完善下单表单与 CTP 持仓，requirements 加入 vnpy 并更新部署文档
以损定仓/固定张数分栏下单、限价市价、持仓仅读柜台；DEPLOY 补充 SimNow 与 vnpy 安装说明。 Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
+47
-143
@@ -112,96 +112,48 @@ def install_trading(app, *, login_required, get_db, get_setting, set_setting, fe
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from zoneinfo import ZoneInfo
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tz = ZoneInfo("Asia/Shanghai")
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now_iso = datetime.now(tz).strftime("%Y-%m-%dT%H:%M")
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capital = _capital(conn)
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mode = get_trading_mode(get_setting)
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ctp_st = ctp_status(mode)
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rows: list[dict] = []
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seen: set[str] = set()
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ctp_pairs: list[tuple[str, str]] = []
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if not ctp_st.get("connected"):
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return rows
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if ctp_st.get("connected"):
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for p in _ctp_positions(mode):
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sym = (p.get("symbol") or "").strip()
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direction = p.get("direction") or "long"
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lots = int(p.get("lots") or 0)
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if lots <= 0:
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continue
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ctp_pairs.append((sym, direction))
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key = f"ctp:{sym.lower()}:{direction}"
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seen.add(key)
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entry = float(p.get("avg_price") or 0)
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codes = ths_to_codes(sym)
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mark = fetch_price(
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sym,
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codes.get("market_code", "") if codes else "",
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codes.get("sina_code", "") if codes else "",
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)
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spec = get_contract_spec(sym)
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mult = spec["mult"]
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float_pnl = p.get("pnl")
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if mark is not None and entry > 0:
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if direction == "long":
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float_pnl = round((mark - entry) * mult * lots, 2)
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else:
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float_pnl = round((entry - mark) * mult * lots, 2)
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tick = calc_order_tick_metrics(sym, lots, mark or entry)
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rows.append({
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"key": key,
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"source": "ctp",
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"source_label": "CTP 柜台",
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"symbol": codes.get("name", sym) if codes else sym,
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"symbol_code": sym,
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"direction": direction,
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"direction_label": "做多" if direction == "long" else "做空",
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"lots": lots,
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"entry_price": entry,
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"stop_loss": None,
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"take_profit": None,
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"mark_price": mark,
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"float_pnl": float_pnl,
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"tick_value_total": tick.get("tick_value_total"),
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"price_precision": tick.get("price_precision"),
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"tick_size": tick.get("tick_size"),
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"can_close": True,
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})
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# 程序监控仅用于补充止损/止盈，持仓以 CTP 柜台为准
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monitor_map: dict[tuple[str, str], dict] = {}
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for r in conn.execute(
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"SELECT * FROM trade_order_monitors WHERE status='active'"
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).fetchall():
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key = (r["symbol"].lower(), r["direction"])
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monitor_map[key] = dict(r)
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def _dup_ctp(ths_sym: str, direction: str) -> bool:
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for cs, d in ctp_pairs:
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if d != direction:
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continue
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if cs.lower() == ths_sym.lower() or _match_ctp_symbol(cs, ths_sym):
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return True
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return False
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monitors = conn.execute(
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"SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id DESC"
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).fetchall()
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for r in monitors:
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sym = r["symbol"]
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direction = r["direction"]
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if _dup_ctp(sym, direction):
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for p in _ctp_positions(mode):
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sym = (p.get("symbol") or "").strip()
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direction = p.get("direction") or "long"
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lots = int(p.get("lots") or 0)
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if lots <= 0:
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continue
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key = f"mon:{sym.lower()}:{direction}"
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entry = float(r["entry_price"] or 0)
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sl = float(r["stop_loss"]) if r["stop_loss"] is not None else None
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tp = float(r["take_profit"]) if r["take_profit"] is not None else None
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lots = float(r["lots"] or 1)
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entry = float(p.get("avg_price") or 0)
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float_pnl = p.get("pnl")
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if float_pnl is not None:
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float_pnl = round(float(float_pnl), 2)
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codes = ths_to_codes(sym)
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market = r["market_code"] or (codes.get("market_code", "") if codes else "") or ""
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sina = codes.get("sina_code", "") if codes else ""
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mark = fetch_price(sym, market, sina)
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metrics = calc_position_metrics(direction, entry, sl or entry, tp or entry, lots, mark, capital, sym)
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fee_info = calc_fee_breakdown(sym, entry, mark or entry, lots, r["open_time"] or "", now_iso)
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est_net = None
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if metrics.get("float_pnl") is not None:
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est_net = round(metrics["float_pnl"] - fee_info["total_fee"], 2)
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tick = calc_order_tick_metrics(sym, lots, entry)
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mon = None
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for (ms, md), mv in monitor_map.items():
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if md != direction:
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continue
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if ms == sym.lower() or _match_ctp_symbol(sym, ms):
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mon = mv
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break
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sl = float(mon["stop_loss"]) if mon and mon.get("stop_loss") is not None else None
