feat: 持仓保证金占比与止盈止损自动委托守护

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

product_recommend.py

@@ -5,6 +5,7 @@ from concurrent.futures import ThreadPoolExecutor
 from typing import Callable, Optional
 
 from contract_specs import get_contract_spec
+from fee_specs import calc_fee_breakdown
 from symbols import PRODUCTS
 
 
@@ -21,6 +22,8 @@ def assess_product_for_capital(
     *,
     max_position_pct: float = 50.0,
     default_stop_ticks: int = 20,
+    reward_risk_ratio: float = 2.0,
+    trading_mode: str = "simulation",
 ) -> dict:
     """评估单品种在当前资金下是否可交易。"""
     ths = product.get("ths") or ""
@@ -50,6 +53,12 @@ def assess_product_for_capital(
     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
+    ref_sl = round(p - stop_dist, 4)
+    ref_tp = round(p + stop_dist * reward_risk_ratio, 4)
+    fee_ths = ths + "8888"
+    fee_info = calc_fee_breakdown(
+        fee_ths, p, p, 1.0, open_time="", close_time="", trading_mode=trading_mode,
+    )
 
     can_margin = cap >= min_capital
     can_risk = cap > 0 and risk_one_lot <= cap * 0.01
@@ -72,6 +81,10 @@ def assess_product_for_capital(
         "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),
+        "ref_stop_loss": ref_sl,
+        "ref_take_profit": ref_tp,
+        "open_fee_one_lot": fee_info["open_fee"],
+        "roundtrip_fee_one_lot": fee_info["total_fee"],
         "status": status,
         "status_label": label,
     }
@@ -82,6 +95,7 @@ def list_product_recommendations(
     quote_fn: Callable[[str], Optional[dict]],
     *,
     max_position_pct: float = 50.0,
+    trading_mode: str = "simulation",
 ) -> list[dict]:
     """扫描全部品种并排序：推荐 > 可开 > 不足。quote_fn(品种代码) -> {price, ths_code, ...}"""
 
@@ -90,7 +104,9 @@ def list_product_recommendations(
         quote = quote_fn(ths) or {}
         price = quote.get("price")
         row = assess_product_for_capital(
-            product, capital, price, max_position_pct=max_position_pct
+            product, capital, price,
+            max_position_pct=max_position_pct,
+            trading_mode=trading_mode,
         )
         main_code = (quote.get("ths_code") or "").strip()
         row["main_code"] = main_code