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
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@@ -22,17 +22,21 @@ from flask import (
) )
from werkzeug.security import check_password_hash, generate_password_hash 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 symbols import search_symbols, ths_to_codes, list_main_contracts_grouped, refresh_main_index
from contract_specs import calc_position_metrics from contract_specs import calc_position_metrics
from fee_specs import ( from fee_specs import (
calc_fee_breakdown, calc_fee_breakdown,
calc_round_trip_fee, calc_round_trip_fee,
get_fee_multiplier, get_fee_multiplier,
get_fee_source_mode,
list_all_fee_rates, list_all_fee_rates,
load_fee_rates_from_json, load_fee_rates_from_json,
upsert_fee_rate, upsert_fee_rate,
) )
from fee_sync import sync_fees_from_akshare 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 contract_profile import get_contract_profile
from stats_engine import STATS_VIEWS, load_stats_cache, refresh_stats_cache from stats_engine import STATS_VIEWS, load_stats_cache, refresh_stats_cache
from kline_store import ensure_kline_tables from kline_store import ensure_kline_tables
@@ -183,6 +187,28 @@ def set_setting(key: str, value: str):
conn.close() 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(): def touch_stats_cache():
try: try:
conn = get_db() conn = get_db()
@@ -311,6 +337,13 @@ def init_db():
(key TEXT PRIMARY KEY, (key TEXT PRIMARY KEY,
data_json TEXT NOT NULL, data_json TEXT NOT NULL,
updated_at 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) ensure_kline_tables(conn)
init_strategy_tables(conn) init_strategy_tables(conn)
from risk.account_risk_lib import ensure_account_risk_schema from risk.account_risk_lib import ensure_account_risk_schema
@@ -339,6 +372,8 @@ def init_db():
set_setting("position_sizing_mode", "risk") set_setting("position_sizing_mode", "risk")
if not get_setting("risk_percent"): if not get_setting("risk_percent"):
set_setting("risk_percent", "1") set_setting("risk_percent", "1")
if not get_setting("fee_source_mode"):
set_setting("fee_source_mode", "ctp")
conn = get_db() conn = get_db()
fee_cnt = conn.execute("SELECT COUNT(*) FROM fee_rates").fetchone()[0] fee_cnt = conn.execute("SELECT COUNT(*) FROM fee_rates").fetchone()[0]
conn.close() conn.close()
@@ -768,6 +803,7 @@ def api_position_live():
close_est = mark if mark is not None else entry close_est = mark if mark is not None else entry
fee_info = calc_fee_breakdown( fee_info = calc_fee_breakdown(
sym, entry, close_est, lots, r["open_time"] or "", now_iso, sym, entry, close_est, lots, r["open_time"] or "", now_iso,
trading_mode=_trading_mode(),
) )
est_net = None est_net = None
if metrics.get("float_pnl") is not None: if metrics.get("float_pnl") is not None:
@@ -796,11 +832,14 @@ def api_position_live():
@login_required @login_required
def index(): 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") @app.route("/plans")
@login_required @login_required
@require_nav("plans")
def plans(): def plans():
today = today_str() today = today_str()
start = request.args.get("start", "") start = request.args.get("start", "")
@@ -962,7 +1001,7 @@ def close_position(pid):
capital = float(get_setting("live_capital", "0") or 0) capital = float(get_setting("live_capital", "0") or 0)
metrics = calc_position_metrics(direction, entry, sl, tp, lots, close_price, capital, sym) metrics = calc_position_metrics(direction, entry, sl, tp, lots, close_price, capital, sym)
pnl = metrics.get("float_pnl") or 0.0 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) pnl_net = round(pnl - fee, 2)
result = classify_close_result(direction, close_price, sl, tp) result = classify_close_result(direction, close_price, sl, tp)
minutes = holding_to_minutes(open_time, close_time) minutes = holding_to_minutes(open_time, close_time)
@@ -1196,6 +1235,7 @@ def add_review():
gross_pnl = spec_mult.get("float_pnl") gross_pnl = spec_mult.get("float_pnl")
fee = calc_round_trip_fee( fee = calc_round_trip_fee(
symbol, entry_price or 0, close_price or 0, lots, open_time, close_time, 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 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") @app.route("/market")
@login_required @login_required
@require_nav("market")
def market_page(): def market_page():
