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feat: 导航开关与 CTP 柜台手续费

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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
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fee_specs.py
+86 -29
View File
@@ -1,4 +1,4 @@
"""期货手续费：本地费率表 + 开平合计估算（模拟盘参考）。"""
"""期货手续费：优先 CTP 柜台费率，本地/AKShare 为离线兜底。"""
import json
import os
import re
@@ -51,31 +51,79 @@ def get_fee_multiplier() -> float:
return 2.0
def get_fee_spec(ths_code: str) -> dict:
def get_fee_source_mode() -> str:
"""ctp=优先柜台同步费率；local=本地/AKShare 表。"""
conn = _get_db()
row = conn.execute(
"SELECT value FROM settings WHERE key='fee_source_mode'"
).fetchone()
conn.close()
mode = (row["value"] if row else "ctp") or "ctp"
return mode if mode in ("ctp", "local") else "ctp"
def _row_to_spec(row, mult: int) -> dict:
return {
"product": row["product"],
"exchange": row["exchange"] or "",
"mult": int(row["mult"] or mult),
"open_fixed": float(row["open_fixed"] or 0),
"open_ratio": float(row["open_ratio"] or 0),
"close_yesterday_fixed": float(row["close_yesterday_fixed"] or 0),
"close_yesterday_ratio": float(row["close_yesterday_ratio"] or 0),
"close_today_fixed": float(row["close_today_fixed"] or 0),
"close_today_ratio": float(row["close_today_ratio"] or 0),
"source": row["source"] if "source" in row.keys() else "local",
}
def get_fee_spec(ths_code: str, *, trading_mode: str = "simulation") -> dict:
product = product_from_code(ths_code)
if not product:
spec = get_contract_spec(ths_code)
return {**DEFAULT_FEE, "mult": spec["mult"], "product": "", "exchange": ""}
conn = _get_db()
row = conn.execute(
"SELECT * FROM fee_rates WHERE product=?", (product,)
).fetchone()
conn.close()
return {**DEFAULT_FEE, "mult": spec["mult"], "product": "", "exchange": "", "source": "default"}
mult = get_contract_spec(ths_code)["mult"]
if row:
return {
"product": product,
"exchange": row["exchange"] or "",
"mult": int(row["mult"] or mult),
"open_fixed": float(row["open_fixed"] or 0),
"open_ratio": float(row["open_ratio"] or 0),
"close_yesterday_fixed": float(row["close_yesterday_fixed"] or 0),
"close_yesterday_ratio": float(row["close_yesterday_ratio"] or 0),
"close_today_fixed": float(row["close_today_fixed"] or 0),
"close_today_ratio": float(row["close_today_ratio"] or 0),
}
source_mode = get_fee_source_mode()
conn = _get_db()
if source_mode == "ctp":
row = conn.execute(
"SELECT * FROM fee_rates WHERE product=? AND source='ctp'",
(product,),
).fetchone()
if not row:
row = conn.execute(
"SELECT * FROM fee_rates WHERE product=? ORDER BY CASE source WHEN 'ctp' THEN 0 ELSE 1 END",
(product,),
).fetchone()
conn.close()
if row:
return _row_to_spec(row, mult)
# 按需向 CTP 查询
try:
from ctp_fee_sync import sync_fee_for_symbol
fields = sync_fee_for_symbol(trading_mode, ths_code)
if fields:
return {"product": product, **fields}
except Exception:
pass
conn = _get_db()
row = conn.execute(
"SELECT * FROM fee_rates WHERE product=?", (product,)
).fetchone()
conn.close()
if row:
spec = _row_to_spec(row, mult)
spec["source"] = spec.get("source") or "local_fallback"
return spec
else:
row = conn.execute(
"SELECT * FROM fee_rates WHERE product=?", (product,)
).fetchone()
conn.close()
if row:
return _row_to_spec(row, mult)
