From 649c064c2f1e13ffa0b0632c1652dfcf11274349 Mon Sep 17 00:00:00 2001 From: dekun Date: Thu, 25 Jun 2026 15:59:15 +0800 Subject: [PATCH] =?UTF-8?q?feat:=20=E6=9C=9F=E8=B4=A7=E4=B8=8B=E5=8D=95?= =?UTF-8?q?=E5=86=99=E5=85=A5DB=E6=9D=A5=E6=BA=90=E4=B8=8E=E5=BC=80?= =?UTF-8?q?=E4=BB=93=E6=97=B6=E9=97=B4=EF=BC=8CCTP=E5=90=8C=E6=AD=A5?= =?UTF-8?q?=E5=9D=87=E4=BB=B7=E4=BF=9D=E8=AF=81=E9=87=91=E7=8E=B0=E4=BB=B7?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Co-authored-by: Cursor --- install_trading.py | 190 ++++++++++++++++++++++++++++++++------------- sl_tp_guard.py | 15 +++- static/js/trade.js | 2 +- 3 files changed, 148 insertions(+), 59 deletions(-) diff --git a/install_trading.py b/install_trading.py index 827b07d..19dacd4 100644 --- a/install_trading.py +++ b/install_trading.py @@ -39,6 +39,7 @@ from sl_tp_guard import ( cancel_monitor_exit_orders, ensure_monitor_order_columns, monitor_order_status, + monitor_source_label, place_monitor_exit_orders, reconcile_monitors_without_position, start_sl_tp_guard_worker, @@ -188,8 +189,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se continue existing = _find_active_monitor(conn, ths, direction) if existing: - _sync_monitor_lots_from_ctp( + _sync_monitor_from_ctp( conn, int(existing["id"]), ths, direction, mode, ctp=p, + capital=_capital(conn), ) continue sl, tp, trailing_be, initial_sl = _restore_sl_tp_from_closed(conn, ths, direction) @@ -409,6 +411,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se tp, trailing_be: int, ctp_open_time: Optional[str] = None, + open_time: Optional[str] = None, monitor_type: str = "manual", ) -> int: ensure_monitor_order_columns(conn) @@ -428,13 +431,16 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se initial_sl = sl_f if not trailing_be: trailing_be = int(existing.get("trailing_be") or 0) - open_time_val = existing.get("open_time") or now_s - if ctp_open_time: + open_time_val = (existing.get("open_time") or "").strip() or now_s + if open_time: + open_time_val = open_time + elif monitor_type == "ctp_sync" and ctp_open_time: open_time_val = ctp_open_time conn.execute( """UPDATE trade_order_monitors SET symbol=?, symbol_name=?, market_code=?, lots=?, entry_price=?, - stop_loss=?, take_profit=?, initial_stop_loss=?, trailing_be=?, open_time=? + stop_loss=?, take_profit=?, initial_stop_loss=?, trailing_be=?, open_time=?, + monitor_type=? WHERE id=?""", ( sym, @@ -447,11 +453,17 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se initial_sl, trailing_be, open_time_val, + monitor_type if monitor_type != "manual" else (existing.get("monitor_type") or "manual"), mid, ), ) else: - open_time_val = ctp_open_time or now_s + if open_time: + open_time_val = open_time + elif monitor_type == "ctp_sync" and ctp_open_time: + open_time_val = ctp_open_time + else: + open_time_val = now_s conn.execute( """INSERT INTO trade_order_monitors ( symbol, symbol_name, market_code, direction, lots, entry_price, @@ -477,10 +489,18 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se _close_duplicate_monitors(conn, sym, direction, mid) return mid - def _sync_monitor_lots_from_ctp( - conn, mid: int, sym: str, direction: str, mode: str, *, ctp: Optional[dict] = None, + def _sync_monitor_from_ctp( + conn, + mid: int, + sym: str, + direction: str, + mode: str, + *, + ctp: Optional[dict] = None, + capital: float = 0.0, ) -> None: - positions = [ctp] if ctp else _ctp_positions(mode, refresh_if_empty=False, refresh_margin=False) + """CTP 同步：均价、现价、保证金、仓位占比写入数据库；不覆盖期货下单的开仓时间。""" + positions = [ctp] if ctp else _ctp_positions(mode, refresh_if_empty=False, refresh_margin=True) for p in positions: if not p or int(p.get("lots") or 0) <= 0: continue @@ -488,25 +508,55 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se continue if not _match_ctp_symbol(p.get("symbol") or "", sym): continue - ctp_open = (p.get("open_time") or "").strip() or None row = conn.execute( - "SELECT open_time FROM trade_order_monitors WHERE id=?", (mid,), + "SELECT open_time, monitor_type FROM trade_order_monitors WHERE id=?", (mid,), ).fetchone() db_open = (row["open_time"] or "").strip() if row else "" - open_time_val = ctp_open or db_open + monitor_type = (row["monitor_type"] or "manual").strip().lower() if row else "manual" + ctp_open = (p.get("open_time") or "").strip() or None + open_time_val = db_open + if monitor_type == "ctp_sync" and ctp_open: + open_time_val = ctp_open + lots = int(p.get("lots") or 0) + entry = float(p.get("avg_price") or 0) + ctp_margin = float(p.get("margin") or 0) + float_pnl = p.get("pnl") + if float_pnl is not None: + float_pnl = round(float(float_pnl), 2) + mark = None + if ctp_status(mode).get("connected"): + mark = ctp_get_tick_price(mode, sym) + if mark is None or mark <= 0: + mark = entry if entry else None + margin = ctp_margin if ctp_margin > 0 else None + position_pct = None + if margin and capital > 0: + position_pct = round(float(margin) / float(capital) * 100, 2) execute_retry( conn, """UPDATE trade_order_monitors SET lots=?, entry_price=?, - open_time=? WHERE id=?""", + open_time=?, margin=?, position_pct=?, mark_price=?, float_pnl=? + WHERE id=?""", ( - int(p.get("lots") or 0), - float(p.get("avg_price") or 0), + lots, + entry, open_time_val, + margin, + position_pct, + float(mark) if mark else None, + float_pnl, mid, ), ) return + def _sync_monitor_lots_from_ctp( + conn, mid: int, sym: str, direction: str, mode: str, *, ctp: Optional[dict] = None, + ) -> None: + _sync_monitor_from_ctp( + conn, mid, sym, direction, mode, ctp=ctp, capital=_capital(conn), + ) + def _compose_position_row( conn, *, @@ -519,44 +569,63 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se ) -> Optional[dict]: if not mon and not ctp: return None - if ctp: - sym = (ctp.get("symbol") or "").strip() - direction = ctp.get("direction") or "long" - lots = int(ctp.get("lots") or 0) - if lots <= 0: - return None - entry = float(ctp.get("avg_price") or 0) - float_pnl = ctp.get("pnl") - if float_pnl is not None: - float_pnl = round(float(float_pnl), 2) - source_label = "CTP 柜台" - else: + + if mon: sym = (mon.get("symbol") or "").strip() direction = mon.get("direction") or "long" lots = int(mon.get("lots") or 0) - if lots <= 0: - return None entry = float(mon.get("entry_price") or 0) - float_pnl = None - source_label = "本地监控" + source_label = monitor_source_label(mon.get("monitor_type")) + open_time = (mon.get("open_time") or "").strip() + open_time_source = "order" + margin = mon.get("margin") + position_pct = mon.get("position_pct") + mark = mon.get("mark_price") + float_pnl = mon.get("float_pnl") + if float_pnl is not None: + float_pnl = round(float(float_pnl), 2) + else: + sym = (ctp.get("symbol") or "").strip() + direction = ctp.get("direction") or "long" + lots = int(ctp.get("lots") or 0) + entry = float(ctp.get("avg_price") or 0) + source_label = "CTP 柜台" + open_time = (ctp.get("open_time") or "").strip() + open_time_source = "ctp" + margin = None + position_pct = None + mark = None + float_pnl = ctp.get("pnl") + if float_pnl is not None: + float_pnl = round(float(float_pnl), 2) + + if lots <= 0: + return None + + if ctp: + if ctp.get("pnl") is not None: + float_pnl = round(float(ctp["pnl"]), 2) + if not mon: + ctp_lots = int(ctp.get("lots") or 0) + if ctp_lots > 0: + lots = ctp_lots + if float(ctp.get("avg_price") or 0) > 0: + entry = float(ctp.get("avg_price") or 0) + ctp_margin = float(ctp.get("margin") or 0) + if (margin is None or float(margin or 0) <= 0) and ctp_margin > 0: + margin = ctp_margin codes = ths_to_codes(sym) tick = calc_order_tick_metrics(sym, lots, entry) sl = float(mon["stop_loss"]) if mon and mon.get("stop_loss") is not None else None tp = float(mon["take_profit"]) if mon and mon.get("take_profit") is not None else None - ctp_open = (ctp.get("open_time") or "").strip() if ctp else "" - if ctp and ctp_open: - open_time = ctp_open - open_time_source = "ctp" - else: - open_time = ((mon.get("open_time") or "") if mon else "") - open_time_source = "local" if open_time else "" holding = _holding_duration(open_time, now_iso) if open_time else "" - mark = None - if not fast and ctp_status(mode).get("connected"): - mark = ctp_get_tick_price(mode, sym) - if not fast and (mark is None or mark <= 0) and codes: + if (mark is None or float(mark or 0) <= 0) and not fast and ctp_status(mode).get("connected"): + live_mark = ctp_get_tick_price(mode, sym) + if live_mark and live_mark > 0: + mark = live_mark + if (mark is None or float(mark or 0) <= 0) and not fast and codes: mark = fetch_price( sym, codes.get("market_code", ""), @@ -581,15 +650,21 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se direction, entry, sl if sl is not None else entry, tp if tp is not None else entry, lots, mark, capital, sym, ) - ctp_margin = float(ctp.get("margin") or 0) if ctp else 0.0 - est_margin = pos_metrics.get("margin") - margin = ctp_margin if ctp_margin > 0 else est_margin - margin_source = "ctp" if ctp_margin > 0 else "estimate" - position_pct = ( - round(float(margin) / capital * 100, 2) - if capital > 0 and margin - else pos_metrics.get("position_pct") - ) + if margin is None or float(margin or 0) <= 0: + ctp_margin = float(ctp.get("margin") or 0) if ctp else 0.0 + est_margin = pos_metrics.get("margin") + margin = ctp_margin if ctp_margin > 0 else est_margin + margin_source = "ctp" if ctp_margin > 0 else "estimate" + else: + margin_source = "ctp" + if position_pct is None or float(position_pct or 0) <= 0: + position_pct = ( + round(float(margin) / capital * 100, 2) + if capital > 0 and margin + else pos_metrics.get("position_pct") + ) + else: + position_pct = float(position_pct) order_st = monitor_order_status( mon or {}, mode=mode, ths_code=sym, direction=direction, ) @@ -709,9 +784,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se elif key in ctp_by_key: used_ctp_keys.add(key) if ctp and mon and not fast: - _sync_monitor_lots_from_ctp( + _sync_monitor_from_ctp( conn, int(mon["id"]), mon.get("symbol") or "", mon.get("direction") or "long", mode, ctp=ctp, + capital=capital, ) mon = _find_active_monitor(conn, mon.get("symbol") or "", mon.get("direction") or "long") or mon try: @@ -1408,9 +1484,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se conn.close() return jsonify({"ok": False, "error": "开启移动保本须填写止损价"}), 400 if offset.startswith("open"): + from zoneinfo import ZoneInfo sl = d.get("stop_loss") tp = d.get("take_profit") trailing_be = 1 if d.get("trailing_be") else 0 + open_ts = datetime.now(ZoneInfo("Asia/Shanghai")).strftime("%Y-%m-%d %H:%M:%S") mid = _upsert_open_monitor( conn, sym=sym, @@ -1420,12 +1498,16 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se sl=sl, tp=tp, trailing_be=trailing_be, + open_time=open_ts, + monitor_type="manual", ) conn.commit() - _push_position_snapshot_async() + _push_position_snapshot_async(fast=True) import time - time.sleep(2.0) - _sync_monitor_lots_from_ctp(conn, mid, sym, direction, mode) + time.sleep(1.5) + _sync_monitor_from_ctp( + conn, mid, sym, direction, mode, capital=_capital(conn), + ) mon_row = conn.execute( "SELECT * FROM trade_order_monitors WHERE id=?", (mid,), ).fetchone() diff --git a/sl_tp_guard.py b/sl_tp_guard.py index b7ade75..5ece4ec 100644 --- a/sl_tp_guard.py +++ b/sl_tp_guard.py @@ -41,6 +41,10 @@ MONITOR_ORDER_COLUMNS = ( "ALTER TABLE trade_order_monitors ADD COLUMN trailing_be INTEGER DEFAULT 0", "ALTER TABLE trade_order_monitors ADD COLUMN initial_stop_loss REAL", "ALTER TABLE trade_order_monitors ADD COLUMN trailing_r_locked INTEGER DEFAULT 0", + "ALTER TABLE trade_order_monitors ADD COLUMN margin REAL", + "ALTER TABLE trade_order_monitors ADD COLUMN position_pct REAL", + "ALTER TABLE trade_order_monitors ADD COLUMN mark_price REAL", + "ALTER TABLE trade_order_monitors ADD COLUMN float_pnl REAL", ) TRADE_RESULTS = ("止损", "止盈", "移动止盈", "保本止盈", "手动平仓") @@ -146,13 +150,16 @@ def _release_close(monitor_id: int) -> None: _closing_monitors.discard(monitor_id) -def _monitor_type_label(raw: str) -> str: +def monitor_source_label(raw: str) -> str: + """持仓展示用来源文案。""" mapping = { "manual": "期货下单", "trend": "趋势回调", "roll": "顺势加仓", + "ctp_sync": "CTP 柜台", } - return mapping.get(raw or "", raw or "程序监控") + key = (raw or "manual").strip().lower() + return mapping.get(key, raw or "期货下单") def _result_for_close(mon: dict, reason: str) -> str: @@ -284,7 +291,7 @@ def _write_trade_log( open_time=(mon.get("open_time") or "").strip(), symbol_name=mon.get("symbol_name") or sym, market_code=mon.get("market_code") or "", - monitor_type=_monitor_type_label(mon.get("monitor_type") or ""), + monitor_type=monitor_source_label(mon.get("monitor_type") or ""), capital=capital, ) @@ -324,7 +331,7 @@ def write_manual_close_trade_log( open_time=(mon.get("open_time") or open_time).strip(), symbol_name=mon.get("symbol_name") or symbol_name, market_code=mon.get("market_code") or market_code, - monitor_type=_monitor_type_label(mon.get("monitor_type") or ""), + monitor_type=monitor_source_label(mon.get("monitor_type") or ""), capital=capital, ) return diff --git a/static/js/trade.js b/static/js/trade.js index ec391af..ec957c9 100644 --- a/static/js/trade.js +++ b/static/js/trade.js @@ -693,7 +693,7 @@ (row.sync_pending ? ' · 同步柜台中…' : ''); var feeLabel = row.fee_source === 'ctp' ? '手续费(柜台)' : '手续费'; var marginLabel = row.margin_source === 'ctp' ? '占用保证金(柜台)' : '占用保证金'; - var openLabel = row.open_time_source === 'ctp' ? '开仓(柜台)' : '开仓'; + var openLabel = '开仓'; return ( '
' + '
' + row.symbol + ' ' + dirBadge + '
' +