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>

position_sizing.py

@@ -9,7 +9,7 @@ from __future__ import annotations
 import math
 from typing import Optional
 
-from contract_specs import get_contract_spec
+from contract_specs import get_contract_spec, margin_one_lot
 
 MODE_FIXED = "fixed"
 MODE_AMOUNT = "amount"
@@ -57,37 +57,56 @@ def calc_lots_by_amount(
     capital: float = 0.0,
     max_lots: Optional[int] = None,
     max_margin_pct: float = 30.0,
-) -> tuple[Optional[int], Optional[str]]:
-    """固定金额：按止损距离将金额换算为手数。"""
+    trading_mode: str | None = None,
+) -> tuple[Optional[int], Optional[str], dict]:
+    """固定金额：先按止损距离算手数，再按保证金上限收紧。返回 (手数, 错误, 详情)。"""
+    info: dict = {
+        "lots_by_risk": 0,
+        "lots_by_margin": None,
+        "capped_by": None,
+    }
     try:
         entry_f = float(entry)
         sl_f = float(stop_loss)
         budget = float(amount)
         cap = float(capital or 0)
     except (TypeError, ValueError):
-        return None, "参数格式错误"
+        return None, "参数格式错误", info
     if entry_f <= 0 or budget <= 0:
-        return None, "入场价或固定金额无效"
+        return None, "入场价或固定金额无效", info
     per_lot_risk, err = _per_lot_risk(entry_f, sl_f, direction, ths_code)
     if err:
-        return None, err
+        return None, err, info
     lots = int(math.floor(budget / per_lot_risk))
+    info["lots_by_risk"] = lots
     if lots < 1:
-        return None, f"按固定金额 {budget:.0f} 元，当前止损距离下不足 1 手"
+        return None, f"按固定金额 {budget:.0f} 元，当前止损距离下不足 1 手", info
     if cap > 0:
-        spec = get_contract_spec(ths_code)
-        margin_per_lot = entry_f * spec["mult"] * spec["margin_rate"]
+        margin_per_lot, _src = margin_one_lot(
+            ths_code, entry_f, direction=direction, trading_mode=trading_mode,
+        )
+        if margin_per_lot <= 0:
+            spec = get_contract_spec(ths_code)
+            margin_per_lot = entry_f * spec["mult"] * spec["margin_rate"]
         margin_cap = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
         max_by_margin = (
             int(math.floor(cap * margin_cap / 100.0 / margin_per_lot))
             if margin_per_lot > 0 else lots
         )
+        info["lots_by_margin"] = max_by_margin
+        info["margin_per_lot"] = round(margin_per_lot, 2)
+        info["max_margin_pct"] = margin_cap
         if max_by_margin < 1:
-            return None, f"按保证金上限 {margin_cap:g}%，当前不足 1 手"
+            return None, f"按保证金上限 {margin_cap:g}%，当前不足 1 手", info
+        if max_by_margin < lots:
+            info["capped_by"] = "margin"
         lots = min(lots, max_by_margin)
     cap_lots = max_lots if max_lots is not None else DEFAULT_MAX_ORDER_LOTS
-    lots = min(lots, cap_lots)
-    return lots, None
+    if lots > cap_lots:
+        lots = cap_lots
+        info["capped_by"] = info.get("capped_by") or "max_lots"
+    info["lots"] = lots
+    return lots, None, info
 
 
 def calc_lots_by_risk(
@@ -100,6 +119,7 @@ def calc_lots_by_risk(
     *,
     max_lots: Optional[int] = None,
     max_margin_pct: float = 30.0,
+    trading_mode: str | None = None,
 ) -> tuple[Optional[int], Optional[str]]:
     """策略等场景：按权益百分比风险预算换算手数。"""
     try:
@@ -110,13 +130,22 @@ def calc_lots_by_risk(
     if cap <= 0 or rp <= 0:
         return None, "资金或风险比例无效"
     budget = cap * rp / 100.0
-    return calc_lots_by_amount(
+    lots, err, info = calc_lots_by_amount(
         entry, stop_loss, direction, budget, ths_code,
         capital=cap, max_lots=max_lots, max_margin_pct=max_margin_pct,
+        trading_mode=trading_mode,
     )
+    return lots, err
 
