feat: 计仓改为固定手数/固定金额，推荐过滤与CTP保证金，下单与持仓UI优化

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

position_sizing.py

@@ -1,4 +1,4 @@
-"""期货计仓：固定张数 / 以损定仓（不含币圈全仓杠杆模式）。"""
+"""期货计仓：固定手数 / 固定金额。"""
 from __future__ import annotations
 
 import math
@@ -7,15 +7,17 @@ from typing import Optional
 from contract_specs import get_contract_spec
 
 MODE_FIXED = "fixed"
-MODE_RISK = "risk"
+MODE_AMOUNT = "amount"
+MODE_RISK = "amount"  # 兼容旧配置「以损定仓」
 
-# 单笔报单手数上限（防止以损定仓在止损过近时算出超大手数）
 DEFAULT_MAX_ORDER_LOTS = 50
 
 
 def normalize_sizing_mode(raw: str) -> str:
-    m = (raw or MODE_RISK).strip().lower()
-    return m if m in (MODE_FIXED, MODE_RISK) else MODE_RISK
+    m = (raw or MODE_FIXED).strip().lower()
+    if m == "risk":
+        m = MODE_AMOUNT
+    return m if m in (MODE_FIXED, MODE_AMOUNT) else MODE_FIXED
 
 
 def price_precision_from_tick(tick_size: float) -> int:
@@ -27,6 +29,62 @@ def price_precision_from_tick(tick_size: float) -> int:
     return len(s.split(".")[1])
 
 
+def _per_lot_risk(entry: float, stop_loss: float, direction: str, ths_code: str) -> tuple[float, Optional[str]]:
+    spec = get_contract_spec(ths_code)
+    mult = spec["mult"]
+    d = (direction or "long").strip().lower()
+    if d == "short":
+        per_lot = (stop_loss - entry) * mult
+    else:
+        per_lot = (entry - stop_loss) * mult
+    if per_lot <= 0:
+        return 0.0, "止损方向与入场价不匹配"
+    return per_lot, None
+
+
+def calc_lots_by_amount(
+    entry: float,
+    stop_loss: float,
+    direction: str,
+    amount: float,
+    ths_code: str,
+    *,
+    capital: float = 0.0,
+    max_lots: Optional[int] = None,
+    max_margin_pct: float = 30.0,
+) -> tuple[Optional[int], Optional[str]]:
+    """固定金额：按止损距离将金额换算为手数。"""
+    try:
+        entry_f = float(entry)
+        sl_f = float(stop_loss)
+        budget = float(amount)
+        cap = float(capital or 0)
+    except (TypeError, ValueError):
+        return None, "参数格式错误"
+    if entry_f <= 0 or budget <= 0:
+        return None, "入场价或固定金额无效"
+    per_lot_risk, err = _per_lot_risk(entry_f, sl_f, direction, ths_code)
+    if err:
+        return None, err
+    lots = int(math.floor(budget / per_lot_risk))
+    if lots < 1:
+        return None, f"按固定金额 {budget:.0f} 元，当前止损距离下不足 1 手"
+    if cap > 0:
+        spec = get_contract_spec(ths_code)
+        margin_per_lot = entry_f * spec["mult"] * spec["margin_rate"]
+        margin_cap = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
+        max_by_margin = (
+            int(math.floor(cap * margin_cap / 100.0 / margin_per_lot))
+            if margin_per_lot > 0 else lots
+        )
+        if max_by_margin < 1:
+            return None, f"按保证金上限 {margin_cap:g}%，当前不足 1 手"
+        lots = min(lots, max_by_margin)
+    cap_lots = max_lots if max_lots is not None else DEFAULT_MAX_ORDER_LOTS
+    lots = min(lots, cap_lots)
+    return lots, None
+
+
 def calc_lots_by_risk(
     entry: float,
     stop_loss: float,
@@ -38,39 +96,19 @@ def calc_lots_by_risk(
     max_lots: Optional[int] = None,
     max_margin_pct: float = 30.0,
 ) -> tuple[Optional[int], Optional[str]]:
-    """以损定仓：返回 (手数, 错误信息)。"""
+    """策略等场景：按权益百分比风险预算换算手数。"""
     try:
-        entry_f = float(entry)
-        sl_f = float(stop_loss)
         cap = float(capital)
         rp = float(risk_percent)
     except (TypeError, ValueError):
         return None, "参数格式错误"
-    if entry_f <= 0 or cap <= 0 or rp <= 0:
-        return None, "入场价、资金或风险比例无效"
-    spec = get_contract_spec(ths_code)
-    mult = spec["mult"]
-    d = (direction or "long").strip().lower()
-    if d == "short":
-        per_lot_risk = (sl_f - entry_f) * mult
-    else:
-        per_lot_risk = (entry_f - sl_f) * mult
-    if per_lot_risk <= 0:
-        return None, "止损方向与入场价不匹配"
+    if cap <= 0 or rp <= 0:
+        return None, "资金或风险比例无效"
     budget = cap * rp / 100.0
-    lots = int(math.floor(budget / per_lot_risk))
-    if lots < 1:
-        return None, f"按 {rp}% 风险预算，当前止损距离下不足 1 手"
-    margin_rate = spec["margin_rate"]
-    margin_per_lot = entry_f * mult * margin_rate
-    margin_cap = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
-    max_by_margin = int(math.floor(cap * margin_cap / 100.0 / margin_per_lot)) if margin_per_lot > 0 else lots
-    if max_by_margin < 1:
-        return None, f"按保证金上限 {margin_cap:g}%，当前不足 1 手"
-    lots = min(lots, max_by_margin)
-    cap_lots = max_lots if max_lots is not None else DEFAULT_MAX_ORDER_LOTS
-    lots = min(lots, cap_lots)
-    return lots, None
+    return calc_lots_by_amount(
+        entry, stop_loss, direction, budget, ths_code,
+        capital=cap, max_lots=max_lots, max_margin_pct=max_margin_pct,
+    )
 
 
 def calc_order_tick_metrics(ths_code: str, lots: float, price: Optional[float] = None) -> dict: