Add key-level auto trade, AI analysis, and trading UX improvements.

Key monitors use 5m close triggers with WeChat alerts and box/convergence auto orders; add pending-order worker, structured WeChat notify, AI settings/messages, session clock, CTP margin sizing, and dual-layer position limits.

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

contract_specs.py

@@ -83,6 +83,42 @@ def get_contract_spec(ths_code: str) -> dict:
     return dict(DEFAULT_SPEC)
 
 
+def margin_one_lot(
+    ths_code: str,
+    price: float,
+    *,
+    direction: str = "long",
+    trading_mode: str | None = None,
+) -> tuple[float, str, dict]:
+    """1 手保证金。CTP 已连接时优先读柜台合约保证金率，否则用本地参考规格估算。
+
+    返回 (保证金, 来源 estimate|ctp, 合约规格片段)。
+    """
+    spec = get_contract_spec(ths_code)
+    est = 0.0
+    if price and price > 0:
+        est = round(float(price) * spec["mult"] * spec["margin_rate"], 2)
+    if trading_mode:
+        try:
+            from vnpy_bridge import ctp_estimate_margin_one_lot, ctp_lookup_contract_spec, ctp_status
+
+            if ctp_status(trading_mode).get("connected"):
+                ctp_margin = ctp_estimate_margin_one_lot(
+                    trading_mode, ths_code, float(price), direction=direction,
+                )
+                if ctp_margin and ctp_margin > 0:
+                    merged = dict(spec)
+                    ctp_spec = ctp_lookup_contract_spec(trading_mode, ths_code) or {}
+                    if ctp_spec.get("mult"):
+                        merged["mult"] = ctp_spec["mult"]
+                    if ctp_spec.get("tick_size"):
+                        merged["tick_size"] = ctp_spec["tick_size"]
+                    return float(ctp_margin), "ctp", merged
+        except Exception:
+            pass
+    return est, "estimate", spec
+
+
 def calc_position_metrics(
     direction: str,
     entry: float,