feat: 止盈止损秒级监控市价平仓记交易记录，并加手数超限提醒。

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

install_trading.py

@@ -11,6 +11,7 @@ from flask import flash, jsonify, redirect, render_template, request, url_for, R
 from contract_specs import calc_position_metrics, get_contract_spec
 from fee_specs import calc_fee_breakdown
 from kline_stream import sse_format
+from market_sessions import is_trading_session
 from position_sizing import (
     MODE_FIXED,
     MODE_RISK,
@@ -479,6 +480,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 "ctp_status": ctp_st,
                 "trading_mode_label": trading_mode_label(get_setting),
                 "risk_status": risk,
+                "trading_session": is_trading_session(),
             })
         finally:
             conn.close()
@@ -1411,6 +1413,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         db_path=DB_PATH,
         get_mode_fn=lambda: get_trading_mode(get_setting),
         init_tables_fn=_init_tables,
+        get_capital_fn=_capital,
+        notify_fn=send_wechat_msg,
+        interval=1,
     )
     start_ctp_fee_worker(
         get_mode_fn=lambda: get_trading_mode(get_setting),

sl_tp_guard.py

@@ -4,10 +4,15 @@ from __future__ import annotations
 import logging
 import threading
 import time
+from datetime import datetime
 from typing import Any, Callable, Optional
+from zoneinfo import ZoneInfo
 
-from contract_specs import get_contract_spec
+from contract_specs import calc_position_metrics
 from ctp_symbol import ths_to_vnpy_symbol
+from fee_specs import calc_round_trip_fee
+from market_sessions import is_trading_session
+from symbols import ths_to_codes
 from vnpy_bridge import (
     ctp_cancel_order,
     ctp_get_tick_price,
@@ -19,10 +24,15 @@ from vnpy_bridge import (
 
 logger = logging.getLogger(__name__)
 
-CHECK_INTERVAL_SEC = 5
+TZ = ZoneInfo("Asia/Shanghai")
-PLACE_COOLDOWN_SEC = 30
+CHECK_INTERVAL_SEC = 1
+CLOSED_MARKET_SLEEP_SEC = 30
+DISCONNECTED_SLEEP_SEC = 5
+PLACE_COOLDOWN_SEC = 3
 
 _last_close_attempt: dict[int, float] = {}
+_closing_monitors: set[int] = set()
+_closing_lock = threading.Lock()
 
 MONITOR_ORDER_COLUMNS = (
     "ALTER TABLE trade_order_monitors ADD COLUMN sl_vt_order_id TEXT",
@@ -39,6 +49,7 @@ def ensure_monitor_order_columns(conn) -> None:
 
 
 def _tick_size(ths_code: str) -> float:
+    from contract_specs import get_contract_spec
     return float(get_contract_spec(ths_code).get("tick_size") or 1.0)
 
 
@@ -106,6 +117,105 @@ def _mark_close_attempt(monitor_id: int) -> None:
     _last_close_attempt[monitor_id] = time.time()
 
