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>

install_trading.py

@@ -2,6 +2,7 @@
 from __future__ import annotations
 
 import json
+import logging
 from datetime import datetime
 from typing import Any, Callable, Optional
 
@@ -18,10 +19,17 @@ from position_sizing import (
     calc_order_tick_metrics,
     normalize_sizing_mode,
 )
-from recommend_store import load_recommend_cache, refresh_recommend_cache
+from recommend_store import load_recommend_cache, recommend_payload, refresh_recommend_cache
 from recommend_stream import recommend_hub, start_recommend_worker
 from ctp_reconnect import start_ctp_reconnect_worker
 from ctp_fee_worker import start_ctp_fee_worker
+from sl_tp_guard import (
+    ensure_monitor_order_columns,
+    monitor_order_status,
+    place_monitor_exit_orders,
+    start_sl_tp_guard_worker,
+    sync_all_sl_tp_orders,
+)
 from risk.account_risk_lib import (
     assert_can_open,
     get_risk_status,
@@ -58,6 +66,9 @@ from vnpy_bridge import (
 )
 
 
+logger = logging.getLogger(__name__)
+
+
 def install_trading(app, *, login_required, require_nav, get_db, get_setting, set_setting, fetch_price, send_wechat_msg):
     """注册交易相关路由。"""
     _nav = require_nav
@@ -238,10 +249,13 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         mode = get_trading_mode(get_setting)
         ctp_st = ctp_status(mode)
         rows: list[dict] = []
+        capital = _capital(conn)
 
         if not ctp_st.get("connected"):
             return rows
 
+        ensure_monitor_order_columns(conn)
+
         # 程序监控仅用于补充止损/止盈，持仓以 CTP 柜台为准
         monitor_map: dict[tuple[str, str], dict] = {}
         for r in conn.execute(
@@ -271,6 +285,46 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     break
             sl = float(mon["stop_loss"]) if mon and mon.get("stop_loss") is not None else None
             tp = float(mon["take_profit"]) if mon and mon.get("take_profit") is not None else None
+            open_time = (mon.get("open_time") or "") if mon else ""
+            holding = _holding_duration(open_time, now_iso) if open_time else ""
+            mark = None
+            if codes:
+                mark = fetch_price(
+                    sym,
+                    codes.get("market_code", ""),
+                    codes.get("sina_code", ""),
+                )
+            close_est = float(mark) if mark and mark > 0 else entry
+            fee_info = calc_fee_breakdown(
+                sym,
+                entry,
+                close_est,
+                lots,
+                open_time or now_iso,
+                now_iso,
+                trading_mode=mode,
+            )
+            est_net = None
+            if float_pnl is not None:
+                est_net = round(float(float_pnl) - fee_info["total_fee"], 2)
+            pos_metrics = calc_position_metrics(
+                direction,
+                entry,
+                sl if sl is not None else entry,
+                tp if tp is not None else entry,
+                lots,
+                mark,
+                capital,
+                sym,
+            )
+            order_st = monitor_order_status(
+                mon or {}, mode=mode, ths_code=sym, direction=direction,
+            )
+            can_place = bool(
+                mon
+                and (mon.get("stop_loss") is not None or mon.get("take_profit") is not None)
+                and (order_st.get("needs_sl_order") or order_st.get("needs_tp_order"))
+            )
             pending_for_row: list[dict] = []
             if sl is not None:
                 pending_for_row.append({
@@ -303,8 +357,21 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 "entry_price": entry,
                 "stop_loss": sl,
                 "take_profit": tp,
-                "mark_price": None,
+                "open_time": open_time or None,
+                "holding_duration": holding or None,
+                "mark_price": mark,
+                "current_price": mark,
+                "margin": pos_metrics.get("margin"),
+                "position_pct": pos_metrics.get("position_pct"),
                 "float_pnl": float_pnl,
+                "est_fee": fee_info["total_fee"],
+                "est_fee_open": fee_info["open_fee"],
+                "est_fee_close": fee_info["close_fee"],
+                "est_fee_close_type": fee_info["close_type"],
+                "est_pnl_net": est_net,
+                "sl_order_active": order_st.get("sl_order_active"),
+                "tp_order_active": order_st.get("tp_order_active"),
+                "can_place_orders": can_place,
                 "tick_value_total": tick.get("tick_value_total"),
                 "price_precision": tick.get("price_precision"),
                 "tick_size": tick.get("tick_size"),
@@ -341,7 +408,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             ).fetchone()["n"]
             conn.commit()
             sizing = get_sizing_mode(get_setting)
-            rec_cache = load_recommend_cache(conn)
+            rec_cache = recommend_payload(conn, live_capital=capital)
             return render_template(
                 "trade.html",
                 trading_mode=mode,
@@ -376,6 +443,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             mode = get_trading_mode(get_setting)
             ctp_st = ctp_status(mode)
             _sync_trade_monitors_with_ctp(conn, mode)
+            sync_all_sl_tp_orders(conn, mode)
             rows = _build_trading_live_rows(conn)
             pending_orders = _build_pending_orders(conn, mode)
             capital = _capital(conn)
@@ -392,6 +460,143 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         finally:
             conn.close()
 
