feat: 持仓委托改止盈止损，保证金改读CTP柜台UseMargin

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

install_trading.py

@@ -488,6 +488,15 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             direction, entry, sl if sl is not None else entry,
             tp if tp is not None else entry, lots, mark, capital, sym,
         )
+        ctp_margin = float(ctp.get("margin") or 0) if ctp else 0.0
+        est_margin = pos_metrics.get("margin")
+        margin = ctp_margin if ctp_margin > 0 else est_margin
+        margin_source = "ctp" if ctp_margin > 0 else "estimate"
+        position_pct = (
+            round(float(margin) / capital * 100, 2)
+            if capital > 0 and margin
+            else pos_metrics.get("position_pct")
+        )
         order_st = monitor_order_status(
             mon or {}, mode=mode, ths_code=sym, direction=direction,
         )
@@ -529,8 +538,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             "holding_duration": holding or None,
             "mark_price": mark,
             "current_price": mark,
-            "margin": pos_metrics.get("margin"),
-            "position_pct": pos_metrics.get("position_pct"),
+            "margin": margin,
+            "margin_source": margin_source,
+            "position_pct": position_pct,
             "risk_amount": pos_metrics.get("risk_amount") if sl is not None else None,
             "risk_pct": pos_metrics.get("risk_pct") if sl is not None else None,
             "rr_ratio": pos_metrics.get("rr_ratio") if sl is not None and tp is not None else None,

static/js/trade.js

@@ -587,6 +587,13 @@
                 symbol_code: row.symbol_code, direction: row.direction,
                 lots: row.lots, entry_price: row.entry_price, monitor_id: row.monitor_id || null
             })) + '">设置止盈止损</button>' : '';
+        var editPayload = encodeURIComponent(JSON.stringify({
+            symbol_code: row.symbol_code, direction: row.direction,
+            lots: row.lots, entry_price: row.entry_price, monitor_id: row.monitor_id || null,
+            stop_loss: row.stop_loss, take_profit: row.take_profit
+        }));
+        var entrustBtn = row.can_close ?
+            '<button type="button" class="pos-order-btn pos-entrust-btn" data-edit-sl-tp="' + editPayload + '">委托</button>' : '';
         var orderBtn = '';
         if (row.monitor_id && (row.stop_loss != null || row.take_profit != null) && row.can_place_orders) {
             orderBtn = '<button type="button" class="pos-order-btn" data-place-orders="' + row.monitor_id + '">清理旧挂单</button>';
@@ -597,8 +604,8 @@
         }));
         var closeBtn = row.can_close ?
             '<button type="button" class="pos-close-btn" data-close="' + closePayload + '">平仓</button>' : '';
-        var actionBtns = (orderBtn || closeBtn) ?
-            '<div class="pos-card-actions">' + orderBtn + closeBtn + '</div>' : '';
+        var actionBtns = (entrustBtn || orderBtn || closeBtn) ?
+            '<div class="pos-card-actions">' + entrustBtn + orderBtn + closeBtn + '</div>' : '';
         var riskMeta = '';
         if (row.rr_ratio != null) {
             riskMeta += ' · 盈亏比 <strong>' + row.rr_ratio + ':1</strong>';
@@ -624,7 +631,7 @@
             '<div class="cell"><label>当前价格</label><div>' + (row.current_price != null ? fmtNum(row.current_price) : '--') + '</div></div>' +
             '<div class="cell"><label>止损</label><div>' + (row.stop_loss != null ? fmtNum(row.stop_loss) : '--') + '</div></div>' +
             '<div class="cell"><label>止盈</label><div>' + (row.take_profit != null ? fmtNum(row.take_profit) : '--') + '</div></div>' +
-            '<div class="cell"><label>占用保证金</label><div>' + (row.margin != null ? fmtNum(row.margin) + ' 元' : '--') + '</div></div>' +
+            '<div class="cell"><label>' + (row.margin_source === 'ctp' ? '占用保证金(柜台)' : '占用保证金') + '</label><div>' + (row.margin != null ? fmtNum(row.margin) + ' 元' : '--') + '</div></div>' +
             '<div class="cell"><label>仓位占比</label><div>' + (row.position_pct != null ? fmtNum(row.position_pct) + '%' : '--') + '</div></div>' +
             '<div class="cell ' + pnlClass + '"><label>浮盈亏</label><div>' + pnlText + '</div></div>' +
             '<div class="cell"><label>预估手续费</label><div>' + (row.est_fee != null ? fmtNum(row.est_fee) + ' 元' : '--') + '</div></div>' +
@@ -679,10 +686,13 @@
         });
     }
 