symbol = request.args.get("symbol", "").strip() symbol = request.args.get("symbol", "").strip()
period = request.args.get("period", "15m").strip() period = request.args.get("period", "15m").strip()
@@ -1425,6 +1466,7 @@ def api_market_quote():
@app.route("/contract") @app.route("/contract")
@login_required @login_required
@require_nav("contract")
def contract_profile_page(): def contract_profile_page():
symbol = request.args.get("symbol", "").strip() symbol = request.args.get("symbol", "").strip()
profile = None profile = None
@@ -1462,10 +1504,23 @@ def api_contract_profile():
@app.route("/fees", methods=["GET", "POST"]) @app.route("/fees", methods=["GET", "POST"])
@login_required @login_required
@require_nav("fees")
def 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": if request.method == "POST":
action = request.form.get("action") 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: try:
mult = float(request.form.get("fee_multiplier", "2")) mult = float(request.form.get("fee_multiplier", "2"))
if mult < 0: if mult < 0:
@@ -1496,13 +1551,22 @@ def fees():
"close_yesterday_ratio": float(request.form.get("close_yesterday_ratio") or 0), "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_fixed": float(request.form.get("close_today_fixed") or 0),
"close_today_ratio": float(request.form.get("close_today_ratio") or 0), "close_today_ratio": float(request.form.get("close_today_ratio") or 0),
"source": "manual",
}) })
flash(f"已保存 {product} 费率") flash(f"已保存 {product} 费率")
return redirect(url_for("fees")) return redirect(url_for("fees"))
rates = list_all_fee_rates() rates = list_all_fee_rates()
multiplier = get_setting("fee_multiplier", "2") 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"]) @app.route("/settings", methods=["GET", "POST"])
@@ -1541,6 +1605,10 @@ def settings():
flash("风险比例无效") flash("风险比例无效")
return redirect(url_for("settings")) return redirect(url_for("settings"))
flash("交易模式已保存") 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": elif action == "password":
old_p = request.form.get("old_password", "") old_p = request.form.get("old_password", "")
new_p = request.form.get("new_password", "") new_p = request.form.get("new_password", "")
@@ -1569,12 +1637,15 @@ def settings():
trading_mode=get_setting("trading_mode", "simulation"), trading_mode=get_setting("trading_mode", "simulation"),
position_sizing_mode=get_setting("position_sizing_mode", "risk"), position_sizing_mode=get_setting("position_sizing_mode", "risk"),
risk_percent=get_setting("risk_percent", "1"), risk_percent=get_setting("risk_percent", "1"),
nav_items=get_nav_items(get_setting),
nav_toggles=NAV_TOGGLES,
) )
install_trading( install_trading(
app, app,
login_required=login_required, login_required=login_required,
require_nav=require_nav,
get_db=get_db, get_db=get_db,
get_setting=get_setting, get_setting=get_setting,
set_setting=set_setting, set_setting=set_setting,
+103
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@@ -0,0 +1,103 @@
"""从 CTP 柜台同步手续费率(SimNow / 期货公司)。"""
from __future__ import annotations
import logging
import re
import time
from typing import Optional
from contract_specs import get_contract_spec
from fee_specs import upsert_fee_rate
from vnpy_bridge import get_bridge
logger = logging.getLogger(__name__)
def _product_from_instrument(instrument_id: str) -> str:
m = re.match(r"^([A-Za-z]+)", instrument_id or "")
return m.group(1).lower() if m else ""
def ctp_commission_to_fee_fields(data: dict, ths_code: str) -> dict:
"""CTP OnRspQryInstrumentCommissionRate → fee_rates 字段。"""
mult = int(get_contract_spec(ths_code)["mult"])
exchange = str(data.get("ExchangeID") or "").strip()
return {
"exchange": exchange,
"mult": mult,
"open_fixed": float(data.get("OpenRatioByVolume") or 0),
"open_ratio": float(data.get("OpenRatioByMoney") or 0),
"close_yesterday_fixed": float(data.get("CloseRatioByVolume") or 0),
"close_yesterday_ratio": float(data.get("CloseRatioByMoney") or 0),
"close_today_fixed": float(data.get("CloseTodayRatioByVolume") or 0),
"close_today_ratio": float(data.get("CloseTodayRatioByMoney") or 0),
"source": "ctp",
}
def sync_fees_from_ctp(mode: str, *, max_symbols: int = 80) -> tuple[int, str]:
"""CTP 已连接时,按主力合约查询手续费并写入 fee_ratessource=ctp)。"""
bridge = get_bridge()
if not bridge.available():
return 0, "vnpy 未安装"
