fix: CTP报单校验连接与tick价，市价改限价，郑商所平今平昨

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

install_trading.py

@@ -53,6 +53,7 @@ from vnpy_bridge import (
     ctp_list_positions,
     ctp_status,
     execute_order,
+    get_bridge,
 )
 
 
@@ -527,6 +528,12 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 conn.close()
                 return jsonify({"ok": False, "error": err}), 403
         mode = get_trading_mode(get_setting)
+        ctp_st = ctp_status(mode)
+        if not ctp_st.get("connected"):
+            conn.close()
+            if get_bridge().connect_in_progress():
+                return jsonify({"ok": False, "error": "CTP 连接中，请稍候再下单"}), 400
+            return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
         sizing = get_sizing_mode(get_setting)
         if offset.startswith("open") and sizing == MODE_RISK:
             sl = float(d.get("stop_loss") or 0)
@@ -575,8 +582,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             conn.commit()
             send_wechat_msg(f"{trading_mode_label(get_setting)} {offset} {sym} {direction} {lots}手 @{price}")
             conn.close()
-            return jsonify({"ok": True, "result": result, "lots": lots})
+            return jsonify({"ok": True, "result": result, "lots": lots, "message": "委托已提交柜台，限价单需成交后才会显示持仓"})
-        except ValueError as exc:
+        except (ValueError, RuntimeError) as exc:
             conn.close()
             return jsonify({"ok": False, "error": str(exc)}), 400
         except Exception as exc:

static/js/trade.js

@@ -299,7 +299,8 @@
                 showOrderMsg(data.error || '下单失败', false);
                 return;
             }
-            showOrderMsg('开仓成功 · ' + (data.lots || lots) + ' 手', true);
+            var msg = data.message || ('开仓成功 · ' + (data.lots || lots) + ' 手');
+            showOrderMsg(msg, true);
             pollPositions();
             refreshQuote();
             setTimeout(function () { showOrderMsg(''); }, 4000);

vnpy_bridge.py

@@ -13,6 +13,7 @@ from locale_fix import ensure_process_locale
 ensure_process_locale()
 
 from ctp_symbol import ths_to_vnpy_symbol, to_vnpy_exchange
+from contract_specs import get_contract_spec
 
 logger = logging.getLogger(__name__)
 
@@ -80,6 +81,18 @@ def _format_ctp_failure(ctp_logs: list[str]) -> str:
     return "CTP 连接超时：未收到柜台回报。请检查 SimNow 账号、前置地址、网络(nc 测端口)，并用快期验证账号"
 
 
+def round_to_tick(price: float, tick: float) -> float:
+    if tick <= 0:
+        return float(price)
+    steps = round(float(price) / tick)
+    return round(steps * tick, 10)
+
+
+def _is_long_direction(direction_obj: Any) -> bool:
+    s = str(direction_obj or "")
+    return "LONG" in s.upper() or "多" in s
+
+
 class CtpBridge:
     def __init__(self) -> None:
         self._engine = None
@@ -242,6 +255,84 @@ class CtpBridge:
             return
         self.connect(mode)
 