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tp = float(mon["take_profit"]) if mon and mon.get("take_profit") is not None else None
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rows.append({
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"key": key,
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"source": "program",
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"source_label": r["monitor_type"] or "程序监控",
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"monitor_id": r["id"],
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"symbol": r["symbol_name"] or sym,
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"key": f"ctp:{sym.lower()}:{direction}",
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"source": "ctp",
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"source_label": "CTP 柜台",
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"monitor_id": mon["id"] if mon else None,
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"symbol": codes.get("name", sym) if codes else sym,
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"symbol_code": sym,
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"direction": direction,
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"direction_label": "做多" if direction == "long" else "做空",
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@@ -209,69 +161,12 @@ def install_trading(app, *, login_required, get_db, get_setting, set_setting, fe
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"entry_price": entry,
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"stop_loss": sl,
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"take_profit": tp,
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"mark_price": mark,
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"open_time": r["open_time"],
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"holding_duration": _holding_duration(r["open_time"] or "", now_iso),
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"float_pnl": metrics.get("float_pnl"),
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"float_pct": metrics.get("float_pct"),
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"risk_pct": metrics.get("risk_pct"),
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"risk_amount": metrics.get("risk_amount"),
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"rr_ratio": metrics.get("rr_ratio"),
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"margin": metrics.get("margin"),
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"position_pct": metrics.get("position_pct"),
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"est_fee": fee_info["total_fee"],
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"est_pnl_net": est_net,
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"can_close": ctp_st.get("connected"),
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})
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legacy = conn.execute(
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"SELECT * FROM position_monitors WHERE status='active' ORDER BY id DESC"
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).fetchall()
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for r in legacy:
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sym = r["symbol"]
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direction = r["direction"]
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key = f"leg:{sym.lower()}:{direction}"
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if any(x.get("symbol_code", "").lower() == sym.lower() and x.get("direction") == direction for x in rows):
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continue
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entry = float(r["entry_price"])
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sl = float(r["stop_loss"])
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tp = float(r["take_profit"])
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lots = float(r["lots"] or 1)
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market = r["market_code"] or ""
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sina = r["sina_code"] or ""
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mark = fetch_price(sym, market, sina)
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metrics = calc_position_metrics(direction, entry, sl, tp, lots, mark, capital, sym)
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fee_info = calc_fee_breakdown(sym, entry, mark or entry, lots, r["open_time"] or "", now_iso)
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est_net = None
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if metrics.get("float_pnl") is not None:
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est_net = round(metrics["float_pnl"] - fee_info["total_fee"], 2)
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rows.append({
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"key": key,
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"source": "legacy",
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"source_label": "历史录入",
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"legacy_id": r["id"],
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"symbol": r["symbol_name"] or sym,
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"symbol_code": sym,
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"direction": direction,
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"direction_label": "做多" if direction == "long" else "做空",
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"lots": lots,
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"entry_price": entry,
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"stop_loss": sl,
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"take_profit": tp,
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"mark_price": mark,
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"open_time": r["open_time"],
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"holding_duration": _holding_duration(r["open_time"] or "", now_iso),
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"float_pnl": metrics.get("float_pnl"),
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"float_pct": metrics.get("float_pct"),
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"risk_pct": metrics.get("risk_pct"),
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"risk_amount": metrics.get("risk_amount"),
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"rr_ratio": metrics.get("rr_ratio"),
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"margin": metrics.get("margin"),
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"position_pct": metrics.get("position_pct"),
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"est_fee": fee_info["total_fee"],
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"est_pnl_net": est_net,
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"mark_price": None,
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"float_pnl": float_pnl,
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"tick_value_total": tick.get("tick_value_total"),
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"price_precision": tick.get("price_precision"),
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"tick_size": tick.get("tick_size"),
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"can_close": True,
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"close_url": f"/close_position/{r['id']}",
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})
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return rows
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@@ -516,6 +411,14 @@ def install_trading(app, *, login_required, get_db, get_setting, set_setting, fe
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price = float(d.get("price") or 0)
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except (TypeError, ValueError):
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return jsonify({"ok": False, "error": "手数或价格无效"}), 400
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order_type = (d.get("order_type") or d.get("price_type") or "limit").strip().lower()
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if order_type == "market" and price <= 0:
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codes = ths_to_codes(sym)
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price = fetch_price(
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sym,
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codes.get("market_code", "") if codes else "",
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codes.get("sina_code", "") if codes else "",
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) or 0
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if not sym or price <= 0:
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return jsonify({"ok": False, "error": "品种或价格无效"}), 400
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conn = get_db()
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@@ -547,6 +450,7 @@ def install_trading(app, *, login_required, get_db, get_setting, set_setting, fe
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lots=lots,
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price=price,
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settings=_settings_dict(),
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order_type=order_type,
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)
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if offset.startswith("open"):
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sl = d.get("stop_loss")
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