fix: 品种推荐改为最大手数并补算旧缓存。

- 最大手数 = floor(权益×保证金上限%÷1手保证金) - 加载与 SSE 推送时实时补算，旧缓存缺字段时自动刷新 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-25 12:24:10 +08:00
parent 9875ee6d44
commit 074551490f
7 changed files with 109 additions and 23 deletions
@@ -20,7 +20,12 @@ from position_sizing import (
    calc_order_tick_metrics,
    normalize_sizing_mode,
 )
-from recommend_store import load_recommend_cache, recommend_payload, refresh_recommend_cache
+from recommend_store import (
+    load_recommend_cache,
+    recommend_payload,
+    refresh_recommend_cache,
+    rows_missing_max_lots,
+)
 from recommend_stream import recommend_hub, start_recommend_worker
 from ctp_reconnect import start_ctp_reconnect_worker
 from ctp_premarket_connect import start_ctp_premarket_connect_worker
@@ -400,7 +405,13 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
            ).fetchone()["n"]
            conn.commit()
            sizing = get_sizing_mode(get_setting)
-            rec_cache = recommend_payload(conn, live_capital=capital)
+            max_pct = get_max_margin_pct(get_setting)
+            rec_loaded = load_recommend_cache(conn)
+            if rec_loaded.get("stale") or rows_missing_max_lots(rec_loaded.get("rows") or []):
+                refresh_recommend_cache(
+                    conn, capital, _main_quote, trading_mode=mode, max_margin_pct=max_pct,
+                )
+            rec_cache = recommend_payload(conn, live_capital=capital, max_margin_pct=max_pct)
            return render_template(
                "trade.html",
                trading_mode=mode,
@@ -979,7 +990,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
        """只读数据库缓存，不在请求时拉行情。"""
        conn = get_db()
        try:
-            payload = recommend_payload(conn, live_capital=_capital(conn))
+            payload = recommend_payload(
+                conn,
+                live_capital=_capital(conn),
+                max_margin_pct=get_max_margin_pct(get_setting),
+            )
            return jsonify({"ok": True, **payload})
        finally:
            conn.close()
@@ -994,7 +1009,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
            try:
                conn = get_db()
                try:
-                    payload = recommend_payload(conn, live_capital=_capital(conn))
+                    payload = recommend_payload(
+                        conn,
+                        live_capital=_capital(conn),
+                        max_margin_pct=get_max_margin_pct(get_setting),
+                    )
                finally:
                    conn.close()
                yield sse_format("recommend", {"ok": True, **payload})
@@ -1030,7 +1049,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                conn, capital, _main_quote, trading_mode=mode,
                max_margin_pct=get_max_margin_pct(get_setting),
            )
-            payload = recommend_payload(conn, live_capital=capital)
+            max_pct = get_max_margin_pct(get_setting)
+            payload = recommend_payload(conn, live_capital=capital, max_margin_pct=max_pct)
            recommend_hub.broadcast("recommend", {"ok": True, **payload})
            return jsonify({"ok": True, "count": len(rows), **payload})
        finally:
@@ -47,14 +47,14 @@ def assess_product_for_capital(
            "status_label": "暂无行情",
            "min_capital_one_lot": None,
            "margin_one_lot": None,
-            "recommended_lots": 0,
+            "max_lots": 0,
            "risk_one_lot_1pct": None,
        }

    margin_one = p * mult * margin_rate
    min_capital = margin_one / (margin_pct / 100.0) if margin_pct > 0 else margin_one
    margin_budget = cap * margin_pct / 100.0 if cap > 0 else 0.0
-    recommended_lots = int(math.floor(margin_budget / margin_one)) if margin_one > 0 and margin_budget > 0 else 0
+    max_lots = int(math.floor(margin_budget / margin_one)) if margin_one > 0 and margin_budget > 0 else 0
    stop_dist = tick * default_stop_ticks
    risk_one_lot = stop_dist * mult
    risk_pct_1lot = (risk_one_lot / cap * 100) if cap > 0 else 999.0
@@ -65,13 +65,13 @@ def assess_product_for_capital(
        fee_ths, p, p, 1.0, open_time="", close_time="", trading_mode=trading_mode,
    )

-    can_margin = recommended_lots >= 1
+    can_margin = max_lots >= 1
    can_risk = cap > 0 and risk_one_lot <= cap * 0.01

    if can_margin and can_risk:
-        status, label = "ok", f"推荐 {recommended_lots} 手"
+        status, label = "ok", f"最大 {max_lots} 手"
    elif can_margin:
-        status, label = "margin_ok", f"可开 {recommended_lots} 手·止损偏宽"
+        status, label = "margin_ok", f"最大 {max_lots} 手·止损偏宽"
    else:
        status, label = "blocked", "资金不足"

