Deduct open position margin from recommend max lots.

Recalculate tradable symbol budgets from remaining margin after CTP usage and refresh the table on position updates.

Co-authored-by: Cursor <cursoragent@cursor.com>

install_trading.py

@@ -1578,6 +1578,12 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             try:
                 payload = _refresh_trading_live_snapshot(fast=fast)
                 position_hub.broadcast("positions", payload)
+                conn = get_db()
+                try:
+                    rec = _recommend_payload(conn)
+                    recommend_hub.broadcast("recommend", {"ok": True, **rec})
+                finally:
+                    conn.close()
             except Exception as exc:
                 logger.debug("push position snapshot: %s", exc)
 

product_recommend.py

@@ -163,6 +163,7 @@ def assess_product_for_capital(
     trading_mode: str = "simulation",
     ctp_connected: bool = True,
     main_code: str = "",
+    margin_used: float = 0.0,
 ) -> dict:
     """评估单品种在当前资金下是否可交易。"""
     ths = product.get("ths") or ""
@@ -225,6 +226,7 @@ def assess_product_for_capital(
         margin_one = p * mult * margin_rate
     min_capital = margin_one / (margin_pct / 100.0) if margin_pct > 0 else margin_one
     margin_budget = cap * margin_pct / 100.0 if cap > 0 else 0.0
+    margin_budget = max(0.0, margin_budget - max(0.0, float(margin_used or 0)))
     max_lots = int(math.floor(margin_budget / margin_one)) if margin_one > 0 and margin_budget > 0 else 0
     stop_dist = tick * default_stop_ticks
     risk_one_lot = stop_dist * mult
@@ -287,6 +289,7 @@ def list_product_recommendations(
     max_margin_pct: float = 30.0,
     trading_mode: str = "simulation",
     ctp_connected: bool = True,
+    margin_used: float = 0.0,
 ) -> list[dict]:
     """扫描全部品种并排序：可开且纪律友好 > 可开 > 不足。quote_fn(品种代码) -> {price, ths_code, ...}"""
 
@@ -302,6 +305,7 @@ def list_product_recommendations(
                 trading_mode=trading_mode,
                 ctp_connected=ctp_connected,
                 main_code=main_code,
+                margin_used=margin_used,
             )
             row["main_code"] = main_code
             if main_code:

recommend_store.py

@@ -117,17 +117,61 @@ def _ctp_connected_for_mode(trading_mode: str) -> bool:
         return False
 
