连接，插件持锁中）');
|
||||
} else {
|
||||
throw err;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* R-018 迭代 16：存量归属迁移 —— trade_orders 单组 strategy_id/holding_id → 段表第一段。
|
||||
* 幂等：仅当 trade_order_attributions 中该 order 无任何段、且 trade_orders 归属列非空时写入
|
||||
* （volume = 该单已成交量 traded_volume；无法确定段归属时视为已成交量全量）。
|
||||
* 迁移后归属真相源 = 段表；trade_orders 两列退役为冗余（不删除，防外部脚本 break）。
|
||||
*/
|
||||
_migrateLegacyAttributionToSegments() {
|
||||
try {
|
||||
const rows = this.db.prepare(
|
||||
'SELECT order_id, code, direction, traded_volume, strategy_id, holding_id FROM trade_orders ' +
|
||||
'WHERE strategy_id IS NOT NULL OR holding_id IS NOT NULL'
|
||||
).all();
|
||||
if (rows.length === 0) return;
|
||||
const hasSeg = this.db.prepare(
|
||||
'SELECT 1 FROM trade_order_attributions WHERE order_id=?'
|
||||
);
|
||||
const insert = this.db.prepare(
|
||||
'INSERT OR IGNORE INTO trade_order_attributions (order_id, strategy_id, holding_id, code, direction, volume, created_at) ' +
|
||||
'VALUES (?,?,?,?,?,?,?)'
|
||||
);
|
||||
const now = Date.now();
|
||||
this.db.exec('BEGIN');
|
||||
try {
|
||||
for (const r of rows) {
|
||||
if (!r.strategy_id || r.holding_id == null) continue; // 不完整归属不迁
|
||||
if (hasSeg.get(r.order_id)) continue; // 已有段不重复迁
|
||||
const vol = Number(r.traded_volume) > 0 ? Number(r.traded_volume) : 0;
|
||||
if (vol <= 0) continue;
|
||||
insert.run(r.order_id, r.strategy_id, r.holding_id, r.code, r.direction ?? '', vol, now);
|
||||
}
|
||||
this.db.exec('COMMIT');
|
||||
} catch (err) {
|
||||
this.db.exec('ROLLBACK');
|
||||
throw err;
|
||||
}
|
||||
} catch (err) {
|
||||
if (String(err?.message ?? '').includes('readonly')) {
|
||||
console.warn('[one-divine-lot] 存量归属迁移跳过（只读连接，插件持锁中）');
|
||||
} else {
|
||||
throw err;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ===== 持仓自定义字段值（R-013 迭代 11）=====
|
||||
|
||||
/**
|
||||
@@ -309,74 +402,127 @@ export class SqliteStore {
|
||||
} catch { /* 已备份或不存在 */ }
|
||||
}
|
||||
|
||||
// ===== 持仓生命周期 =====
|
||||
// ===== 持仓生命周期（R-018：活动 = closed_at IS NULL AND void_at IS NULL）=====
|
||||
|
||||
/** 建仓：创建一笔新持仓（该策略该 code 无当前持仓时） */
|
||||
/** 建仓：创建一笔新持仓（该策略该 code 无当前/作废持仓时） */
|
||||
openHolding(strategyId, code, shares) {
|
||||
this.init();
|
||||
const now = Date.now();
|
||||
const r = this.db.prepare(
|
||||
'INSERT INTO strategy_holdings (strategy_id, code, shares, created_at, closed_at) VALUES (?,?,?,?,NULL)'
|
||||
).run(strategyId, code, Number(shares), now);
|
||||
return { holdingId: Number(r.lastInsertRowid), strategyId, code, shares: Number(shares), createdAt: now, closedAt: null, values: null }; // R-013：新持仓无自定义字段值
|
||||
return { holdingId: Number(r.lastInsertRowid), strategyId, code, shares: Number(shares), createdAt: now, closedAt: null, voidAt: null, closedShares: null, values: null }; // R-013：新持仓无自定义字段值
|
||||
}
|
||||
|
||||
/** 加仓：当前持仓份额累加 */
|
||||
/** 加仓：当前活动持仓份额累加（活动 = closed/void 双空） */
|
||||
addShares(strategyId, code, shares) {
|
||||
this.init();
|
||||
const r = this.db.prepare(
|
||||
'UPDATE strategy_holdings SET shares = shares + ? WHERE strategy_id=? AND code=? AND closed_at IS NULL'
|
||||
'UPDATE strategy_holdings SET shares = shares + ? WHERE strategy_id=? AND code=? AND closed_at IS NULL AND void_at IS NULL'
|
||||
).run(Number(shares), strategyId, code);
|
||||
if (r.changes === 0) {
|
||||
// 无当前持仓（被关过），退化为建仓
|
||||
// 无当前持仓（被关过/作废），退化为建仓
|
||||
return this.openHolding(strategyId, code, shares);
|
||||
}
|
||||
return this._getActive(strategyId, code);
|
||||
}
|
||||
|
||||
/** 减仓：当前持仓份额减少（需先确认减后 > 0，调用方校验） */
|
||||
/** 减仓：当前活动持仓份额减少（需先确认减后 ≥ 0，调用方校验） */
|
||||
reduceShares(strategyId, code, shares) {
|
||||
this.init();
|
||||
this.db.prepare(
|
||||
'UPDATE strategy_holdings SET shares = shares - ? WHERE strategy_id=? AND code=? AND closed_at IS NULL'
|
||||
'UPDATE strategy_holdings SET shares = shares - ? WHERE strategy_id=? AND code=? AND closed_at IS NULL AND void_at IS NULL'