@@ -84,7 +84,7 @@ def assess_product_for_capital(
        "tick_size": tick,
        "margin_one_lot": round(margin_one, 2),
        "min_capital_one_lot": round(min_capital, 2),
-        "recommended_lots": recommended_lots,
+        "max_lots": max_lots,
        "margin_budget": round(margin_budget, 2),
        "max_margin_pct": margin_pct,
        "risk_one_lot_1pct": round(risk_one_lot, 2),
@@ -123,5 +123,5 @@ def list_product_recommendations(
    with ThreadPoolExecutor(max_workers=10) as pool:
        rows = list(pool.map(_one, PRODUCTS))
    order = {"ok": 0, "margin_ok": 1, "blocked": 2, "no_price": 3}
-    rows.sort(key=lambda r: (order.get(r["status"], 9), -(r.get("recommended_lots") or 0)))
+    rows.sort(key=lambda r: (order.get(r["status"], 9), -(r.get("max_lots") or 0)))
    return rows
@@ -2,6 +2,7 @@
 from __future__ import annotations

 import json
+import math
 from datetime import datetime
 from typing import Callable, Optional

@@ -26,6 +27,50 @@ def filter_affordable_recommendations(rows: list[dict]) -> list[dict]:
    return [r for r in rows if r.get("status") in ("ok", "margin_ok")]


+def rows_missing_max_lots(rows: list[dict]) -> bool:
+    """缓存是否为旧版（缺少最大手数字段）。"""
+    if not rows:
+        return False
+    return any("max_lots" not in r for r in rows)
+
+
+def enrich_recommend_rows(
+    rows: list[dict],
+    capital: float,
+    *,
+    max_margin_pct: float = 30.0,
+) -> list[dict]:
+    """用当前权益与保证金比例补算最大可开手数（兼容旧缓存）。"""
+    cap = float(capital or 0)
+    pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
+    budget = cap * pct / 100.0 if cap > 0 else 0.0
+    enriched: list[dict] = []
+    for raw in rows:
+        row = dict(raw)
+        try:
+            margin_one = float(row.get("margin_one_lot") or 0)
+        except (TypeError, ValueError):
+            margin_one = 0.0
+        if margin_one > 0 and budget > 0:
+            lots = int(math.floor(budget / margin_one))
+        else:
+            try:
+                lots = int(row.get("max_lots") or row.get("recommended_lots") or 0)
+            except (TypeError, ValueError):
+                lots = 0
+        row["max_lots"] = lots
+        row.pop("recommended_lots", None)
+        row["margin_budget"] = round(budget, 2)
+        row["max_margin_pct"] = pct
+        status = row.get("status") or ""
+        if lots >= 1 and status in ("ok", "margin_ok"):
+            row["status_label"] = (
+                f"最大 {lots} 手" if status == "ok" else f"最大 {lots} 手·止损偏宽"
+            )
+        enriched.append(row)
+    return enriched
+
+
 def refresh_recommend_cache(
    conn,
    capital: float,
@@ -85,8 +130,21 @@ def load_recommend_cache(conn) -> dict:
    }


-def recommend_payload(conn, *, live_capital: float) -> dict:
+def recommend_payload(
+    conn,
+    *,
+    live_capital: float,
+    max_margin_pct: float = 30.0,
+) -> dict:
    """读取缓存并附带当前权益（展示用，可能与缓存计算时不同）。"""
    payload = load_recommend_cache(conn)
-    payload["capital"] = float(live_capital or 0)
+    cap = float(live_capital or 0)
+    pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
+    payload["capital"] = cap
+    payload["max_margin_pct"] = pct
+    payload["rows"] = enrich_recommend_rows(
+        payload.get("rows") or [],
+        cap,
+        max_margin_pct=pct,
+    )
    return payload
@@ -10,7 +10,13 @@ from typing import Callable, Optional

 from db_conn import connect_db
 from kline_stream import sse_format
-from recommend_store import load_recommend_cache, recommend_cache_stale, refresh_recommend_cache
+from recommend_store import (
+    load_recommend_cache,
+    recommend_cache_stale,
+    recommend_payload,
+    refresh_recommend_cache,
+    rows_missing_max_lots,
+)

 logger = logging.getLogger(__name__)

