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接入 SimNow 模拟盘与期货下单、策略及品种推荐功能。

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新增 vnpy CTP 桥接、以损定仓/固定张数、趋势回调与滚仓策略、按资金推荐品种及交易风控；模拟盘走 SimNow，实盘预留期货公司配置。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-24 10:04:37 +08:00
parent 9c0e5d9c57
commit 6e423eebfb
30 changed files with 2789 additions and 60 deletions
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contract_specs.py
+17 -10
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@@ -2,13 +2,13 @@
import re
from typing import Optional
DEFAULT_SPEC = {"mult": 10, "margin_rate": 0.10}
DEFAULT_SPEC = {"mult": 10, "margin_rate": 0.10, "tick_size": 1.0}
# 参考交易所常见规格（乘数 + 保证金比例估算）
# 参考交易所常见规格（乘数 + 保证金比例 + 最小变动价位）
_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},
"ag": {"mult": 15, "margin_rate": 0.14, "tick_size": 1.0},
"au": {"mult": 1000, "margin_rate": 0.10, "tick_size": 0.02},
"cu": {"mult": 5, "margin_rate": 0.10, "tick_size": 10.0},
"al": {"mult": 5, "margin_rate": 0.10},
"zn": {"mult": 5, "margin_rate": 0.10},
"pb": {"mult": 5, "margin_rate": 0.10},
@@ -52,10 +52,14 @@ _SPEC_BY_THS: dict[str, dict] = {
"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},
"IF": {"mult": 300, "margin_rate": 0.12, "tick_size": 0.2},
"IH": {"mult": 300, "margin_rate": 0.12, "tick_size": 0.2},
"IC": {"mult": 200, "margin_rate": 0.12, "tick_size": 0.2},
"IM": {"mult": 200, "margin_rate": 0.12, "tick_size": 0.2},
}
_TICK_OVERRIDES: dict[str, float] = {
"sc": 0.1, "TA": 2.0, "CF": 5.0, "SF": 2.0, "SM": 2.0,
}
@@ -67,7 +71,10 @@ def get_contract_spec(ths_code: str) -> dict:
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"]}
tick = spec.get("tick_size")
if tick is None:
tick = _TICK_OVERRIDES.get(letters) or _TICK_OVERRIDES.get(letters.upper()) or 1.0
return {"mult": spec["mult"], "margin_rate": spec["margin_rate"], "tick_size": float(tick)}
return dict(DEFAULT_SPEC)