if bridge.connected_mode != mode:
return 0, "请先连接 CTP"
if not bridge.ping():
return 0, "CTP 连接无效,请重连"
from symbols import list_main_contracts_grouped
mains = list_main_contracts_grouped()
symbols: list[str] = []
for g in mains:
ths = (g.get("ths") or g.get("code") or "").strip()
if ths:
symbols.append(ths)
symbols = symbols[:max_symbols]
if not symbols:
return 0, "无主力合约列表"
seen: set[str] = set()
ok = 0
errors = 0
for ths in symbols:
product = _product_from_instrument(ths)
if not product or product in seen:
continue
seen.add(product)
try:
raw = bridge.query_instrument_commission(ths, mode=mode)
if not raw:
errors += 1
continue
fields = ctp_commission_to_fee_fields(raw, ths)
upsert_fee_rate(product, fields)
ok += 1
time.sleep(0.35)
except Exception as exc:
logger.debug("CTP fee sync %s: %s", ths, exc)
errors += 1
if ok == 0:
return 0, f"CTP 未返回手续费率(失败 {errors} 次),请确认柜台支持查询"
msg = f"已从 CTP 同步 {ok} 个品种手续费"
if errors:
msg += f"{errors} 个跳过)"
return ok, msg
def sync_fee_for_symbol(mode: str, ths_code: str) -> Optional[dict]:
"""单品种按需从 CTP 拉取并缓存。"""
bridge = get_bridge()
if bridge.connected_mode != mode or not bridge.ping():
return None
raw = bridge.query_instrument_commission(ths_code, mode=mode)
if not raw:
return None
product = _product_from_instrument(ths_code)
if not product:
return None
fields = ctp_commission_to_fee_fields(raw, ths_code)
upsert_fee_rate(product, fields)
return fields
+1
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@@ -403,5 +403,6 @@ pm2 restart qihuo
- [功能说明文档](./FEATURES.md) - [功能说明文档](./FEATURES.md)
- [SimNow 注册与接入说明](./SIMNOW.md) - [SimNow 注册与接入说明](./SIMNOW.md)
- [手续费与导航设置](./FEES.md)
- [交易与 SimNow 配置](./TRADING.md) - [交易与 SimNow 配置](./TRADING.md)
- [README](../README.md) - [README](../README.md)
+3 -1
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@@ -304,7 +304,9 @@ API`GET /api/contract_profile?symbol=rb2510` 返回 JSON。
| `trade_logs` | 平仓交易记录(含 fee、pnl_net | | `trade_logs` | 平仓交易记录(含 fee、pnl_net |
| `trade_records` | 计划/关键位自动止盈止损记录 | | `trade_records` | 计划/关键位自动止盈止损记录 |
| `review_records` | 复盘记录(含 fee、pnl_net | | `review_records` | 复盘记录(含 fee、pnl_net |
| `fee_rates` | 品种手续费本地配置 | | `fee_rates` | 品种手续费`source`ctp / akshare / json / manual |
手续费默认 **CTP 柜台** 费率,见 [FEES.md](./FEES.md)。
数据库文件:`futures.db`(项目根目录,运行后生成)。 数据库文件:`futures.db`(项目根目录,运行后生成)。
+74
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@@ -0,0 +1,74 @@
# 手续费与导航设置
## 手续费数据源
| 模式 | 说明 |
|------|------|
| **CTP 柜台**(默认) | 连接 SimNow/实盘 CTP 后,通过 `ReqQryInstrumentCommissionRate` 查询柜台费率并缓存到 `fee_rates``source=ctp` |
| **本地 / AKShare** | 使用 `data/fee_rates.json` 或 AKShare 交易所参考表 × 倍率,仅作离线估算 |
### 计算公式
```
单边手续费 = 固定(元/手) × 手数 + 比例 × 成交价 × 合约乘数 × 手数
往返手续费 = 开仓费 + 平仓费(同日持仓用平今,否则平昨)
```
CTP 返回字段映射:
| CTP 字段 | 本地字段 |
|----------|----------|
| OpenRatioByVolume | open_fixed |
| OpenRatioByMoney | open_ratio |
| CloseRatioByVolume | close_yesterday_fixed |
| CloseRatioByMoney | close_yesterday_ratio |
| CloseTodayRatioByVolume | close_today_fixed |
| CloseTodayRatioByMoney | close_today_ratio |
### 同步时机
1. **连接 CTP 成功后** — 后台自动同步主力合约费率(约 60 个品种)
2. **手续费配置页** — 点击「从 CTP 同步费率」
3. **按需查询** — 计算某品种手续费时,若缓存无 CTP 费率则单品种查询
### 配置路径
- 系统设置 → **手续费配置**(可在导航中开关显示)
- 选择「计费依据」→ 保存
- CTP 已连接时点击「从 CTP 同步费率」
---
## 导航显示开关
**系统设置 → 导航显示** 可单独开关以下顶栏入口:
| 开关 key | 菜单名 |
|----------|--------|
| `fees` | 手续费配置 |
| `contract` | 品种简介 |
| `plans` | 开单计划 |
| `market` | 行情K线 |
| `strategy` | 策略交易 |
关闭后:
- 顶栏不显示该链接
- 直接访问对应 URL 会提示并跳转到 **持仓监控**
始终显示的入口:持仓监控、关键位监控、交易记录与复盘、统计分析、系统设置。
设置保存在 SQLite `settings.nav_items`JSON)。
---
## 相关文件
| 文件 | 说明 |
|------|------|
| `fee_specs.py` | 费率查询与计算 |
| `ctp_fee_sync.py` | CTP 费率同步 |
| `nav_settings.py` | 导航开关 |
| `vnpy_bridge.py` | CTP 连接与费率查询 |
详见 [DEPLOY.md](./DEPLOY.md)、[TRADING.md](./TRADING.md)。
+86 -29
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@@ -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 json
import os import os
import re import re
@@ -51,31 +51,79 @@ def get_fee_multiplier() -> float:
return 2.0 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) product = product_from_code(ths_code)
if not product: if not product:
spec = get_contract_spec(ths_code) spec = get_contract_spec(ths_code)
return {**DEFAULT_FEE, "mult": spec["mult"], "product": "", "exchange": ""} return {**DEFAULT_FEE, "mult": spec["mult"], "product": "", "exchange": "", "source": "default"}
