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>

app.py

@@ -372,7 +372,11 @@ def init_db():
     if not get_setting("trading_mode"):
         set_setting("trading_mode", "simulation")
     if not get_setting("position_sizing_mode"):
-        set_setting("position_sizing_mode", "risk")
+        set_setting("position_sizing_mode", "fixed")
+    if not get_setting("fixed_lots"):
+        set_setting("fixed_lots", "1")
+    if not get_setting("fixed_amount"):
+        set_setting("fixed_amount", "5000")
     if not get_setting("risk_percent"):
         set_setting("risk_percent", "1")
     if not get_setting("max_margin_pct"):
@@ -755,7 +759,13 @@ def api_symbols_mains():
 def api_symbols_recommended():
     """品种下拉：仅展示当前资金下推荐的品种（与下方品种推荐表一致）。"""
     from recommend_store import recommend_payload
-    from trading_context import get_account_capital, get_max_margin_pct
+    from trading_context import (
+        get_account_capital,
+        get_fixed_lots,
+        get_max_margin_pct,
+        get_sizing_mode,
+        get_trading_mode,
+    )
 
     conn = get_db()
     try:
@@ -764,6 +774,9 @@ def api_symbols_recommended():
             conn,
             live_capital=capital,
             max_margin_pct=get_max_margin_pct(get_setting),
+            trading_mode=get_trading_mode(get_setting),
+            sizing_mode=get_sizing_mode(get_setting),
+            fixed_lots=get_fixed_lots(get_setting),
         )
         return jsonify(list_recommended_symbols_grouped(payload.get("rows") or []))
     finally:
@@ -1639,17 +1652,30 @@ def settings():
             mode = request.form.get("trading_mode", "simulation").strip()
             if mode not in ("simulation", "live"):
                 mode = "simulation"
-            sizing = request.form.get("position_sizing_mode", "risk").strip()
+            sizing = request.form.get("position_sizing_mode", "fixed").strip()
-            if sizing not in ("fixed", "risk"):
+            if sizing == "risk":
-                sizing = "risk"
+                sizing = "amount"
+            if sizing not in ("fixed", "amount"):
+                sizing = "fixed"
             set_setting("trading_mode", mode)
             set_setting("position_sizing_mode", sizing)
+            try:
+                fl = int(float(request.form.get("fixed_lots", "1") or 1))
+                set_setting("fixed_lots", str(max(1, fl)))
+            except ValueError:
+                flash("固定手数无效")
+                return redirect(url_for("settings"))
+            try:
+                fa = float(request.form.get("fixed_amount", "5000") or 5000)
+                set_setting("fixed_amount", str(max(1.0, fa)))
+            except ValueError:
+                flash("固定金额无效")
+                return redirect(url_for("settings"))
             try:
                 rp = float(request.form.get("risk_percent", "1") or 1)
                 set_setting("risk_percent", str(max(0.1, min(100.0, rp))))
             except ValueError:
-                flash("风险比例无效")
+                pass
-                return redirect(url_for("settings"))
             try:
                 mp = float(request.form.get("max_margin_pct", "30") or 30)
                 set_setting("max_margin_pct", str(max(1.0, min(100.0, mp))))
@@ -1699,7 +1725,9 @@ def settings():
         username=username,
         quote_label=get_quote_source_label(ctp_connected=bool(ctp_st.get("connected"))),
         trading_mode=get_setting("trading_mode", "simulation"),
-        position_sizing_mode=get_setting("position_sizing_mode", "risk"),
+        position_sizing_mode=get_setting("position_sizing_mode", "fixed"),
+        fixed_lots=get_setting("fixed_lots", "1"),
+        fixed_amount=get_setting("fixed_amount", "5000"),
         risk_percent=get_setting("risk_percent", "1"),
         max_margin_pct=get_setting("max_margin_pct", "30"),
         trailing_be_tick_buffer=get_setting("trailing_be_tick_buffer", "2"),

contract_specs.py

@@ -117,5 +117,6 @@ def calc_position_metrics(
         "position_pct": round(pos_pct, 2),
         "float_pnl": round(float_pnl, 2) if float_pnl is not None else None,
         "float_pct": round(float_pct, 2) if float_pct is not None else None,
+        "reward_amount": round(reward, 2) if reward else None,
         "rr_ratio": round(rr, 2) if rr is not None else None,
     }

