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>

product_recommend.py

@@ -11,7 +11,7 @@ import math
 from concurrent.futures import ThreadPoolExecutor
 from typing import Callable, Optional
 
-from contract_specs import get_contract_spec
+from contract_specs import get_contract_spec, margin_one_lot
 from fee_specs import calc_fee_breakdown
 from recommend_trend import analyze_product_daily, sort_recommend_by_trend
 from symbols import PRODUCTS, product_category, product_has_night_session
@@ -24,6 +24,22 @@ SMALL_ACCOUNT_CAPITAL_MAX = 200_000.0
 DISCONNECTED_RECOMMEND_CAPITAL = 100_000.0
 SMALL_ACCOUNT_PRODUCT_THS = frozenset({"c", "m", "MA", "rb"})
 SMALL_ACCOUNT_SCOPE_LABEL = "玉米、豆粕、甲醇、螺纹钢"
+SMALL_ACCOUNT_RECOMMENDED_OPEN_MARGIN_PCT = 30.0
+SMALL_ACCOUNT_RECOMMENDED_ROLL_MARGIN_PCT = 40.0
+
+
+def small_account_margin_recommendations() -> dict:
+    """20 万以下账户建议的保证金比例（供系统设置参考）。"""
+    wan = int(SMALL_ACCOUNT_CAPITAL_MAX // 10_000)
+    return {
+        "open_margin_pct": SMALL_ACCOUNT_RECOMMENDED_OPEN_MARGIN_PCT,
+        "roll_margin_pct": SMALL_ACCOUNT_RECOMMENDED_ROLL_MARGIN_PCT,
+        "label": (
+            f"权益 {wan} 万以下建议：开仓保证金上限 "
+            f"{int(SMALL_ACCOUNT_RECOMMENDED_OPEN_MARGIN_PCT)}%，"
+            f"滚仓总保证金不超过 {int(SMALL_ACCOUNT_RECOMMENDED_ROLL_MARGIN_PCT)}%"
+        ),
+    }
 
 
 def small_account_scope_hint(*, ctp_connected: bool = True) -> str:
@@ -146,6 +162,7 @@ def assess_product_for_capital(
     reward_risk_ratio: float = 2.0,
     trading_mode: str = "simulation",
     ctp_connected: bool = True,
+    main_code: str = "",
 ) -> dict:
     """评估单品种在当前资金下是否可交易。"""
     ths = product.get("ths") or ""
@@ -194,7 +211,18 @@ def assess_product_for_capital(
             "has_night_session": product_has_night_session(product),
         }
 
-    margin_one = p * mult * margin_rate
+    margin_source = None
+    code_for_margin = (main_code or "").strip() or (ths + "8888")
+    if p > 0 and ctp_connected:
+        margin_one, margin_source, spec_used = margin_one_lot(
+            code_for_margin, p, trading_mode=trading_mode,
+        )
+        if spec_used.get("mult"):
+            mult = spec_used["mult"]
+        if spec_used.get("tick_size"):
+            tick = float(spec_used["tick_size"])
+    else:
+        margin_one = p * mult * margin_rate
     min_capital = margin_one / (margin_pct / 100.0) if margin_pct > 0 else margin_one
     margin_budget = cap * margin_pct / 100.0 if cap > 0 else 0.0
     max_lots = int(math.floor(margin_budget / margin_one)) if margin_one > 0 and margin_budget > 0 else 0
@@ -221,8 +249,10 @@ def assess_product_for_capital(
         status, label = "margin_ok", f"最大 {max_lots} 手·止损偏宽"
     else:
         status, label = "blocked", "资金不足"
+    if margin_source == "ctp" and can_margin:
+        label += "（柜台保证金）"
 
-    return {
+    row_out = {
         "ths": ths,
         "name": name,
         "exchange": exchange,
@@ -245,6 +275,9 @@ def assess_product_for_capital(
         "status_label": label,
         "has_night_session": product_has_night_session(product),
     }
+    if margin_source:
+        row_out["margin_source"] = margin_source
+    return row_out
 
 
 def list_product_recommendations(
@@ -267,6 +300,7 @@ def list_product_recommendations(
                 max_margin_pct=max_margin_pct,
                 trading_mode=trading_mode,
                 ctp_connected=ctp_connected,
+                main_code=main_code,
             )
             main_code = (quote.get("ths_code") or "").strip()
             row["main_code"] = main_code