合并期货下单与持仓监控为统一界面，移除手工录入。

策略与 CTP 自动同步持仓，新增 /api/trading/live 聚合展示与平仓接口。

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

install_trading.py

@@ -8,6 +8,7 @@ from typing import Any, Callable
 from flask import flash, jsonify, redirect, render_template, request, url_for
 
 from contract_specs import calc_position_metrics, get_contract_spec
+from fee_specs import calc_fee_breakdown
 from position_sizing import (
     MODE_FIXED,
     MODE_RISK,
@@ -98,32 +99,264 @@ def install_trading(app, *, login_required, get_db, get_setting, set_setting, fe
         except Exception:
             return False
 
+    def _holding_duration(open_time: str, now_iso: str) -> str:
+        try:
+            from app import calc_holding_duration
+            return calc_holding_duration(open_time, now_iso)
+        except Exception:
+            return ""
+
+    def _build_trading_live_rows(conn) -> list[dict]:
+        from zoneinfo import ZoneInfo
+        tz = ZoneInfo("Asia/Shanghai")
+        now_iso = datetime.now(tz).strftime("%Y-%m-%dT%H:%M")
+        capital = _capital(conn)
+        mode = get_trading_mode(get_setting)
+        ctp_st = ctp_status(mode)
+        rows: list[dict] = []
+        seen: set[str] = set()
+
+        ctp_pairs: list[tuple[str, str]] = []
+
+        if ctp_st.get("connected"):
+            for p in _ctp_positions(mode):
+                sym = (p.get("symbol") or "").strip()
+                direction = p.get("direction") or "long"
+                lots = int(p.get("lots") or 0)
+                if lots <= 0:
+                    continue
+                ctp_pairs.append((sym, direction))
+                key = f"ctp:{sym.lower()}:{direction}"
+                seen.add(key)
+                entry = float(p.get("avg_price") or 0)
+                codes = ths_to_codes(sym)
+                mark = fetch_price(
+                    sym,
+                    codes.get("market_code", "") if codes else "",
+                    codes.get("sina_code", "") if codes else "",
+                )
+                spec = get_contract_spec(sym)
+                mult = spec["mult"]
+                float_pnl = p.get("pnl")
+                if mark is not None and entry > 0:
+                    if direction == "long":
+                        float_pnl = round((mark - entry) * mult * lots, 2)
+                    else:
+                        float_pnl = round((entry - mark) * mult * lots, 2)
+                tick = calc_order_tick_metrics(sym, lots, mark or entry)
+                rows.append({
+                    "key": key,
+                    "source": "ctp",
+                    "source_label": "CTP 柜台",
+                    "symbol": codes.get("name", sym) if codes else sym,
+                    "symbol_code": sym,
+                    "direction": direction,
+                    "direction_label": "做多" if direction == "long" else "做空",
+                    "lots": lots,
+                    "entry_price": entry,
+                    "stop_loss": None,
+                    "take_profit": None,
+                    "mark_price": mark,
+                    "float_pnl": float_pnl,
+                    "tick_value_total": tick.get("tick_value_total"),
+                    "price_precision": tick.get("price_precision"),
+                    "tick_size": tick.get("tick_size"),
+                    "can_close": True,
+                })
+
+        def _dup_ctp(ths_sym: str, direction: str) -> bool:
+            for cs, d in ctp_pairs:
+                if d != direction:
+                    continue
+                if cs.lower() == ths_sym.lower() or _match_ctp_symbol(cs, ths_sym):
+                    return True
+            return False
+
+        monitors = conn.execute(
+            "SELECT * FROM trade_order_monitors WHERE status='active' ORDER BY id DESC"
+        ).fetchall()
+        for r in monitors:
+            sym = r["symbol"]
+            direction = r["direction"]
+            if _dup_ctp(sym, direction):
+                continue
+            key = f"mon:{sym.lower()}:{direction}"
+            entry = float(r["entry_price"] or 0)
+            sl = float(r["stop_loss"]) if r["stop_loss"] is not None else None
+            tp = float(r["take_profit"]) if r["take_profit"] is not None else None
+            lots = float(r["lots"] or 1)
+            codes = ths_to_codes(sym)
+            market = r["market_code"] or (codes.get("market_code", "") if codes else "") or ""
+            sina = codes.get("sina_code", "") if codes else ""
+            mark = fetch_price(sym, market, sina)
+            metrics = calc_position_metrics(direction, entry, sl or entry, tp or entry, lots, mark, capital, sym)
+            fee_info = calc_fee_breakdown(sym, entry, mark or entry, lots, r["open_time"] or "", now_iso)
+            est_net = None
+            if metrics.get("float_pnl") is not None:
+                est_net = round(metrics["float_pnl"] - fee_info["total_fee"], 2)
+            rows.append({
+                "key": key,
+                "source": "program",
+                "source_label": r["monitor_type"] or "程序监控",
+                "monitor_id": r["id"],
+                "symbol": r["symbol_name"] or sym,
+                "symbol_code": sym,
+                "direction": direction,
+                "direction_label": "做多" if direction == "long" else "做空",
+                "lots": lots,
+                "entry_price": entry,
+                "stop_loss": sl,
+                "take_profit": tp,
+                "mark_price": mark,
+                "open_time": r["open_time"],
+                "holding_duration": _holding_duration(r["open_time"] or "", now_iso),
+                "float_pnl": metrics.get("float_pnl"),
+                "float_pct": metrics.get("float_pct"),
+                "risk_pct": metrics.get("risk_pct"),
+                "risk_amount": metrics.get("risk_amount"),
+                "rr_ratio": metrics.get("rr_ratio"),
+                "margin": metrics.get("margin"),
+                "position_pct": metrics.get("position_pct"),
+                "est_fee": fee_info["total_fee"],
+                "est_pnl_net": est_net,
+                "can_close": ctp_st.get("connected"),
+            })
+
+        legacy = conn.execute(
+            "SELECT * FROM position_monitors WHERE status='active' ORDER BY id DESC"
+        ).fetchall()
+        for r in legacy:
+            sym = r["symbol"]
+            direction = r["direction"]
+            key = f"leg:{sym.lower()}:{direction}"
+            if any(x.get("symbol_code", "").lower() == sym.lower() and x.get("direction") == direction for x in rows):
+                continue
+            entry = float(r["entry_price"])
+            sl = float(r["stop_loss"])
+            tp = float(r["take_profit"])
+            lots = float(r["lots"] or 1)
+            market = r["market_code"] or ""
+            sina = r["sina_code"] or ""
+            mark = fetch_price(sym, market, sina)
+            metrics = calc_position_metrics(direction, entry, sl, tp, lots, mark, capital, sym)
+            fee_info = calc_fee_breakdown(sym, entry, mark or entry, lots, r["open_time"] or "", now_iso)
+            est_net = None
+            if metrics.get("float_pnl") is not None:
+                est_net = round(metrics["float_pnl"] - fee_info["total_fee"], 2)
+            rows.append({
+                "key": key,
+                "source": "legacy",
+                "source_label": "历史录入",
+                "legacy_id": r["id"],
+                "symbol": r["symbol_name"] or sym,
+                "symbol_code": sym,
+                "direction": direction,
+                "direction_label": "做多" if direction == "long" else "做空",
+                "lots": lots,
+                "entry_price": entry,
+                "stop_loss": sl,
+                "take_profit": tp,
+                "mark_price": mark,
+                "open_time": r["open_time"],
+                "holding_duration": _holding_duration(r["open_time"] or "", now_iso),
+                "float_pnl": metrics.get("float_pnl"),
+                "float_pct": metrics.get("float_pct"),
+                "risk_pct": metrics.get("risk_pct"),
+                "risk_amount": metrics.get("risk_amount"),
+                "rr_ratio": metrics.get("rr_ratio"),
+                "margin": metrics.get("margin"),
+                "position_pct": metrics.get("position_pct"),
+                "est_fee": fee_info["total_fee"],
+                "est_pnl_net": est_net,
+                "can_close": True,
+                "close_url": f"/close_position/{r['id']}",
+            })
+        return rows
+
     @app.route("/trade")
     @login_required
     def trade_page():
+        return redirect(url_for("positions"))
+
+    @app.route("/positions")
+    @login_required
+    def positions():
         conn = get_db()
         init_strategy_tables(conn)
         mode = get_trading_mode(get_setting)
         ctp_st = ctp_status(mode)
         capital = _capital(conn)
-        sizing = get_sizing_mode(get_setting)
         risk = get_risk_status(conn)
         ctp_acc = _ctp_account(mode) if ctp_st.get("connected") else {}
-        positions = _ctp_positions(mode) if ctp_st.get("connected") else []
         conn.close()
         return render_template(
             "trade.html",
             trading_mode=mode,
             trading_mode_label=trading_mode_label(get_setting),
-            sizing_mode=sizing,
-            risk_percent=get_risk_percent(get_setting),
             capital=capital,
             risk_status=risk,
             ctp_status=ctp_st,
             ctp_account=ctp_acc,
-            ctp_positions=positions,
         )
 