 
-def calc_order_tick_metrics(ths_code: str, lots: float, price: Optional[float] = None) -> dict:
+def calc_order_tick_metrics(
+    ths_code: str,
+    lots: float,
+    price: Optional[float] = None,
+    *,
+    direction: str = "long",
+    trading_mode: str | None = None,
+) -> dict:
     """下单区展示：最小变动价位、每跳盈亏、保证金等。"""
     spec = get_contract_spec(ths_code)
     mult = int(spec["mult"])
@@ -127,7 +156,22 @@ def calc_order_tick_metrics(ths_code: str, lots: float, price: Optional[float] =
     tick_value_total = round(tick_value_per_lot * lots_i, 2)
     prec = price_precision_from_tick(tick)
     mark = float(price) if price else 0.0
-    margin_per_lot = round(mark * mult * margin_rate, 2) if mark > 0 else None
+    margin_per_lot = None
+    margin_source = "estimate"
+    if mark > 0:
+        margin_per_lot, margin_source, spec_used = margin_one_lot(
+            ths_code, mark, direction=direction, trading_mode=trading_mode,
+        )
+        if spec_used.get("mult"):
+            mult = int(spec_used["mult"])
+        if spec_used.get("tick_size"):
+            tick = float(spec_used["tick_size"])
+            tick_value_per_lot = round(tick * mult, 4)
+            tick_value_total = round(tick_value_per_lot * lots_i, 2)
+            prec = price_precision_from_tick(tick)
+        if margin_per_lot <= 0:
+            margin_per_lot = round(mark * mult * margin_rate, 2)
+            margin_source = "estimate"
     margin_total = round(margin_per_lot * lots_i, 2) if margin_per_lot else None
     return {
         "mult": mult,
@@ -139,6 +183,7 @@ def calc_order_tick_metrics(ths_code: str, lots: float, price: Optional[float] =
         "margin_per_lot": margin_per_lot,
         "margin_total": margin_total,
         "margin_rate": margin_rate,
+        "margin_source": margin_source,
     }
 
 
@@ -149,6 +194,8 @@ def calc_margin_usage_pct(
     extra_symbol: str = "",
     extra_lots: int = 0,
     extra_price: float = 0,
+    extra_direction: str = "long",
+    trading_mode: str | None = None,
 ) -> float:
     """当前持仓 + 拟开仓占权益的保证金比例（%）。"""
     cap = float(capital or 0)
@@ -159,13 +206,65 @@ def calc_margin_usage_pct(
         lots = int(p.get("lots") or 0)
         if lots <= 0:
             continue
-        sym = (p.get("symbol") or "").strip()
-        entry = float(p.get("avg_price") or p.get("entry_price") or 0)
-        if entry <= 0:
+        ctp_margin = float(p.get("margin") or 0)
+        if ctp_margin > 0:
+            total += ctp_margin
             continue
-        spec = get_contract_spec(sym)
-        total += entry * spec["mult"] * lots * spec["margin_rate"]
+        sym = (p.get("symbol") or p.get("symbol_code") or "").strip()
+        entry = float(p.get("avg_price") or p.get("entry_price") or 0)
+        direction = (p.get("direction") or "long").strip().lower()
+        if entry <= 0 or not sym:
+            continue
+        per_lot, _, _ = margin_one_lot(
+            sym, entry, direction=direction, trading_mode=trading_mode,
+        )
+        if per_lot <= 0:
+            spec = get_contract_spec(sym)
+            per_lot = entry * spec["mult"] * spec["margin_rate"]
+        total += per_lot * lots
     if extra_symbol and extra_lots > 0 and extra_price > 0:
-        spec = get_contract_spec(extra_symbol)
-        total += extra_price * spec["mult"] * extra_lots * spec["margin_rate"]
+        per_lot, _, _ = margin_one_lot(
+            extra_symbol, extra_price, direction=extra_direction, trading_mode=trading_mode,
+        )
+        if per_lot <= 0:
+            spec = get_contract_spec(extra_symbol)
+            per_lot = extra_price * spec["mult"] * spec["margin_rate"]
+        total += per_lot * extra_lots
     return round(total / cap * 100.0, 2)
+
+
+def cap_lots_for_margin_budget(
+    positions: list[dict],
+    capital: float,
+    symbol: str,
+    direction: str,
+    price: float,
+    desired_lots: int,
+    max_margin_pct: float,
+    trading_mode: str | None = None,
+) -> tuple[int, float]:
+    """在保证金上限内，返回可加仓手数及占用比例。"""
+    desired = max(0, int(desired_lots or 0))
+    if desired <= 0:
+        return 0, calc_margin_usage_pct(positions, capital, trading_mode=trading_mode)
+    for lots in range(desired, 0, -1):
+        usage = calc_margin_usage_pct(
+            positions,
+            capital,
+            extra_symbol=symbol,
+            extra_lots=lots,
+            extra_price=price,
+            extra_direction=direction,
+            trading_mode=trading_mode,
+        )
+        if usage <= max_margin_pct:
+            return lots, usage
+    return 0, calc_margin_usage_pct(
+        positions,
+        capital,
+        extra_symbol=symbol,
+        extra_lots=desired,
+        extra_price=price,
+        extra_direction=direction,
+        trading_mode=trading_mode,
+    )