if product in _INDEX_PRODUCTS:
return {
@@ -95,6 +143,7 @@ def get_fee_spec(ths_code: str) -> dict:
"exchange": "",
"mult": mult,
**DEFAULT_FEE,
"source": "default",
}
@@ -126,10 +175,11 @@ def calc_round_trip_fee(
lots: float,
open_time: str = "",
close_time: str = "",
trading_mode: str = "simulation",
) -> float:
if not entry_price or not close_price:
return 0.0
spec = get_fee_spec(ths_code)
spec = get_fee_spec(ths_code, trading_mode=trading_mode)
mult = spec["mult"]
lots = lots or 1.0
@@ -157,8 +207,9 @@ def calc_fee_breakdown(
lots: float,
open_time: str = "",
close_time: str = "",
trading_mode: str = "simulation",
) -> dict:
spec = get_fee_spec(ths_code)
spec = get_fee_spec(ths_code, trading_mode=trading_mode)
mult = spec["mult"]
lots = lots or 1.0
open_fee = calc_side_fee(
@@ -184,6 +235,7 @@ def calc_fee_breakdown(
"close_type": close_type,
"total_fee": total,
"same_day": same_day,
"fee_source": spec.get("source", "local"),
}
@@ -204,8 +256,8 @@ def load_fee_rates_from_json(path: Optional[str] = None) -> int:
(product, exchange, mult,
open_fixed, open_ratio,
close_yesterday_fixed, close_yesterday_ratio,
close_today_fixed, close_today_ratio, updated_at)
VALUES (?,?,?,?,?,?,?,?,?,?)
close_today_fixed, close_today_ratio, updated_at, source)
VALUES (?,?,?,?,?,?,?,?,?,?,?)
ON CONFLICT(product) DO UPDATE SET
exchange=excluded.exchange, mult=excluded.mult,
open_fixed=excluded.open_fixed, open_ratio=excluded.open_ratio,
@@ -213,7 +265,8 @@ def load_fee_rates_from_json(path: Optional[str] = None) -> int:
close_yesterday_ratio=excluded.close_yesterday_ratio,
close_today_fixed=excluded.close_today_fixed,
close_today_ratio=excluded.close_today_ratio,
updated_at=excluded.updated_at""",
updated_at=excluded.updated_at,
source=excluded.source""",
(
product.lower(),
item.get("exchange", ""),
@@ -225,6 +278,7 @@ def load_fee_rates_from_json(path: Optional[str] = None) -> int:
float(item.get("close_today_fixed") or 0),
float(item.get("close_today_ratio") or 0),
now,
item.get("source", "json"),
),
)
count += 1
@@ -246,13 +300,14 @@ def upsert_fee_rate(product: str, fields: dict) -> None:
product = product.lower().strip()
conn = _get_db()
now = datetime.now().isoformat(timespec="seconds")
source = fields.get("source", "manual")
conn.execute(
"""INSERT INTO fee_rates
(product, exchange, mult,
open_fixed, open_ratio,
close_yesterday_fixed, close_yesterday_ratio,
close_today_fixed, close_today_ratio, updated_at)
VALUES (?,?,?,?,?,?,?,?,?,?)
close_today_fixed, close_today_ratio, updated_at, source)
VALUES (?,?,?,?,?,?,?,?,?,?,?)
ON CONFLICT(product) DO UPDATE SET
exchange=excluded.exchange, mult=excluded.mult,
open_fixed=excluded.open_fixed, open_ratio=excluded.open_ratio,
@@ -260,7 +315,8 @@ def upsert_fee_rate(product: str, fields: dict) -> None:
close_yesterday_ratio=excluded.close_yesterday_ratio,
close_today_fixed=excluded.close_today_fixed,
close_today_ratio=excluded.close_today_ratio,
updated_at=excluded.updated_at""",
updated_at=excluded.updated_at,
source=excluded.source""",
(
product,
fields.get("exchange", ""),
@@ -272,6 +328,7 @@ def upsert_fee_rate(product: str, fields: dict) -> None:
float(fields.get("close_today_fixed") or 0),
float(fields.get("close_today_ratio") or 0),
now,
source,
),
)
conn.commit()