 
+def _try_acquire_close(monitor_id: int) -> bool:
+    with _closing_lock:
+        if monitor_id in _closing_monitors:
+            return False
+        _closing_monitors.add(monitor_id)
+        return True
+
+
+def _release_close(monitor_id: int) -> None:
+    with _closing_lock:
+        _closing_monitors.discard(monitor_id)
+
+
+def _monitor_type_label(raw: str) -> str:
+    mapping = {
+        "manual": "期货下单",
+        "trend": "趋势回调",
+        "roll": "顺势加仓",
+    }
+    return mapping.get(raw or "", raw or "程序监控")
+
+
+def _write_trade_log(
+    conn,
+    mon: dict,
+    *,
+    close_price: float,
+    reason: str,
+    trading_mode: str,
+    capital: float = 0.0,
+) -> None:
+    """止盈/止损触发平仓后写入 trade_logs。"""
+    sym = (mon.get("symbol") or "").strip()
+    direction = (mon.get("direction") or "long").strip().lower()
+    entry = float(mon.get("entry_price") or close_price)
+    sl_raw = mon.get("stop_loss")
+    tp_raw = mon.get("take_profit")
+    sl = float(sl_raw) if sl_raw is not None else entry
+    tp = float(tp_raw) if tp_raw is not None else entry
+    lots = float(mon.get("lots") or 1)
+    open_time = (mon.get("open_time") or "").strip()
+    close_time = datetime.now(TZ).strftime("%Y-%m-%dT%H:%M")
+
+    codes = ths_to_codes(sym) or {}
+    sina_code = codes.get("sina_code") or ""
+    symbol_name = mon.get("symbol_name") or sym
+    market_code = mon.get("market_code") or codes.get("market_code") or ""
+
+    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, trading_mode=trading_mode,
+    )
+    pnl_net = round(pnl - fee, 2)
+    result = "止盈" if reason == "take_profit" else "止损"
+
+    try:
+        from app import holding_to_minutes
+        minutes = holding_to_minutes(open_time, close_time)
+    except Exception:
+        minutes = 0
+
+    conn.execute(
+        """INSERT INTO trade_logs
+           (symbol, symbol_name, market_code, sina_code, monitor_type, direction,
+            entry_price, stop_loss, take_profit, close_price, lots, margin,
+            holding_minutes, open_time, close_time, pnl, fee, pnl_net, result)
+           VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+        (
+            sym,
+            symbol_name,
+            market_code,
+            sina_code,
+            _monitor_type_label(mon.get("monitor_type") or ""),
+            direction,
+            entry,
+            sl_raw if sl_raw is not None else sl,
+            tp_raw if tp_raw is not None else tp,
+            close_price,
+            lots,
+            metrics.get("margin"),
+            minutes,
+            open_time,
+            close_time,
+            pnl,
+            fee,
+            pnl_net,
+            result,
+        ),
+    )
+    try:
+        from stats_engine import refresh_stats_cache
+        refresh_stats_cache(conn, capital)
+    except Exception as exc:
+        logger.debug("stats refresh after SL/TP close: %s", exc)
+
+
 def _sl_triggered(direction: str, sl: float, mark: float, tick: float) -> bool:
     buf = max(tick * 0.01, 1e-9)
     if direction == "long":
@@ -216,6 +326,8 @@ def _execute_local_close(
     mode: str,
     mark: float,
     reason: str,
+    capital: float = 0.0,
+    notify_fn: Callable[[str], None] | None = None,
 ) -> None:
     sym = (mon.get("symbol") or "").strip()
     direction = (mon.get("direction") or "long").strip().lower()
@@ -237,19 +349,41 @@ def _execute_local_close(
         price=mark,
         order_type="market",
     )
+    _write_trade_log(
+        conn,
+        mon,
+        close_price=mark,
+        reason=reason,
+        trading_mode=mode,
+        capital=capital,
+    )
     conn.execute("UPDATE trade_order_monitors SET status='closed' WHERE id=?", (mon["id"],))
     conn.commit()
+    label = "止盈" if reason == "take_profit" else "止损"
     logger.info(
         "止盈止损本地触发 monitor=%s reason=%s %s %s %d手 @%s",
         mon.get("id"), reason, sym, direction, lots, mark,
     )
+    if notify_fn:
+        try:
+            notify_fn(f"{label}平仓 {sym} {direction} {lots}手 @{mark}，已记入交易记录")
+        except Exception as exc:
+            logger.debug("SL/TP notify failed: %s", exc)
 
 
-def check_monitors_locally(conn, mode: str) -> int:
+def check_monitors_locally(
-    """扫描 active 监控，本地比对行情；触发止盈/止损（含跳空穿透）后立刻平仓。"""
+    conn,
+    mode: str,
+    *,
+    capital: float = 0.0,
+    notify_fn: Callable[[str], None] | None = None,
+) -> int:
+    """扫描 active 监控，本地比对行情；触发止盈/止损（含跳空穿透）后立刻市价平仓并记交易记录。"""
     ensure_monitor_order_columns(conn)
     if not ctp_status(mode).get("connected"):
         return 0
+    if not is_trading_session():
+        return 0
     reconcile_monitors_without_position(conn, mode)
     closed = 0
     rows = conn.execute(
@@ -293,12 +427,26 @@ def check_monitors_locally(conn, mode: str) -> int:
             continue
         if mid > 0 and not _can_close_now(mid):
             continue
+        if mid > 0 and not _try_acquire_close(mid):
+            continue
         try:
-            _mark_close_attempt(mid)
+            _execute_local_close(
-            _execute_local_close(conn, mon, mode=mode, mark=mark, reason=reason)
+                conn,
+                mon,
+                mode=mode,
+                mark=mark,
+                reason=reason,
+                capital=capital,
+                notify_fn=notify_fn,
+            )
+            if mid > 0:
+                _mark_close_attempt(mid)
             closed += 1
         except Exception as exc:
             logger.warning("SL/TP local close failed monitor=%s: %s", mid, exc)
+        finally:
+            if mid > 0:
+                _release_close(mid)
     return closed
 