conn = _get_db()
row = conn.execute(
"SELECT * FROM fee_rates WHERE product=?", (product,)
).fetchone()
conn.close()
mult = get_contract_spec(ths_code)["mult"] mult = get_contract_spec(ths_code)["mult"]
if row: source_mode = get_fee_source_mode()
return { conn = _get_db()
"product": product,
"exchange": row["exchange"] or "", if source_mode == "ctp":
"mult": int(row["mult"] or mult), row = conn.execute(
"open_fixed": float(row["open_fixed"] or 0), "SELECT * FROM fee_rates WHERE product=? AND source='ctp'",
"open_ratio": float(row["open_ratio"] or 0), (product,),
"close_yesterday_fixed": float(row["close_yesterday_fixed"] or 0), ).fetchone()
"close_yesterday_ratio": float(row["close_yesterday_ratio"] or 0), if not row:
"close_today_fixed": float(row["close_today_fixed"] or 0), row = conn.execute(
"close_today_ratio": float(row["close_today_ratio"] or 0), "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: if product in _INDEX_PRODUCTS:
return { return {
@@ -95,6 +143,7 @@ def get_fee_spec(ths_code: str) -> dict:
"exchange": "", "exchange": "",
"mult": mult, "mult": mult,
**DEFAULT_FEE, **DEFAULT_FEE,
"source": "default",
} }
@@ -126,10 +175,11 @@ def calc_round_trip_fee(
lots: float, lots: float,
open_time: str = "", open_time: str = "",
close_time: str = "", close_time: str = "",
trading_mode: str = "simulation",
) -> float: ) -> float:
if not entry_price or not close_price: if not entry_price or not close_price:
return 0.0 return 0.0
spec = get_fee_spec(ths_code) spec = get_fee_spec(ths_code, trading_mode=trading_mode)
mult = spec["mult"] mult = spec["mult"]
lots = lots or 1.0 lots = lots or 1.0
@@ -157,8 +207,9 @@ def calc_fee_breakdown(
lots: float, lots: float,
open_time: str = "", open_time: str = "",
close_time: str = "", close_time: str = "",
trading_mode: str = "simulation",
) -> dict: ) -> dict:
spec = get_fee_spec(ths_code) spec = get_fee_spec(ths_code, trading_mode=trading_mode)
mult = spec["mult"] mult = spec["mult"]
lots = lots or 1.0 lots = lots or 1.0
open_fee = calc_side_fee( open_fee = calc_side_fee(
@@ -184,6 +235,7 @@ def calc_fee_breakdown(
"close_type": close_type, "close_type": close_type,
"total_fee": total, "total_fee": total,
"same_day": same_day, "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, (product, exchange, mult,
open_fixed, open_ratio, open_fixed, open_ratio,
close_yesterday_fixed, close_yesterday_ratio, close_yesterday_fixed, close_yesterday_ratio,
close_today_fixed, close_today_ratio, updated_at) close_today_fixed, close_today_ratio, updated_at, source)
VALUES (?,?,?,?,?,?,?,?,?,?) VALUES (?,?,?,?,?,?,?,?,?,?,?)
ON CONFLICT(product) DO UPDATE SET ON CONFLICT(product) DO UPDATE SET
exchange=excluded.exchange, mult=excluded.mult, exchange=excluded.exchange, mult=excluded.mult,
open_fixed=excluded.open_fixed, open_ratio=excluded.open_ratio, 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_yesterday_ratio=excluded.close_yesterday_ratio,
close_today_fixed=excluded.close_today_fixed, close_today_fixed=excluded.close_today_fixed,
close_today_ratio=excluded.close_today_ratio, close_today_ratio=excluded.close_today_ratio,
updated_at=excluded.updated_at""", updated_at=excluded.updated_at,
source=excluded.source""",
( (
product.lower(), product.lower(),
item.get("exchange", ""), 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_fixed") or 0),
float(item.get("close_today_ratio") or 0), float(item.get("close_today_ratio") or 0),
now, now,
item.get("source", "json"),
), ),
) )
count += 1 count += 1
@@ -246,13 +300,14 @@ def upsert_fee_rate(product: str, fields: dict) -> None:
product = product.lower().strip() product = product.lower().strip()
conn = _get_db() conn = _get_db()
now = datetime.now().isoformat(timespec="seconds") now = datetime.now().isoformat(timespec="seconds")
source = fields.get("source", "manual")
conn.execute( conn.execute(
"""INSERT INTO fee_rates """INSERT INTO fee_rates
(product, exchange, mult, (product, exchange, mult,
open_fixed, open_ratio, open_fixed, open_ratio,
close_yesterday_fixed, close_yesterday_ratio, close_yesterday_fixed, close_yesterday_ratio,
close_today_fixed, close_today_ratio, updated_at) close_today_fixed, close_today_ratio, updated_at, source)
VALUES (?,?,?,?,?,?,?,?,?,?) VALUES (?,?,?,?,?,?,?,?,?,?,?)