@@ -72,13 +78,15 @@ def start_recommend_worker(
                    mode = get_mode_fn() if get_mode_fn else "simulation"
                    max_pct = float(get_max_margin_pct_fn()) if get_max_margin_pct_fn else 30.0
                    cached = load_recommend_cache(conn)
-                    if recommend_cache_stale(cached.get("updated_at")):
+                    if recommend_cache_stale(cached.get("updated_at")) or rows_missing_max_lots(
+                        cached.get("rows") or [],
+                    ):
                        refresh_recommend_cache(
                            conn, capital, quote_fn, trading_mode=mode, max_margin_pct=max_pct,
                        )
                        cached = load_recommend_cache(conn)
-                        logger.info("品种推荐每日刷新完成，capital=%.2f rows=%d", capital, len(cached.get("rows") or []))
-                    payload = {**cached, "capital": capital}
+                        logger.info("品种推荐刷新完成，capital=%.2f rows=%d", capital, len(cached.get("rows") or []))
+                    payload = recommend_payload(conn, live_capital=capital, max_margin_pct=max_pct)
                finally:
                    conn.close()
                recommend_hub.broadcast("recommend", {"ok": True, **payload})
@@ -639,7 +639,7 @@
                '<td>' + (r.ref_take_profit != null ? r.ref_take_profit : '—') + '</td>' +
                '<td>' + (r.margin_one_lot != null ? r.margin_one_lot : '—') + '</td>' +
                '<td>' + (r.open_fee_one_lot != null ? r.open_fee_one_lot : '—') + '</td>' +
-                '<td>' + (r.recommended_lots != null && r.recommended_lots > 0 ? r.recommended_lots : '—') + '</td>' +
+                '<td>' + (r.max_lots != null && r.max_lots > 0 ? r.max_lots : '—') + '</td>' +
                '<td><span class="badge ' + (r.status === 'ok' ? 'profit' : 'planned') + '">' + (r.status_label || '') + '</span></td>' +
                '</tr>'
            );
@@ -70,7 +70,7 @@
            </div>
            <button type="submit" class="btn-primary" style="margin-top:.75rem">保存交易设置</button>
            <p class="hint" style="margin-top:.75rem;margin-bottom:0">
-                保证金上限用于开仓校验与品种推荐手数（默认 30%）。在 <code>.env</code> 配置 <code>SIMNOW_USER</code>，于「持仓监控」连接 CTP；权益与行情优先来自柜台。
+                保证金上限用于开仓校验与品种最大手数估算（默认 30%）。在 <code>.env</code> 配置 <code>SIMNOW_USER</code>，于「持仓监控」连接 CTP；权益与行情优先来自柜台。
            </p>
        </form>
    </div>
@@ -107,7 +107,7 @@
    <div class="card trade-card trade-card-full" id="recommend">
            <h2>品种推荐</h2>
            <div class="card-body">
-                <p class="hint">按权益 <strong class="text-accent" id="rec-capital">{{ '%.2f'|format(capital) }}</strong> 元 × 保证金上限 <strong>{{ max_margin_pct }}%</strong> 推荐手数；参考止损/止盈按 20 跳、盈亏比 2:1 估算。
+                <p class="hint">最大手数 = floor(权益 × 保证金上限 <strong>{{ max_margin_pct }}%</strong> ÷ 1手保证金)；当前权益 <strong class="text-accent" id="rec-capital">{{ '%.2f'|format(capital) }}</strong> 元。参考止损/止盈按 20 跳、盈亏比 2:1 估算。
                    {% if recommend_updated_at %}<span class="text-muted">每日后台更新 · 最近 {{ recommend_updated_at }}</span>{% else %}<span class="text-muted" id="rec-updated">等待今日后台刷新…</span>{% endif %}
                </p>
                <div class="trade-table-wrap">
@@ -116,7 +116,7 @@
                            <tr>
                                <th>品种</th><th>交易所</th><th>参考价</th>
                                <th>参考止损</th><th>参考止盈</th>
-                                <th>1手保证金</th><th>1手手续费</th><th>推荐手数</th><th>状态</th>
+                                <th>1手保证金</th><th>1手手续费</th><th>最大手数</th><th>状态</th>
                            </tr>
                        </thead>
                        <tbody id="recommend-list">
@@ -130,7 +130,7 @@
                                <td>{% if r.ref_take_profit %}{{ r.ref_take_profit }}{% else %}—{% endif %}</td>
                                <td>{% if r.margin_one_lot %}{{ r.margin_one_lot }}{% else %}—{% endif %}</td>
                                <td>{% if r.open_fee_one_lot is defined and r.open_fee_one_lot is not none %}{{ r.open_fee_one_lot }}{% else %}—{% endif %}</td>
-                                <td>{% if r.recommended_lots %}{{ r.recommended_lots }}{% else %}—{% endif %}</td>
+                                <td>{% if r.max_lots is not none and r.max_lots > 0 %}{{ r.max_lots }}{% else %}—{% endif %}</td>
                                <td><span class="badge {% if r.status=='ok' %}profit{% else %}planned{% endif %}">{{ r.status_label }}</span></td>
                            </tr>
                            {% endfor %}