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_trading_state.py

@@ -42,49 +42,27 @@ def reconcile_position_avg(
     trades: Optional[list[dict[str, Any]]] = None,
     ths_sym: str = "",
 ) -> dict[str, Any]:
-    """手数不变时锁定均价；滚仓/加仓（手数变化）时以柜台加权均价为准。"""
-    from ctp_entry_price import entry_from_ctp_pnl, resolve_ctp_entry
+    """手数变化时采用柜台回报均价；手数不变时保持已锁定柜台价。"""
+    del tick, trades
+    from ctp_entry_price import round_to_tick
 
     row = dict(new)
     lots = int(row.get("lots") or 0)
     if lots <= 0:
         return row
-    direction = (row.get("direction") or "long").strip().lower()
     old_lots = int(old.get("lots") or 0) if old else 0
     lots_changed = not old or old_lots != lots
     sym = ths_sym or (row.get("symbol") or "")
 
-    if (
-        not lots_changed
-        and old
-        and old.get("avg_price_locked")
-        and float(old.get("avg_price") or 0) > 0
-    ):
-        locked = float(old["avg_price"])
-        corrected, _ = resolve_ctp_entry(sym, direction, row, trades, tick=tick)
-        pnl_entry = entry_from_ctp_pnl(row, tick, ths_sym=sym)
-        if corrected > 0 and abs(corrected - locked) >= 0.5:
-            row["avg_price"] = corrected
-            row["avg_price_locked"] = True
-            return row
-        if pnl_entry and abs(pnl_entry - locked) >= 0.5:
-            row["avg_price"] = pnl_entry
-            row["avg_price_locked"] = True
-            return row
-        row["avg_price"] = locked
-        row["avg_price_locked"] = True
-        return row
-
-    entry, _src = resolve_ctp_entry(sym, direction, row, trades, tick=tick)
-    if entry > 0:
-        row["avg_price"] = entry
-        row["avg_price_locked"] = True
-        return row
-
     pos_avg = float(row.get("avg_price") or 0)
     if pos_avg > 0:
-        row["avg_price"] = pos_avg
-        row["avg_price_locked"] = lots_changed or bool(tick)
+        row["avg_price"] = round_to_tick(pos_avg, sym)
+        row["avg_price_locked"] = True
+        return row
+
+    if not lots_changed and old and float(old.get("avg_price") or 0) > 0:
+        row["avg_price"] = float(old["avg_price"])
+        row["avg_price_locked"] = True
     return row
 
 
@@ -174,41 +152,8 @@ class CtpTradingState:
             return dict(row) if row else None
 
     def try_lock_entry_prices(self) -> bool:
-        """有 tick 后校正持仓均价（含已锁定但与柜台盈亏不一致的）。"""
-        from ctp_entry_price import resolve_ctp_entry
-
-        changed = False
-        with self._lock:
-            for pk, row in list(self._positions.items()):
-                ex = row.get("exchange") or ""
-                sym = row.get("symbol") or ""
-                tick = self.get_tick_price(ex, sym)
-                if not tick or tick <= 0:
-                    continue
-                ths = sym
-                try:
-                    from vnpy_bridge import CtpBridge
-                    ths = CtpBridge._vnpy_sym_to_ths(sym, ex) or sym
-                except Exception:
-                    pass
-                entry, _ = resolve_ctp_entry(
-                    ths,
-                    row.get("direction") or "long",
-                    row,
-                    tick=tick,
-                )
-                if not entry or entry <= 0:
-                    continue
-                current = float(row.get("avg_price") or 0)
-                if row.get("avg_price_locked") and current > 0:
-                    if abs(entry - current) < 0.5:
-                        continue
-                updated = dict(row)
-                updated["avg_price"] = entry
-                updated["avg_price_locked"] = True
-                self._positions[pk] = updated
-                changed = True
-        return changed
+        """均价以柜台为准，不按 tick 反推（避免均价随行情跳动）。"""
+        return False
 
     def upsert_position(
         self,