+    @app.route("/api/trading/live")
+    @login_required
+    def api_trading_live():
+        conn = get_db()
+        init_strategy_tables(conn)
+        mode = get_trading_mode(get_setting)
+        ctp_st = ctp_status(mode)
+        rows = _build_trading_live_rows(conn)
+        conn.close()
+        return jsonify({
+            "rows": rows,
+            "capital": _capital(get_db()),
+            "ctp_status": ctp_st,
+            "trading_mode_label": trading_mode_label(get_setting),
+        })
+
+    @app.route("/api/trading/close", methods=["POST"])
+    @login_required
+    def api_trading_close():
+        d = request.get_json(silent=True) or {}
+        source = (d.get("source") or "").strip()
+        conn = get_db()
+        init_strategy_tables(conn)
+        mode = get_trading_mode(get_setting)
+        if not ctp_status(mode).get("connected") and source in ("ctp", "program"):
+            conn.close()
+            return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
+        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))
+            price = float(d.get("price") or 0)
+        except (TypeError, ValueError):
+            conn.close()
+            return jsonify({"ok": False, "error": "参数无效"}), 400
+        if not sym or price <= 0:
+            conn.close()
+            return jsonify({"ok": False, "error": "品种或价格无效"}), 400
+        offset = "close_long" if direction == "long" else "close_short"
+        try:
+            execute_order(
+                conn, mode=mode, offset=offset, symbol=sym, direction=direction,
+                lots=lots, price=price, settings=_settings_dict(),
+            )
+            if source == "program":
+                mid = int(d.get("monitor_id") or 0)
+                if mid:
+                    conn.execute(
+                        "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                        (mid,),
+                    )
+            conn.commit()
+            conn.close()
+            return jsonify({"ok": True})
+        except ValueError as exc:
+            conn.close()
+            return jsonify({"ok": False, "error": str(exc)}), 400
+
     @app.route("/recommend")
     @login_required
     def recommend_page():