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>

position_sizing.py

@@ -0,0 +1,94 @@
+"""期货计仓：固定张数 / 以损定仓（不含币圈全仓杠杆模式）。"""
+from __future__ import annotations
+
+import math
+from typing import Optional
+
+from contract_specs import get_contract_spec
+
+MODE_FIXED = "fixed"
+MODE_RISK = "risk"
+
+
+def normalize_sizing_mode(raw: str) -> str:
+    m = (raw or MODE_RISK).strip().lower()
+    return m if m in (MODE_FIXED, MODE_RISK) else MODE_RISK
+
+
+def price_precision_from_tick(tick_size: float) -> int:
+    if tick_size <= 0:
+        return 0
+    s = f"{tick_size:.10f}".rstrip("0").rstrip(".")
+    if "." not in s:
+        return 0
+    return len(s.split(".")[1])
+
+
+def calc_lots_by_risk(
+    entry: float,
+    stop_loss: float,
+    direction: str,
+    capital: float,
+    risk_percent: float,
+    ths_code: str,
+    *,
+    max_lots: Optional[int] = None,
+) -> tuple[Optional[int], Optional[str]]:
+    """以损定仓：返回 (手数, 错误信息)。"""
+    try:
+        entry_f = float(entry)
+        sl_f = float(stop_loss)
+        cap = float(capital)
+        rp = float(risk_percent)
+    except (TypeError, ValueError):
+        return None, "参数格式错误"
+    if entry_f <= 0 or cap <= 0 or rp <= 0:
+        return None, "入场价、资金或风险比例无效"
+    spec = get_contract_spec(ths_code)
+    mult = spec["mult"]
+    d = (direction or "long").strip().lower()
+    if d == "short":
+        per_lot_risk = (sl_f - entry_f) * mult
+    else:
+        per_lot_risk = (entry_f - sl_f) * mult
+    if per_lot_risk <= 0:
+        return None, "止损方向与入场价不匹配"
+    budget = cap * rp / 100.0
+    lots = int(math.floor(budget / per_lot_risk))
+    if lots < 1:
+        return None, f"按 {rp}% 风险预算，当前止损距离下不足 1 手"
+    margin_rate = spec["margin_rate"]
+    margin_per_lot = entry_f * mult * margin_rate
+    max_by_margin = int(math.floor(cap * 0.85 / margin_per_lot)) if margin_per_lot > 0 else lots
+    if max_by_margin < 1:
+        return None, "可用资金不足以覆盖 1 手保证金"
+    lots = min(lots, max_by_margin)
+    if max_lots is not None:
+        lots = min(lots, int(max_lots))
+    return lots, None
+
+
+def calc_order_tick_metrics(ths_code: str, lots: float, price: Optional[float] = None) -> dict:
+    """下单区展示：最小变动价位、每跳盈亏、保证金等。"""
+    spec = get_contract_spec(ths_code)
+    mult = int(spec["mult"])
+    tick = float(spec.get("tick_size") or 1.0)
+    margin_rate = float(spec["margin_rate"])
+    lots_i = max(1, int(lots or 1))
+    tick_value_per_lot = round(tick * mult, 4)
+    tick_value_total = round(tick_value_per_lot * lots_i, 2)
+    prec = price_precision_from_tick(tick)
+    mark = float(price) if price else 0.0
+    margin_per_lot = round(mark * mult * margin_rate, 2) if mark > 0 else None
+    margin_total = round(margin_per_lot * lots_i, 2) if margin_per_lot else None
+    return {
+        "mult": mult,
+        "tick_size": tick,
+        "price_precision": prec,
+        "tick_value_per_lot": tick_value_per_lot,
+        "tick_value_total": tick_value_total,
+        "lots": lots_i,
+        "margin_per_lot": margin_per_lot,
+        "margin_total": margin_total,
+        "margin_rate": margin_rate,
+    }