Route business quotes and K-lines to CTP; keep Sina only for market chart page.

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

app.py

@@ -63,7 +63,12 @@ from stats_engine import (
 from kline_store import ensure_kline_tables
 from kline_stream import kline_hub, sse_format
 from kline_chart import generate_review_kline_chart, fetch_market_klines, MARKET_PERIODS
-from market import get_price as market_get_price, set_ths_refresh_token, get_quote_source_label
+from market import (
+    fetch_raw_for_volume,
+    get_price as market_get_price,
+    set_ths_refresh_token,
+    get_quote_source_label,
+)
 from db_conn import OperationalError, connect_db, database_label, is_benign_migration_error, is_db_contention_error, is_schema_migration_error, rollback_if_postgres
 from admin_settings import save_admin_credentials
 from db_backup import (
@@ -583,10 +588,19 @@ def build_market_quote_payload(
         if codes:
             market_code = codes.get("market_code", "") or market_code
             sina_code = codes.get("sina_code", "") or sina_code
-    quote_source = "sina"
+    quote_source = "none"
     price = None
     prev_close = None
-    if not prefer_sina:
+    if prefer_sina:
+        mc, sc = resolve_market_codes(symbol, market_code, sina_code)
+        if mc or sc:
+            price = market_get_price(mc, sc)
+            quote_source = "sina"
+        if prev_close is None and sc:
+            raw = fetch_raw_for_volume(sc)
+            if raw and raw.get("prev_close") is not None:
+                prev_close = raw["prev_close"]
+    else:
         try:
             from vnpy_bridge import ctp_status, ctp_get_tick_detail
             from trading_context import get_trading_mode
@@ -601,17 +615,10 @@ def build_market_quote_payload(
                     prev_close = detail["pre_close"]
         except Exception:
             pass
-    if price is None:
-        price = fetch_price(symbol, market_code, sina_code)
     name = symbol
     codes = ths_to_codes(symbol)
     if codes:
         name = codes.get("name", symbol)
-    if prev_close is None and sina_code:
-        from market import fetch_raw_for_volume
-        raw = fetch_raw_for_volume(sina_code)
-        if raw and raw.get("prev_close") is not None:
-            prev_close = raw["prev_close"]
     return {
         "symbol": symbol,
         "name": name,
@@ -651,8 +658,10 @@ def resolve_market_codes(ths_code: str, market_code: str = "", sina_code: str =
 
 
 def fetch_price(ths_code: str, market_code: str = "", sina_code: str = "") -> Optional[float]:
+    """业务现价：仅 CTP 柜台 tick，不回退新浪。"""
     sym = (ths_code or "").strip()
-    if sym:
+    if not sym:
+        return None
     try:
         from vnpy_bridge import ctp_status, ctp_get_tick_price
         from trading_context import get_trading_mode
@@ -664,10 +673,7 @@ def fetch_price(ths_code: str, market_code: str = "", sina_code: str = "") -> Op
                 return p
     except Exception:
         pass
-    mc, sc = resolve_market_codes(sym, market_code, sina_code)
-    if not mc and not sc:
     return None
-    return market_get_price(mc, sc)
 
 # —————————————— 监控逻辑 ——————————————
 
@@ -799,7 +805,7 @@ def start_background_threads():
         target=lambda: kline_hub.worker_loop(
             DB_PATH,
             lambda sym, mc, sc: build_market_quote_payload(
-                sym, mc, sc, prefer_sina=True,
+                sym, mc, sc, prefer_sina=False,
             ),
             get_mode_fn=lambda: get_trading_mode(get_setting),
         ),

modules/keys/key_monitor_lib.py

@@ -165,7 +165,7 @@ def fetch_closed_bar(
             p,
             db_path=db_path,
             trading_mode=trading_mode,
-            prefer_ctp=False,
+            prefer_ctp=True,
         )
         bars = data.get("bars") or []
         return last_closed_bar(bars, bar_period_minutes(p))

modules/market/kline_chart.py

@@ -303,8 +303,7 @@ def fetch_market_klines(
         except Exception as exc:
             logger.debug("ctp kline fetch failed %s %s: %s", symbol, p, exc)
 