|
||||
).run(Number(shares), strategyId, code);
|
||||
return this._getActive(strategyId, code);
|
||||
}
|
||||
|
||||
/** 清仓：份额归零，closed_at=now 转历史（不物理删除） */
|
||||
/**
|
||||
* 清仓：份额归零，closed_at=now 转历史（不物理删除；R-016 Q2：shares 展示仍 0）。
|
||||
* R-018：同时记录 closed_shares=清仓前份额快照（供撤卖出段恢复活动用）。
|
||||
*/
|
||||
closeHolding(strategyId, code) {
|
||||
this.init();
|
||||
const now = Date.now();
|
||||
// 先读清仓前份额（事务内快照由调用方保证，这里单语句内取值）
|
||||
const active = this._getActive(strategyId, code);
|
||||
this.db.prepare(
|
||||
'UPDATE strategy_holdings SET shares = 0, closed_at = ? WHERE strategy_id=? AND code=? AND closed_at IS NULL'
|
||||
).run(now, strategyId, code);
|
||||
return { strategyId, code, closedAt: now };
|
||||
'UPDATE strategy_holdings SET shares = 0, closed_at = ?, closed_shares = ? WHERE strategy_id=? AND code=? AND closed_at IS NULL AND void_at IS NULL'
|
||||
).run(now, active ? Number(active.shares) : null, strategyId, code);
|
||||
return { strategyId, code, closedAt: now, closedShares: active ? Number(active.shares) : null };
|
||||
}
|
||||
|
||||
/** 读取某策略某 code 的当前持仓（可能为 null） */
|
||||
/**
|
||||
* 作废（R-018 R3-1/R6）：建仓被撤 = 从未成立 —— shares 置 0 + void_at=now（非清仓，不产生假清仓历史）。
|
||||
* 作废行不进 R-016 历史层（getHoldingsHistory 过滤 void_at IS NULL）。
|
||||
*/
|
||||
voidHolding(strategyId, code) {
|
||||
this.init();
|
||||
const now = Date.now();
|
||||
const active = this._getActive(strategyId, code);
|
||||
this.db.prepare(
|
||||
'UPDATE strategy_holdings SET shares = 0, void_at = ? WHERE strategy_id=? AND code=? AND closed_at IS NULL AND void_at IS NULL'
|
||||
).run(now, strategyId, code);
|
||||
return { strategyId, code, voidAt: now, holdingId: active ? active.holdingId : null };
|
||||
}
|
||||
|
||||
/**
|
||||
* 恢复活动仓（R-018 R3-2：撤卖出段 → 撤销 closeHolding）：
|
||||
* closed_at=NULL、shares=closed_shares（清仓前份额快照）、closed_shares 清空。
|
||||
* 调用方须先确认：该 strategy/code 当前无其他活动仓（否则撞唯一索引）且该行 closed_shares 有效。
|
||||
* @param {number} holdingId
|
||||
* @returns {object|null} 恢复后的活动行（失败 null）
|
||||
*/
|
||||
reopenHolding(holdingId) {
|
||||
this.init();
|
||||
const row = this.db.prepare(
|
||||
'SELECT holding_id, strategy_id, code, closed_shares FROM strategy_holdings WHERE holding_id=? AND closed_at IS NOT NULL AND void_at IS NULL'
|
||||
).get(holdingId);
|
||||
if (!row || row.closed_shares == null) return null;
|
||||
const conflict = this.db.prepare(
|
||||
'SELECT 1 FROM strategy_holdings WHERE strategy_id=? AND code=? AND holding_id<>? AND closed_at IS NULL AND void_at IS NULL'
|
||||
).get(row.strategy_id, row.code, holdingId);
|
||||
if (conflict) return null; // 同 code 已存在新活动仓，无法恢复
|
||||
this.db.prepare(
|
||||
'UPDATE strategy_holdings SET closed_at = NULL, shares = ?, closed_shares = NULL WHERE holding_id=?'
|
||||
).run(Number(row.closed_shares), holdingId);
|
||||
return this.db.prepare(
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, void_at, closed_shares, "values" FROM strategy_holdings WHERE holding_id=?'
|
||||
).get(holdingId);
|
||||
}
|
||||
|
||||
/** 读取某策略某 code 的当前活动持仓（closed/void 双空；可能为 null） */
|
||||
_getActive(strategyId, code) {
|
||||
this.init();
|
||||
const row = this.db.prepare(
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, "values" FROM strategy_holdings WHERE strategy_id=? AND code=? AND closed_at IS NULL'
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, void_at, closed_shares, "values" FROM strategy_holdings WHERE strategy_id=? AND code=? AND closed_at IS NULL AND void_at IS NULL'
|
||||
).get(strategyId, code);
|
||||
return row ? this._mapHolding(row) : null;
|
||||
}
|
||||
|
||||
/** 查询当前持仓（closed_at IS NULL；可加 strategy_id 过滤） */
|
||||
/** 按 holding_id 取行（含历史/作废；归属服务撤段用） */
|
||||
getHoldingById(holdingId) {
|
||||
this.init();
|
||||
const row = this.db.prepare(
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, void_at, closed_shares, "values" FROM strategy_holdings WHERE holding_id=?'