+    def require_connected(self, mode: str) -> None:
+        """报单前检查：须已连接，不在此发起阻塞式 connect。"""
+        if self._connect_in_progress:
+            raise RuntimeError("CTP 连接中，请稍候再下单")
+        if self._connected_mode != mode or not self.ping():
+            raise RuntimeError("请先连接 CTP（持仓监控页点击「连接 CTP」）")
+        if not self._td_logged_in():
+            raise RuntimeError("CTP 交易通道未登录，请重连 CTP 后再下单")
+
+    def _td_logged_in(self) -> bool:
+        try:
+            gw = self._engine.get_gateway(GATEWAY_NAME)
+            td = gw.td_api
+            return bool(getattr(td, "login_status", False))
+        except Exception:
+            return False
+
+    def _find_position(self, sym: str, ex_name: str, hold_direction: str) -> Any:
+        if not self._engine:
+            return None
+        sym_l = sym.lower()
+        ex_u = ex_name.upper()
+        want_long = hold_direction == "long"
+        try:
+            for pos in self._engine.get_all_positions():
+                ps = (getattr(pos, "symbol", "") or "").lower()
+                pe = getattr(pos, "exchange", None)
+                pe_s = str(pe.value if hasattr(pe, "value") else pe or "").upper()
+                if ps != sym_l or pe_s != ex_u:
+                    continue
+                vol = int(getattr(pos, "volume", 0) or 0)
+                if vol <= 0:
+                    continue
+                is_long = _is_long_direction(getattr(pos, "direction", None))
+                if is_long == want_long:
+                    return pos
+        except Exception as exc:
+            logger.debug("find position: %s", exc)
+        return None
+
+    def _resolve_close_offset(self, sym: str, ex_name: str, hold_direction: str, lots: int) -> Any:
+        from vnpy.trader.constant import Offset
+
+        if ex_name not in ("CZCE", "CFFEX"):
+            return Offset.CLOSE
+        pos = self._find_position(sym, ex_name, hold_direction)
+        if not pos:
+            return Offset.CLOSE
+        vol = int(getattr(pos, "volume", 0) or 0)
+        yd = int(getattr(pos, "yd_volume", 0) or 0)
+        today = max(0, vol - yd)
+        if today >= lots:
+            return Offset.CLOSETODAY
+        return Offset.CLOSEYESTERDAY
+
+    def _aggressive_limit_price(
+        self,
+        ths_code: str,
+        sym: str,
+        ex_name: str,
+        direction: Any,
+        tick: float,
+        fallback: float,
+    ) -> float:
+        from vnpy.trader.constant import Direction
+
+        self.subscribe_symbol(ths_code)
+        lp = fallback
+        detail = self.get_tick_detail(ths_code, mode=self._connected_mode or "")
+        if detail.get("price"):
+            lp = float(detail["price"])
+        slip = max(tick, tick * 3)
+        if direction == Direction.LONG:
+            lp = lp + slip
+        else:
+            lp = max(tick, lp - slip)
+        return round_to_tick(lp, tick)
+
     def ping(self) -> bool:
         """检测连接是否仍有效；无效则清除 connected 状态。"""
         if not self._engine or not self._connected_mode:
@@ -684,10 +775,13 @@ class CtpBridge:
 
         if not self._engine:
             raise RuntimeError("CTP 未初始化")
+        if not self._td_logged_in():
+            raise RuntimeError("CTP 交易通道未登录，请重连后再下单")
+
         sym, ex_name = ths_to_vnpy_symbol(ths_code)
         exchange = to_vnpy_exchange(ex_name)
         lots = max(1, int(lots))
-        price = float(price)
+        tick = float(get_contract_spec(ths_code).get("tick_size") or 1.0)
 
         offset = (offset or "open").lower()
         direction = (direction or "long").lower()
@@ -696,16 +790,23 @@ class CtpBridge:
             d = Direction.LONG if direction == "long" or offset == "open_long" else Direction.SHORT
             off = Offset.OPEN
         elif offset in ("close", "close_long", "close_short"):
-            # 平多 = 卖；平空 = 买
+            hold = "long" if direction == "long" or offset == "close_long" else "short"
-            if direction == "long" or offset == "close_long":
+            if hold == "long":
                 d = Direction.SHORT
             else:
                 d = Direction.LONG
-            off = Offset.CLOSE
+            off = self._resolve_close_offset(sym, ex_name, hold, lots)
         else:
             raise ValueError(f"未知开平: {offset}")
 
-        ot = OrderType.MARKET if (order_type or "limit").lower() == "market" else OrderType.LIMIT
+        use_market = (order_type or "limit").lower() == "market"
+        ot = OrderType.LIMIT
+        if use_market:
+            price = self._aggressive_limit_price(ths_code, sym, ex_name, d, tick, price)
+        else:
+            price = round_to_tick(float(price), tick)
+        if price <= 0:
+            raise ValueError("委托价格无效，请检查行情或手动填写价格")
 
         req = OrderRequest(
             symbol=sym,
@@ -716,9 +817,13 @@ class CtpBridge:
             price=price,
             offset=off,
         )
+        logger.info(
+            "CTP 报单 %s %s %s %s手 @%s offset=%s type=%s",
+            sym, ex_name, d, lots, price, off, ot,
+        )
         vt_orderid = self._engine.send_order(req, GATEWAY_NAME)
         if not vt_orderid:
-            raise RuntimeError("CTP 拒单或未返回委托号")
+            raise RuntimeError("CTP 拒单或未返回委托号（请检查合约代码、价格是否为最小变动价位整数倍）")
         return str(vt_orderid)
 
 
@@ -849,7 +954,7 @@ def execute_order(
             f"模拟盘需配置 .env 中 SIMNOW_USER / SIMNOW_PASSWORD 等"
         )
     b = get_bridge()
-    b.ensure_connected(mode)
+    b.require_connected(mode)
     order_id = b.send_order(
         ths_code=symbol,
         offset=offset,