feat: 导航开关与 CTP 柜台手续费

系统设置可开关五类导航;手续费默认从 CTP 查询同步,本地/AKShare 作离线兜底;补充 FEES.md。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-24 12:19:56 +08:00
parent ca894dfd4d
commit 528d9811e3
13 changed files with 523 additions and 48 deletions
+75 -4
View File
@@ -22,17 +22,21 @@ from flask import (
)
from werkzeug.security import check_password_hash, generate_password_hash
from functools import wraps
from symbols import search_symbols, ths_to_codes, list_main_contracts_grouped, refresh_main_index
from contract_specs import calc_position_metrics
from fee_specs import (
calc_fee_breakdown,
calc_round_trip_fee,
get_fee_multiplier,
get_fee_source_mode,
list_all_fee_rates,
load_fee_rates_from_json,
upsert_fee_rate,
)
from fee_sync import sync_fees_from_akshare
from nav_settings import NAV_TOGGLES, get_nav_items, nav_enabled, save_nav_items
from contract_profile import get_contract_profile
from stats_engine import STATS_VIEWS, load_stats_cache, refresh_stats_cache
from kline_store import ensure_kline_tables
@@ -183,6 +187,28 @@ def set_setting(key: str, value: str):
conn.close()
def require_nav(key: str):
"""导航项关闭时拒绝访问对应页面。"""
def decorator(f):
@wraps(f)
def wrapped(*args, **kwargs):
if not nav_enabled(get_setting, key):
flash("该页面已在系统设置中关闭")
return redirect(url_for("positions"))
return f(*args, **kwargs)
return wrapped
return decorator
@app.context_processor
def inject_globals():
return {"nav_items": get_nav_items(get_setting)}
def _trading_mode() -> str:
return (get_setting("trading_mode", "simulation") or "simulation").strip()
def touch_stats_cache():
try:
conn = get_db()
@@ -311,6 +337,13 @@ def init_db():
(key TEXT PRIMARY KEY,
data_json TEXT NOT NULL,
updated_at TEXT NOT NULL)''')
for sql in (
"ALTER TABLE fee_rates ADD COLUMN source TEXT DEFAULT 'local'",
):
try:
c.execute(sql)
except sqlite3.OperationalError:
pass
ensure_kline_tables(conn)
init_strategy_tables(conn)
from risk.account_risk_lib import ensure_account_risk_schema
@@ -339,6 +372,8 @@ def init_db():
set_setting("position_sizing_mode", "risk")
if not get_setting("risk_percent"):
set_setting("risk_percent", "1")
if not get_setting("fee_source_mode"):
set_setting("fee_source_mode", "ctp")
conn = get_db()
fee_cnt = conn.execute("SELECT COUNT(*) FROM fee_rates").fetchone()[0]
conn.close()
@@ -768,6 +803,7 @@ def api_position_live():
close_est = mark if mark is not None else entry
fee_info = calc_fee_breakdown(
sym, entry, close_est, lots, r["open_time"] or "", now_iso,
trading_mode=_trading_mode(),
)
est_net = None
if metrics.get("float_pnl") is not None:
@@ -796,11 +832,14 @@ def api_position_live():
@login_required
def index():
return redirect(url_for("plans"))
if nav_enabled(get_setting, "plans"):
return redirect(url_for("plans"))
return redirect(url_for("positions"))
@app.route("/plans")
@login_required
@require_nav("plans")
def plans():
today = today_str()
start = request.args.get("start", "")
@@ -962,7 +1001,7 @@ def close_position(pid):
capital = float(get_setting("live_capital", "0") or 0)
metrics = calc_position_metrics(direction, entry, sl, tp, lots, close_price, capital, sym)
pnl = metrics.get("float_pnl") or 0.0
fee = calc_round_trip_fee(sym, entry, close_price, lots, open_time, close_time)
fee = calc_round_trip_fee(sym, entry, close_price, lots, open_time, close_time, trading_mode=_trading_mode())
pnl_net = round(pnl - fee, 2)
result = classify_close_result(direction, close_price, sl, tp)
minutes = holding_to_minutes(open_time, close_time)
@@ -1196,6 +1235,7 @@ def add_review():
gross_pnl = spec_mult.get("float_pnl")
fee = calc_round_trip_fee(
symbol, entry_price or 0, close_price or 0, lots, open_time, close_time,
trading_mode=_trading_mode(),
)
pnl_net = round((gross_pnl or 0) - fee, 2) if gross_pnl is not None else None
@@ -1337,6 +1377,7 @@ def api_stats_refresh():
@app.route("/market")
@login_required
@require_nav("market")
def market_page():
symbol = request.args.get("symbol", "").strip()
period = request.args.get("period", "15m").strip()
@@ -1425,6 +1466,7 @@ def api_market_quote():
@app.route("/contract")
@login_required
@require_nav("contract")
def contract_profile_page():
symbol = request.args.get("symbol", "").strip()
profile = None
@@ -1462,10 +1504,23 @@ def api_contract_profile():
@app.route("/fees", methods=["GET", "POST"])
@login_required
@require_nav("fees")
def fees():
from trading_context import get_trading_mode
from ctp_fee_sync import sync_fees_from_ctp
from vnpy_bridge import ctp_status
mode = get_trading_mode(get_setting)
if request.method == "POST":
action = request.form.get("action")
if action == "multiplier":
if action == "fee_source":
fs = request.form.get("fee_source_mode", "ctp").strip()
set_setting("fee_source_mode", fs if fs in ("ctp", "local") else "ctp")
flash("手续费数据源已保存")
elif action == "sync_ctp":
count, msg = sync_fees_from_ctp(mode)
flash(msg)
elif action == "multiplier":
try:
mult = float(request.form.get("fee_multiplier", "2"))
if mult < 0:
@@ -1496,13 +1551,22 @@ def fees():
"close_yesterday_ratio": float(request.form.get("close_yesterday_ratio") or 0),
"close_today_fixed": float(request.form.get("close_today_fixed") or 0),
"close_today_ratio": float(request.form.get("close_today_ratio") or 0),
"source": "manual",
})
flash(f"已保存 {product} 费率")
return redirect(url_for("fees"))
rates = list_all_fee_rates()
multiplier = get_setting("fee_multiplier", "2")
return render_template("fees.html", rates=rates, multiplier=multiplier)
fee_source_mode = get_fee_source_mode()
ctp_st = ctp_status(mode)
return render_template(
"fees.html",
rates=rates,
multiplier=multiplier,
fee_source_mode=fee_source_mode,
ctp_connected=bool(ctp_st.get("connected")),
)
@app.route("/settings", methods=["GET", "POST"])
@@ -1541,6 +1605,10 @@ def settings():
flash("风险比例无效")
return redirect(url_for("settings"))
flash("交易模式已保存")
elif action == "nav":
items = {k: request.form.get(f"nav_{k}") == "on" for k in NAV_TOGGLES}
save_nav_items(set_setting, items)
flash("导航显示已保存")
elif action == "password":
old_p = request.form.get("old_password", "")
new_p = request.form.get("new_password", "")
@@ -1569,12 +1637,15 @@ def settings():
trading_mode=get_setting("trading_mode", "simulation"),
position_sizing_mode=get_setting("position_sizing_mode", "risk"),
risk_percent=get_setting("risk_percent", "1"),
nav_items=get_nav_items(get_setting),
nav_toggles=NAV_TOGGLES,
)
install_trading(
app,
login_required=login_required,
require_nav=require_nav,
get_db=get_db,
get_setting=get_setting,
set_setting=set_setting,