+    @app.route("/api/trading/monitor/upsert", methods=["POST"])
+    @login_required
+    def api_trading_monitor_upsert():
+        """为已有 CTP 持仓补充/更新本地止盈止损监控。"""
+        d = request.get_json(silent=True) or {}
+        sym = (d.get("symbol_code") or d.get("symbol") or "").strip()
+        direction = (d.get("direction") or "long").strip().lower()
+        try:
+            lots = max(1, int(d.get("lots") or 1))
+            entry = float(d.get("entry_price") or d.get("entry") or 0)
+            sl = float(d["stop_loss"]) if d.get("stop_loss") not in (None, "") else None
+            tp = float(d["take_profit"]) if d.get("take_profit") not in (None, "") else None
+        except (TypeError, ValueError, KeyError):
+            return jsonify({"ok": False, "error": "参数无效"}), 400
+        if not sym:
+            return jsonify({"ok": False, "error": "缺少品种代码"}), 400
+        if sl is None and tp is None:
+            return jsonify({"ok": False, "error": "请至少填写止损或止盈"}), 400
+        mode = get_trading_mode(get_setting)
+        if not ctp_status(mode).get("connected"):
+            return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
+        has_pos = False
+        for p in _ctp_positions(mode):
+            if int(p.get("lots") or 0) <= 0:
+                continue
+            if (p.get("direction") or "long") != direction:
+                continue
+            if _match_ctp_symbol(p.get("symbol") or "", sym):
+                has_pos = True
+                lots = int(p.get("lots") or lots)
+                entry = float(p.get("avg_price") or entry or 0)
+                sym = (p.get("symbol") or sym).strip()
+                break
+        if not has_pos:
+            return jsonify({"ok": False, "error": "柜台无对应持仓"}), 400
+        conn = get_db()
+        try:
+            init_strategy_tables(conn)
+            mon = None
+            for r in conn.execute(
+                "SELECT * FROM trade_order_monitors WHERE status='active'"
+            ).fetchall():
+                row = dict(r)
+                if row.get("direction") != direction:
+                    continue
+                if _match_ctp_symbol(sym, row.get("symbol") or ""):
+                    mon = row
+                    break
+            codes = ths_to_codes(sym)
+            now_s = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+            if mon:
+                conn.execute(
+                    """UPDATE trade_order_monitors SET stop_loss=?, take_profit=?, lots=?, entry_price=?
+                       WHERE id=?""",
+                    (sl, tp, lots, entry or mon.get("entry_price"), mon["id"]),
+                )
+                mid = mon["id"]
+            else:
+                conn.execute(
+                    """INSERT INTO trade_order_monitors (
+                        symbol, symbol_name, market_code, direction, lots, entry_price,
+                        stop_loss, take_profit, open_time, monitor_type, status
+                    ) VALUES (?,?,?,?,?,?,?,?,?,?, 'active')""",
+                    (
+                        sym,
+                        codes.get("name", sym) if codes else sym,
+                        codes.get("market_code", "") if codes else "",
+                        direction,
+                        lots,
+                        entry,
+                        sl,
+                        tp,
+                        now_s,
+                        "manual",
+                    ),
+                )
+                mid = conn.execute("SELECT last_insert_rowid()").fetchone()[0]
+            conn.commit()
+            mon_row = conn.execute(
+                "SELECT * FROM trade_order_monitors WHERE id=?", (mid,),
+            ).fetchone()
+            if mon_row and (sl is not None or tp is not None):
+                try:
+                    ensure_monitor_order_columns(conn)
+                    place_monitor_exit_orders(conn, dict(mon_row), mode=mode, force=False)
+                except Exception as exc:
+                    logger.warning("补充止盈止损后自动委托失败: %s", exc)
+            return jsonify({"ok": True, "monitor_id": mid, "message": "止盈止损已保存"})
+        finally:
+            conn.close()
+
+    @app.route("/api/trading/monitor/place-orders", methods=["POST"])
+    @login_required
+    def api_trading_monitor_place_orders():
+        """按开仓快照向 CTP 挂止盈止损平仓委托。"""
+        d = request.get_json(silent=True) or {}
+        try:
+            monitor_id = int(d.get("monitor_id") or 0)
+        except (TypeError, ValueError):
+            monitor_id = 0
+        conn = get_db()
+        try:
+            init_strategy_tables(conn)
+            ensure_monitor_order_columns(conn)
+            mode = get_trading_mode(get_setting)
+            if not ctp_status(mode).get("connected"):
+                return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
+            mon = None
+            if monitor_id > 0:
+                row = conn.execute(
+                    "SELECT * FROM trade_order_monitors WHERE id=? AND status='active'",
+                    (monitor_id,),
+                ).fetchone()
+                mon = dict(row) if row else None
+            if not mon:
+                sym = (d.get("symbol_code") or "").strip()
+                direction = (d.get("direction") or "long").strip().lower()
+                for r in conn.execute(
+                    "SELECT * FROM trade_order_monitors WHERE status='active'"
+                ).fetchall():
+                    row = dict(r)
+                    if row.get("direction") != direction:
+                        continue
+                    if _match_ctp_symbol(sym, row.get("symbol") or ""):
+                        mon = row
+                        break
+            if not mon:
+                return jsonify({"ok": False, "error": "未找到有效监控快照"}), 404
+            result = place_monitor_exit_orders(
+                conn, mon, mode=mode, force=bool(d.get("force")),
+            )
+            if not result.get("ok"):
+                return jsonify(result), 400
+            return jsonify(result)
+        finally:
+            conn.close()
+
     @app.route("/api/trading/monitor/dismiss", methods=["POST"])
     @login_required
     def api_trading_monitor_dismiss():
@@ -646,7 +851,6 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             if offset.startswith("open"):
                 sl = d.get("stop_loss")
                 tp = d.get("take_profit")
-                if sl or tp:
                 import time
                 time.sleep(2.0)
                 actual_lots = lots
@@ -680,6 +884,16 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                             "manual",
                         ),
                     )
+                    mid = conn.execute("SELECT last_insert_rowid()").fetchone()[0]
+                    mon_row = conn.execute(
+                        "SELECT * FROM trade_order_monitors WHERE id=?", (mid,),
+                    ).fetchone()
+                    if mon_row and (sl or tp):
+                        try:
+                            ensure_monitor_order_columns(conn)
+                            place_monitor_exit_orders(conn, dict(mon_row), mode=mode, force=False)
+                        except Exception as exc:
+                            logger.warning("开仓后自动挂止盈止损失败: %s", exc)
             conn.commit()
             send_wechat_msg(f"{trading_mode_label(get_setting)} {offset} {sym} {direction} {lots}手 @{price}")
             conn.close()
@@ -760,7 +974,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         """只读数据库缓存，不在请求时拉行情。"""
         conn = get_db()
         try:
-            payload = load_recommend_cache(conn)
+            payload = recommend_payload(conn, live_capital=_capital(conn))
             return jsonify({"ok": True, **payload})
         finally:
             conn.close()
@@ -775,7 +989,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             try:
                 conn = get_db()
                 try:
-                    payload = load_recommend_cache(conn)
+                    payload = recommend_payload(conn, live_capital=_capital(conn))
                 finally:
                     conn.close()
                 yield sse_format("recommend", {"ok": True, **payload})
@@ -806,8 +1020,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         try:
             init_strategy_tables(conn)
             capital = _capital(conn)
-            rows = refresh_recommend_cache(conn, capital, _main_quote)
-            payload = load_recommend_cache(conn)
+            mode = get_trading_mode(get_setting)
+            rows = refresh_recommend_cache(conn, capital, _main_quote, trading_mode=mode)
+            payload = recommend_payload(conn, live_capital=capital)
             recommend_hub.broadcast("recommend", {"ok": True, **payload})
             return jsonify({"ok": True, "count": len(rows), **payload})
         finally:
@@ -1139,8 +1354,14 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         get_capital_fn=_capital,
         quote_fn=_main_quote,
         init_tables_fn=_init_tables,
+        get_mode_fn=lambda: get_trading_mode(get_setting),
     )
     start_ctp_reconnect_worker(get_mode_fn=lambda: get_trading_mode(get_setting))
+    start_sl_tp_guard_worker(
+        db_path=DB_PATH,
+        get_mode_fn=lambda: get_trading_mode(get_setting),
+        init_tables_fn=_init_tables,
+    )
     start_ctp_fee_worker(
         get_mode_fn=lambda: get_trading_mode(get_setting),
         get_setting_fn=get_setting,

