From 6c68808318af2d2be6bd81be2d1c37476c8d7b01 Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Tue, 30 Jun 2026 10:10:54 +0800
Subject: [PATCH] Stop entry price jumping: use fixed CTP position avg, not
 tick-derived.

Co-authored-by: Cursor <cursoragent@cursor.com>
---
 install_trading.py | 29 ++++++-----------------------
 1 file changed, 6 insertions(+), 23 deletions(-)

diff --git a/install_trading.py b/install_trading.py
index 7e8cc89..2579ec8 100644
--- a/install_trading.py
+++ b/install_trading.py
@@ -590,35 +590,21 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         sym: str,
         direction: str,
         ctp: Optional[dict],
-        *,
-        mark: Optional[float] = None,
     ) -> tuple[float, str]:
-        """持仓均价：成交加权 > 柜台浮盈反推 > vnpy 缓存。"""
+        """持仓均价：柜台持仓价 > 成交加权（均不随 tick 变化）。"""
         if not ctp:
             return 0.0, "none"
         direction = (direction or "long").strip().lower()
         lots = int(ctp.get("lots") or 0)
         pos_avg = float(ctp.get("avg_price") or 0)
+        if pos_avg > 0:
+            return pos_avg, "ctp"
 
         trade_avg = _ctp_avg_entry_from_trades(
             mode, sym, direction, expect_lots=lots,
         )
         if trade_avg and trade_avg > 0:
             return float(trade_avg), "trades"
-
-        pnl = float(ctp.get("pnl") or 0)
-        if mark and mark > 0 and lots > 0 and pnl != 0:
-            mult = float(get_contract_spec(sym).get("mult") or 10)
-            if mult > 0:
-                if direction == "long":
-                    derived = mark - pnl / (mult * lots)
-                else:
-                    derived = mark + pnl / (mult * lots)
-                if derived > 0:
-                    return round(derived, 2), "pnl"
-
-        if pos_avg > 0:
-            return pos_avg, "ctp"
         return 0.0, "none"
 
     def _open_commission_from_ctp_trades(
@@ -1162,7 +1148,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             if mark is None or mark <= 0:
                 mark = entry if entry else None
             resolved_entry, _src = _resolve_ctp_entry_price(
-                mode, sym, direction, p, mark=mark,
+                mode, sym, direction, p,
             )
             if resolved_entry > 0:
                 entry = resolved_entry
@@ -1268,11 +1254,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             if ctp_lots > 0:
                 lots = ctp_lots
             ths_sym = _ctp_pos_to_ths_code(ctp) or sym
-            mark_for_entry = mark
-            if (mark_for_entry is None or float(mark_for_entry or 0) <= 0) and ctp_status(mode).get("connected"):
-                mark_for_entry = ctp_get_tick_price(mode, ths_sym)
             resolved_entry, _entry_src = _resolve_ctp_entry_price(
-                mode, ths_sym, direction, ctp, mark=mark_for_entry,
+                mode, ths_sym, direction, ctp,
             )
             if resolved_entry > 0:
                 entry = resolved_entry
@@ -1878,7 +1861,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 if not mark or mark <= 0:
                     continue
                 entry, _ = _resolve_ctp_entry_price(
-                    mode, ths, direction, p, mark=mark,
+                    mode, ths, direction, p,
                 )
                 if entry <= 0:
                     continue