install_trading.py

@@ -14,9 +14,10 @@ from fee_specs import calc_fee_breakdown
 from kline_stream import sse_format
 from market_sessions import is_trading_session
 from position_sizing import (
+    MODE_AMOUNT,
     MODE_FIXED,
-    MODE_RISK,
     DEFAULT_MAX_ORDER_LOTS,
+    calc_lots_by_amount,
     calc_lots_by_risk,
     calc_margin_usage_pct,
     calc_order_tick_metrics,
@@ -62,6 +63,8 @@ from trading_context import (
     TRADING_MODE_LIVE,
     TRADING_MODE_SIM,
     get_account_capital,
+    get_fixed_amount,
+    get_fixed_lots,
     get_max_margin_pct,
     get_risk_percent,
     get_sizing_mode,
@@ -90,6 +93,23 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
     """注册交易相关路由。"""
     _nav = require_nav
 
+    def _sizing_mode_label(mode: str) -> str:
+        m = normalize_sizing_mode(mode)
+        if m == MODE_AMOUNT:
+            return "固定金额"
+        return "固定手数"
+
+    def _recommend_payload(conn) -> dict:
+        mode = get_trading_mode(get_setting)
+        return recommend_payload(
+            conn,
+            live_capital=_capital(conn),
+            max_margin_pct=get_max_margin_pct(get_setting),
+            trading_mode=mode,
+            sizing_mode=get_sizing_mode(get_setting),
+            fixed_lots=get_fixed_lots(get_setting),
+        )
+
     def _settings_dict() -> dict:
         return {
             "trading_mode": get_trading_mode(get_setting),
@@ -847,11 +867,15 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     )
                 except Exception as exc:
                     logger.warning("positions recommend refresh failed: %s", exc)
-            rec_cache = recommend_payload(conn, live_capital=capital, max_margin_pct=max_pct)
+            rec_cache = _recommend_payload(conn)
             if not rec_cache.get("rows") and capital > 0:
                 try:
                     from product_recommend import list_product_recommendations
-                    from recommend_store import enrich_recommend_rows, filter_affordable_recommendations
+                    from recommend_store import (
+                        enrich_recommend_rows,
+                        filter_affordable_recommendations,
+                        filter_recommend_by_sizing,
+                    )
 