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

recommend_store.py

@@ -30,10 +30,12 @@ def refresh_recommend_cache(
     conn,
     capital: float,
     quote_fn: Callable[[str], Optional[dict]],
+    *,
+    trading_mode: str = "simulation",
 ) -> list[dict]:
     """后台拉行情、筛选并写入数据库。"""
     ensure_recommend_tables(conn)
-    all_rows = list_product_recommendations(capital, quote_fn)
+    all_rows = list_product_recommendations(capital, quote_fn, trading_mode=trading_mode)
     rows = filter_affordable_recommendations(all_rows)
     now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
     conn.execute(
@@ -49,18 +51,39 @@ def refresh_recommend_cache(
     return rows
 
 
+def recommend_cache_stale(updated_at: Optional[str], *, now: Optional[datetime] = None) -> bool:
+    """缓存是否不是今日更新（需重新拉行情计算）。"""
+    if not updated_at:
+        return True
+    try:
+        cached_day = datetime.strptime(str(updated_at)[:10], "%Y-%m-%d").date()
+    except ValueError:
+        return True
+    today = (now or datetime.now()).date()
+    return cached_day != today
+
+
 def load_recommend_cache(conn) -> dict:
     """优先从数据库读取推荐列表。"""
     ensure_recommend_tables(conn)
     row = conn.execute("SELECT capital, rows_json, updated_at FROM product_recommend_cache WHERE id=1").fetchone()
     if not row:
-        return {"capital": 0.0, "rows": [], "updated_at": None}
+        return {"capital": 0.0, "rows": [], "updated_at": None, "stale": True}
     try:
         rows = json.loads(row["rows_json"] or "[]")
     except (TypeError, ValueError, json.JSONDecodeError):
         rows = []
+    updated_at = row["updated_at"]
     return {
         "capital": float(row["capital"] or 0),
         "rows": rows if isinstance(rows, list) else [],
-        "updated_at": row["updated_at"],
+        "updated_at": updated_at,
+        "stale": recommend_cache_stale(updated_at),
     }
+
+
+def recommend_payload(conn, *, live_capital: float) -> dict:
+    """读取缓存并附带当前权益（展示用，可能与缓存计算时不同）。"""
+    payload = load_recommend_cache(conn)
+    payload["capital"] = float(live_capital or 0)
+    return payload

recommend_stream.py

@@ -10,11 +10,11 @@ from typing import Callable, Optional
 
 from db_conn import connect_db
 from kline_stream import sse_format
-from recommend_store import load_recommend_cache, refresh_recommend_cache
+from recommend_store import load_recommend_cache, recommend_cache_stale, refresh_recommend_cache
 
 logger = logging.getLogger(__name__)
 