 
+def recommend_margin_used(trading_mode: str) -> float:
+    """当前持仓已占用保证金（CTP 柜台优先）。"""
+    if not _ctp_connected_for_mode(trading_mode):
+        return 0.0
+    try:
+        from vnpy_bridge import ctp_account_margin_used, ctp_list_positions
+
+        used = ctp_account_margin_used(trading_mode)
+        if used is not None and used > 0:
+            return float(used)
+        total = 0.0
+        for p in ctp_list_positions(
+            trading_mode, refresh_if_empty=False, refresh_margin=True,
+        ):
+            m = float(p.get("margin") or 0)
+            if m > 0:
+                total += m
+        return round(total, 2) if total > 0 else 0.0
+    except Exception as exc:
+        logger.debug("recommend_margin_used: %s", exc)
+        return 0.0
+
+
+def margin_budget_info(
+    capital: float,
+    max_margin_pct: float,
+    margin_used: float = 0.0,
+) -> dict[str, float]:
+    """保证金上限总额、已占用、剩余可开额度。"""
+    cap = float(capital or 0)
+    pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
+    total = cap * pct / 100.0 if cap > 0 else 0.0
+    used = max(0.0, float(margin_used or 0))
+    remaining = max(0.0, total - used)
+    return {
+        "margin_budget_total": round(total, 2),
+        "margin_used": round(used, 2),
+        "margin_budget_remaining": round(remaining, 2),
+        "max_margin_pct": pct,
+    }
+
+
 def enrich_recommend_rows(
     rows: list[dict],
     capital: float,
     *,
     max_margin_pct: float = 30.0,
     trading_mode: str = "simulation",
+    margin_used: float = 0.0,
 ) -> list[dict]:
     """用当前权益与保证金比例补算最大可开手数（兼容旧缓存）。"""
     cap = float(capital or 0)
-    pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
+    budget_info = margin_budget_info(cap, max_margin_pct, margin_used)
-    budget = cap * pct / 100.0 if cap > 0 else 0.0
+    pct = budget_info["max_margin_pct"]
+    budget = budget_info["margin_budget_remaining"]
     ctp_connected = _ctp_connected_for_mode(trading_mode)
     enriched: list[dict] = []
     for raw in rows:
@@ -172,6 +216,8 @@ def enrich_recommend_rows(
         row["max_lots"] = lots
         row.pop("recommended_lots", None)
         row["margin_budget"] = round(budget, 2)
+        row["margin_budget_total"] = budget_info["margin_budget_total"]
+        row["margin_used"] = budget_info["margin_used"]
         row["max_margin_pct"] = pct
         status = row.get("status") or ""
         if lots >= 1 and status in ("ok", "margin_ok"):
@@ -181,6 +227,8 @@ def enrich_recommend_rows(
             )
             if row.get("margin_source") == "ctp":
                 row["status_label"] += f"（{src}保证金）"
+            if budget_info["margin_used"] > 0:
+                row["status_label"] += "·扣持仓"
         elif lots < 1 and status in ("ok", "margin_ok"):
             row["status"] = "blocked"
             row["status_label"] = "资金不足"
@@ -214,17 +262,24 @@ def refresh_recommend_cache(
     *,
     trading_mode: str = "simulation",
     max_margin_pct: float = 30.0,
+    margin_used: float | None = None,
 ) -> list[dict]:
     """后台拉行情、筛选并写入数据库。"""
     ensure_recommend_tables(conn)
     ensure_fee_rates_schema(conn)
     ctp_connected = _ctp_connected_for_mode(trading_mode)
+    used = (
+        float(margin_used)
+        if margin_used is not None
+        else recommend_margin_used(trading_mode)
+    )
     all_rows = list_product_recommendations(
         capital,
         quote_fn,
         max_margin_pct=max_margin_pct,
         trading_mode=trading_mode,
         ctp_connected=ctp_connected,
+        margin_used=used,
     )
     rows = filter_affordable_recommendations(all_rows)
     if not rows and float(capital or 0) > 0:
@@ -293,11 +348,14 @@ def recommend_payload(
     payload = load_recommend_cache(conn)
     cap = float(live_capital or 0)
     pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
+    used = recommend_margin_used(trading_mode)
+    budget_info = margin_budget_info(cap, pct, used)
     payload["capital"] = cap
     payload["max_margin_pct"] = pct
+    payload.update(budget_info)
     rows = payload.get("rows") or []
     rows = enrich_recommend_rows(
-        rows, cap, max_margin_pct=pct, trading_mode=trading_mode,
+        rows, cap, max_margin_pct=pct, trading_mode=trading_mode, margin_used=used,
     )
     rows = filter_rows_for_account_scope(
         rows, cap, ctp_connected=_ctp_connected_for_mode(trading_mode),

static/js/trade.js

@@ -38,6 +38,7 @@
     var recommendMaxByProduct = {};
     var recommendMaxByCode = {};
     var recRowsRaw = [];
+    var recMeta = {};
     var recSortKey = 'trend';
     var recSortDesc = true;
     var recIndustryFilter = '';
@@ -1454,7 +1455,7 @@
         return counts;
     }
 
