From 8f2ea1c260eb5f4e3dd60cfb169fe51c7bc57156 Mon Sep 17 00:00:00 2001
From: zhiyong <yuzhiyongcn@qq.com>
Date: Thu, 15 May 2025 10:43:15 +0800
Subject: [PATCH] refactor check limit order

---
 src/real/real_trader_manager.py |  9 +++++++++
 src/real/xt_trader.py           | 24 +-----------------------
 2 files changed, 10 insertions(+), 23 deletions(-)

diff --git a/src/real/real_trader_manager.py b/src/real/real_trader_manager.py
index 33819d2..6e69b5e 100644
--- a/src/real/real_trader_manager.py
+++ b/src/real/real_trader_manager.py
@@ -196,6 +196,15 @@ class RealTraderManager:
                         if duration > Config.RTM_ORDER_TIMEOUT:
                             logger.info(f"限价单超时: ID={order_id}, 策略={strategy_name}, 持续时间={duration}秒")
                             self.trader.cancel(order_id)
+                            time.sleep(1)
+                            order = self.trader.get_order(order_id)
+                            if order.order_status == xtconstant.ORDER_CANCELED:
+                                logger.info(f"限价单已撤销: ID={order_id}, 策略={strategy_name}")
+                                self.trader.handle_order_update(order_id, strategy_name)
+                                logger.info(f"检测到限价单被撤销，准备进行市价单补单: ID={order_id}")
+                                self.trader.place_market_order_for_remainder(order_info, strategy_name)
+                            else:
+                                logger.warning(f"限价单撤销失败: ID={order_id}, 策略={strategy_name}")
                         else:
                             logger.info(f"限价单未超时: ID={order_id}, 策略={strategy_name}, 持续时间={duration}秒")
 
diff --git a/src/real/xt_trader.py b/src/real/xt_trader.py
index c3fb4d1..e6fae09 100644
--- a/src/real/xt_trader.py
+++ b/src/real/xt_trader.py
@@ -56,6 +56,7 @@ class MyXtQuantTraderCallback:
     def on_stock_asset(self, asset):
         logger.info(f"资金变动: {asset.account_id} {asset.cash} {asset.total_asset}")
     def on_stock_order(self, order):
+        logger.warning(f"委托回报变化: ID={order.order_id} 状态={order.order_status}")
         if order.order_status == xtconstant.ORDER_PART_SUCC:
             strategy_name = self.trader_instance.get_strategy_name(order.order_id)
             logger.info(f"委托部分成交: code={order.stock_code} id={order.order_id} strategy={strategy_name}")
@@ -65,29 +66,6 @@ class MyXtQuantTraderCallback:
             strategy_name = self.trader_instance.get_strategy_name(order.order_id)
             logger.info(f"委托全部成交: code={order.stock_code} id={order.order_id} strategy={strategy_name}")
             self.trader_instance.handle_order_update(order.order_id, strategy_name)
-        
-        elif order.order_status in [xtconstant.ORDER_CANCELED, xtconstant.ORDER_PART_CANCEL]:
-            strategy_name = self.trader_instance.get_strategy_name(order.order_id)
-            logger.info(f"委托撤单成功: code={order.stock_code} id={order.order_id} strategy={strategy_name}")
-            # 撤单后, 如果position manager中订单为pedding, 且为限价单, 则需要补单
-            position_manager = self.trader_instance.get_position_manager(strategy_name)
-            if position_manager and strategy_name:
-                # 先获取已经撤单的order
-                order_info = position_manager.get_pending_order(order.order_id)
-                if order_info:
-                    # 更新订单状态
-                    self.trader_instance.handle_order_update(order.order_id, strategy_name)
-                    
-                    # 如果order_info为限价单, 则进行市价单补单
-                    if order_info.order_type == ORDER_TYPE_LIMIT:
-                        logger.info(f"检测到限价单被撤销，准备进行市价单补单: ID={order.order_id}")
-                        self.trader_instance.place_market_order_for_remainder(order_info, strategy_name)
-                else:
-                    logger.warning(f"撤单成功但未找到订单信息: ID={order.order_id}")
-            else:
-                logger.warning(f"撤单成功但未找到策略或持仓管理器: ID={order.order_id}, strategy={strategy_name}")
-        else:
-            logger.warning(f"委托回报变化: ID={order.order_id} 状态={order.order_status}")
     def on_stock_trade(self, trade):
         logger.info(f"成交变动: {trade.account_id} {trade.stock_code} {trade.order_id}")