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feat: 持仓委托改止盈止损，保证金改读CTP柜台UseMargin

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-25 14:50:45 +08:00
parent 63beda3c71
commit 01de8dfb69
3 changed files with 99 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files
install_trading.py
+12 -2
View File
@@ -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
+27 -8
View File
@@ -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
+60 -1
View File
@@ -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()