Use CTP contract margin rates for position margin and ratio display.

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

install_trading.py

@@ -88,6 +88,7 @@ from vnpy_bridge import (
     _ctp_td_lock,
     ctp_cancel_order,
     ctp_connect,
+    ctp_estimate_margin_one_lot,
     ctp_get_account,
     ctp_get_tick_price,
     ctp_list_active_orders,
@@ -211,6 +212,41 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             return codes.get("ths_code") or sym
         return sym
 
+    def _resolve_position_margin(
+        *,
+        sym: str,
+        direction: str,
+        lots: int,
+        entry: float,
+        mode: str,
+        ctp: Optional[dict] = None,
+        mon_margin: Optional[float] = None,
+        est_margin: Optional[float] = None,
+    ) -> tuple[Optional[float], str]:
+        """占用保证金：柜台持仓 > CTP 合约率估算 > 本地规格估算 > 库内缓存。"""
+        ctp_margin = float(ctp.get("margin") or 0) if ctp else 0.0
+        if ctp_margin > 0:
+            return round(ctp_margin, 2), "ctp"
+        connected = bool(ctp_status(mode).get("connected"))
+        ths_sym = sym
+        if ctp:
+            ths_sym = _ctp_pos_to_ths_code(ctp) or sym
+        else:
+            codes = ths_to_codes(sym)
+            if codes and codes.get("ths_code"):
+                ths_sym = codes["ths_code"]
+        if connected and ths_sym and entry > 0 and lots > 0:
+            per_lot = ctp_estimate_margin_one_lot(
+                mode, ths_sym, entry, direction=direction,
+            )
+            if per_lot and per_lot > 0:
+                return round(per_lot * lots, 2), "ctp"
+        if est_margin and float(est_margin) > 0:
+            return round(float(est_margin), 2), "estimate"
+        if not connected and mon_margin and float(mon_margin) > 0:
+            return round(float(mon_margin), 2), "db"
+        return None, "estimate"
+
     def _ensure_monitors_from_ctp(conn, mode: str) -> None:
         """CTP 有持仓但本地无监控时，自动补写一条 active 记录供展示。"""
         if not ctp_status(mode).get("connected"):
@@ -611,7 +647,18 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 mark = ctp_get_tick_price(mode, sym)
             if mark is None or mark <= 0:
                 mark = entry if entry else None
-            margin = ctp_margin if ctp_margin > 0 else None
+            est = calc_position_metrics(
+                direction, entry, entry, entry, lots, mark or entry, capital, sym,
+            ).get("margin")
+            margin, _src = _resolve_position_margin(
+                sym=sym,
+                direction=direction,
+                lots=lots,
+                entry=entry,
+                mode=mode,
+                ctp=p,
+                est_margin=est,
+            )
             position_pct = None
             if margin and capital > 0:
                 position_pct = round(float(margin) / float(capital) * 100, 2)
@@ -733,20 +780,22 @@ 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,
         )
-        if margin is None or float(margin or 0) <= 0:
-            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"
-        else:
-            margin_source = "ctp"
-        if position_pct is None or float(position_pct or 0) <= 0:
-            position_pct = (
-                round(float(margin) / capital * 100, 2)
-                if capital > 0 and margin
-                else pos_metrics.get("position_pct")
-            )
-        else:
+        mon_margin = margin
+        margin, margin_source = _resolve_position_margin(
+            sym=sym,
+            direction=direction,
+            lots=lots,
+            entry=entry,
+            mode=mode,
+            ctp=ctp,
+            mon_margin=mon_margin if isinstance(mon_margin, (int, float)) else None,
+            est_margin=pos_metrics.get("margin"),
+        )
+        if margin and capital > 0:
+            position_pct = round(float(margin) / float(capital) * 100, 2)
+        elif position_pct is None or float(position_pct or 0) <= 0:
+            position_pct = pos_metrics.get("position_pct")
+        elif position_pct is not None:
             position_pct = float(position_pct)
         order_st = monitor_order_status(
             mon or {}, mode=mode, ths_code=sym, direction=direction,