-    need_sina = force_remote or not prefer_ctp or not ctp_bars or len(ctp_bars) < MIN_CTP_KLINE_BARS
+    need_sina = not prefer_ctp or force_remote
-
     if ctp_bars and len(ctp_bars) >= MIN_CTP_KLINE_BARS:
         bars = ctp_bars
         source = "ctp"
@@ -321,7 +320,7 @@ def fetch_market_klines(
         except Exception as exc:
             logger.warning("kline cache read failed %s %s: %s", chart_sym, p, exc)
 
-    if not bars or len(ctp_bars) < MIN_CTP_KLINE_BARS or not prefer_ctp:
+    if need_sina and (not bars or len(ctp_bars) < MIN_CTP_KLINE_BARS or not prefer_ctp):
         remote_bars = fetch_sina_klines(symbol, p)
         if remote_bars:
             if prefer_ctp and ctp_bars and ctp_connected:
@@ -498,7 +497,7 @@ def generate_review_kline_chart(
     plotted = False
     for idx, period in enumerate(valid_periods):
         ax = axes[idx, 0]
-        bars = fetch_sina_klines(symbol, period)
+        bars = fetch_market_klines(symbol, period, prefer_ctp=True).get("bars") or []
         bars = _select_bars(bars, cutoff, count)
         if not bars:
             ax.set_facecolor("#12121a")

modules/market/market.py

@@ -43,15 +43,8 @@ def _has_ths_token() -> bool:
 def get_quote_source_label(*, ctp_connected: bool = False) -> str:
     """界面展示用行情源说明。"""
     if ctp_connected:
-        return "CTP 柜台（已连接）"
+        return "CTP 柜台"
-    source = _quote_source()
+    return "CTP 未连接"
-    if source == "sina":
-        return "新浪（CTP 未连接时备用）"
-    if source == "ths":
-        return "同花顺 iFinD" if _has_ths_token() else "同花顺（未配置 token）"
-    if _has_ths_token():
-        return "同花顺优先，失败回退新浪"
-    return "新浪（CTP 未连接时备用）"
 
 
 def _sina_headers() -> dict:

modules/market/routes.py

@@ -182,7 +182,7 @@ def register(deps) -> None:
                 yield sse_format(
                     "quote",
                     build_market_quote_payload(
-                        symbol, market_code, sina_code, prefer_sina=True,
+                        symbol, market_code, sina_code, prefer_sina=False,
                     ),
                 )
                 while True:
@@ -214,7 +214,7 @@ def register(deps) -> None:
         if not symbol and not market_code:
             return jsonify({"error": "请提供合约"}), 400
         return jsonify(build_market_quote_payload(
-            symbol, market_code, sina_code, prefer_sina=True,
+            symbol, market_code, sina_code, prefer_sina=False,
         ))
 
 

modules/trading/recommend_trend.py

@@ -9,16 +9,13 @@ from __future__ import annotations
 import logging
 from typing import Callable, Optional
 
-import requests
+from modules.market.kline_chart import fetch_market_klines
-
-from modules.market.kline_chart import fetch_sina_klines, ths_to_sina_chart_symbol
 
 logger = logging.getLogger(__name__)
 
 DAILY_LOOKBACK = 7
 OVERLAP_WINDOW = 3
 OVERLAP_RANGE_THRESHOLD = 0.70
-KLINE_FETCH_TIMEOUT = 5
 
 TREND_LONG = "long"
 TREND_SHORT = "short"
@@ -178,47 +175,12 @@ def analyze_daily_trend(bars: list, *, overlap_threshold: float = OVERLAP_RANGE_
     }
 