-    function updateRecStats(allRows, visibleRows) {
+    function updateRecStats(allRows, visibleRows, meta) {
         var el = document.getElementById('rec-stats');
         if (!el) return;
         var total = (allRows || []).length;
@@ -1464,6 +1465,12 @@
             return;
         }
         var parts = [];
+        if (meta && meta.margin_used > 0) {
+            parts.push(
+                '持仓占用 <strong>' + fmtNum(meta.margin_used) + '</strong> 元，' +
+                '剩余额度 <strong class="text-accent">' + fmtNum(meta.margin_budget_remaining) + '</strong> 元'
+            );
+        }
         if (recIndustryFilter) {
             parts.push('筛选 <strong>' + shown + '</strong> / 共 ' + total + ' 个品种');
         } else {
@@ -1641,15 +1648,28 @@
     function renderRecommendTable() {
         var filtered = filterRecommendRows(recRowsRaw);
         var sorted = sortRecommendRows(filtered);
-        updateRecStats(recRowsRaw, sorted);
+        updateRecStats(recRowsRaw, sorted, recMeta);
         renderRecommendRows(sorted);
     }
 
     function renderRecommendations(data) {
         if (!recommendList || !data) return;
         updateRecommendMaxMaps(data);
+        recMeta = {
+            margin_used: data.margin_used || 0,
+            margin_budget_remaining: data.margin_budget_remaining,
+            margin_budget_total: data.margin_budget_total
+        };
         var recCap = document.getElementById('rec-capital');
         if (recCap && data.capital != null) recCap.textContent = Number(data.capital).toFixed(2);
+        var recMarginHint = document.getElementById('rec-margin-hint');
+        if (recMarginHint) {
+            if (recMeta.margin_used > 0) {
+                recMarginHint.textContent = ' · 已扣持仓占用 ' + fmtNum(recMeta.margin_used) + ' 元';
+            } else {
+                recMarginHint.textContent = '';
+            }
+        }
         var recUpdated = document.getElementById('rec-updated');
         if (recUpdated && data.updated_at) {
             recUpdated.textContent = '每日后台更新 · 最近 ' + data.updated_at;
@@ -1658,7 +1678,7 @@
         recRowsRaw = rows.slice();
         if (!rows.length) {
             recommendList.innerHTML = '<tr><td colspan="' + REC_COLSPAN + '" class="empty-hint">当前资金下暂无推荐品种（每日后台刷新）</td></tr>';
-            updateRecStats([], []);
+            updateRecStats([], [], recMeta);
             return;
         }
         renderRecommendTable();
@@ -1692,7 +1712,7 @@
                 renderRecommendTable();
             });
         }
-        if (recRowsRaw.length) updateRecStats(recRowsRaw, filterRecommendRows(recRowsRaw));
+        if (recRowsRaw.length) updateRecStats(recRowsRaw, filterRecommendRows(recRowsRaw), recMeta);
     }
 
     function connectRecommendStream() {

templates/trade.html

@@ -172,7 +172,7 @@
     <div class="card trade-card trade-card-full" id="recommend">
             <h2>可开仓品种</h2>
             <div class="card-body">
-                <p class="hint">最大手数 = floor(权益 × 保证金上限 <strong>{{ max_margin_pct }}%</strong> ÷ 1手保证金)；当前权益 <strong class="text-accent" id="rec-capital">{{ '%.2f'|format(recommend_capital) }}</strong> 元。
+                <p class="hint">最大手数 = floor((权益 × 保证金上限 <strong>{{ max_margin_pct }}%</strong> − 已占用保证金) ÷ 1手保证金)；当前权益 <strong class="text-accent" id="rec-capital">{{ '%.2f'|format(recommend_capital) }}</strong> 元<span id="rec-margin-hint" class="text-muted"></span>。
                     {% if sizing_mode == 'fixed' %}仅显示最大手数 ≥ <strong>{{ fixed_lots }}</strong> 手的品种。{% endif %}
                     {% if small_account_scope %}<span class="text-muted">{{ small_account_scope_hint }}。</span>{% endif %}
                     {% if small_account_margin_rec %}<span class="text-muted">{{ small_account_margin_rec.label }}。</span>{% endif %}