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.
This commit is contained in:
dekun
+68
-24
@@ -9,6 +9,7 @@ from __future__ import annotations
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import json
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import logging
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import threading
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import time
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from datetime import datetime
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from typing import Any, Callable, Optional
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@@ -120,7 +121,7 @@ from trading_context import (
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is_ctp_connected,
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trading_mode_label,
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)
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from ctp_entry_price import resolve_ctp_entry
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from ctp_entry_price import round_to_tick
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from ctp_symbol import ths_to_vnpy_symbol
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from ctp_trading_state import position_key, trading_state
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from vnpy_bridge import (
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@@ -549,14 +550,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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mode: str,
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fallback: float = 0.0,
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) -> float:
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"""滚仓/展示用均价：优先柜台成交加权与持仓价。"""
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"""滚仓/展示用均价：仅柜台持仓价。"""
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if not ctp_status(mode).get("connected"):
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return fallback
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trades: list = []
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try:
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trades = ctp_list_trades(mode)
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except Exception:
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pass
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for p in trading_state.get_positions() or _ctp_positions(
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mode, refresh_if_empty=False,
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):
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@@ -564,11 +560,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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continue
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if not _match_ctp_symbol(p.get("symbol") or "", sym):
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continue
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entry, _ = resolve_ctp_entry(
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sym, direction, p, trades, tick=ctp_get_tick_price(mode, sym),
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)
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if entry > 0:
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return float(entry)
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avg = float(p.get("avg_price") or 0)
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if avg > 0:
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return avg
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return fallback
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def _resolve_ctp_entry_price(
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@@ -577,17 +571,13 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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direction: str,
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ctp: Optional[dict],
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) -> tuple[float, str]:
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del mode, direction
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if not ctp:
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return 0.0, "none"
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trades: list = []
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tick = None
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if ctp_status(mode).get("connected"):
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try:
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trades = ctp_list_trades(mode)
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except Exception:
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pass
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tick = ctp_get_tick_price(mode, sym)
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return resolve_ctp_entry(sym, direction, ctp, trades, tick=tick)
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avg = float(ctp.get("avg_price") or 0)
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if avg > 0:
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return round_to_tick(avg, sym), "ctp"
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return 0.0, "none"
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def _open_commission_from_ctp_trades(
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mode: str, sym: str, direction: str,
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@@ -1246,6 +1236,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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ctp_margin = float(ctp.get("margin") or 0)
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if (margin is None or float(margin or 0) <= 0) and ctp_margin > 0:
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margin = ctp_margin
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if ctp_status(mode).get("connected"):
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source_label = "CTP 柜台"
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codes = ths_to_codes(sym)
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tick = calc_order_tick_metrics(sym, lots, entry, trading_mode=mode)
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@@ -1677,10 +1669,17 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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monitor_by_pk = _monitors_by_position_key(conn)
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ctp_list: list[dict] = []
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if ctp_status(mode).get("connected"):
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ctp_list = trading_state.get_positions()
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ctp_list = _ctp_positions(mode, refresh_if_empty=False, refresh_margin=False)
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if not ctp_list:
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ctp_list = _ctp_positions(
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mode, refresh_if_empty=True, refresh_margin=not fast,
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ctp_list = trading_state.get_positions()
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if not ctp_list:
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try:
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with _ctp_td_lock:
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get_bridge().calibrate_trading_state()
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except Exception as exc:
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logger.debug("live calibrate: %s", exc)
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ctp_list = trading_state.get_positions() or _ctp_positions(
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mode, refresh_if_empty=False, refresh_margin=False,
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)
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rows: list[dict] = []
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@@ -1740,6 +1739,51 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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continue
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seen.add(rk)
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deduped.append(row)
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if not deduped and ctp_status(mode).get("connected") and monitor_by_pk:
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margin_used = float(ctp_account_margin_used(mode) or 0)
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since_connect = 9999.0
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try:
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since_connect = time.time() - float(
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getattr(get_bridge(), "_last_connect_ok_ts", 0) or 0,
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)
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except Exception:
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pass
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if margin_used > 100 or since_connect < 300:
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for mon in monitor_by_pk.values():
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lots = int(mon.get("lots") or 0)
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if lots <= 0:
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continue
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sym = (mon.get("symbol") or "").strip()
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direction = (mon.get("direction") or "long").strip().lower()
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if fast:
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mon = _overlay_sl_tp_readonly(conn, mon, sym, direction) or mon
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else:
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mon = (
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_restore_monitor_sl_tp_if_missing(conn, mon, sym, direction)
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or mon
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)
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try:
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row = _compose_position_row(
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conn,
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mon=mon,
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ctp=None,
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mode=mode,
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capital=capital,
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now_iso=now_iso,
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fast=fast,
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)
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if not row:
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continue
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rk = row.get("key") or row.get("position_key") or ""
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if rk and rk in seen:
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continue
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if rk:
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seen.add(rk)
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deduped.append(row)
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except Exception as exc:
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logger.warning("compose monitor fallback row failed: %s", exc)
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return deduped
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def _build_trading_live_payload(conn, *, fast: bool = False) -> dict:
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