ON CONFLICT(product) DO UPDATE SET ON CONFLICT(product) DO UPDATE SET
exchange=excluded.exchange, mult=excluded.mult, exchange=excluded.exchange, mult=excluded.mult,
open_fixed=excluded.open_fixed, open_ratio=excluded.open_ratio, 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_yesterday_ratio=excluded.close_yesterday_ratio,
close_today_fixed=excluded.close_today_fixed, close_today_fixed=excluded.close_today_fixed,
close_today_ratio=excluded.close_today_ratio, close_today_ratio=excluded.close_today_ratio,
updated_at=excluded.updated_at""", updated_at=excluded.updated_at,
source=excluded.source""",
( (
product, product,
fields.get("exchange", ""), 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_fixed") or 0),
float(fields.get("close_today_ratio") or 0), float(fields.get("close_today_ratio") or 0),
now, now,
source,
), ),
) )
conn.commit() conn.commit()
+1
View File
@@ -53,6 +53,7 @@ def _parse_akshare_row(row: dict, multiplier: float) -> Optional[dict]:
"close_yesterday_ratio": round(close_y_ratio * multiplier, 8), "close_yesterday_ratio": round(close_y_ratio * multiplier, 8),
"close_today_fixed": round(close_t_fixed * multiplier, 6), "close_today_fixed": round(close_t_fixed * multiplier, 6),
"close_today_ratio": round(close_t_ratio * multiplier, 8), "close_today_ratio": round(close_t_ratio * multiplier, 8),
"source": "akshare",
} }
+3 -1
View File
@@ -54,8 +54,9 @@ from vnpy_bridge import (
) )
def install_trading(app, *, login_required, get_db, get_setting, set_setting, fetch_price, send_wechat_msg): def install_trading(app, *, login_required, require_nav, get_db, get_setting, set_setting, fetch_price, send_wechat_msg):
"""注册交易相关路由。""" """注册交易相关路由。"""
_nav = require_nav
def _settings_dict() -> dict: def _settings_dict() -> dict:
return { return {
@@ -291,6 +292,7 @@ def install_trading(app, *, login_required, get_db, get_setting, set_setting, fe
@app.route("/strategy") @app.route("/strategy")
@login_required @login_required
@_nav("strategy")
def strategy_page(): def strategy_page():
conn = get_db() conn = get_db()
init_strategy_tables(conn) init_strategy_tables(conn)
+46
View File
@@ -0,0 +1,46 @@
"""顶栏导航项显示开关(系统设置)。"""
from __future__ import annotations
import json
from typing import Callable
# 可在系统设置中开关的导航项
NAV_TOGGLES: dict[str, str] = {
"fees": "手续费配置",
"contract": "品种简介",
"plans": "开单计划",
"market": "行情K线",
"strategy": "策略交易",
}
DEFAULT_NAV: dict[str, bool] = {k: True for k in NAV_TOGGLES}
def get_nav_items(get_setting: Callable[[str, str], str]) -> dict[str, bool]:
raw = (get_setting("nav_items", "") or "").strip()
out = dict(DEFAULT_NAV)
if not raw:
return out
try:
data = json.loads(raw)
if isinstance(data, dict):
for k in NAV_TOGGLES:
if k in data:
out[k] = bool(data[k])
except json.JSONDecodeError:
pass
return out
def save_nav_items(set_setting: Callable[[str, str], None], items: dict[str, bool]) -> None:
merged = dict(DEFAULT_NAV)
for k in NAV_TOGGLES:
if k in items:
merged[k] = bool(items[k])
set_setting("nav_items", json.dumps(merged, ensure_ascii=False))
def nav_enabled(get_setting: Callable[[str, str], str], key: str) -> bool:
if key not in NAV_TOGGLES:
return True
return get_nav_items(get_setting).get(key, True)
+5 -5
View File
@@ -484,14 +484,14 @@
<button type="button" class="nav-backdrop" id="nav-backdrop" aria-label="关闭菜单" hidden></button> <button type="button" class="nav-backdrop" id="nav-backdrop" aria-label="关闭菜单" hidden></button>
<nav class="site-nav" id="site-nav"> <nav class="site-nav" id="site-nav">
<a href="{{ url_for('positions') }}" class="{% if request.endpoint in ('positions', 'trade_page', 'recommend_page') %}active{% endif %}">持仓监控</a> <a href="{{ url_for('positions') }}" class="{% if request.endpoint in ('positions', 'trade_page', 'recommend_page') %}active{% endif %}">持仓监控</a>
