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

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

vnpy_bridge.py

@@ -976,7 +976,29 @@ class CtpBridge:
     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 estimate_margin_one_lot(self, ths_code: str, price: float) -> Optional[float]:
+    @staticmethod
+    def _vnpy_sym_to_ths(sym: str, ex_name: str) -> str:
+        import re
+
+        s = (sym or "").strip()
+        if not s:
+            return ""
+        ex = (ex_name or "").upper()
+        m = re.match(r"^([A-Za-z]+)(\d+)$", s)
+        if not m:
+            return s
+        letters, digits = m.group(1), m.group(2)
+        if ex == "CZCE":
+            return letters.upper() + (digits[-3:] if len(digits) >= 4 else digits)
+        return letters.lower() + digits
+
+    def estimate_margin_one_lot(
+        self,
+        ths_code: str,
+        price: float,
+        *,
+        direction: str = "long",
+    ) -> Optional[float]:
         """用 CTP 合约信息估算 1 手保证金（需已连接并完成合约查询）。"""
         if not self._engine or not price or price <= 0:
             return None
@@ -990,7 +1012,13 @@ class CtpBridge:
             mult = float(getattr(contract, "size", 0) or 0)
             long_r = float(getattr(contract, "long_margin_ratio", 0) or 0)
             short_r = float(getattr(contract, "short_margin_ratio", 0) or 0)
-            ratio = max(long_r, short_r)
+            d = (direction or "long").strip().lower()
+            if d == "short" and short_r > 0:
+                ratio = short_r
+            elif d != "short" and long_r > 0:
+                ratio = long_r
+            else:
+                ratio = max(long_r, short_r)
             if mult <= 0 or ratio <= 0:
                 return None
             return round(float(price) * mult * ratio, 2)
@@ -998,6 +1026,34 @@ class CtpBridge:
             logger.debug("estimate_margin_one_lot %s: %s", ths_code, exc)
             return None
 
+    def estimate_position_margin(
+        self,
+        sym: str,
+        ex_name: str,
+        direction: str,
+        lots: int,
+        price: float,
+        *,
+        pos: Any = None,
+    ) -> Optional[float]:
+        """持仓占用保证金：优先 vnpy 字段，其次 CTP 合约保证金率估算。"""
+        if lots <= 0 or price <= 0:
+            return None
+        if pos is not None:
+            raw = float(getattr(pos, "margin", 0) or getattr(pos, "use_margin", 0) or 0)
+            if raw > 0:
+                return round(raw, 2)
+        cached = self._lookup_position_margin(sym, direction)
+        if cached > 0:
+            return round(cached, 2)
+        ths = self._vnpy_sym_to_ths(sym, ex_name)
+        if not ths:
+            return None
+        per_lot = self.estimate_margin_one_lot(ths, price, direction=direction)
+        if per_lot and per_lot > 0:
+            return round(per_lot * lots, 2)
+        return None
+
     def lookup_contract_spec(self, ths_code: str) -> Optional[dict]:
         """从 CTP 合约信息读取乘数与最小变动价位。"""
         if not self._engine:
@@ -1037,17 +1093,20 @@ 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)
+            price = float(getattr(pos, "price", 0) or 0)
+            margin = self.estimate_position_margin(
+                sym, ex_name, d, vol, price, pos=pos,
+            )
             open_time = self._lookup_position_open_time(sym, d) or None
             out.append({
                 "symbol": sym,
                 "exchange": ex_name,
                 "direction": d,
                 "lots": vol,
-                "avg_price": float(getattr(pos, "price", 0) or 0),
+                "avg_price": price,
                 "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,
+                "margin": margin,
                 "open_time": open_time,
             })
         return out
@@ -1471,12 +1530,18 @@ def ctp_get_tick_detail(mode: str, ths_code: str) -> dict[str, Any]:
         return {}
 
 
-def ctp_estimate_margin_one_lot(mode: str, ths_code: str, price: float) -> Optional[float]:
+def ctp_estimate_margin_one_lot(
+    mode: str,
+    ths_code: str,
+    price: float,
+    *,
+    direction: str = "long",
+) -> Optional[float]:
     b = get_bridge()
     if b.connected_mode != mode or not b.ping():
         return None
     try:
-        return b.estimate_margin_one_lot(ths_code, price)
+        return b.estimate_margin_one_lot(ths_code, price, direction=direction)
     except Exception as exc:
         logger.debug("ctp_estimate_margin_one_lot: %s", exc)
         return None