-REFRESH_INTERVAL_SEC = 60
+CHECK_INTERVAL_SEC = 3600
 
 
 class RecommendStreamHub:
@@ -55,9 +55,10 @@ def start_recommend_worker(
     get_capital_fn: Callable,
     quote_fn: Callable[[str], Optional[dict]],
     init_tables_fn: Callable | None = None,
-    interval: int = REFRESH_INTERVAL_SEC,
+    get_mode_fn: Callable[[], str] | None = None,
+    interval: int = CHECK_INTERVAL_SEC,
 ) -> None:
-    """后台定时刷新推荐并推送给 SSE 订阅者。"""
+    """后台每日刷新推荐（每小时检查一次是否需更新），并推送给 SSE 订阅者。"""
 
     def _loop() -> None:
         while True:
@@ -67,13 +68,18 @@ def start_recommend_worker(
                     if init_tables_fn:
                         init_tables_fn(conn)
                     capital = float(get_capital_fn(conn) or 0)
-                    refresh_recommend_cache(conn, capital, quote_fn)
-                    payload = load_recommend_cache(conn)
+                    mode = get_mode_fn() if get_mode_fn else "simulation"
+                    cached = load_recommend_cache(conn)
+                    if recommend_cache_stale(cached.get("updated_at")):
+                        refresh_recommend_cache(conn, capital, quote_fn, trading_mode=mode)
+                        cached = load_recommend_cache(conn)
+                        logger.info("品种推荐每日刷新完成，capital=%.2f rows=%d", capital, len(cached.get("rows") or []))
+                    payload = {**cached, "capital": capital}
                 finally:
                     conn.close()
                 recommend_hub.broadcast("recommend", {"ok": True, **payload})
             except Exception as exc:
                 logger.warning("recommend worker failed: %s", exc)
-            time.sleep(max(15, interval))
+            time.sleep(max(300, interval))
 
     threading.Thread(target=_loop, daemon=True, name="recommend-worker").start()

