接入 SimNow 模拟盘与期货下单、策略及品种推荐功能。

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>

ctp_symbol.py

@@ -0,0 +1,57 @@
+"""同花顺合约代码 → vnpy Symbol + Exchange。"""
+from __future__ import annotations
+
+import re
+from typing import Optional, Tuple
+
+from symbols import ths_to_codes
+
+try:
+    from vnpy.trader.constant import Exchange
+except ImportError:
+    Exchange = None  # type: ignore
+
+_EX_MAP = {
+    "SHFE": "SHFE",
+    "DCE": "DCE",
+    "CZCE": "CZCE",
+    "CFFEX": "CFFEX",
+    "INE": "INE",
+}
+
+
+def ths_to_vnpy_symbol(ths_code: str) -> Tuple[str, str]:
+    """
+    返回 (symbol, exchange_enum_name)。
+    例：rb2610 → rb2610, SHFE；SR609 → SR609, CZCE
+    """
+    code = (ths_code or "").strip()
+    codes = ths_to_codes(code)
+    ex = (codes.get("ex") if codes else None) or "SHFE"
+    ex = _EX_MAP.get(ex, "SHFE")
+    m = re.match(r"^([A-Za-z]+)(\d+)$", code)
+    if not m:
+        return code, ex
+    letters, digits = m.group(1), m.group(2)
+    if ex == "CZCE":
+        # 郑商所 CTP 常为大写 + 3 位年月（如 SR509）；4 位则取后 3 位
+        sym = letters.upper() + (digits[-3:] if len(digits) >= 3 else digits)
+    else:
+        sym = letters.lower() + digits
+    return sym, ex
+
+
+def to_vnpy_exchange(ex_name: str):
+    if Exchange is None:
+        raise ImportError("vnpy 未安装")
+    mapping = {
+        "SHFE": Exchange.SHFE,
+        "DCE": Exchange.DCE,
+        "CZCE": Exchange.CZCE,
+        "CFFEX": Exchange.CFFEX,
+        "INE": Exchange.INE,
+    }
+    ex = mapping.get((ex_name or "").upper())
+    if ex is None:
+        raise ValueError(f"未知交易所: {ex_name}")
+    return ex