                     live_rows = filter_affordable_recommendations(
                         list_product_recommendations(
@@ -859,8 +883,13 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                         )
                     )
                     if live_rows:
-                        rec_cache["rows"] = enrich_recommend_rows(
+                        enriched = enrich_recommend_rows(
-                            live_rows, capital, max_margin_pct=max_pct,
+                            live_rows, capital, max_margin_pct=max_pct, trading_mode=mode,
+                        )
+                        rec_cache["rows"] = filter_recommend_by_sizing(
+                            enriched,
+                            sizing_mode=sizing,
+                            fixed_lots=get_fixed_lots(get_setting),
                         )
                         rec_cache["updated_at"] = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
                 except Exception as exc:
@@ -877,7 +906,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 monitor_count=monitor_count,
                 roll_count=roll_count,
                 sizing_mode=sizing,
-                sizing_mode_label="以损定仓" if sizing == MODE_RISK else "固定张数",
+                sizing_mode_label=_sizing_mode_label(sizing),
+                fixed_lots=get_fixed_lots(get_setting),
+                fixed_amount=get_fixed_amount(get_setting),
                 risk_percent=get_risk_percent(get_setting),
                 max_margin_pct=get_max_margin_pct(get_setting),
                 recommend_rows=rec_cache.get("rows") or [],
@@ -1262,13 +1293,15 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         conn.close()
         sizing = get_sizing_mode(get_setting)
         margin_pct = get_max_margin_pct(get_setting)
-        if sizing == MODE_RISK:
+        if sizing == MODE_AMOUNT:
-            lots, err = calc_lots_by_risk(
+            lots, err = calc_lots_by_amount(
-                entry, sl, direction, capital, get_risk_percent(get_setting), sym,
+                entry, sl, direction, get_fixed_amount(get_setting), sym,
-                max_margin_pct=margin_pct,
+                capital=capital, max_margin_pct=margin_pct,
             )
             if err:
                 return jsonify({"ok": False, "error": err}), 400
+        elif sizing == MODE_FIXED:
+            lots = get_fixed_lots(get_setting)
         else:
             try:
                 lots = max(1, int(d.get("lots") or 1))
@@ -1322,19 +1355,21 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 return jsonify({"ok": False, "error": "CTP 连接中，请稍候再下单"}), 400
             return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
         sizing = get_sizing_mode(get_setting)
-        if offset.startswith("open") and sizing == MODE_RISK:
+        if offset.startswith("open") and sizing == MODE_AMOUNT:
             sl = float(d.get("stop_loss") or 0)
             if sl <= 0:
                 conn.close()
-                return jsonify({"ok": False, "error": "以损定仓模式须填写止损价"}), 400
+                return jsonify({"ok": False, "error": "固定金额模式须填写止损价"}), 400
-            lots_calc, err = calc_lots_by_risk(
+            lots_calc, err = calc_lots_by_amount(
-                price, sl, direction, _capital(conn), get_risk_percent(get_setting), sym,
+                price, sl, direction, get_fixed_amount(get_setting), sym,
-                max_margin_pct=get_max_margin_pct(get_setting),
+                capital=_capital(conn), max_margin_pct=get_max_margin_pct(get_setting),
             )
             if err:
                 conn.close()
                 return jsonify({"ok": False, "error": err}), 400
             lots = lots_calc or lots
+        elif offset.startswith("open") and sizing == MODE_FIXED:
+            lots = get_fixed_lots(get_setting)
         margin_pct = get_max_margin_pct(get_setting)
         usage = calc_margin_usage_pct(
             _ctp_positions(mode),
@@ -1482,11 +1517,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         """只读数据库缓存，不在请求时拉行情。"""
         conn = get_db()
         try:
-            payload = recommend_payload(
+            payload = _recommend_payload(conn)
-                conn,
-                live_capital=_capital(conn),
-                max_margin_pct=get_max_margin_pct(get_setting),
-            )
             return jsonify({"ok": True, **payload})
         finally:
             conn.close()
@@ -1501,11 +1532,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             try:
                 conn = get_db()
                 try:
-                    payload = recommend_payload(
+                    payload = _recommend_payload(conn)
-                        conn,
-                        live_capital=_capital(conn),
-                        max_margin_pct=get_max_margin_pct(get_setting),
-                    )
                 finally:
                     conn.close()
                 yield sse_format("recommend", {"ok": True, **payload})
@@ -1542,7 +1569,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 max_margin_pct=get_max_margin_pct(get_setting),
             )
             max_pct = get_max_margin_pct(get_setting)
-            payload = recommend_payload(conn, live_capital=capital, max_margin_pct=max_pct)
+            payload = _recommend_payload(conn)
             recommend_hub.broadcast("recommend", {"ok": True, **payload})
             return jsonify({"ok": True, "count": len(rows), **payload})
         finally:
@@ -1876,6 +1903,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         init_tables_fn=_init_tables,
         get_mode_fn=lambda: get_trading_mode(get_setting),
         get_max_margin_pct_fn=lambda: get_max_margin_pct(get_setting),
+        get_sizing_mode_fn=lambda: get_sizing_mode(get_setting),
+        get_fixed_lots_fn=lambda: get_fixed_lots(get_setting),
     )
     start_ctp_reconnect_worker(get_mode_fn=lambda: get_trading_mode(get_setting))
     start_ctp_premarket_connect_worker(get_mode_fn=lambda: get_trading_mode(get_setting))