|
||||
).get(holdingId);
|
||||
return row ? this._mapHolding(row) : null;
|
||||
}
|
||||
|
||||
/** 查询当前活动持仓（closed/void 双空；可加 strategy_id 过滤） */
|
||||
getCurrentHoldings(strategyId) {
|
||||
this.init();
|
||||
if (strategyId) {
|
||||
return this.db.prepare(
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, "values" FROM strategy_holdings WHERE strategy_id=? AND closed_at IS NULL ORDER BY holding_id'
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, void_at, closed_shares, "values" FROM strategy_holdings WHERE strategy_id=? AND closed_at IS NULL AND void_at IS NULL ORDER BY holding_id'
|
||||
).all(strategyId).map(this._mapHolding);
|
||||
}
|
||||
return this.db.prepare(
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, "values" FROM strategy_holdings WHERE closed_at IS NULL ORDER BY strategy_id, holding_id'
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, void_at, closed_shares, "values" FROM strategy_holdings WHERE closed_at IS NULL AND void_at IS NULL ORDER BY strategy_id, holding_id'
|
||||
).all().map(this._mapHolding);
|
||||
}
|
||||
|
||||
/**
|
||||
* 查询某策略已清仓持仓（closed_at 非空；R-016 迭代 14）
|
||||
* 查询某策略已清仓持仓（closed_at 非空 且 未作废；R-016 迭代 14 + R-018 过滤 void）
|
||||
* 只读新增，不动任何写路径（closeHolding 置 shares=0 语义维持——Q2 老师拍板：历史行份额显示 0）。
|
||||
* @param {string} strategyId 策略 ID
|
||||
* @param {{sinceMs?: number}} [opts] sinceMs：closed_at 下限（毫秒，含）；缺省不过滤
|
||||
@@ -385,7 +531,7 @@ export class SqliteStore {
|
||||
getHoldingsHistory(strategyId, { sinceMs } = {}) {
|
||||
this.init();
|
||||
const params = [strategyId];
|
||||
let sql = 'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, "values" FROM strategy_holdings WHERE strategy_id=? AND closed_at IS NOT NULL';
|
||||
let sql = 'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, void_at, closed_shares, "values" FROM strategy_holdings WHERE strategy_id=? AND closed_at IS NOT NULL AND void_at IS NULL';
|
||||
if (sinceMs != null && Number.isFinite(Number(sinceMs))) {
|
||||
sql += ' AND closed_at >= ?';
|
||||
params.push(Number(sinceMs));
|
||||
@@ -394,16 +540,16 @@ export class SqliteStore {
|
||||
return this.db.prepare(sql).all(...params).map(this._mapHolding);
|
||||
}
|
||||
|
||||
/** 查询历史（含当前 + 已清仓；可加 code 过滤） */
|
||||
/** 查询历史（含当前活动 + 已清仓 + 作废；可加 code 过滤） */
|
||||
getHoldingHistory(code) {
|
||||
this.init();
|
||||
if (code) {
|
||||
return this.db.prepare(
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, "values" FROM strategy_holdings WHERE code=? ORDER BY holding_id'
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, void_at, closed_shares, "values" FROM strategy_holdings WHERE code=? ORDER BY holding_id'
|
||||
).all(code).map(this._mapHolding);
|
||||
}
|
||||
return this.db.prepare(
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, "values" FROM strategy_holdings ORDER BY holding_id'
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, void_at, closed_shares, "values" FROM strategy_holdings ORDER BY holding_id'
|
||||
).all().map(this._mapHolding);
|
||||
}
|
||||
|
||||
@@ -415,6 +561,8 @@ export class SqliteStore {
|
||||
shares: row.shares,
|
||||
createdAt: row.created_at,
|
||||
closedAt: row.closed_at,
|
||||
voidAt: row.void_at ?? null, // R-018：作废时间（NULL=有效）
|
||||
closedShares: row.closed_shares ?? null, // R-018：清仓前份额快照
|
||||
values: parseValues(row.values), // R-013：自定义字段值（未配置 null；模块级函数，.map 裸传不依赖 this）
|
||||
};
|
||||
}
|
||||
@@ -514,6 +662,33 @@ export class SqliteStore {
|
||||
return list.length;
|
||||
}
|
||||
|
||||
/**
|
||||
* R-018：事务包裹（同步 API 直接 exec）。fn 内抛错 → ROLLBACK 后重抛。
|
||||
* 归属服务 setSegments 全量替换（撤旧段 + 加新段）必须整体原子。
|
||||
* @param {Function} fn 同步回调（内部经本 store 写库）
|
||||
* @returns {*} fn 返回值
|
||||
*/
|
||||
runInTransaction(fn) {
|
||||
this.init();
|
||||
this.db.exec('BEGIN');
|
||||
try {
|
||||
const result = fn();
|
||||
this.db.exec('COMMIT');
|
||||
return result;
|
||||
} catch (err) {
|
||||
try { this.db.exec('ROLLBACK'); } catch { /* ignore */ }
|
||||
throw err;
|
||||
}
|
||||
}
|
||||
|
||||
/** 按 order_id 读委托（trade_orders；无 → null） */
|
||||
getOrderById(orderId) {
|
||||
this.init();
|
||||
if (!orderId) return null;
|
||||
const row = this.db.prepare('SELECT * FROM trade_orders WHERE order_id=?').get(orderId);
|
||||
return row ? this._mapOrderRow(row) : null;
|
||||
}
|
||||
|
||||
/**
|
||||
* 委托时间 → 毫秒时间戳（insert_date YYYYMMDD + insert_time HHMMSS）
|
||||
* 时间字段缺失时回退 fetched_at（同步时间），保证 join 窗口可用
|
||||
@@ -553,7 +728,7 @@ export class SqliteStore {
|
||||
if (codes.length === 0) return out;
|
||||
const placeholders = codes.map(() => '?').join(',');
|
||||
const rows = this.db.prepare(
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, "values" FROM strategy_holdings WHERE code IN (' + placeholders + ')'
|
||||
