diff --git a/modules/ctp/ctp_entry_price.py b/modules/ctp/ctp_entry_price.py
index 45aa5c5..929569e 100644
--- a/modules/ctp/ctp_entry_price.py
+++ b/modules/ctp/ctp_entry_price.py
@@ -1,7 +1,7 @@
 # Copyright (c) 2025-2026 马建军. All rights reserved.
 # 详见 LICENSE.zh-CN.txt
 
-"""CTP 持仓均价：仅使用柜台持仓回报（vnpy pos.price = PositionCost 加权）。"""
+"""CTP 持仓均价：优先 CTP OpenCost（柜台开仓均价），其次成交加权。"""
 from __future__ import annotations
 
 from typing import Any, Optional
@@ -45,6 +45,53 @@ def round_to_tick(price: float, sym: str) -> float:
     return round(round(price / tick) * tick, 4)
 
 
+def compute_open_avg_from_trades(
+    sym: str,
+    direction: str,
+    trades: Optional[list[dict[str, Any]]],
+) -> float:
+    """按开仓成交 FIFO 还原剩余持仓的开仓均价。"""
+    if not trades:
+        return 0.0
+    want = (direction or "long").strip().lower()
+    open_vol = 0.0
+    open_cost = 0.0
+    for t in sorted(trades, key=lambda x: x.get("datetime") or ""):
+        if (t.get("offset") or "").strip().lower() != "open":
+            continue
+        pos_dir = (t.get("position_direction") or t.get("direction") or "long").strip().lower()
+        if pos_dir != want:
+            continue
+        if not symbols_match(t.get("symbol") or "", sym):
+            continue
+        lots = float(int(t.get("lots") or 0))
+        px = float(t.get("price") or 0)
+        if lots <= 0 or px <= 0:
+            continue
+        open_vol += lots
+        open_cost += px * lots
+    if open_vol <= 0:
+        return 0.0
+    for t in sorted(trades, key=lambda x: x.get("datetime") or ""):
+        if (t.get("offset") or "").strip().lower() != "close":
+            continue
+        pos_dir = (t.get("position_direction") or t.get("direction") or "long").strip().lower()
+        if pos_dir != want:
+            continue
+        if not symbols_match(t.get("symbol") or "", sym):
+            continue
+        lots = float(int(t.get("lots") or 0))
+        if lots <= 0 or open_vol <= 0:
+            continue
+        avg = open_cost / open_vol
+        dec = min(lots, open_vol)
+        open_cost -= avg * dec
+        open_vol -= dec
+    if open_vol <= 0:
+        return 0.0
+    return round(open_cost / open_vol, 4)
+
+
 def resolve_ctp_entry(
     sym: str,
     direction: str,
@@ -53,11 +100,13 @@ def resolve_ctp_entry(
     *,
     tick: Optional[float] = None,
 ) -> tuple[float, str]:
-    """均价：仅柜台持仓价（trades/tick 参数保留兼容，不参与计算）。"""
-    del direction, trades, tick
+    """均价：优先 avg_price（OpenCost），否则成交加权。"""
     if not ctp:
         return 0.0, "none"
     pos_avg = float(ctp.get("avg_price") or 0)
     if pos_avg > 0:
         return round_to_tick(pos_avg, sym), "ctp"
+    trade_avg = compute_open_avg_from_trades(sym, direction or "long", trades)
+    if trade_avg > 0:
+        return round_to_tick(trade_avg, sym), "trades"
     return 0.0, "none"
diff --git a/modules/ctp/vnpy_bridge.py b/modules/ctp/vnpy_bridge.py
index b037d68..44407ac 100644
--- a/modules/ctp/vnpy_bridge.py
+++ b/modules/ctp/vnpy_bridge.py
@@ -342,6 +342,8 @@ class CtpBridge:
         self._last_position_query_ts: float = 0.0
         self._position_margins: dict[str, float] = {}
         self._position_open_times: dict[str, str] = {}
+        self._position_open_avg: dict[str, float] = {}
+        self._position_open_cost_acc: dict[str, dict[str, float]] = {}
         self._margin_hooked = False
         self._trade_hooked = False
         self._trade_query_results: list[dict[str, Any]] = []
@@ -524,7 +526,7 @@ class CtpBridge:
             sym = getattr(pos, "symbol", "") or ""
             exchange = getattr(pos, "exchange", None)
             ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "")
-            price = float(getattr(pos, "price", 0) or 0)
+            price = self._position_avg_from_vnpy(pos, sym=sym, ex_name=ex_name, direction=d)
             yd = int(getattr(pos, "yd_volume", 0) or 0)
             td = max(0, vol - yd)
             margin = self.estimate_position_margin(sym, ex_name, d, vol, price, pos=pos)
@@ -1214,6 +1216,13 @@ class CtpBridge:
             def on_rsp_position(
                 data: dict, error: dict, reqid: int, last: bool,
             ) -> None:
+                try:
+                    if data:
+                        bridge._ingest_position_open_cost(data)
+                    if last:
+                        bridge._finalize_position_open_cost_acc()
+                except Exception as exc:
+                    logger.debug("position open avg cache: %s", exc)
                 ret = orig_pos(data, error, reqid, last)
                 if last:
                     now = time.monotonic()
@@ -1620,6 +1629,79 @@ class CtpBridge:
     def _position_margin_key(self, sym: str, direction: str) -> str:
         return f"{(sym or '').lower()}:{(direction or 'long').strip().lower()}"
 
