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>
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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"""按账户资金推荐可交易品种(期货核心筛选)。"""
from __future__ import annotations
from typing import Callable, Optional
from contract_specs import get_contract_spec
from symbols import PRODUCTS
def _letters_from_ths(ths_code: str) -> str:
import re
m = re.match(r"^([A-Za-z]+)", (ths_code or "").strip())
return m.group(1) if m else ""
def assess_product_for_capital(
product: dict,
capital: float,
price: Optional[float],
*,
max_position_pct: float = 50.0,
default_stop_ticks: int = 20,
) -> dict:
"""评估单品种在当前资金下是否可交易。"""
ths = product.get("ths") or ""
name = product.get("name") or ths
exchange = product.get("exchange") or ""
spec = get_contract_spec(ths + "8888")
mult = spec["mult"]
margin_rate = spec["margin_rate"]
tick = float(spec.get("tick_size") or 1.0)
p = float(price) if price and price > 0 else 0.0
cap = float(capital or 0)
if p <= 0:
return {
"ths": ths,
"name": name,
"exchange": exchange,
"status": "no_price",
"status_label": "暂无行情",
"min_capital_one_lot": None,
"margin_one_lot": None,
"risk_one_lot_1pct": None,
}
margin_one = p * mult * margin_rate
min_capital = margin_one / (max_position_pct / 100.0) if max_position_pct > 0 else margin_one
stop_dist = tick * default_stop_ticks
risk_one_lot = stop_dist * mult
risk_pct_1lot = (risk_one_lot / cap * 100) if cap > 0 else 999.0
can_margin = cap >= min_capital
can_risk = cap > 0 and risk_one_lot <= cap * 0.01
if can_margin and can_risk:
status, label = "ok", "推荐"
elif can_margin:
status, label = "margin_ok", "可开1手·止损偏宽"
else:
status, label = "blocked", "资金不足"
return {
"ths": ths,
"name": name,
"exchange": exchange,
"price": round(p, 4),
"mult": mult,
"tick_size": tick,
"margin_one_lot": round(margin_one, 2),
"min_capital_one_lot": round(min_capital, 2),
"risk_one_lot_1pct": round(risk_one_lot, 2),
"risk_pct_1lot_at_1pct_rule": round(risk_pct_1lot, 2),
"status": status,
"status_label": label,
}
def list_product_recommendations(
capital: float,
price_fn: Callable[[str], Optional[float]],
*,
max_position_pct: float = 50.0,
) -> list[dict]:
"""扫描全部品种并排序:推荐 > 可开 > 不足。"""
rows = []
for p in PRODUCTS:
ths = p["ths"]
main_code = price_fn(ths)
row = assess_product_for_capital(
p, capital, main_code, max_position_pct=max_position_pct
)
rows.append(row)
order = {"ok": 0, "margin_ok": 1, "blocked": 2, "no_price": 3}
rows.sort(key=lambda r: (order.get(r["status"], 9), r.get("min_capital_one_lot") or 1e18))
return rows