sl_tp_guard.py

@@ -0,0 +1,286 @@
+"""止盈止损守护：检测持仓快照，自动/手动向 CTP 挂平仓限价委托。"""
+from __future__ import annotations
+
+import logging
+import threading
+import time
+from typing import Any, Callable, Optional
+
+from contract_specs import get_contract_spec
+from symbols import ths_to_vnpy_symbol
+from vnpy_bridge import (
+    ctp_list_active_orders,
+    ctp_list_positions,
+    ctp_status,
+    execute_order,
+)
+
+logger = logging.getLogger(__name__)
+
+CHECK_INTERVAL_SEC = 20
+
+MONITOR_ORDER_COLUMNS = (
+    "ALTER TABLE trade_order_monitors ADD COLUMN sl_vt_order_id TEXT",
+    "ALTER TABLE trade_order_monitors ADD COLUMN tp_vt_order_id TEXT",
+)
+
+
+def ensure_monitor_order_columns(conn) -> None:
+    for sql in MONITOR_ORDER_COLUMNS:
+        try:
+            conn.execute(sql)
+        except Exception:
+            pass
+
+
+def _tick_size(ths_code: str) -> float:
+    return float(get_contract_spec(ths_code).get("tick_size") or 1.0)
+
+
+def _match_symbol(ctp_sym: str, ths: str) -> bool:
+    a = (ctp_sym or "").lower()
+    b = (ths or "").lower()
+    if a == b:
+        return True
+    try:
+        vnpy_sym, _ = ths_to_vnpy_symbol(ths)
+        return a == vnpy_sym.lower()
+    except Exception:
+        return False
+
+
+def _close_order_direction(hold_direction: str) -> str:
+    return "short" if hold_direction == "long" else "long"
+
+
+def _price_near(a: float, b: float, tick: float) -> bool:
+    return abs(float(a) - float(b)) <= max(tick * 0.501, 1e-9)
+
+
+def _find_close_order(
+    active_orders: list[dict],
+    *,
+    ths_code: str,
+    hold_direction: str,
+    price: float,
+    tick: float,
+) -> Optional[dict]:
+    close_dir = _close_order_direction(hold_direction)
+    for o in active_orders:
+        sym = o.get("symbol") or ""
+        if not _match_symbol(sym, ths_code):
+            continue
+        offset_s = (o.get("offset") or "").upper()
+        if "CLOSE" not in offset_s:
+            continue
+        if (o.get("direction") or "") != close_dir:
+            continue
+        if not _price_near(o.get("price") or 0, price, tick):
+            continue
+        return o
+    return None
+
+
+def _find_position(positions: list[dict], ths_code: str, direction: str) -> Optional[dict]:
+    for p in positions:
+        if int(p.get("lots") or 0) <= 0:
+            continue
+        if (p.get("direction") or "long") != direction:
+            continue
+        if _match_symbol(p.get("symbol") or "", ths_code):
+            return p
+    return None
+
+
+def _order_still_active(active_orders: list[dict], vt_order_id: str) -> bool:
+    if not vt_order_id:
+        return False
+    oid = str(vt_order_id).strip()
+    for o in active_orders:
+        if str(o.get("order_id") or "") == oid:
+            return True
+    return False
+
+
+def place_monitor_exit_orders(
+    conn,
+    mon: dict,
+    *,
+    mode: str,
+    force: bool = False,
+) -> dict[str, Any]:
+    """按开仓快照中的止损/止盈价，向 CTP 挂平仓限价单（缺则补）。"""
+    ensure_monitor_order_columns(conn)
+    if not ctp_status(mode).get("connected"):
+        return {"ok": False, "error": "CTP 未连接", "placed": []}
+
+    sym = (mon.get("symbol") or "").strip()
+    direction = (mon.get("direction") or "long").strip().lower()
+    sl = mon.get("stop_loss")
+    tp = mon.get("take_profit")
+    try:
+        sl_f = float(sl) if sl is not None else None
+        tp_f = float(tp) if tp is not None else None
+    except (TypeError, ValueError):
+        sl_f, tp_f = None, None
+
+    if sl_f is None and tp_f is None:
+        return {"ok": False, "error": "快照无止盈止损，无法委托", "placed": []}
+
+    positions = ctp_list_positions(mode)
+    pos = _find_position(positions, sym, direction)
+    if not pos:
+        return {"ok": False, "error": "柜台无对应持仓", "placed": []}
+
+    lots = int(pos.get("lots") or mon.get("lots") or 1)
+    active = ctp_list_active_orders(mode)
+    tick = _tick_size(sym)
+    offset = "close_long" if direction == "long" else "close_short"
+    placed: list[str] = []
+    updates: dict[str, Optional[str]] = {}
+
+    def _maybe_place(kind: str, price: Optional[float], stored_id: str) -> None:
+        if price is None or price <= 0:
+            return
+        existing = _find_close_order(
+            active, ths_code=sym, hold_direction=direction, price=price, tick=tick,
+        )
+        if existing:
+            updates[f"{kind}_vt_order_id"] = str(existing.get("order_id") or stored_id or "")
+            return
+        if stored_id and _order_still_active(active, stored_id) and not force:
+            return
+        result = execute_order(
+            conn,
+            mode=mode,
+            offset=offset,
+            symbol=sym,
+            direction=direction,
+            lots=lots,
+            price=price,
+            order_type="limit",
+        )
+        oid = str(result.get("order_id") or "")
+        updates[f"{kind}_vt_order_id"] = oid
+        placed.append(f"{kind}@{price}")
+
+    sl_id = str(mon.get("sl_vt_order_id") or "")
+    tp_id = str(mon.get("tp_vt_order_id") or "")
+    _maybe_place("sl", sl_f, sl_id)
+    _maybe_place("tp", tp_f, tp_id)
+
+    if updates:
+        sl_new = updates.get("sl_vt_order_id", mon.get("sl_vt_order_id"))
+        tp_new = updates.get("tp_vt_order_id", mon.get("tp_vt_order_id"))
+        conn.execute(
+            "UPDATE trade_order_monitors SET sl_vt_order_id=?, tp_vt_order_id=? WHERE id=?",
+            (sl_new, tp_new, mon["id"]),
+        )
+        conn.commit()
+
+    if not placed and not updates:
+        return {"ok": True, "message": "无需新委托", "placed": []}
+    msg = "已提交: " + ", ".join(placed) if placed else "委托已在柜台"
+    return {"ok": True, "message": msg, "placed": placed}
+
+
+def monitor_order_status(
+    mon: dict,
+    *,
+    mode: str,
+    ths_code: str,
+    direction: str,
+) -> dict[str, bool]:
+    """检查快照价位是否已有对应平仓挂单。"""
+    sl = mon.get("stop_loss") if mon else None
+    tp = mon.get("take_profit") if mon else None
+    try:
+        sl_f = float(sl) if sl is not None else None
+        tp_f = float(tp) if tp is not None else None
+    except (TypeError, ValueError):
+        sl_f, tp_f = None, None
+
+    if not ctp_status(mode).get("connected"):
+        return {
+            "sl_order_active": False,
+            "tp_order_active": False,
+            "needs_sl_order": sl_f is not None,
+            "needs_tp_order": tp_f is not None,
+        }
+
+    active = ctp_list_active_orders(mode)
+    tick = _tick_size(ths_code)
+    sl_active = False
+    tp_active = False
+    if sl_f is not None:
+        sl_active = _find_close_order(
+            active, ths_code=ths_code, hold_direction=direction, price=sl_f, tick=tick,
+        ) is not None
+    if tp_f is not None:
+        tp_active = _find_close_order(
+            active, ths_code=ths_code, hold_direction=direction, price=tp_f, tick=tick,
+        ) is not None
+
+    return {
+        "sl_order_active": sl_active,
+        "tp_order_active": tp_active,
+        "needs_sl_order": sl_f is not None and not sl_active,
+        "needs_tp_order": tp_f is not None and not tp_active,
+    }
+
+
+def sync_all_sl_tp_orders(conn, mode: str) -> int:
+    """扫描全部 active 监控，为缺失的止盈止损自动挂单。返回新挂单数。"""
+    ensure_monitor_order_columns(conn)
+    if not ctp_status(mode).get("connected"):
+        return 0
+    placed_n = 0
+    rows = conn.execute(
+        "SELECT * FROM trade_order_monitors WHERE status='active'"
+    ).fetchall()
+    for r in rows:
+        mon = dict(r)
+        st = monitor_order_status(
+            mon, mode=mode, ths_code=mon.get("symbol") or "", direction=mon.get("direction") or "long",
+        )
+        if not st.get("needs_sl_order") and not st.get("needs_tp_order"):
+            continue
+        if mon.get("stop_loss") is None and mon.get("take_profit") is None:
+            continue
+        try:
+            res = place_monitor_exit_orders(conn, mon, mode=mode, force=False)
+            placed_n += len(res.get("placed") or [])
+        except Exception as exc:
+            logger.warning("SL/TP auto place failed monitor=%s: %s", mon.get("id"), exc)
+    return placed_n
+
+
+def start_sl_tp_guard_worker(
+    *,
+    db_path: str,
+    get_mode_fn: Callable[[], str],
+    init_tables_fn: Callable | None = None,
+    interval: int = CHECK_INTERVAL_SEC,
+) -> None:
+    from db_conn import connect_db
+
+    def _loop() -> None:
+        time.sleep(8)
+        while True:
+            try:
+                mode = get_mode_fn()
+                if ctp_status(mode).get("connected"):
+                    conn = connect_db(db_path)
+                    try:
+                        if init_tables_fn:
+                            init_tables_fn(conn)
+                        n = sync_all_sl_tp_orders(conn, mode)
+                        if n:
+                            logger.info("止盈止损守护: 新挂 %d 笔委托", n)
+                    finally:
+                        conn.close()
+            except Exception as exc:
+                logger.warning("sl_tp_guard worker: %s", exc)
+            time.sleep(max(10, interval))
+
+    threading.Thread(target=_loop, daemon=True, name="sl-tp-guard").start()

