feat: 持仓快照盈亏比与交易所止损已保本标识

盈亏比固定用开仓 initial_stop_loss 计算，人工改委托后不变化；轮询交易所止损触发价相对成交价判定已保本，四所实例与中控统一显示绿色标识。

Co-authored-by: Cursor <cursoragent@cursor.com>

order_monitor_display_lib.py

@@ -0,0 +1,111 @@
+"""实时持仓展示：开仓快照盈亏比、交易所止损是否已保本。"""
+from __future__ import annotations
+
+from typing import Any, Callable, Optional
+
+
+def _positive_float(value: Any) -> Optional[float]:
+    try:
+        v = float(value)
+        return v if v > 0 else None
+    except (TypeError, ValueError):
+        return None
+
+
+def snapshot_stop_loss(initial_stop_loss: Any, stop_loss: Any) -> Optional[float]:
+    """展示盈亏比时优先用开仓时止损快照。"""
+    sl = _positive_float(initial_stop_loss)
+    if sl is not None:
+        return sl
+    return _positive_float(stop_loss)
+
+
+def snapshot_rr(
+    calc_rr_ratio_fn: Callable[..., Optional[float]],
+    direction: str,
+    trigger_price: Any,
+    initial_stop_loss: Any,
+    stop_loss: Any,
+    take_profit: Any,
+) -> Optional[float]:
+    entry = _positive_float(trigger_price)
+    sl = snapshot_stop_loss(initial_stop_loss, stop_loss)
+    tp = _positive_float(take_profit)
+    if entry is None or sl is None or tp is None:
+        return None
+    return calc_rr_ratio_fn(direction or "long", entry, sl, tp)
+
+
+def tpsl_slot_trigger_price(slot: Any) -> Optional[float]:
+    if not isinstance(slot, dict):
+        return None
+    for key in ("trigger_price", "trigger_display"):
+        v = _positive_float(slot.get(key))
+        if v is not None:
+            return v
+    return None
+
+
+def is_sl_breakeven_secured(direction: str, entry_price: Any, exchange_sl_price: Any) -> bool:
+    """
+    交易所当前止损相对开仓成交价是否已保本。
+    做多：止损 >= 成交价；做空：止损 <= 成交价。
+    """
+    entry = _positive_float(entry_price)
+    sl = _positive_float(exchange_sl_price)
+    if entry is None or sl is None:
+        return False
+    d = (direction or "long").strip().lower()
+    if d == "short":
+        return sl <= entry
+    return sl >= entry
+
+
+def sl_breakeven_from_exchange_tpsl(
+    direction: str,
+    entry_price: Any,
+    exchange_tpsl: Any,
+) -> bool:
+    if not isinstance(exchange_tpsl, dict):
+        return False
+    sl_px = tpsl_slot_trigger_price(exchange_tpsl.get("sl"))
+    if sl_px is None:
+        return False
+    return is_sl_breakeven_secured(direction, entry_price, sl_px)
+
+
+def enrich_order_display_fields(item: dict[str, Any], calc_rr_ratio_fn: Callable[..., Optional[float]]) -> dict[str, Any]:
+    item["rr_ratio"] = snapshot_rr(
+        calc_rr_ratio_fn,
+        item.get("direction") or "long",
+        item.get("trigger_price"),
+        item.get("initial_stop_loss"),
+        item.get("stop_loss"),
+        item.get("take_profit"),
+    )
+    return item
+
+
+def apply_order_price_display_fields(
+    payload: dict[str, Any],
+    *,
+    direction: str,
+    entry_price: Any,
+    initial_stop_loss: Any,
+    stop_loss: Any,
+    take_profit: Any,
+    calc_rr_ratio_fn: Callable[..., Optional[float]],
+    exchange_tpsl: Any = None,
+) -> dict[str, Any]:
+    payload["rr_ratio"] = snapshot_rr(
+        calc_rr_ratio_fn,
+        direction,
+        entry_price,
+        initial_stop_loss,
+        stop_loss,
+        take_profit,
+    )
+    payload["sl_breakeven_secured"] = sl_breakeven_from_exchange_tpsl(
+        direction, entry_price, exchange_tpsl
+    )
+    return payload