'SELECT holding_id, strategy_id, code, shares, created_at, closed_at, void_at, "values" FROM strategy_holdings WHERE code IN (' + placeholders + ') AND void_at IS NULL'
|
||||
).all(...codes);
|
||||
const holdingsByCode = new Map();
|
||||
for (const h of rows) {
|
||||
@@ -562,9 +737,9 @@ export class SqliteStore {
|
||||
}
|
||||
for (const o of list) {
|
||||
const ts = this._orderInsertTs(o);
|
||||
// 方案 A（2026-09-01 老师确认）：当前持仓（closed_at IS NULL）只做同 code 匹配
|
||||
// 方案 A（2026-09-01 老师确认）：当前活动持仓（closed_at IS NULL AND void_at IS NULL）只做同 code 匹配
|
||||
// （created_at 可能是迁移时间戳，不要求 ≤ 委托时间；现在持有=当日交易可归）；
|
||||
// 已清仓（closed_at 非空）才按时间窗口（created_at ≤ t < closed_at）判断。
|
||||
// 已清仓（closed_at 非空）才按时间窗口（created_at ≤ t < closed_at）判断；作废行（void_at 非空）不参与。
|
||||
const candidates = (holdingsByCode.get(o.code) ?? []).filter((h) => {
|
||||
if (h.closed_at == null) return true; // 当前持仓：同 code 即匹配
|
||||
if (h.created_at > ts) return false;
|
||||
@@ -614,14 +789,24 @@ export class SqliteStore {
|
||||
if (where.length) sql += ' WHERE ' + where.join(' AND ');
|
||||
sql += ' ORDER BY insert_ts DESC';
|
||||
const rows = this.db.prepare(sql).all(...params);
|
||||
// 归属 = 用户手动设置的持久化列（Q3 全手动选；未设置为 null=未关联）
|
||||
// R-018：归属真相源 = 段表（strategyId 命中任一策略段即算该策略；__unassigned__ = 无任何段）
|
||||
const mapped = rows.map((r) => this._mapOrderRow(r));
|
||||
if (!strategyId) return mapped;
|
||||
const ids = mapped.map((o) => o.orderId).filter(Boolean);
|
||||
if (ids.length === 0) return [];
|
||||
const ph = ids.map(() => '?').join(',');
|
||||
const segRows = this.db.prepare(
|
||||
'SELECT order_id, strategy_id FROM trade_order_attributions WHERE order_id IN (' + ph + ')'
|
||||
).all(...ids);
|
||||
const segByOrder = new Map();
|
||||
for (const s of segRows) {
|
||||
if (!segByOrder.has(s.order_id)) segByOrder.set(s.order_id, new Set());
|
||||
segByOrder.get(s.order_id).add(s.strategy_id);
|
||||
}
|
||||
if (strategyId === '__unassigned__') {
|
||||
return rows.map((r) => this._mapOrderRow(r)).filter((o) => !o.strategyId);
|
||||
return mapped.filter((o) => !segByOrder.has(o.orderId));
|
||||
}
|
||||
if (strategyId) {
|
||||
return rows.map((r) => this._mapOrderRow(r)).filter((o) => o.strategyId === strategyId);
|
||||
}
|
||||
return rows.map((r) => this._mapOrderRow(r));
|
||||
return mapped.filter((o) => segByOrder.get(o.orderId)?.has(strategyId));
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -643,22 +828,29 @@ export class SqliteStore {
|
||||
const rows = this.db.prepare(sql).all(...params);
|
||||
const fills = rows.map((r) => this._mapFillRow(r));
|
||||
if (!strategyId) return fills;
|
||||
// 策略过滤：按所属委托的【持久化归属】strategy_id（fill → order 的 strategy_id）
|
||||
// R-018：策略过滤经段表（fill → order → 段；命中任一策略段即算）
|
||||
const orderIds = [...new Set(fills.map((f) => f.orderId).filter(Boolean))];
|
||||
if (orderIds.length === 0) return [];
|
||||
const ph = orderIds.map(() => '?').join(',');
|
||||
const orderRows = this.db.prepare(
|
||||
'SELECT order_id, strategy_id FROM trade_orders WHERE order_id IN (' + ph + ')'
|
||||
const segRows = this.db.prepare(
|
||||
'SELECT order_id, strategy_id FROM trade_order_attributions WHERE order_id IN (' + ph + ')'
|
||||
).all(...orderIds);
|
||||
const orderStrategy = new Map(orderRows.map((r) => [r.order_id, r.strategy_id ?? null]));
|
||||
if (strategyId === '__unassigned__') {
|
||||
return fills.filter((f) => !orderStrategy.get(f.orderId));
|
||||
const segByOrder = new Map();
|
||||
for (const s of segRows) {
|
||||
if (!segByOrder.has(s.order_id)) segByOrder.set(s.order_id, new Set());
|
||||
segByOrder.get(s.order_id).add(s.strategy_id);
|
||||
}
|
||||
return fills.filter((f) => orderStrategy.get(f.orderId) === strategyId);
|
||||
if (strategyId === '__unassigned__') {
|
||||
return fills.filter((f) => !segByOrder.has(f.orderId));
|
||||
}
|
||||
return fills.filter((f) => segByOrder.get(f.orderId)?.has(strategyId));
|
||||
}
|
||||
|
||||
/**
|
||||
* 设置委托归属（Q4 老师确认：可随时改，以最终修改为准）
|
||||
* R-018 兼容封装：段表是真相源 —— 单组归属（strategyId+holdingId）写冗余列，
|
||||
* 并同步为段表一段（volume = 该 order 已成交量；无 order 记录时仅写冗余列，供旧脚本/一次性修复）。
|
||||
* 正式 UI 走 AttributionService.setSegments（多段）。
|
||||
* @param {string} orderId
|
||||
* @param {string|null} strategyId null=清除归属（未关联）
|
||||
* @param {number|null} holdingId null=清除归属
|
||||
@@ -666,49 +858,167 @@ export class SqliteStore {
|
||||
*/
|
||||
setOrderAttribution(orderId, strategyId, holdingId) {
|
||||
this.init();
|
||||
const r = this.db.prepare(
|
||||
'UPDATE trade_orders SET strategy_id=?, holding_id=? WHERE order_id=?'
|
||||
).run(strategyId ?? null, holdingId ?? null, orderId);
|
||||
return r.changes > 0;
|
||||
const row = this.db.prepare(
|
||||
'SELECT code, direction, traded_volume FROM trade_orders WHERE order_id=?'
|
||||
).get(orderId);
|
||||
if (!row) {
|
||||
const r = this.db.prepare(
|
||||
'UPDATE trade_orders SET strategy_id=?, holding_id=? WHERE order_id=?'