 
@@ -358,6 +506,8 @@ def start_sl_tp_guard_worker(
     db_path: str,
     get_mode_fn: Callable[[], str],
     init_tables_fn: Callable | None = None,
+    get_capital_fn: Callable | None = None,
+    notify_fn: Callable[[str], None] | None = None,
     interval: int = CHECK_INTERVAL_SEC,
 ) -> None:
     from db_conn import connect_db
@@ -365,20 +515,45 @@ def start_sl_tp_guard_worker(
     def _loop() -> None:
         time.sleep(8)
         while True:
+            sleep_sec = max(1, interval)
             try:
+                if not is_trading_session():
+                    time.sleep(CLOSED_MARKET_SLEEP_SEC)
+                    continue
                 mode = get_mode_fn()
-                if ctp_status(mode).get("connected"):
+                if not ctp_status(mode).get("connected"):
-                    conn = connect_db(db_path)
+                    time.sleep(DISCONNECTED_SLEEP_SEC)
-                    try:
+                    continue
-                        if init_tables_fn:
+                conn = connect_db(db_path)
-                            init_tables_fn(conn)
+                try:
-                        n = check_monitors_locally(conn, mode)
+                    if init_tables_fn:
+                        init_tables_fn(conn)
+                    has_monitors = conn.execute(
+                        """SELECT COUNT(*) AS n FROM trade_order_monitors
+                           WHERE status='active'
+                             AND (stop_loss IS NOT NULL OR take_profit IS NOT NULL)"""
+                    ).fetchone()["n"]
+                    if not has_monitors:
+                        sleep_sec = max(sleep_sec, 5)
+                    else:
+                        capital = 0.0
+                        if get_capital_fn:
+                            try:
+                                capital = float(get_capital_fn(conn) or 0)
+                            except Exception:
+                                capital = 0.0
+                        n = check_monitors_locally(
+                            conn,
+                            mode,
+                            capital=capital,
+                            notify_fn=notify_fn,
+                        )
                         if n:
                             logger.info("止盈止损本地监控: 触发平仓 %d 笔", n)
-                    finally:
+                finally:
-                        conn.close()
+                    conn.close()
             except Exception as exc:
                 logger.warning("sl_tp_guard worker: %s", exc)
-            time.sleep(max(3, interval))
+            time.sleep(sleep_sec)
 
     threading.Thread(target=_loop, daemon=True, name="sl-tp-guard").start()

static/css/trade.css

@@ -25,6 +25,7 @@
 .trade-field label{display:block;font-size:.72rem;margin-bottom:.28rem;color:var(--text-label)}
 .trade-field select,.trade-field input{width:100%;box-sizing:border-box}
 .trade-field .lots-auto{color:var(--accent);font-weight:600;background:var(--card-inner);cursor:default}
+.lots-warn{font-size:.7rem;margin-top:.25rem;margin-bottom:0}
 .price-type-tabs{display:flex;gap:.35rem;margin-bottom:.35rem}
 .price-tab{border:1px solid var(--card-border);background:var(--card-inner);color:var(--text-muted);padding:.28rem .7rem;border-radius:6px;font-size:.75rem;cursor:pointer;flex:1;text-align:center;width:auto}
 .price-tab.active{border-color:var(--accent);color:var(--accent);font-weight:600;background:rgba(56,189,248,.08)}

static/js/trade.js

@@ -19,6 +19,13 @@
     var priceType = 'limit';
     var lastCtpReconnectAt = 0;
     var ctpReconnecting = false;
+    var isTradingSession = false;
+    var hasSlTpMonitoring = false;
+    var ctpConnected = false;
+    var pollIntervalMs = 0;
+    var selectedMaxLots = null;
+    var recommendMaxByProduct = {};
+    var recommendMaxByCode = {};
 
     function runWhenReady(fn) {
         if (document.readyState === 'loading') {
@@ -52,6 +59,63 @@
         return parseInt(lotsInput && lotsInput.value, 10) || 1;
     }
 
