Add stats trading calendar and fix CTP position avg/sync.

Calendar shows daily closed trade count and PnL with emotion-day highlighting; day click loads review-first trade list. Use exchange-only entry average and improve vnpy position sync after CTP reconnect.

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：成交加权 / 柜台持仓价 / 盈亏一致校正。"""
+"""CTP 持仓均价：仅使用柜台持仓回报（vnpy pos.price = PositionCost 加权）。"""
 from __future__ import annotations
 
 from typing import Any, Optional
@@ -45,74 +45,6 @@ def round_to_tick(price: float, sym: str) -> float:
     return round(round(price / tick) * tick, 4)
 
 
-def entry_from_ctp_pnl(
-    ctp: dict[str, Any],
-    tick: Optional[float],
-    *,
-    ths_sym: str = "",
-) -> Optional[float]:
-    """用柜台持仓盈亏 + 现价反推均价（与 SimNow 浮动盈亏一致）。"""
-    if not tick or tick <= 0:
-        return None
-    lots = int(ctp.get("lots") or 0)
-    if lots <= 0:
-        return None
-    pnl = float(ctp.get("pnl") or 0)
-    if not pnl:
-        return None
-    sym = ths_sym or (ctp.get("symbol") or "")
-    mult = float(get_contract_spec(_ths_code(sym)).get("mult") or 10)
-    if mult <= 0:
-        return None
-    direction = (ctp.get("direction") or "long").strip().lower()
-    if direction == "long":
-        derived = tick - pnl / (mult * lots)
-    else:
-        derived = tick + pnl / (mult * lots)
-    if derived <= 0:
-        return None
-    return round_to_tick(derived, sym)
-
-
-def avg_from_trades(
-    trades: list[dict[str, Any]],
-    sym: str,
-    direction: str,
-    *,
-    expect_lots: int = 0,
-) -> Optional[float]:
-    """按成交回报移动加权均价（滚仓多笔开仓后应与柜台一致）。"""
-    direction = (direction or "long").strip().lower()
-    vol = 0
-    cost = 0.0
-    for t in sorted(trades, key=lambda x: (x.get("datetime") or "", x.get("trade_id") or "")):
-        if not symbols_match(t.get("symbol") or "", sym):
-            continue
-        off = (t.get("offset") or "").strip().lower()
-        pos_dir = (
-            t.get("position_direction") or t.get("direction") or "long"
-        ).strip().lower()
-        if pos_dir != direction:
-            continue
-        lots = int(t.get("lots") or 0)
-        px = float(t.get("price") or 0)
-        if lots <= 0 or px <= 0:
-            continue
-        if off == "open":
-            cost += px * lots
-            vol += lots
-        elif off == "close" and vol > 0:
-            avg = cost / vol
-            dec = min(lots, vol)
-            cost -= avg * dec
-            vol -= dec
-    if vol <= 0:
-        return None
-    if expect_lots > 0 and vol != expect_lots:
-        return None
-    return round_to_tick(cost / vol, sym)
-
-
 def resolve_ctp_entry(
     sym: str,
     direction: str,
@@ -121,31 +53,11 @@ def resolve_ctp_entry(
     *,
     tick: Optional[float] = None,
 ) -> tuple[float, str]:
-    """均价：成交加权 > 盈亏一致校正 > 柜台持仓价。"""
+    """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
     if not ctp:
         return 0.0, "none"
-    direction = (direction or "long").strip().lower()
-    lots = int(ctp.get("lots") or 0)
-
-    if trades:
-        trade_avg = avg_from_trades(trades, sym, direction, expect_lots=lots)
-        if trade_avg and trade_avg > 0:
-            return float(trade_avg), "trades"
-
     pos_avg = float(ctp.get("avg_price") or 0)
     if pos_avg > 0:
-        pos_avg = round_to_tick(pos_avg, sym)
-
-    pnl_avg = entry_from_ctp_pnl(ctp, tick, ths_sym=sym)
-    tick_sz = float(get_contract_spec(_ths_code(sym)).get("tick_size") or 1.0)
-
-    if pnl_avg and pos_avg > 0:
-        if abs(pnl_avg - pos_avg) >= max(tick_sz * 0.5, 0.01):
-            return float(pnl_avg), "pnl"
-        return pos_avg, "ctp"
-
-    if pos_avg > 0:
-        return pos_avg, "ctp"
-    if pnl_avg and pnl_avg > 0:
-        return float(pnl_avg), "pnl"
+        return round_to_tick(pos_avg, sym), "ctp"
     return 0.0, "none"