|
||||
).run(strategyId ?? null, holdingId ?? null, orderId);
|
||||
return r.changes > 0;
|
||||
}
|
||||
if (strategyId && holdingId != null) {
|
||||
// 单段兼容 = 替换语义（R-018：归属真相源 = 段表；旧通道一次只表达一段 → 清空旧段再设新段）
|
||||
const vol = Number(row.traded_volume ?? 0);
|
||||
this.deleteAllOrderSegments(orderId);
|
||||
this.upsertOrderSegment({
|
||||
orderId, strategyId, holdingId: Number(holdingId),
|
||||
code: row.code, direction: row.direction ?? '', volume: vol,
|
||||
});
|
||||
} else {
|
||||
// 清除归属：删全部段（冗余列由镜像清空）
|
||||
this.deleteAllOrderSegments(orderId);
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* 按 holding_id 查询委托汇总（R-010 迭代 08：策略持仓行展开用）
|
||||
* 按 holding_id 查询委托汇总（R-010 迭代 08：策略持仓行展开用；R-018：经段表 join——同一单多段可出现在多个 holding 展开）
|
||||
* @param {number} holdingId 持仓 ID
|
||||
* @returns {Array} 该 holding 的委托列表（含归属字段，按时间降序）
|
||||
*/
|
||||
getOrdersByHolding(holdingId) {
|
||||
this.init();
|
||||
if (holdingId == null) return [];
|
||||
return this.db.prepare(
|
||||
'SELECT * FROM trade_orders WHERE holding_id=? ORDER BY insert_ts DESC'
|
||||
).all(holdingId).map((r) => this._mapOrderRow(r));
|
||||
const rows = this.db.prepare(
|
||||
'SELECT t.* FROM trade_orders t ' +
|
||||
'JOIN trade_order_attributions a ON a.order_id = t.order_id ' +
|
||||
'WHERE a.holding_id = ? ORDER BY t.insert_ts DESC'
|
||||
).all(holdingId);
|
||||
return rows.map((r) => this._mapOrderRow(r));
|
||||
}
|
||||
|
||||
/**
|
||||
* 委托归属候选列表（用户手动设置用；Q3 全手动选）
|
||||
* R-017 迭代 15：候选 = 该 code 当前持仓 + 近 7 天清仓的持仓（closed 标记）——
|
||||
* 清仓后（幽灵清仓最快约 30s 转历史）当日委托仍可补关联到对应 holding。
|
||||
* 委托归属候选（存储层兼容方法；R-018 T2 退役 7 天清仓窗口后：候选 = 该 code **当前活动持仓**）。
|
||||
* R-018 产品语义的正式候选 = 策略级 attribution-targets（阶段 D 新端点）；本方法供 DataStore/
|
||||
* 旧脚本（verify-real）读当前持仓用，不含清仓/作废行。
|
||||
* @param {string} code 证券代码（含后缀）
|
||||
* @returns {Array<{strategyId: string, holdingId: number, shares: number, closed: boolean, closedAt: number|null}>} 候选列表（可空）
|
||||
*/
|
||||
getAttributionCandidates(code) {
|
||||
this.init();
|
||||
if (!code) return [];
|
||||
const weekAgo = Date.now() - 7 * 86400000;
|
||||
return this.db.prepare(
|
||||
`SELECT holding_id, strategy_id, shares, closed_at FROM strategy_holdings
|
||||
WHERE code=? AND (closed_at IS NULL OR closed_at >= ?)
|
||||
ORDER BY (closed_at IS NULL) DESC, shares DESC, closed_at DESC`
|
||||
).all(code, weekAgo).map((h) => ({
|
||||
'SELECT holding_id, strategy_id, shares, closed_at FROM strategy_holdings ' +
|
||||
'WHERE code=? AND closed_at IS NULL AND void_at IS NULL ' +
|
||||
'ORDER BY shares DESC'
|
||||
).all(code).map((h) => ({
|
||||
strategyId: h.strategy_id,
|
||||
holdingId: h.holding_id,
|
||||
shares: h.shares,
|
||||
closed: h.closed_at != null,
|
||||
closedAt: h.closed_at ?? null,
|
||||
closed: false,
|
||||
closedAt: null,
|
||||
}));
|
||||
}
|
||||
|
||||
// ===== 归属分段表（R-018 迭代 16：真相源 = 段表；trade_orders 冗余列 = 主段镜像）=====
|
||||
|
||||
/**
|
||||
* 读某 order 的全部归属段（无段 → []）
|
||||
*/
|
||||
getOrderAttributions(orderId) {
|
||||
this.init();
|
||||
if (!orderId) return [];
|
||||
return this.db.prepare(
|
||||
'SELECT id, order_id, strategy_id, holding_id, code, direction, volume, created_at FROM trade_order_attributions WHERE order_id=? ORDER BY id'
|
||||
).all(orderId).map((r) => this._mapSegmentRow(r));
|
||||
}
|
||||
|
||||
/**
|
||||
* 批量读多个 order 的归属段（orders 列表附加用）：{ orderId: segments[] }
|
||||
*/
|
||||
getAttributionsByOrderIds(orderIds) {
|
||||
this.init();
|
||||
const out = new Map();
|
||||
const ids = [...new Set((orderIds ?? []).filter(Boolean))];
|
||||
if (ids.length === 0) return out;
|
||||
const ph = ids.map(() => '?').join(',');
|
||||
const rows = this.db.prepare(
|
||||
'SELECT id, order_id, strategy_id, holding_id, code, direction, volume, created_at FROM trade_order_attributions WHERE order_id IN (' + ph + ') ORDER BY id'
|
||||
).all(...ids);
|
||||
for (const r of rows) {
|
||||
const s = this._mapSegmentRow(r);
|
||||
if (!out.has(s.orderId)) out.set(s.orderId, []);
|
||||
out.get(s.orderId).push(s);
|
||||
}
|
||||
return out;
|
||||
}
|
||||
|
||||
/**
|
||||
* 插入一个归属段（归属服务 apply 后调用）+ 同步冗余列主段镜像。
|
||||
* 唯一键 (order_id, strategy_id)：已存在则更新 volume/holding 不新建（幂等改归属）。
|
||||
*/
|
||||
upsertOrderSegment({ orderId, strategyId, holdingId, code, direction, volume }) {
|
||||
this.init();
|
||||
const now = Date.now();
|
||||
this.db.prepare(
|
||||
'INSERT INTO trade_order_attributions (order_id, strategy_id, holding_id, code, direction, volume, created_at) ' +
|
||||
'VALUES (?,?,?,?,?,?,?) ' +
|
||||
'ON CONFLICT(order_id, strategy_id) DO UPDATE SET ' +
|
||||
'holding_id=excluded.holding_id, code=excluded.code, direction=excluded.direction, ' +
|
||||
'volume=excluded.volume, created_at=excluded.created_at'
|
||||
).run(orderId, strategyId, holdingId, code, direction, Number(volume), now);
|
||||
this._syncOrderMirror(orderId);
|
||||
return this.db.prepare(
|
||||
'SELECT id, order_id, strategy_id, holding_id, code, direction, volume, created_at FROM trade_order_attributions WHERE order_id=? AND strategy_id=?'