+    function updateRecommendMaxMaps(data) {
+        recommendMaxByProduct = {};
+        recommendMaxByCode = {};
+        (data && data.rows || []).forEach(function (r) {
+            if (!r || r.max_lots <= 0) return;
+            if (r.status !== 'ok' && r.status !== 'margin_ok') return;
+            if (r.ths) recommendMaxByProduct[String(r.ths).toLowerCase()] = r.max_lots;
+            if (r.main_code) recommendMaxByCode[String(r.main_code).toLowerCase()] = r.max_lots;
+        });
+        checkLotsLimit();
+    }
+
+    function maxLotsForSymbol(sym) {
+        if (selectedMaxLots > 0) return selectedMaxLots;
+        var code = (sym || '').trim().toLowerCase();
+        if (!code) return 0;
+        if (recommendMaxByCode[code]) return recommendMaxByCode[code];
+        var m = code.match(/^([a-z]+)/i);
+        if (m && recommendMaxByProduct[m[1].toLowerCase()]) {
+            return recommendMaxByProduct[m[1].toLowerCase()];
+        }
+        return 0;
+    }
+
+    function checkLotsLimit() {
+        var warn = document.getElementById('lots-warn');
+        if (!warn) return;
+        var sym = selectedSymbol();
+        var maxLots = maxLotsForSymbol(sym);
+        var lots = effectiveLots();
+        if (maxLots > 0 && lots > maxLots) {
+            warn.hidden = false;
+            warn.textContent = '已超过最大手数 ' + maxLots + ' 手，请调整手数';
+        } else {
+            warn.hidden = true;
+            warn.textContent = '';
+        }
+    }
+
+    function schedulePositionPoll() {
+        var nextMs = 0;
+        if (hasSlTpMonitoring && isTradingSession) {
+            nextMs = 1000;
+        } else if (!ctpConnected) {
+            nextMs = 5000;
+        }
+        if (nextMs === pollIntervalMs && pollTimer) return;
+        pollIntervalMs = nextMs;
+        if (pollTimer) {
+            clearInterval(pollTimer);
+            pollTimer = null;
+        }
+        if (nextMs > 0) {
+            pollTimer = setInterval(pollPositions, nextMs);
+        }
+    }
+
     function entryPrice() {
         if (priceType === 'market') return lastQuotePrice;
         return parseFloat(priceInput && priceInput.value) || 0;
@@ -201,6 +265,7 @@
         if (!sym || !entry || !sl) {
             lotsCalc.value = '';
             lotsCalc.placeholder = '填写止损后自动计算';
+            checkLotsLimit();
             return;
         }
         lotsCalc.placeholder = '计算中…';
@@ -223,6 +288,7 @@
             }
             lotsCalc.value = data.lots;
             lotsCalc.placeholder = '填写止损后自动计算';
+            checkLotsLimit();
             scheduleQuote();
         }).catch(function () {
             lotsCalc.placeholder = '计算失败';
@@ -273,6 +339,11 @@
                 showOrderMsg('请填写手数', false);
                 return;
             }
+            var maxLots = maxLotsForSymbol(sym);
+            if (maxLots > 0 && lots > maxLots) {
+                showOrderMsg('手数 ' + lots + ' 超过最大手数 ' + maxLots + ' 手', false);
+                return;
+            }
         }
         var btnOpen = document.getElementById('btn-open');
         if (btnOpen) {
@@ -562,6 +633,8 @@
                 if (cap && data.capital != null) cap.textContent = Number(data.capital).toFixed(2);
                 var connected = data.ctp_status && data.ctp_status.connected;
                 var connecting = data.ctp_status && data.ctp_status.connecting;
+                ctpConnected = !!connected;
+                isTradingSession = !!data.trading_session;
                 updateCtpBadge(!!connected, !!connecting);
                 var riskBadge = document.getElementById('risk-badge');
                 if (riskBadge && data.risk_status) {
@@ -569,6 +642,10 @@
                     riskBadge.className = 'badge ' + (data.risk_status.can_trade ? 'profit' : 'loss');
                 }
                 var rows = data.rows || [];
+                hasSlTpMonitoring = rows.some(function (row) {
+                    return row.stop_loss != null || row.take_profit != null;
+                });
+                schedulePositionPoll();
                 if (!connected) {
                     if (connecting) {
                         list.innerHTML = '<div class="empty-hint">CTP 连接中，请稍候…</div>';
@@ -618,6 +695,7 @@
 