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()
+    m = (raw or MODE_FIXED).strip().lower()
-    return m if m in (MODE_FIXED, MODE_RISK) else MODE_RISK
+    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:
+    if cap <= 0 or rp <= 0:
-        return None, "入场价、资金或风险比例无效"
+        return None, "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"
     budget = cap * rp / 100.0
-    lots = int(math.floor(budget / per_lot_risk))
+    return calc_lots_by_amount(
-    if lots < 1:
+        entry, stop_loss, direction, budget, ths_code,
-        return None, f"按 {rp}% 风险预算，当前止损距离下不足 1 手"
+        capital=cap, max_lots=max_lots, max_margin_pct=max_margin_pct,
-    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
 
 
 def calc_order_tick_metrics(ths_code: str, lots: float, price: Optional[float] = None) -> dict:

recommend_store.py

@@ -59,18 +59,34 @@ def enrich_recommend_rows(
     capital: float,
     *,
     max_margin_pct: float = 30.0,
+    trading_mode: str = "simulation",
 ) -> list[dict]:
     """用当前权益与保证金比例补算最大可开手数（兼容旧缓存）。"""
     cap = float(capital or 0)
     pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
     budget = cap * pct / 100.0 if cap > 0 else 0.0
+    ctp_connected = False
+    try:
+        from vnpy_bridge import ctp_estimate_margin_one_lot, ctp_status
+        ctp_connected = bool(ctp_status(trading_mode).get("connected"))
+    except Exception:
+        pass
     enriched: list[dict] = []
     for raw in rows:
         row = dict(raw)
+        margin_one = 0.0
         try:
             margin_one = float(row.get("margin_one_lot") or 0)
         except (TypeError, ValueError):
             margin_one = 0.0
+        price = float(row.get("price") or 0)
+        main_code = (row.get("main_code") or "").strip()
+        if ctp_connected and main_code and price > 0:
+            ctp_margin = ctp_estimate_margin_one_lot(trading_mode, main_code, price)
+            if ctp_margin and ctp_margin > 0:
+                margin_one = ctp_margin
+                row["margin_one_lot"] = ctp_margin
+                row["margin_source"] = "ctp"
         if margin_one > 0 and budget > 0:
             lots = int(math.floor(budget / margin_one))
         else:
@@ -84,13 +100,32 @@ def enrich_recommend_rows(
         row["max_margin_pct"] = pct
         status = row.get("status") or ""
         if lots >= 1 and status in ("ok", "margin_ok"):
+            src = "柜台" if row.get("margin_source") == "ctp" else "估算"
             row["status_label"] = (
                 f"最大 {lots} 手" if status == "ok" else f"最大 {lots} 手·止损偏宽"
             )
+            if row.get("margin_source") == "ctp":
+                row["status_label"] += f"（{src}保证金）"
+        elif lots < 1 and status in ("ok", "margin_ok"):
+            row["status"] = "blocked"
+            row["status_label"] = "资金不足"
         enriched.append(row)
     return enriched
 
 
+def filter_recommend_by_sizing(
+    rows: list[dict],
+    *,
+    sizing_mode: str,
+    fixed_lots: int = 1,
+) -> list[dict]:
+    """固定手数模式下：最大手数低于设定值的品种不展示。"""
+    if (sizing_mode or "").strip().lower() != "fixed":
+        return rows
+    fl = max(1, int(fixed_lots or 1))
+    return [r for r in rows if int(r.get("max_lots") or 0) >= fl]
+
+
 def refresh_recommend_cache(
     conn,
     capital: float,
@@ -164,6 +199,9 @@ def recommend_payload(
     *,
     live_capital: float,
     max_margin_pct: float = 30.0,
+    trading_mode: str = "simulation",
+    sizing_mode: str = "fixed",
+    fixed_lots: int = 1,
 ) -> dict:
     """读取缓存并附带当前权益（展示用，可能与缓存计算时不同）。"""
     payload = load_recommend_cache(conn)
@@ -172,6 +210,10 @@ def recommend_payload(
     payload["capital"] = cap
     payload["max_margin_pct"] = pct
     rows = payload.get("rows") or []
-    payload["rows"] = enrich_recommend_rows(rows, cap, max_margin_pct=pct)
+    rows = enrich_recommend_rows(
+        rows, cap, max_margin_pct=pct, trading_mode=trading_mode,
+    )
+    rows = filter_recommend_by_sizing(rows, sizing_mode=sizing_mode, fixed_lots=fixed_lots)
+    payload["rows"] = rows
     payload["needs_refresh"] = recommend_cache_needs_refresh(payload, capital=cap)
     return payload