|
||||
).get(orderId, strategyId);
|
||||
}
|
||||
|
||||
/**
|
||||
* 删除一个归属段（归属服务 revoke 后调用）+ 同步冗余列主段镜像。
|
||||
*/
|
||||
deleteOrderSegment(orderId, strategyId) {
|
||||
this.init();
|
||||
const r = this.db.prepare(
|
||||
'DELETE FROM trade_order_attributions WHERE order_id=? AND strategy_id=?'
|
||||
).run(orderId, strategyId);
|
||||
if (r.changes > 0) this._syncOrderMirror(orderId);
|
||||
return r.changes > 0;
|
||||
}
|
||||
|
||||
/** 删除某 order 全部段（清空归属用） */
|
||||
deleteAllOrderSegments(orderId) {
|
||||
this.init();
|
||||
const r = this.db.prepare(
|
||||
'DELETE FROM trade_order_attributions WHERE order_id=?'
|
||||
).run(orderId);
|
||||
if (r.changes > 0) this._syncOrderMirror(orderId);
|
||||
return r.changes > 0;
|
||||
}
|
||||
|
||||
/** 冗余列主段镜像：trade_orders.strategy_id/holding_id = 第一条段（段表真相源，冗余列兼容旧查询/外部脚本） */
|
||||
_syncOrderMirror(orderId) {
|
||||
const seg = this.db.prepare(
|
||||
'SELECT strategy_id, holding_id FROM trade_order_attributions WHERE order_id=? ORDER BY id LIMIT 1'
|
||||
).get(orderId);
|
||||
this.db.prepare(
|
||||
'UPDATE trade_orders SET strategy_id=?, holding_id=? WHERE order_id=?'
|
||||
).run(seg ? seg.strategy_id : null, seg ? seg.holding_id : null, orderId);
|
||||
}
|
||||
|
||||
_mapSegmentRow(r) {
|
||||
return {
|
||||
id: r.id,
|
||||
orderId: r.order_id,
|
||||
strategyId: r.strategy_id,
|
||||
holdingId: r.holding_id,
|
||||
code: r.code,
|
||||
direction: r.direction,
|
||||
volume: r.volume,
|
||||
createdAt: r.created_at,
|
||||
};
|
||||
}
|
||||
|
||||
_mapOrderRow(r) {
|
||||
return {
|
||||
orderId: r.order_id,
|
||||
@@ -730,8 +1040,8 @@ export class SqliteStore {
|
||||
insertTs: r.insert_ts,
|
||||
cancelInfo: r.cancel_info,
|
||||
errorMsg: r.error_msg,
|
||||
strategyId: r.strategy_id ?? null, // 手动归属（Q1 冗余）
|
||||
holdingId: r.holding_id ?? null, // 手动归属（Q1 冗余）
|
||||
strategyId: r.strategy_id ?? null, // 冗余主段镜像（R-018：真相源=段表）
|
||||
holdingId: r.holding_id ?? null, // 冗余主段镜像（R-018：真相源=段表）
|
||||
fetchedAt: r.fetched_at,
|
||||
};
|
||||
}
|
||||
|
||||
@@ -0,0 +1,214 @@
|
||||
/**
|
||||
* AttributionService —— 交易关联归属服务（R-018 / 迭代 16）
|
||||
*
|
||||
* 语义（R-018 老师拍板）：
|
||||
* - 归属 = 账本写操作：把委托的已成交量拆成 0..N 段（策略 × 量）分配到 strategy_holdings；
|
||||
* - 买入段：策略有活动仓 → addShares（加仓）；无 → openHolding（建新仓，不复活旧行）；
|
||||
* - 卖出段：活动仓 ≥ 段量 → reduceShares，归 0 → closeHolding（账本转历史唯一途径）；
|
||||
* 活动仓 < 段量 → 拒绝（segment-exceeds，UI 截断后重提）；无活动仓 → 拒绝（no-active-holding）；
|
||||
* - 撤段（revoke，粒度=段）：撤 buy 段 → 减回，归 0 且无真实卖出 → voidHolding（作废第三态）；
|
||||
* 撤 sell 段 → 加回；若该段触发清仓且 closed_shares==段量 → reopenHolding 恢复活动仓；
|
||||
* - 同 holding 内段撤销按逆序支持；乱序 → segment-order-conflict（宁可拒绝不写错账）；
|
||||
* - 改归属 = setSegments（全量替换：撤旧段 + 加新段，单事务原子）。
|
||||
*
|
||||
* 真相源 = trade_order_attributions 段表；trade_orders 冗余列由存储层镜像维护。
|
||||
*/
|
||||
|
||||
/** 段级 apply：把一段归属落到账本。返回该段（含最终 holdingId）。 */
|
||||
export class AttributionService {
|
||||
/**
|
||||
* @param {object} opts
|
||||
* @param {import('../storage/SqliteStore.js').SqliteStore} opts.store SqliteStore（段表 CRUD / 持仓生命周期同步接口）
|
||||
*/
|
||||
constructor({ store }) {
|
||||
this.store = store;
|
||||
}
|
||||
|
||||
/**
|
||||
* 应用一段归属（外部单段入口也走这里；内部 setSegments diff 复用）
|
||||
* @param {object} seg { orderId, strategyId, volume }
|
||||
* @returns {object} { segment, holdingId }
|
||||
*/
|
||||
applySegment({ orderId, strategyId, volume }) {
|
||||
const store = this.store;
|
||||
const order = store.getOrderById(orderId);
|
||||
if (!order) throw Object.assign(new Error('委托不存在: ' + orderId), { code: 'order-not-found' });
|
||||
if (!strategyId) throw Object.assign(new Error('缺少策略'), { code: 'bad-request' });
|
||||
const v = Number(volume);
|
||||
if (!Number.isFinite(v) || v <= 0) throw Object.assign(new Error('段量必须为正数'), { code: 'bad-request' });
|
||||