static/css/trade.css

@@ -46,11 +46,16 @@
 .pos-pending-right{display:flex;align-items:center;gap:.45rem;flex-shrink:0}
 .pos-dismiss-btn{padding:.2rem .55rem;font-size:.68rem;border-radius:6px;border:1px solid var(--table-border);background:var(--card-inner);color:var(--text-muted);cursor:pointer;width:auto;min-height:auto;line-height:1.3}
 .pos-dismiss-btn:disabled{opacity:.55;cursor:wait}
+.pos-sl-btn{border-color:var(--accent);color:var(--accent)}
 .pos-pending-item.sl{border-left:3px solid var(--loss)}
 .pos-pending-item.tp{border-left:3px solid var(--profit)}
 .pos-pending-item.ctp{border-left:3px solid var(--accent)}
 .pos-close-btn{padding:.4rem .85rem;font-size:.78rem;border-radius:8px;border:1px solid var(--loss);background:var(--loss-bg);color:var(--loss);cursor:pointer;white-space:nowrap;width:auto;flex-shrink:0;min-height:36px}
 .pos-close-btn:disabled{opacity:.55;cursor:wait}
+.pos-card-actions{display:flex;gap:.35rem;flex-shrink:0;align-items:center}
+.pos-order-btn{padding:.4rem .85rem;font-size:.78rem;border-radius:8px;border:1px solid var(--accent);background:rgba(56,189,248,.1);color:var(--accent);cursor:pointer;white-space:nowrap;width:auto;flex-shrink:0;min-height:36px}
+.pos-order-btn:disabled,.pos-order-btn.pos-order-done{opacity:.55;cursor:default;border-color:var(--table-border);background:var(--card-inner);color:var(--text-muted)}
+.pos-order-btn:disabled:not(.pos-order-done){cursor:wait}
 
 @media (min-width:768px) and (max-width:1100px){
     .trade-split .card{min-height:420px}

static/js/trade.js

@@ -371,28 +371,148 @@
     function buildPosCard(row) {
         var pnlClass = row.float_pnl > 0 ? 'pnl-pos' : (row.float_pnl < 0 ? 'pnl-neg' : '');
         var pnlText = row.float_pnl != null ? ((row.float_pnl >= 0 ? '+' : '') + fmtNum(row.float_pnl) + ' 元') : '--';
+        var netClass = row.est_pnl_net > 0 ? 'pnl-pos' : (row.est_pnl_net < 0 ? 'pnl-neg' : '');
         var dirBadge = row.direction_label || (row.direction === 'long' ? '做多' : '做空');
+        var openT = (row.open_time || '').replace('T', ' ').slice(0, 16);
+        var slTpBtn = (!row.stop_loss && !row.take_profit && row.can_close) ?
+            '<button type="button" class="pos-dismiss-btn pos-sl-btn" data-sl-tp="' +
+            encodeURIComponent(JSON.stringify({
+                symbol_code: row.symbol_code, direction: row.direction,
+                lots: row.lots, entry_price: row.entry_price
+            })) + '">设置止盈止损</button>' : '';
+        var orderBtn = '';
+        if (row.monitor_id && (row.stop_loss != null || row.take_profit != null)) {
+            if (row.can_place_orders) {
+                orderBtn = '<button type="button" class="pos-order-btn" data-place-orders="' + row.monitor_id + '">委托</button>';
+            } else {
+                orderBtn = '<button type="button" class="pos-order-btn pos-order-done" disabled title="止盈止损委托已在柜台">委托</button>';
+            }
+        }
         var closePayload = encodeURIComponent(JSON.stringify({
             source: row.source, symbol_code: row.symbol_code, direction: row.direction,
             lots: row.lots, mark_price: row.mark_price, monitor_id: row.monitor_id || null
         }));
         var closeBtn = row.can_close ?
             '<button type="button" class="pos-close-btn" data-close="' + closePayload + '">平仓</button>' : '';
+        var actionBtns = (orderBtn || closeBtn) ?
+            '<div class="pos-card-actions">' + orderBtn + closeBtn + '</div>' : '';
         return (
             '<div class="pos-card">' +
             '<div class="pos-card-head"><div><div class="title">' + row.symbol + ' <span class="badge dir">' + dirBadge + '</span></div>' +
-            '<div class="text-muted" style="font-size:.72rem">' + (row.symbol_code || '') + '</div></div>' + closeBtn + '</div>' +
-            '<div class="pos-card-meta">来源 <strong>' + (row.source_label || 'CTP') + '</strong> · 柜台浮盈</div>' +
+            '<div class="text-muted" style="font-size:.72rem">' + (row.symbol_code || '') + '</div></div>' +
+            actionBtns + '</div>' +
+            '<div class="pos-card-meta">来源 <strong>' + (row.source_label || 'CTP') + '</strong> · 柜台浮盈' +
+            (slTpBtn ? ' · ' + slTpBtn : '') +
+            (row.sl_order_active ? ' · <span class="text-profit">止损已挂</span>' : '') +
+            (row.tp_order_active ? ' · <span class="text-profit">止盈已挂</span>' : '') + '</div>' +
             '<div class="pos-metrics">' +
             '<div class="cell"><label>持仓均价</label><div>' + fmtNum(row.entry_price) + '</div></div>' +
+            '<div class="cell"><label>当前价格</label><div>' + (row.current_price != null ? fmtNum(row.current_price) : '--') + '</div></div>' +
             '<div class="cell"><label>止损</label><div>' + (row.stop_loss != null ? fmtNum(row.stop_loss) : '--') + '</div></div>' +
             '<div class="cell"><label>止盈</label><div>' + (row.take_profit != null ? fmtNum(row.take_profit) : '--') + '</div></div>' +
+            '<div class="cell"><label>占用保证金</label><div>' + (row.margin != null ? fmtNum(row.margin) + ' 元' : '--') + '</div></div>' +
+            '<div class="cell"><label>仓位占比</label><div>' + (row.position_pct != null ? fmtNum(row.position_pct) + '%' : '--') + '</div></div>' +
             '<div class="cell ' + pnlClass + '"><label>浮盈亏</label><div>' + pnlText + '</div></div>' +
+            '<div class="cell"><label>预估手续费</label><div>' + (row.est_fee != null ? fmtNum(row.est_fee) + ' 元' : '--') + '</div></div>' +
+            '<div class="cell ' + netClass + '"><label>扣费后</label><div>' +
+            (row.est_pnl_net != null ? fmtNum(row.est_pnl_net) + ' 元' : '--') + '</div></div>' +
             '</div>' + buildPendingHtml(row.pending_orders) +
-            '<div class="pos-footer"><span>' + row.lots + ' 手</span></div></div>'
+            '<div class="pos-footer">' +
+            '<span>' + row.lots + ' 手</span>' +
+            '<span>开仓 ' + (openT || '--') + '</span>' +
+            '<span>持仓 ' + (row.holding_duration || '--') + '</span>' +
+            '<span>保证金 ' + (row.margin != null ? fmtNum(row.margin) + ' 元' : '--') + '</span>' +
+            '<span>仓位 ' + (row.position_pct != null ? fmtNum(row.position_pct) + '%' : '--') + '</span>' +
+            '</div></div>'
         );
     }
 
