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>

strategy/strategy_snapshot_lib.py

@@ -0,0 +1,70 @@
+"""策略结束快照。"""
+from __future__ import annotations
+
+import json
+from datetime import datetime
+from typing import Any
+
+STRATEGY_TREND = "trend_pullback"
+STRATEGY_ROLL = "roll"
+MAX_ROWS = 100
+
+
+def save_snapshot(
+    conn,
+    *,
+    strategy_type: str,
+    source_id: int,
+    symbol: str,
+    direction: str,
+    result_label: str,
+    payload: dict,
+    pnl: float | None = None,
+    opened_at: str = "",
+) -> None:
+    now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+    conn.execute(
+        """INSERT INTO strategy_trade_snapshots (
+            strategy_type, source_id, symbol, direction, result_label,
+            opened_at, closed_at, pnl_amount, snapshot_json, created_at
+        ) VALUES (?,?,?,?,?,?,?,?,?,?)""",
+        (
+            strategy_type,
+            source_id,
+            symbol,
+            direction,
+            result_label,
+            opened_at,
+            now,
+            pnl,
+            json.dumps(payload, ensure_ascii=False),
+            now,
+        ),
+    )
+    conn.execute(
+        """DELETE FROM strategy_trade_snapshots WHERE id NOT IN (
+            SELECT id FROM strategy_trade_snapshots ORDER BY id DESC LIMIT ?
+        )""",
+        (MAX_ROWS,),
+    )
+
+
+def list_snapshots(conn, limit: int = 100) -> tuple[list[dict], list[dict]]:
+    rows = conn.execute(
+        "SELECT * FROM strategy_trade_snapshots ORDER BY id DESC LIMIT ?",
+        (max(1, min(limit, 200)),),
+    ).fetchall()
+    trend, roll = [], []
+    for r in rows:
+        d = dict(r)
+        try:
+            d["snapshot"] = json.loads(d.get("snapshot_json") or "{}")
+        except Exception:
+            d["snapshot"] = {}
+        st = d.get("strategy_type")
+        d["strategy_label"] = "趋势回调" if st == STRATEGY_TREND else "顺势加仓"
+        if st == STRATEGY_TREND:
+            trend.append(d)
+        else:
+            roll.append(d)
+    return trend, roll