<a href="{{ url_for('strategy_page') }}" class="{% if request.endpoint in ('strategy_page', 'strategy_records_page') %}active{% endif %}">策略交易</a> {% if nav_items.strategy %}<a href="{{ url_for('strategy_page') }}" class="{% if request.endpoint in ('strategy_page', 'strategy_records_page') %}active{% endif %}">策略交易</a>{% endif %}
<a href="{{ url_for('plans') }}" class="{% if request.endpoint == 'plans' %}active{% endif %}">开单计划</a> {% if nav_items.plans %}<a href="{{ url_for('plans') }}" class="{% if request.endpoint == 'plans' %}active{% endif %}">开单计划</a>{% endif %}
<a href="{{ url_for('keys') }}" class="{% if request.endpoint == 'keys' %}active{% endif %}">关键位监控</a> <a href="{{ url_for('keys') }}" class="{% if request.endpoint == 'keys' %}active{% endif %}">关键位监控</a>
<a href="{{ url_for('market_page') }}" class="{% if request.endpoint == 'market_page' %}active{% endif %}">行情K线</a> {% if nav_items.market %}<a href="{{ url_for('market_page') }}" class="{% if request.endpoint == 'market_page' %}active{% endif %}">行情K线</a>{% endif %}
<a href="{{ url_for('records') }}" class="{% if request.endpoint in ('records', 'trades') %}active{% endif %}">交易记录与复盘</a> <a href="{{ url_for('records') }}" class="{% if request.endpoint in ('records', 'trades') %}active{% endif %}">交易记录与复盘</a>
<a href="{{ url_for('stats') }}" class="{% if request.endpoint == 'stats' %}active{% endif %}">统计分析</a> <a href="{{ url_for('stats') }}" class="{% if request.endpoint == 'stats' %}active{% endif %}">统计分析</a>
<a href="{{ url_for('fees') }}" class="{% if request.endpoint == 'fees' %}active{% endif %}">手续费配置</a> {% if nav_items.fees %}<a href="{{ url_for('fees') }}" class="{% if request.endpoint == 'fees' %}active{% endif %}">手续费配置</a>{% endif %}
<a href="{{ url_for('contract_profile_page') }}" class="{% if request.endpoint == 'contract_profile_page' %}active{% endif %}">品种简介</a> {% if nav_items.contract %}<a href="{{ url_for('contract_profile_page') }}" class="{% if request.endpoint == 'contract_profile_page' %}active{% endif %}">品种简介</a>{% endif %}
<a href="{{ url_for('settings') }}" class="{% if request.endpoint == 'settings' %}active{% endif %}">系统设置</a> <a href="{{ url_for('settings') }}" class="{% if request.endpoint == 'settings' %}active{% endif %}">系统设置</a>
</nav> </nav>
</header> </header>
+40 -8
View File
@@ -2,7 +2,37 @@
{% block title %}手续费配置 - 国内期货监控系统{% endblock %} {% block title %}手续费配置 - 国内期货监控系统{% endblock %}
{% block content %} {% block content %}
<div class="card"> <div class="card">
<h2>手续费倍率</h2> <h2>手续费数据源</h2>
<div class="card-body">
<form action="{{ url_for('fees') }}" method="post" class="form-row" style="flex-wrap:wrap;gap:.75rem;align-items:center">
<input type="hidden" name="action" value="fee_source">
<label class="text-muted" style="font-size:.85rem">计费依据</label>
<select name="fee_source_mode" style="min-width:220px">
<option value="ctp" {% if fee_source_mode == 'ctp' %}selected{% endif %}>CTP 柜台(SimNow/实盘,推荐)</option>
<option value="local" {% if fee_source_mode == 'local' %}selected{% endif %}>本地 / AKShare 参考表</option>
</select>
<button type="submit" class="btn-primary">保存</button>
</form>
<p class="hint" style="margin-top:.75rem">
默认使用 <strong>CTP 柜台</strong> 查询到的开仓/平仓费率(连接 CTP 后自动同步,与 SimNow/期货公司一致)。
离线或未连接时可改用本地表估算。
</p>
<div class="form-row" style="margin-top:.75rem;flex-wrap:wrap;gap:.5rem">
<form action="{{ url_for('fees') }}" method="post" style="display:inline">
<input type="hidden" name="action" value="sync_ctp">
<button type="submit" class="btn-primary" {% if not ctp_connected %}disabled title="请先连接 CTP"{% endif %}>从 CTP 同步费率</button>
</form>
{% if ctp_connected %}
<span class="badge profit">CTP 已连接</span>
{% else %}
<span class="badge planned">CTP 未连接 — 请先连接后再同步</span>
{% endif %}
</div>
</div>
</div>
<div class="card">
<h2>本地参考倍率(仅「本地数据源」时使用)</h2>
<div class="card-body"> <div class="card-body">
<form action="{{ url_for('fees') }}" method="post" class="form-row"> <form action="{{ url_for('fees') }}" method="post" class="form-row">
