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Stop entry price jumping: use fixed CTP position avg, not tick-derived.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-30 10:10:54 +08:00
parent fb23ee891c
commit 6c68808318
1 changed files with 6 additions and 23 deletions
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install_trading.py
+6 -23
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@@ -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