     function renderRecommendations(data) {
         if (!recommendList || !data) return;
+        updateRecommendMaxMaps(data);
         var recCap = document.getElementById('rec-capital');
         if (recCap && data.capital != null) recCap.textContent = Number(data.capital).toFixed(2);
         var recUpdated = document.getElementById('rec-updated');
@@ -666,13 +744,25 @@
     });
 
     if (symInput) {
-        symInput.addEventListener('input', function () { scheduleQuote(); scheduleAutoCalc(); });
+        symInput.addEventListener('input', function () {
-        symInput.addEventListener('symbol-selected', function () {
+            selectedMaxLots = null;
             scheduleQuote();
             scheduleAutoCalc();
+            checkLotsLimit();
+        });
+        symInput.addEventListener('symbol-selected', function (ev) {
+            var item = ev.detail || {};
+            selectedMaxLots = item.max_lots > 0 ? item.max_lots : null;
+            scheduleQuote();
+            scheduleAutoCalc();
+            checkLotsLimit();
         });
     }
-    if (lotsInput) lotsInput.addEventListener('input', scheduleQuote);
+    if (lotsInput) lotsInput.addEventListener('input', function () {
+        scheduleQuote();
+        checkLotsLimit();
+    });
+    if (lotsCalc) lotsCalc.addEventListener('input', checkLotsLimit);
     if (slInput) slInput.addEventListener('input', scheduleAutoCalc);
     if (tpInput) tpInput.addEventListener('input', scheduleAutoCalc);
     if (dirSelect) dirSelect.addEventListener('change', scheduleAutoCalc);
@@ -697,7 +787,13 @@
         setPriceType('limit');
         pollPositions();
         connectRecommendStream();
-        pollTimer = setInterval(pollPositions, 3000);
+        fetch('/api/recommend/list')
+            .then(function (r) { return r.json(); })
+            .then(function (data) { if (data.ok) renderRecommendations(data); })
+            .catch(function () {});
+        document.addEventListener('visibilitychange', function () {
+            if (document.visibilityState === 'visible') pollPositions();
+        });
         scheduleQuote();
     });
 })();

templates/trade.html

@@ -55,6 +55,7 @@
                                 <label class="text-label">手数</label>
                                 <input type="number" id="trade-lots" min="1" step="1" value="1" {% if sizing_mode == 'risk' %}hidden{% endif %}>
                                 <input type="text" id="trade-lots-calc" class="lots-auto" readonly placeholder="填写止损后自动计算" {% if sizing_mode != 'risk' %}hidden{% endif %}>
+                                <p class="hint lots-warn text-loss" id="lots-warn" hidden></p>
                             </div>
                         </div>
 
@@ -97,7 +98,7 @@
 
             <div class="card trade-card" id="positions">
                 <h2>持仓监控</h2>
-                <p class="hint pos-hint">数据来自 CTP 柜台（交易所回报），浮盈等为柜台实际值。</p>
+                <p class="hint pos-hint">数据来自 CTP 柜台；设止盈/止损后程序在开盘期间每秒监控，触发即市价平仓并记入交易记录。</p>
                 <div class="card-body card-scroll" id="position-live-list">
                     <div class="empty-hint">{% if ctp_status.connected %}加载中…{% else %}请先连接 CTP 查看柜台持仓{% endif %}</div>
                 </div>