持仓监控平仓自动记入交易记录，新增交易记录页与实盘资金设置

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-15 14:56:21 +08:00
parent 38ff40111a
commit 5aa9f11733
12 changed files with 733 additions and 23 deletions
@@ -0,0 +1,114 @@
+"""国内期货合约乘数与参考保证金比例（用于估算保证金与风险）。"""
+import re
+from typing import Optional
+
+DEFAULT_SPEC = {"mult": 10, "margin_rate": 0.10}
+
+# 参考交易所常见规格（乘数 + 保证金比例估算）
+_SPEC_BY_THS: dict[str, dict] = {
+    "ag": {"mult": 15, "margin_rate": 0.14},
+    "au": {"mult": 1000, "margin_rate": 0.10},
+    "cu": {"mult": 5, "margin_rate": 0.10},
+    "al": {"mult": 5, "margin_rate": 0.10},
+    "zn": {"mult": 5, "margin_rate": 0.10},
+    "pb": {"mult": 5, "margin_rate": 0.10},
+    "ni": {"mult": 1, "margin_rate": 0.12},
+    "sn": {"mult": 1, "margin_rate": 0.12},
+    "rb": {"mult": 10, "margin_rate": 0.09},
+    "hc": {"mult": 10, "margin_rate": 0.09},
+    "ss": {"mult": 5, "margin_rate": 0.11},
+    "sc": {"mult": 1000, "margin_rate": 0.11},
+    "fu": {"mult": 10, "margin_rate": 0.11},
+    "bu": {"mult": 10, "margin_rate": 0.11},
+    "ru": {"mult": 10, "margin_rate": 0.11},
+    "sp": {"mult": 10, "margin_rate": 0.10},
+    "i": {"mult": 100, "margin_rate": 0.11},
+    "j": {"mult": 100, "margin_rate": 0.12},
+    "jm": {"mult": 60, "margin_rate": 0.12},
+    "m": {"mult": 10, "margin_rate": 0.08},
+    "y": {"mult": 10, "margin_rate": 0.08},
+    "p": {"mult": 10, "margin_rate": 0.09},
+    "c": {"mult": 10, "margin_rate": 0.08},
+    "cs": {"mult": 10, "margin_rate": 0.08},
+    "jd": {"mult": 10, "margin_rate": 0.09},
+    "lh": {"mult": 16, "margin_rate": 0.12},
+    "l": {"mult": 5, "margin_rate": 0.09},
+    "pp": {"mult": 5, "margin_rate": 0.09},
+    "v": {"mult": 5, "margin_rate": 0.09},
+    "eg": {"mult": 10, "margin_rate": 0.09},
+    "eb": {"mult": 5, "margin_rate": 0.10},
+    "pg": {"mult": 20, "margin_rate": 0.10},
+    "RM": {"mult": 10, "margin_rate": 0.08},
+    "OI": {"mult": 10, "margin_rate": 0.08},
+    "SR": {"mult": 10, "margin_rate": 0.08},
+    "CF": {"mult": 5, "margin_rate": 0.08},
+    "MA": {"mult": 10, "margin_rate": 0.09},
+    "TA": {"mult": 5, "margin_rate": 0.09},
+    "FG": {"mult": 20, "margin_rate": 0.10},
+    "SA": {"mult": 20, "margin_rate": 0.10},
+    "UR": {"mult": 20, "margin_rate": 0.10},
+    "SF": {"mult": 5, "margin_rate": 0.10},
+    "SM": {"mult": 5, "margin_rate": 0.10},
+    "AP": {"mult": 10, "margin_rate": 0.10},
+    "CJ": {"mult": 5, "margin_rate": 0.10},
+    "PK": {"mult": 5, "margin_rate": 0.10},
+    "IF": {"mult": 300, "margin_rate": 0.12},
+    "IH": {"mult": 300, "margin_rate": 0.12},
+    "IC": {"mult": 200, "margin_rate": 0.12},
+    "IM": {"mult": 200, "margin_rate": 0.12},
+}
+
+
+def get_contract_spec(ths_code: str) -> dict:
+    code = (ths_code or "").strip()
+    m = re.match(r"^([A-Za-z]+)", code)
+    if not m:
+        return dict(DEFAULT_SPEC)
+    letters = m.group(1)
+    spec = _SPEC_BY_THS.get(letters) or _SPEC_BY_THS.get(letters.upper()) or _SPEC_BY_THS.get(letters.lower())
+    if spec:
+        return {"mult": spec["mult"], "margin_rate": spec["margin_rate"]}
+    return dict(DEFAULT_SPEC)
+
+
+def calc_position_metrics(
+    direction: str,
+    entry: float,
+    stop_loss: float,
+    take_profit: float,
+    lots: float,
+    mark_price: Optional[float],
+    capital: float,
+    ths_code: str,
+) -> dict:
+    spec = get_contract_spec(ths_code)
+    mult = spec["mult"]
+    margin_rate = spec["margin_rate"]
+    lots = lots or 1.0
+    margin = entry * mult * lots * margin_rate
+
+    if direction == "long":
+        risk_amt = max(0.0, (entry - stop_loss) * mult * lots)
+        reward = max(0.0, (take_profit - entry) * mult * lots)
+        float_pnl = (mark_price - entry) * mult * lots if mark_price is not None else None
+    else:
+        risk_amt = max(0.0, (stop_loss - entry) * mult * lots)
+        reward = max(0.0, (entry - take_profit) * mult * lots)
+        float_pnl = (entry - mark_price) * mult * lots if mark_price is not None else None
+
+    risk_pct = (risk_amt / capital * 100) if capital > 0 else 0.0
+    pos_pct = (margin / capital * 100) if capital > 0 else 0.0
+    rr = (reward / risk_amt) if risk_amt > 0 else None
+    float_pct = (float_pnl / margin * 100) if margin > 0 and float_pnl is not None else None
+
+    return {
+        "mult": mult,
+        "margin_rate": margin_rate,
+        "margin": round(margin, 2),
+        "risk_amount": round(risk_amt, 2),
+        "risk_pct": round(risk_pct, 2),
+        "position_pct": round(pos_pct, 2),
+        "float_pnl": round(float_pnl, 2) if float_pnl is not None else None,
+        "float_pct": round(float_pct, 2) if float_pct is not None else None,
+        "rr_ratio": round(rr, 2) if rr is not None else None,
+    }