+    function placeMonitorOrders(monitorId, btn) {
+        if (!monitorId) return;
+        if (!confirm('按开仓快照向柜台挂止盈/止损平仓委托？')) return;
+        if (btn) {
+            btn.disabled = true;
+            btn.textContent = '委托中…';
+        }
+        fetch('/api/trading/monitor/place-orders', {
+            method: 'POST',
+            headers: { 'Content-Type': 'application/json' },
+            body: JSON.stringify({ monitor_id: monitorId })
+        })
+            .then(function (r) { return r.json(); })
+            .then(function (d) {
+                if (!d.ok) throw new Error(d.error || d.message || '委托失败');
+                alert(d.message || '委托已提交');
+                pollPositions();
+            })
+            .catch(function (e) {
+                alert(e.message || '委托失败');
+                if (btn) {
+                    btn.disabled = false;
+                    btn.textContent = '委托';
+                }
+            });
+    }
+
+    function bindPlaceOrderButtons(root) {
+        if (!root) return;
+        root.querySelectorAll('[data-place-orders]').forEach(function (btn) {
+            btn.addEventListener('click', function () {
+                placeMonitorOrders(parseInt(btn.getAttribute('data-place-orders'), 10), btn);
+            });
+        });
+    }
+
+    function promptStopTakeProfit(payload, btn) {
+        var slRaw = prompt('止损价（可留空）', '');
+        if (slRaw === null) return;
+        var tpRaw = prompt('止盈价（可留空）', '');
+        if (tpRaw === null) return;
+        var sl = slRaw.trim() ? parseFloat(slRaw) : null;
+        var tp = tpRaw.trim() ? parseFloat(tpRaw) : null;
+        if (sl == null && tp == null) {
+            alert('请至少填写止损或止盈');
+            return;
+        }
+        if (btn) {
+            btn.disabled = true;
+            btn.textContent = '保存中…';
+        }
+        fetch('/api/trading/monitor/upsert', {
+            method: 'POST',
+            headers: { 'Content-Type': 'application/json' },
+            body: JSON.stringify({
+                symbol_code: payload.symbol_code,
+                direction: payload.direction,
+                lots: payload.lots,
+                entry_price: payload.entry_price,
+                stop_loss: sl,
+                take_profit: tp
+            })
+        })
+            .then(function (r) { return r.json(); })
+            .then(function (d) {
+                if (!d.ok) throw new Error(d.error || '保存失败');
+                pollPositions();
+            })
+            .catch(function (e) {
+                alert(e.message || '保存失败');
+                if (btn) {
+                    btn.disabled = false;
+                    btn.textContent = '设置止盈止损';
+                }
+            });
+    }
+
+    function bindSlTpButtons(root) {
+        if (!root) return;
+        root.querySelectorAll('[data-sl-tp]').forEach(function (btn) {
+            btn.addEventListener('click', function () {
+                promptStopTakeProfit(JSON.parse(decodeURIComponent(btn.getAttribute('data-sl-tp'))), btn);
+            });
+        });
+    }
+
     function closePosition(payload, btn) {
         function doClose(price) {
             if (!price || price <= 0) { alert('无法获取现价'); return; }
@@ -483,6 +603,8 @@
                 }
                 list.innerHTML = rows.map(buildPosCard).join('');
                 bindPendingDismiss(list);
+                bindSlTpButtons(list);
+                bindPlaceOrderButtons(list);
                 list.querySelectorAll('[data-close]').forEach(function (btn) {
                     btn.addEventListener('click', function () {
                         closePosition(JSON.parse(decodeURIComponent(btn.getAttribute('data-close'))), btn);
@@ -500,9 +622,13 @@
         if (!recommendList || !data) return;
         var recCap = document.getElementById('rec-capital');
         if (recCap && data.capital != null) recCap.textContent = Number(data.capital).toFixed(2);
+        var recUpdated = document.getElementById('rec-updated');
+        if (recUpdated && data.updated_at) {
+            recUpdated.textContent = '每日后台更新 · 最近 ' + data.updated_at;
+        }
         var rows = data.rows || [];
         if (!rows.length) {
-            recommendList.innerHTML = '<tr><td colspan="6" class="empty-hint">当前资金下暂无推荐品种</td></tr>';
+            recommendList.innerHTML = '<tr><td colspan="9" class="empty-hint">当前资金下暂无推荐品种（每日后台刷新）</td></tr>';
             return;
         }
         recommendList.innerHTML = rows.map(function (r) {
@@ -511,7 +637,10 @@
                 '<td><strong>' + (r.name || '') + '</strong> <span class="text-accent">' + (r.main_code || r.ths || '') + '</span></td>' +
                 '<td>' + (r.exchange || '') + '</td>' +
                 '<td>' + (r.price != null ? r.price : '—') + '</td>' +
+                '<td>' + (r.ref_stop_loss != null ? r.ref_stop_loss : '—') + '</td>' +
+                '<td>' + (r.ref_take_profit != null ? r.ref_take_profit : '—') + '</td>' +
                 '<td>' + (r.margin_one_lot != null ? r.margin_one_lot : '—') + '</td>' +
+                '<td>' + (r.open_fee_one_lot != null ? r.open_fee_one_lot : '—') + '</td>' +
                 '<td>' + (r.min_capital_one_lot != null ? r.min_capital_one_lot : '—') + '</td>' +
                 '<td><span class="badge ' + (r.status === 'ok' ? 'profit' : 'planned') + '">' + (r.status_label || '') + '</span></td>' +
                 '</tr>'

