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Lock CTP entry price from position PnL snapshot; match SimNow avg and float PnL.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-30 10:36:06 +08:00
parent 6c68808318
commit 6e954da4e1
2 changed files with 113 additions and 10 deletions
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install_trading.py
+15 -5
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@@ -591,20 +591,21 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
direction: str,
ctp: Optional[dict],
) -> tuple[float, str]:
"""持仓均价：柜台持仓价 > 成交加权（均不随 tick 变化）。"""
"""持仓均价：成交加权 > 柜台持仓价（锁定后不随 tick 变化）。"""
if not ctp:
return 0.0, "none"
direction = (direction or "long").strip().lower()
lots = int(ctp.get("lots") or 0)
pos_avg = float(ctp.get("avg_price") or 0)
if pos_avg > 0:
return pos_avg, "ctp"
trade_avg = _ctp_avg_entry_from_trades(
mode, sym, direction, expect_lots=lots,
)
if trade_avg and trade_avg > 0:
return float(trade_avg), "trades"
pos_avg = float(ctp.get("avg_price") or 0)
if pos_avg > 0:
return pos_avg, "ctp"
return 0.0, "none"
def _open_commission_from_ctp_trades(
@@ -1289,6 +1290,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
direction, entry, sl or entry, tp or entry, lots, mark, capital, sym,
)
float_pnl = pos_tmp.get("float_pnl")
if ctp and ctp_status(mode).get("connected"):
ctp_pnl = float(ctp.get("pnl") or 0)
if ctp_pnl != 0:
float_pnl = round(ctp_pnl, 2)
fee_info = calc_fee_breakdown(
sym, entry, close_est, lots, open_time or now_iso, now_iso, trading_mode=mode,
@@ -1866,7 +1871,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
if entry <= 0:
continue
mult = float(get_contract_spec(ths).get("mult") or 10)
if direction == "long":
ctp_pnl = float(p.get("pnl") or 0)
if ctp_pnl != 0:
float_pnl = round(ctp_pnl, 2)
elif direction == "long":
float_pnl = round((mark - entry) * mult * lots, 2)
else:
float_pnl = round((entry - mark) * mult * lots, 2)
@@ -1888,6 +1896,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
if not is_trading_session():
return
mode = get_trading_mode(get_setting)
if trading_state.try_lock_entry_prices():
_push_position_snapshot_async(fast=True)
payload = _build_position_quotes_payload(mode)
if payload.get("quotes"):
position_hub.push_event("position_quotes", payload)