recommend_stream.py

@@ -62,6 +62,8 @@ def start_recommend_worker(
     init_tables_fn: Callable | None = None,
     get_mode_fn: Callable[[], str] | None = None,
     get_max_margin_pct_fn: Callable[[], float] | None = None,
+    get_sizing_mode_fn: Callable[[], str] | None = None,
+    get_fixed_lots_fn: Callable[[], int] | None = None,
     interval: int = CHECK_INTERVAL_SEC,
 ) -> None:
     """后台每日刷新推荐（每小时检查一次是否需更新），并推送给 SSE 订阅者。"""
@@ -83,7 +85,14 @@ def start_recommend_worker(
                         )
                         cached = load_recommend_cache(conn)
                         logger.info("品种推荐刷新完成，capital=%.2f rows=%d", capital, len(cached.get("rows") or []))
-                    payload = recommend_payload(conn, live_capital=capital, max_margin_pct=max_pct)
+                    payload = recommend_payload(
+                        conn,
+                        live_capital=capital,
+                        max_margin_pct=max_pct,
+                        trading_mode=mode,
+                        sizing_mode=get_sizing_mode_fn() if get_sizing_mode_fn else "fixed",
+                        fixed_lots=get_fixed_lots_fn() if get_fixed_lots_fn else 1,
+                    )
                 finally:
                     conn.close()
                 recommend_hub.broadcast("recommend", {"ok": True, **payload})

static/js/trade.js

@@ -1,5 +1,6 @@
 (function () {
-    var sizingMode = window.TRADE_SIZING_MODE || 'risk';
+    var sizingMode = window.TRADE_SIZING_MODE || 'fixed';
+    if (sizingMode === 'risk') sizingMode = 'amount';
     var list = document.getElementById('position-live-list');
     var recommendList = document.getElementById('recommend-list');
     var symInput = document.getElementById('trade-symbol');
@@ -48,16 +49,17 @@
         return (symInput && symInput.value || '').trim();
     }
 
-    function isRiskMode() {
+    function isFixedMode() {
-        return sizingMode === 'risk';
+        return sizingMode === 'fixed';
+    }
+
+    function isAmountMode() {
+        return sizingMode === 'amount';
     }
 
     function effectiveLots() {
-        if (isRiskMode()) {
+        var v = parseInt(lotsCalc && lotsCalc.value, 10);
-            var v = parseInt(lotsCalc && lotsCalc.value, 10);
+        return v > 0 ? v : 0;
-            return v > 0 ? v : 0;
-        }
-        return parseInt(lotsInput && lotsInput.value, 10) || 1;
     }
 
     function updateRecommendMaxMaps(data) {
@@ -238,9 +240,20 @@
         var entry = entryPrice();
         var sl = slInput && slInput.value ? parseFloat(slInput.value) : 0;
         var tp = tpInput && tpInput.value ? parseFloat(tpInput.value) : 0;
+        var lots = effectiveLots();
+        var parts = [];
         var rr = calcRR(dir, entry, sl, tp);
-        if (rr) {
+        if (rr) parts.push('盈亏比 ' + rr + ':1');
-            el.textContent = '盈亏比 ' + rr + ':1';
+        if (sl > 0 && entry > 0 && lots > 0 && lastPreviewMetrics) {
+            if (lastPreviewMetrics.risk_amount != null) {
+                parts.push('止损金额 ' + fmtNum(lastPreviewMetrics.risk_amount) + ' 元');
+            }
+            if (lastPreviewMetrics.reward_amount != null && tp > 0) {
+                parts.push('止盈金额 ' + fmtNum(lastPreviewMetrics.reward_amount) + ' 元');
+            }
+        }
+        if (parts.length) {
+            el.textContent = parts.join(' · ');
             el.hidden = false;
         } else {
             el.textContent = '';
@@ -248,6 +261,7 @@
         }
     }
 
