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>

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()