-    function promptStopTakeProfit(payload, btn) {
-        var slRaw = prompt('止损价（可留空）', '');
+    function promptStopTakeProfit(payload, btn, btnLabel) {
+        btnLabel = btnLabel || '设置止盈止损';
+        var slDefault = payload.stop_loss != null && payload.stop_loss !== '' ? String(payload.stop_loss) : '';
+        var tpDefault = payload.take_profit != null && payload.take_profit !== '' ? String(payload.take_profit) : '';
+        var slRaw = prompt('止损价（可留空）', slDefault);
         if (slRaw === null) return;
-        var tpRaw = prompt('止盈价（可留空）', '');
+        var tpRaw = prompt('止盈价（可留空）', tpDefault);
         if (tpRaw === null) return;
         var sl = slRaw.trim() ? parseFloat(slRaw) : null;
         var tp = tpRaw.trim() ? parseFloat(tpRaw) : null;
@@ -726,7 +736,7 @@
                 alert(msg);
                 if (btn) {
                     btn.disabled = false;
-                    btn.textContent = '设置止盈止损';
+                    btn.textContent = btnLabel;
                 }
             });
     }
@@ -735,7 +745,16 @@
         if (!root) return;
         root.querySelectorAll('[data-sl-tp]').forEach(function (btn) {
             btn.addEventListener('click', function () {
-                promptStopTakeProfit(JSON.parse(decodeURIComponent(btn.getAttribute('data-sl-tp'))), btn);
+                promptStopTakeProfit(
+                    JSON.parse(decodeURIComponent(btn.getAttribute('data-sl-tp'))), btn, '设置止盈止损'
+                );
+            });
+        });
+        root.querySelectorAll('[data-edit-sl-tp]').forEach(function (btn) {
+            btn.addEventListener('click', function () {
+                promptStopTakeProfit(
+                    JSON.parse(decodeURIComponent(btn.getAttribute('data-edit-sl-tp'))), btn, '委托'
+                );
             });
         });
     }

vnpy_bridge.py

@@ -106,6 +106,8 @@ class CtpBridge:
         self._commission_hooked = False
         self._subscribed: set[str] = set()
         self._last_position_query_ts: float = 0.0
+        self._position_margins: dict[str, float] = {}
+        self._margin_hooked = False
         self._tick_hooked = False
         self._bar_generators: dict[str, Any] = {}
         self._bars_1m: dict[str, deque] = {}
@@ -223,7 +225,12 @@ class CtpBridge:
                             self._connected_mode = mode
                             self._last_error = ""
                             logger.info("CTP 已连接 [%s] account=%s", mode, len(accounts))
+                            self._install_position_margin_hook()
                             self._schedule_fee_sync(mode)
+                            try:
+                                self.refresh_positions()
+                            except Exception as exc:
+                                logger.debug("initial position query: %s", exc)
                             return
                         time.sleep(0.5)
                 finally:
@@ -699,6 +706,52 @@ class CtpBridge:
             "accountid": getattr(acc, "accountid", ""),
         }
 
+    def _position_margin_key(self, sym: str, direction: str) -> str:
+        return f"{(sym or '').lower()}:{(direction or 'long').strip().lower()}"
+
+    def _install_position_margin_hook(self) -> None:
+        """拦截 CTP 持仓回报，缓存柜台 UseMargin。"""
+        if self._margin_hooked or not self._engine:
+            return
+        try:
+            gw = self._engine.get_gateway(GATEWAY_NAME)
+            td = getattr(gw, "td_api", None)
+            if not td or not hasattr(td, "onRspQryInvestorPosition"):
+                return
+            bridge = self
+            original = td.onRspQryInvestorPosition
+
+            def _wrapped(data, error, reqid, last):
+                try:
+                    if data and isinstance(data, dict):
+                        sym = (data.get("InstrumentID") or "").strip()
+                        pos_dir = str(data.get("PosiDirection") or "")
+                        if pos_dir == "2":
+                            d = "long"
+                        elif pos_dir == "3":
+                            d = "short"
+                        else:
+                            d = "long" if "LONG" in pos_dir.upper() else "short"
+                        margin = float(
+                            data.get("UseMargin") or data.get("ExchangeMargin") or 0
+                        )
+                        if sym and margin > 0:
+                            k = bridge._position_margin_key(sym, d)
+                            bridge._position_margins[k] = (
+                                bridge._position_margins.get(k, 0.0) + margin
+                            )
+                except Exception as exc:
+                    logger.debug("margin hook row: %s", exc)
+                return original(data, error, reqid, last)
+
+            td.onRspQryInvestorPosition = _wrapped
+            self._margin_hooked = True
+        except Exception as exc:
+            logger.debug("install margin hook: %s", exc)
+
+    def _lookup_position_margin(self, sym: str, direction: str) -> float:
+        return float(self._position_margins.get(self._position_margin_key(sym, direction), 0) or 0)
+
     def _collect_positions(self) -> list[dict[str, Any]]:
         if not self._engine:
             return []
@@ -711,6 +764,7 @@ class CtpBridge:
             sym = getattr(pos, "symbol", "") or ""
             exchange = getattr(pos, "exchange", None)
             ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "")
+            margin = self._lookup_position_margin(sym, d)
             out.append({
                 "symbol": sym,
                 "exchange": ex_name,
@@ -719,6 +773,7 @@ class CtpBridge:
                 "avg_price": float(getattr(pos, "price", 0) or 0),
                 "pnl": float(getattr(pos, "pnl", 0) or 0),
                 "frozen": int(getattr(pos, "frozen", 0) or 0),
+                "margin": round(margin, 2) if margin > 0 else None,
             })
         return out
 
@@ -731,15 +786,19 @@ class CtpBridge:
             return
         self._last_position_query_ts = now
         try:
+            self._install_position_margin_hook()
             gw = self._engine.get_gateway(GATEWAY_NAME)
             td = getattr(gw, "td_api", None)
             if td and hasattr(td, "query_position"):
+                self._position_margins.clear()
                 td.query_position()
                 time.sleep(0.4)
         except Exception as exc:
             logger.debug("refresh_positions: %s", exc)
 
-    def list_positions(self, *, refresh_if_empty: bool = True) -> list[dict[str, Any]]:
+    def list_positions(self, *, refresh_if_empty: bool = True, refresh_margin: bool = True) -> list[dict[str, Any]]:
+        if self._engine and self._connected_mode and refresh_margin:
+            self.refresh_positions()
         out = self._collect_positions()
         if not out and refresh_if_empty:
             self.refresh_positions()