<input type="hidden" name="action" value="multiplier"> <input type="hidden" name="action" value="multiplier">
@@ -10,27 +40,26 @@
<input name="fee_multiplier" type="number" step="0.1" min="0" value="{{ multiplier }}" style="width:100px"> <input name="fee_multiplier" type="number" step="0.1" min="0" value="{{ multiplier }}" style="width:100px">
<button type="submit" class="btn-primary">保存倍率</button> <button type="submit" class="btn-primary">保存倍率</button>
</form> </form>
<p class="hint">默认 2 倍:从第三方拉取交易所参考标准后自动乘以该倍率写入本地表。模拟盘估算用,非实盘账单。</p>
<div class="form-row" style="margin-top:.75rem"> <div class="form-row" style="margin-top:.75rem">
<form action="{{ url_for('fees') }}" method="post" style="display:inline"> <form action="{{ url_for('fees') }}" method="post" style="display:inline">
<input type="hidden" name="action" value="sync"> <input type="hidden" name="action" value="sync">
<button type="submit" class="btn-primary">第三方同步(AKShare</button> <button type="submit" class="btn-secondary"> AKShare 同步(本地</button>
</form> </form>
<form action="{{ url_for('fees') }}" method="post" style="display:inline"> <form action="{{ url_for('fees') }}" method="post" style="display:inline">
<input type="hidden" name="action" value="reload_json"> <input type="hidden" name="action" value="reload_json">
<button type="submit" class="btn-link" style="padding:.5rem 1rem;border:1px solid var(--card-border);border-radius:8px">重载本地 JSON 默认表</button> <button type="submit" class="btn-link" style="padding:.5rem 1rem;border:1px solid var(--card-border);border-radius:8px">重载 JSON 默认表</button>
</form> </form>
</div> </div>
</div> </div>
</div> </div>
<div class="card"> <div class="card">
<h2>品种费率表(已含倍率)</h2> <h2>品种费率表</h2>
<div class="card-body card-scroll"> <div class="card-body card-scroll">
<table class="trade-table"> <table class="trade-table">
<thead> <thead>
<tr> <tr>
<th>品种</th><th>交易所</th><th>乘数</th> <th>品种</th><th>来源</th><th>交易所</th><th>乘数</th>
<th>开仓(元/手)</th><th>开仓(比例)</th> <th>开仓(元/手)</th><th>开仓(比例)</th>
<th>平昨(元/手)</th><th>平昨(比例)</th> <th>平昨(元/手)</th><th>平昨(比例)</th>
<th>平今(元/手)</th><th>平今(比例)</th> <th>平今(元/手)</th><th>平今(比例)</th>
@@ -44,6 +73,7 @@
<input type="hidden" name="action" value="save_row"> <input type="hidden" name="action" value="save_row">
<input type="hidden" name="product" value="{{ r.product }}"> <input type="hidden" name="product" value="{{ r.product }}">
<td><strong>{{ r.product }}</strong></td> <td><strong>{{ r.product }}</strong></td>
<td><span class="badge {% if r.source == 'ctp' %}profit{% else %}planned{% endif %}">{{ r.source or 'local' }}</span></td>
<td><input name="exchange" value="{{ r.exchange or '' }}" style="width:72px;padding:.3rem"></td> <td><input name="exchange" value="{{ r.exchange or '' }}" style="width:72px;padding:.3rem"></td>
<td><input name="mult" type="number" value="{{ r.mult }}" style="width:56px;padding:.3rem"></td> <td><input name="mult" type="number" value="{{ r.mult }}" style="width:56px;padding:.3rem"></td>
<td><input name="open_fixed" type="number" step="0.0001" value="{{ r.open_fixed }}" style="width:72px;padding:.3rem"></td> <td><input name="open_fixed" type="number" step="0.0001" value="{{ r.open_fixed }}" style="width:72px;padding:.3rem"></td>
@@ -57,11 +87,13 @@
</form> </form>
</tr> </tr>
{% else %} {% else %}
<tr><td colspan="11" class="text-muted">暂无费率,请同步或重载 JSON</td></tr> <tr><td colspan="12" class="text-muted">暂无费率,请连接 CTP 后同步</td></tr>
{% endfor %} {% endfor %}
</tbody> </tbody>
</table> </table>
</div> </div>
<p class="hint" style="margin-top:.75rem">比例按「成交价×乘数×手数×比例」计费;元/手为固定每手。开+平合计为一笔往返手续费。</p> <p class="hint" style="margin-top:.75rem">
公式:单边手续费 = 固定(元/手)×手数 + 比例×价格×乘数×手数。往返 = 开仓 + 平仓(平今/平昨自动判断)。
</p>
</div> </div>
{% endblock %} {% endblock %}
+17
View File
@@ -2,6 +2,23 @@
{% block title %}系统设置 - 国内期货监控系统{% endblock %} {% block title %}系统设置 - 国内期货监控系统{% endblock %}