 
-def _normalize_daily_bars(raw: list) -> list:
+def _fetch_ctp_daily_bars(sym: str) -> list:
-    out = []
-    for row in raw:
-        if isinstance(row, list) and len(row) >= 5:
-            out.append({
-                "d": str(row[0]),
-                "o": float(row[1]),
-                "h": float(row[2]),
-                "l": float(row[3]),
-                "c": float(row[4]),
-                "v": float(row[5]) if len(row) > 5 and row[5] else 0.0,
-            })
-        elif isinstance(row, dict) and row.get("d"):
-            out.append({
-                "d": str(row["d"]),
-                "o": float(row.get("o", 0) or 0),
-                "h": float(row.get("h", 0) or 0),
-                "l": float(row.get("l", 0) or 0),
-                "c": float(row.get("c", 0) or 0),
-                "v": float(row.get("v", 0) or 0),
-            })
-    return out
-
-
-def _fetch_sina_daily_quick(chart_sym: str) -> list:
-    url = (
-        "https://stock2.finance.sina.com.cn/futures/api/json.php/"
-        f"IndexService.getInnerFuturesDailyKLine?symbol={chart_sym}"
-    )
     try:
-        resp = requests.get(
+        data = fetch_market_klines(sym, "d", prefer_ctp=True)
-            url, timeout=KLINE_FETCH_TIMEOUT,
+        return data.get("bars") or []
-            headers={"Referer": "https://finance.sina.com.cn"},
-        )
-        raw = resp.json()
-        if raw and isinstance(raw, list):
-            bars = _normalize_daily_bars(raw)
-            if bars:
-                return bars
     except Exception as exc:
-        logger.debug("quick daily kline failed %s: %s", chart_sym, exc)
+        logger.debug("ctp daily kline failed %s: %s", sym, exc)
         return []
 
 
@@ -238,16 +200,7 @@ def fetch_week_daily_bars(
             return []
         return bars[-DAILY_LOOKBACK:] if bars else []
 
-    chart_sym = ths_to_sina_chart_symbol(sym)
+    bars = _fetch_ctp_daily_bars(sym)
-    if not chart_sym:
-        return []
-    bars = _fetch_sina_daily_quick(chart_sym)
-    if not bars:
-        try:
-            bars = fetch_sina_klines(sym, "d") or []
-        except Exception as exc:
-            logger.debug("fetch week daily fallback failed %s: %s", sym, exc)
-            return []
     return bars[-DAILY_LOOKBACK:] if bars else []
 
 

modules/web/static/js/market.js

@@ -544,9 +544,9 @@
             src = ' · ' + klineSourceLabel(lastData.source);
         }
         if (isTradingSession()) {
-            el.textContent = '新浪数据 · 交易中 SSE 推送' + src;
+            el.textContent = 'K线新浪 · 报价CTP · 交易中 SSE 推送' + src;
         } else {
-            el.textContent = '新浪数据 · 非交易时段低频刷新' + src;
+            el.textContent = 'K线新浪 · 报价CTP · 非交易时段低频刷新' + src;
         }
     }
 
@@ -652,7 +652,7 @@
             if (data.count) parts.push('共 ' + data.count + ' 根 · ' + periodLabel(data.period));
             if (data.source) parts.push('K线 ' + klineSourceLabel(data.source));
             if (data.quote_source) {
-                parts.push('报价 新浪');
+                parts.push(data.quote_source === 'ctp' ? '报价 CTP' : '报价 新浪');
             }
             meta.textContent = parts.join(' · ');
         }

modules/web/templates/market.html

@@ -55,7 +55,7 @@
         <div class="market-chart-empty" id="market-chart-empty">请选择合约并点击「查看」</div>
         <div class="market-chart-loading" id="market-chart-loading">连接中…</div>
     </div>
-    <p class="hint">图表引擎：TradingView Lightweight Charts（红跌绿涨）。K 线与报价均使用<strong>新浪</strong>数据。滚轮缩放、拖拽平移；关闭「自动」后拖动查看历史时，推送更新不会重置画面。</p>
+    <p class="hint">图表引擎：TradingView Lightweight Charts（红跌绿涨）。<strong>K 线</strong>使用新浪数据，<strong>报价</strong>使用 CTP 柜台。滚轮缩放、拖拽平移；关闭「自动」后拖动查看历史时，推送更新不会重置画面。</p>
 </div>
 
 <style>

modules/web/templates/settings.html

@@ -397,7 +397,7 @@
         <div class="card-inner">
             <p class="hint" style="font-size:.88rem;line-height:1.6;margin:0">
                 当前行情源：<strong class="text-accent">{{ quote_label }}</strong><br>
-                CTP 已连接时使用<strong>柜台行情</strong>；未连接时回退新浪接口。<br>
+                现价、浮盈、关键位等业务数据均使用<strong>CTP 柜台行情</strong>（需已连接）；仅行情页 K 线图表使用新浪接口。<br>
                 合约代码按同花顺格式（如 ag2608、IF2606）。
             </p>
         </div>