Fix CTP position average price using OpenCost instead of PositionCost.

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

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"