{% block content %} {% block content %}
<div class="card">
<h2>导航显示</h2>
<form action="{{ url_for('settings') }}" method="post">
<input type="hidden" name="action" value="nav">
<p class="hint" style="margin-bottom:.75rem">关闭后顶栏隐藏对应入口,直接访问 URL 也会跳转回持仓监控。</p>
<div class="form-grid" style="max-width:640px;grid-template-columns:1fr 1fr">
{% for key, label in nav_toggles.items() %}
<label class="field" style="display:flex;align-items:center;gap:.5rem;cursor:pointer">
<input type="checkbox" name="nav_{{ key }}" {% if nav_items[key] %}checked{% endif %}>
<span>{{ label }}</span>
</label>
{% endfor %}
</div>
<button type="submit" class="btn-primary" style="margin-top:.75rem">保存导航</button>
</form>
</div>
<div class="card"> <div class="card">
<h2>交易模式</h2> <h2>交易模式</h2>
<form action="{{ url_for('settings') }}" method="post"> <form action="{{ url_for('settings') }}" method="post">
+69
View File
@@ -86,6 +86,9 @@ class CtpBridge:
self._connected_mode: Optional[str] = None self._connected_mode: Optional[str] = None
self._last_error: str = "" self._last_error: str = ""
self._connect_lock = threading.Lock() self._connect_lock = threading.Lock()
self._commission_waiters: dict[int, threading.Event] = {}
self._commission_results: dict[int, dict] = {}
self._commission_hooked = False
self._init_engine() self._init_engine()
def _init_engine(self) -> None: def _init_engine(self) -> None:
@@ -184,6 +187,7 @@ class CtpBridge:
self._connected_mode = mode self._connected_mode = mode
self._last_error = "" self._last_error = ""
logger.info("CTP 已连接 [%s] account=%s", mode, len(accounts)) logger.info("CTP 已连接 [%s] account=%s", mode, len(accounts))
self._schedule_fee_sync(mode)
return return
time.sleep(0.5) time.sleep(0.5)
finally: finally:
@@ -213,6 +217,71 @@ class CtpBridge:
def mark_disconnected(self) -> None: def mark_disconnected(self) -> None:
self._connected_mode = None self._connected_mode = None
def _schedule_fee_sync(self, mode: str) -> None:
def _run() -> None:
try:
from ctp_fee_sync import sync_fees_from_ctp
n, msg = sync_fees_from_ctp(mode, max_symbols=60)
logger.info("CTP 手续费同步: %s", msg if n else msg)
except Exception as exc:
logger.debug("CTP 手续费后台同步: %s", exc)
threading.Thread(target=_run, daemon=True, name="ctp-fee-sync").start()
def _ensure_commission_callback(self) -> None:
if self._commission_hooked or not self._engine:
return
try:
gw = self._engine.get_gateway(GATEWAY_NAME)
td = gw.td_api
except Exception:
return
bridge = self
def on_rsp(data: dict, error: dict, reqid: int, last: bool) -> None:
if data and data.get("InstrumentID"):
bridge._commission_results[reqid] = dict(data)
ev = bridge._commission_waiters.get(reqid)
if last and ev:
ev.set()
td.onRspQryInstrumentCommissionRate = on_rsp # type: ignore[method-assign]
self._commission_hooked = True
def query_instrument_commission(self, ths_code: str, *, mode: str) -> dict:
"""查询单合约 CTP 手续费率(需已连接)。"""
if self._connected_mode != mode or not self._engine:
return {}
try:
from ctp_symbol import ths_to_vnpy_symbol
sym, _ = ths_to_vnpy_symbol(ths_code)
gw = self._engine.get_gateway(GATEWAY_NAME)
td = gw.td_api
except Exception as exc:
logger.debug("commission query init: %s", exc)
return {}
if not getattr(td, "login_status", False):
return {}
if not hasattr(td, "reqQryInstrumentCommissionRate"):
return {}
self._ensure_commission_callback()
reqid = int(getattr(td, "reqid", 0)) + 1
td.reqid = reqid
ev = threading.Event()
self._commission_waiters[reqid] = ev
req = {
"BrokerID": td.brokerid,
"InvestorID": td.userid,
"InstrumentID": sym,
}
ret = td.reqQryInstrumentCommissionRate(req, reqid)
if ret != 0:
self._commission_waiters.pop(reqid, None)
return {}
ev.wait(timeout=8)
self._commission_waiters.pop(reqid, None)
return self._commission_results.pop(reqid, {})
def get_account(self) -> dict[str, Any]: def get_account(self) -> dict[str, Any]:
if not self._engine: if not self._engine:
return {} return {}