const tv = Number(order.tradedVolume ?? 0);
|
||||
if (v > tv) {
|
||||
throw Object.assign(new Error('段量超过该委托已成交量: ' + v + ' > ' + tv), { code: 'segment-exceeds-order' });
|
||||
}
|
||||
// 累计校验：该 order 已有段合计 + 新增 ≤ 已成交量（单段入口不允许一单追加超量）
|
||||
const existing = this.store.getOrderAttributions(orderId);
|
||||
const already = existing.filter((s) => s.strategyId !== strategyId).reduce((s, x) => s + Number(x.volume), 0);
|
||||
if (already + v > tv + 1e-9) {
|
||||
throw Object.assign(new Error('该委托已关联 ' + already + '，再加 ' + v + ' 超过已成交量 ' + tv), { code: 'segment-exceeds-order' });
|
||||
}
|
||||
const direction = String(order.direction ?? '');
|
||||
const code = order.code;
|
||||
return this._applyOne({ orderId, code, direction, strategyId, volume: v });
|
||||
}
|
||||
|
||||
/**
|
||||
* 撤销一段归属（撤段 = 逆操作）。
|
||||
* @param {object} arg { orderId, strategyId }
|
||||
* @returns {boolean}
|
||||
*/
|
||||
revokeSegment({ orderId, strategyId }) {
|
||||
const store = this.store;
|
||||
const seg = store.db.prepare(
|
||||
'SELECT * FROM trade_order_attributions WHERE order_id=? AND strategy_id=?'
|
||||
).get(orderId, strategyId);
|
||||
if (!seg) return false; // 无该段（已撤/不存在）→ 视为成功（幂等）
|
||||
const holding = store.getHoldingById(seg.holding_id);
|
||||
if (!holding) {
|
||||
// 锚点行丢失（异常数据）：仅删段（不可逆），账本已不可考
|
||||
store.deleteOrderSegment(orderId, strategyId);
|
||||
return true;
|
||||
}
|
||||
const segVolume = Number(seg.volume);
|
||||
if (seg.direction === 'sell') {
|
||||
this._revokeSellSegment(orderId, strategyId, seg, holding, segVolume);
|
||||
} else {
|
||||
// buy（含缺省方向视为 buy 侧处理）
|
||||
this._revokeBuySegment(orderId, strategyId, seg, holding, segVolume);
|
||||
}
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* 全量替换某 order 的归属段（改归属 = 撤旧段 + 加新段，单事务原子）。
|
||||
* @param {object} arg { orderId, segments: [{ strategyId, volume }] }
|
||||
* @returns {object} { segments: 最终段列表 }
|
||||
*/
|
||||
setSegments({ orderId, segments }) {
|
||||
const store = this.store;
|
||||
const order = store.getOrderById(orderId);
|
||||
if (!order) throw Object.assign(new Error('委托不存在: ' + orderId), { code: 'order-not-found' });
|
||||
const list = Array.isArray(segments) ? segments : [];
|
||||
const tv = Number(order.tradedVolume ?? 0);
|
||||
const total = list.reduce((s, x) => s + Number(x?.volume ?? 0), 0);
|
||||
if (total > tv + 1e-9) {
|
||||
throw Object.assign(new Error('段合计超过委托已成交量: ' + total + ' > ' + tv), { code: 'segment-exceeds-order' });
|
||||
}
|
||||
return store.runInTransaction(() => {
|
||||
// 1) 撤掉「不在新集合」的旧段（或量变化的旧段先撤）
|
||||
const oldSegs = store.getOrderAttributions(orderId);
|
||||
const target = new Map();
|
||||
for (const s of list) {
|
||||
if (!s?.strategyId || !(Number(s.volume) > 0)) throw Object.assign(new Error('段格式无效（需 strategyId + volume>0）'), { code: 'bad-request' });
|
||||
target.set(s.strategyId, Number(s.volume));
|
||||
}
|
||||
// 收集需要撤销的段：新集合没有的 strategy，或 volume 变化需先撤（同 strategy 走 upsert 覆盖即可——
|
||||
// 但份额变更不能简单覆盖：同 strategy 段从 v1→v2 时账本已 apply 过 v1，须先撤 v1 再 apply v2）
|
||||
for (const old of oldSegs) {
|
||||
const want = target.get(old.strategyId);
|
||||
if (want === undefined || Math.abs(Number(old.volume) - want) > 1e-9) {
|
||||
this._revokeOneInternal(orderId, old); // 撤旧段
|
||||
}
|
||||
}
|
||||
// 2) 应用新集合（含量未变的段：重新 apply 幂等 add 会重复加 → 需判断）
|
||||
for (const [sid, vol] of target.entries()) {
|
||||
const old = oldSegs.find((o) => o.strategyId === sid);
|
||||
if (old && Math.abs(Number(old.volume) - vol) <= 1e-9) continue; // 未变：保留
|
||||
// 量变或新增：apply（买入加仓/建仓、卖出减/清、失败即回滚）
|
||||
this._applyOne({ orderId, code: order.code, direction: String(order.direction ?? ''), strategyId: sid, volume: vol });
|
||||
}
|
||||
return { segments: store.getOrderAttributions(orderId) };
|
||||
});
|
||||
}
|
||||
|
||||
