feat: 行情K线优先CTP tick聚合，修复手续费同步主力列表解析

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

ctp_kline.py

@@ -0,0 +1,84 @@
+"""CTP tick 聚合 K 线（1 分钟为基础，再合成各周期）。"""
+from __future__ import annotations
+
+import logging
+from typing import Optional
+
+from kline_chart import (
+    PERIOD_MINUTES,
+    _aggregate_bars,
+    _bar_datetime,
+    _merge_bars,
+    _timeshare_session,
+    _weekly_from_daily,
+)
+
+logger = logging.getLogger(__name__)
+
+PERIOD_AGG = {
+    "2m": 2,
+    "3m": 3,
+    "5m": 5,
+    "15m": 15,
+    "30m": 30,
+    "1h": 60,
+    "2h": 120,
+    "4h": 240,
+}
+
+
+def _daily_from_1m(bars_1m: list) -> list:
+    if not bars_1m:
+        return []
+    buckets: dict[str, list] = {}
+    for bar in bars_1m:
+        dt = _bar_datetime(bar)
+        if not dt:
+            continue
+        key = dt.strftime("%Y-%m-%d")
+        buckets.setdefault(key, []).append(bar)
+    out = []
+    for day in sorted(buckets.keys()):
+        chunk = buckets[day]
+        merged = _merge_bars(chunk)
+        merged["d"] = day + " 15:00:00"
+        out.append(merged)
+    return out
+
+
+def compose_period_bars(bars_1m: list, period: str) -> list:
+    p = (period or "15m").lower()
+    if p == "timeshare":
+        return _timeshare_session(bars_1m)
+    if p in ("1d", "d"):
+        return _daily_from_1m(bars_1m)
+    if p == "w":
+        return _weekly_from_daily(_daily_from_1m(bars_1m))
+    if p == "1m":
+        return list(bars_1m)
+    n = PERIOD_AGG.get(p)
+    if n:
+        return _aggregate_bars(bars_1m, n)
+    if p in PERIOD_MINUTES:
+        try:
+            n = int(PERIOD_MINUTES[p])
+            return _aggregate_bars(bars_1m, n)
+        except (TypeError, ValueError):
+            pass
+    return list(bars_1m)
+
+
+def fetch_ctp_klines(symbol: str, period: str, mode: str) -> Optional[list]:
+    """CTP 已连接时由 tick 聚合 K 线；失败返回 None。"""
+    try:
+        from vnpy_bridge import ctp_status, get_bridge
+
+        if not ctp_status(mode).get("connected"):
+            return None
+        bars_1m = get_bridge().get_kline_bars_1m(symbol, mode=mode)
+        if not bars_1m:
+            return None
+        return compose_period_bars(bars_1m, period)
+    except Exception as exc:
+        logger.debug("fetch_ctp_klines %s %s: %s", symbol, period, exc)
+        return None