templates/trade.html

@@ -107,14 +107,16 @@
     <div class="card trade-card trade-card-full" id="recommend">
             <h2>品种推荐</h2>
             <div class="card-body">
-                <p class="hint">按权益 <strong class="text-accent" id="rec-capital">{{ '%.2f'|format(capital) }}</strong> 元筛选，仅显示可开 1 手的品种。
-                    {% if recommend_updated_at %}<span class="text-muted">更新 {{ recommend_updated_at }}</span>{% else %}<span class="text-muted" id="rec-updated">后台刷新中…</span>{% endif %}
+                <p class="hint">按权益 <strong class="text-accent" id="rec-capital">{{ '%.2f'|format(capital) }}</strong> 元筛选，仅显示可开 1 手的品种；参考止损/止盈按 20 跳、盈亏比 2:1 估算。
+                    {% if recommend_updated_at %}<span class="text-muted">每日后台更新 · 最近 {{ recommend_updated_at }}</span>{% else %}<span class="text-muted" id="rec-updated">等待今日后台刷新…</span>{% endif %}
                 </p>
                 <div class="trade-table-wrap">
                     <table class="trade-table">
                         <thead>
                             <tr>
-                                <th>品种</th><th>交易所</th><th>参考价</th><th>1手保证金</th><th>建议最低资金</th><th>状态</th>
+                                <th>品种</th><th>交易所</th><th>参考价</th>
+                                <th>参考止损</th><th>参考止盈</th>
+                                <th>1手保证金</th><th>1手手续费</th><th>建议最低资金</th><th>状态</th>
                             </tr>
                         </thead>
                         <tbody id="recommend-list">
@@ -124,13 +126,16 @@
                                 <td><strong>{{ r.name }}</strong> <span class="text-accent">{{ r.main_code or r.ths }}</span></td>
                                 <td>{{ r.exchange }}</td>
                                 <td>{% if r.price %}{{ r.price }}{% else %}—{% endif %}</td>
+                                <td>{% if r.ref_stop_loss %}{{ r.ref_stop_loss }}{% else %}—{% endif %}</td>
+                                <td>{% if r.ref_take_profit %}{{ r.ref_take_profit }}{% else %}—{% endif %}</td>
                                 <td>{% if r.margin_one_lot %}{{ r.margin_one_lot }}{% else %}—{% endif %}</td>
+                                <td>{% if r.open_fee_one_lot is defined and r.open_fee_one_lot is not none %}{{ r.open_fee_one_lot }}{% else %}—{% endif %}</td>
                                 <td>{% if r.min_capital_one_lot %}{{ r.min_capital_one_lot }}{% else %}—{% endif %}</td>
                                 <td><span class="badge {% if r.status=='ok' %}profit{% else %}planned{% endif %}">{{ r.status_label }}</span></td>
                             </tr>
                             {% endfor %}
                             {% else %}
-                            <tr><td colspan="6" class="empty-hint">等待后台推送推荐…</td></tr>
+                            <tr><td colspan="9" class="empty-hint">等待今日后台刷新推荐…</td></tr>
                             {% endif %}
                         </tbody>
                     </table>