+    @staticmethod
+    def _direction_from_ctp_posi(posi: Any) -> str:
+        s = str(posi or "").strip().upper()
+        if s in ("2", "SHORT", "NET_SHORT"):
+            return "short"
+        return "long"
+
+    def _contract_mult(self, sym: str, ex_name: str = "") -> float:
+        ths = self._vnpy_sym_to_ths(sym, ex_name) or sym
+        try:
+            return float(get_contract_spec(ths).get("mult") or 0)
+        except Exception:
+            return 0.0
+
+    def _ingest_position_open_cost(self, data: dict) -> None:
+        """累积 CTP 持仓回报 OpenCost，用于计算开仓均价（柜台 开仓均价）。"""
+        if not data or not data.get("InstrumentID"):
+            return
+        vol = int(data.get("Position") or 0)
+        if vol <= 0:
+            return
+        open_cost = float(data.get("OpenCost") or 0)
+        if open_cost <= 0:
+            return
+        sym = str(data["InstrumentID"])
+        direction = self._direction_from_ctp_posi(data.get("PosiDirection"))
+        mult = self._contract_mult(sym)
+        if mult <= 0:
+            return
+        key = self._position_margin_key(sym, direction)
+        acc = self._position_open_cost_acc.setdefault(
+            key, {"open_cost": 0.0, "vol": 0.0, "mult": mult},
+        )
+        acc["open_cost"] += open_cost
+        acc["vol"] += float(vol)
+        acc["mult"] = mult
+
+    def _finalize_position_open_cost_acc(self) -> None:
+        for key, acc in list(self._position_open_cost_acc.items()):
+            vol = float(acc.get("vol") or 0)
+            mult = float(acc.get("mult") or 0)
+            open_cost = float(acc.get("open_cost") or 0)
+            if vol > 0 and mult > 0 and open_cost > 0:
+                self._position_open_avg[key] = open_cost / (vol * mult)
+        self._position_open_cost_acc.clear()
+
+    def _lookup_position_open_avg(self, sym: str, direction: str) -> float:
+        return float(
+            self._position_open_avg.get(self._position_margin_key(sym, direction), 0) or 0
+        )
+
+    def _position_avg_from_vnpy(
+        self,
+        pos: Any,
+        *,
+        sym: str,
+        ex_name: str,
+        direction: str,
+    ) -> float:
+        cached = self._lookup_position_open_avg(sym, direction)
+        if cached > 0:
+            return cached
+        try:
+            from modules.ctp.ctp_entry_price import compute_open_avg_from_trades
+
+            trades = self.list_trades()
+            trade_avg = compute_open_avg_from_trades(sym, direction, trades)
+            if trade_avg > 0:
+                return trade_avg
+        except Exception as exc:
+            logger.debug("position avg from trades: %s", exc)
+        return float(getattr(pos, "price", 0) or 0)
+
     def _lookup_position_open_time(self, sym: str, direction: str) -> str:
         return (self._position_open_times.get(self._position_margin_key(sym, direction)) or "").strip()
 
@@ -1825,7 +1907,9 @@ class CtpBridge:
             sym = getattr(pos, "symbol", "") or ""
             exchange = getattr(pos, "exchange", None)
             ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "")
-            price = float(getattr(pos, "price", 0) or 0)
+            price = self._position_avg_from_vnpy(
+                pos, sym=sym, ex_name=ex_name, direction=d,
+            )
             margin = self.estimate_position_margin(
                 sym, ex_name, d, vol, price, pos=pos,
             )