/** 单段 apply（内部；含校验与 holding 状态判定） */
|
||||
_applyOne({ orderId, code, direction, strategyId, volume }) {
|
||||
const store = this.store;
|
||||
const active = store._getActive(strategyId, code);
|
||||
let holdingId;
|
||||
if (direction === 'sell') {
|
||||
if (!active) {
|
||||
throw Object.assign(new Error('该策略无此持仓可减，关联失败: ' + code), { code: 'no-active-holding' });
|
||||
}
|
||||
if (Number(active.shares) + 1e-9 < volume) {
|
||||
throw Object.assign(new Error('卖出段量超过策略持仓（可容纳 ' + active.shares + '，请求 ' + volume + '）'), { code: 'segment-exceeds' });
|
||||
}
|
||||
const remain = Number(active.shares) - volume;
|
||||
if (remain <= 1e-9) {
|
||||
store.closeHolding(strategyId, code); // 归零清仓（closed_shares 快照由存储层记录）
|
||||
} else {
|
||||
store.reduceShares(strategyId, code, volume);
|
||||
}
|
||||
holdingId = active.holdingId;
|
||||
} else {
|
||||
// buy：有活动仓 → 加仓；无 → 建新仓
|
||||
if (active) {
|
||||
store.addShares(strategyId, code, volume);
|
||||
holdingId = active.holdingId;
|
||||
} else {
|
||||
const created = store.openHolding(strategyId, code, volume);
|
||||
holdingId = created.holdingId;
|
||||
}
|
||||
}
|
||||
const seg = store.upsertOrderSegment({ orderId, strategyId, holdingId, code, direction, volume });
|
||||
return { segment: seg, holdingId };
|
||||
}
|
||||
|
||||
/** 内部撤段（已取段对象；事务内用） */
|
||||
_revokeOneInternal(orderId, seg) {
|
||||
const holding = this.store.getHoldingById(seg.holding_id);
|
||||
const vol = Number(seg.volume);
|
||||
if (seg.direction === 'sell') {
|
||||
this._revokeSellSegment(orderId, seg.strategy_id, seg, holding, vol);
|
||||
} else {
|
||||
this._revokeBuySegment(orderId, seg.strategy_id, seg, holding, vol);
|
||||
}
|
||||
}
|
||||
|
||||
/** 撤卖出段 */
|
||||
_revokeSellSegment(orderId, strategyId, seg, holding, vol) {
|
||||
const store = this.store;
|
||||
if (!holding) { store.deleteOrderSegment(orderId, strategyId); return; }
|
||||
if (holding.closedAt == null && holding.voidAt == null) {
|
||||
// holding 仍活动（该段只是减仓）→ 加回份额
|
||||
store.addShares(strategyId, holding.code, vol);
|
||||
store.deleteOrderSegment(orderId, strategyId);
|
||||
return;
|
||||
}
|
||||
// holding 已清仓：仅当该段是清仓段（closed_shares == 段量）且其后无新仓 → 恢复活动
|
||||
const closedShares = Number(holding.closedShares ?? 0);
|
||||
if (holding.closedAt != null && holding.voidAt == null && Math.abs(closedShares - vol) <= 1e-9) {
|
||||
const reopened = store.reopenHolding(holding.holdingId);
|
||||
if (!reopened) {
|
||||
throw Object.assign(new Error('无法恢复该持仓（同 code 已存在新活动仓或份额快照缺失），请先处理新仓'), { code: 'segment-order-conflict' });
|
||||
}
|
||||
store.deleteOrderSegment(orderId, strategyId);
|
||||
return;
|
||||
}
|
||||
throw Object.assign(new Error('该卖出段不是最近一笔（请先撤销更晚的段）'), { code: 'segment-order-conflict' });
|
||||
}
|
||||
|
||||
/** 撤买入段 */
|
||||
_revokeBuySegment(orderId, strategyId, seg, holding, vol) {
|
||||
const store = this.store;
|
||||
if (!holding) { store.deleteOrderSegment(orderId, strategyId); return; }
|
||||
if (holding.voidAt != null) {
|
||||
// 已作废（之前撤销过建仓）：仅删段
|
||||
store.deleteOrderSegment(orderId, strategyId);
|
||||
return;
|
||||
}
|
||||
if (holding.closedAt != null) {
|
||||
throw Object.assign(new Error('该买入段对应持仓已清仓（请先处理卖出段或按逆序撤销）'), { code: 'segment-order-conflict' });
|
||||
}
|
||||
const shares = Number(holding.shares);
|
||||
if (shares + 1e-9 < vol) {
|
||||
throw Object.assign(new Error('该买入段之后已有卖出段作用于同一持仓，无法单独撤销（请先撤销更晚的段）'), { code: 'segment-order-conflict' });
|
||||
}
|
||||
const remain = shares - vol;
|
||||
if (remain <= 1e-9) {
|
||||
store.voidHolding(strategyId, holding.code); // 归零且无真实卖出 → 作废（非 closeHolding）
|
||||
} else {
|
||||
store.reduceShares(strategyId, holding.code, vol);
|
||||
}
|
||||
store.deleteOrderSegment(orderId, strategyId);
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user