+    var lastPreviewMetrics = null;
 
     function setPriceType(type) {
         priceType = type === 'market' ? 'market' : 'limit';
@@ -353,7 +367,7 @@
 
     function refreshQuote() {
         var sym = selectedSymbol();
-        var lots = isRiskMode() ? (effectiveLots() || 1) : (lotsInput ? lotsInput.value : '1');
+        var lots = effectiveLots() || (isFixedMode() ? (window.TRADE_FIXED_LOTS || 1) : 1);
         if (!sym) return;
         fetch('/api/trade/quote?symbol=' + encodeURIComponent(sym) + '&lots=' + encodeURIComponent(lots))
             .then(function (r) { return r.json(); })
@@ -381,23 +395,39 @@
     }
 
     function scheduleAutoCalc() {
-        if (!isRiskMode()) return;
         clearTimeout(calcTimer);
         calcTimer = setTimeout(autoCalcLots, 450);
     }
 
     function autoCalcLots() {
-        if (!isRiskMode() || !lotsCalc) return;
+        if (!lotsCalc) return;
         var sym = selectedSymbol();
         var entry = entryPrice() || parseFloat(priceInput && priceInput.value) || 0;
         var sl = parseFloat(slInput && slInput.value) || 0;
-        if (!sym || !entry || !sl) {
+        var tp = parseFloat(tpInput && tpInput.value) || 0;
-            lotsCalc.value = '';
+        if (isFixedMode()) {
-            lotsCalc.placeholder = '填写止损后自动计算';
+            var fixedLots = parseInt(window.TRADE_FIXED_LOTS, 10) || 1;
-            checkLotsLimit();
+            lotsCalc.value = String(fixedLots);
+            if (lotsInput) lotsInput.value = String(fixedLots);
+            if (!sym || !entry) {
+                lastPreviewMetrics = null;
+                updateRRDisplay();
+                checkLotsLimit();
+                return;
+            }
+        } else if (isAmountMode()) {
+            if (!sym || !entry || !sl) {
+                lotsCalc.value = '';
+                lotsCalc.placeholder = '填写止损后自动计算';
+                lastPreviewMetrics = null;
+                updateRRDisplay();
+                checkLotsLimit();
+                return;
+            }
+            lotsCalc.placeholder = '计算中…';
+        } else {
             return;
         }
-        lotsCalc.placeholder = '计算中…';
         fetch('/api/trade/preview', {
             method: 'POST',
             headers: { 'Content-Type': 'application/json' },
@@ -407,20 +437,30 @@
                 entry: entry,
                 price: entry,
                 stop_loss: sl,
-                take_profit: parseFloat(tpInput && tpInput.value) || 0
+                take_profit: tp
             })
         }).then(function (r) { return r.json(); }).then(function (data) {
             if (!data.ok) {
-                lotsCalc.value = '';
+                if (isAmountMode()) {
-                lotsCalc.placeholder = data.error || '无法计算';
+                    lotsCalc.value = '';
+                    lotsCalc.placeholder = data.error || '无法计算';
+                }
+                lastPreviewMetrics = null;
+                updateRRDisplay();
+                checkLotsLimit();
                 return;
             }
-            lotsCalc.value = data.lots;
+            lotsCalc.value = String(data.lots || '');
-            lotsCalc.placeholder = '填写止损后自动计算';
+            if (lotsInput) lotsInput.value = String(data.lots || '');
+            lotsCalc.placeholder = isAmountMode() ? '填写止损后自动计算' : '—';
+            lastPreviewMetrics = data.metrics || null;
+            updateRRDisplay();
             checkLotsLimit();
             scheduleQuote();
         }).catch(function () {
-            lotsCalc.placeholder = '计算失败';
+            if (isAmountMode()) lotsCalc.placeholder = '计算失败';
+            lastPreviewMetrics = null;
+            updateRRDisplay();
         });
     }
 
@@ -470,12 +510,16 @@
                 showOrderMsg('开启移动保本须填写止损价', false);
                 return;
             }
-            if (isRiskMode() && lots <= 0) {
+            if (isAmountMode() && lots <= 0) {
-                showOrderMsg('请填写止损，系统将自动计算手数', false);
+                showOrderMsg('请填写止损，系统将按固定金额自动计算手数', false);
                 return;
             }
-            if (!isRiskMode() && lots <= 0) {
+            if (isFixedMode() && lots <= 0) {
-                showOrderMsg('请填写手数', false);
+                showOrderMsg('手数无效，请检查系统设置中的固定手数', false);
+                return;
+            }
+            if (lots <= 0) {
+                showOrderMsg('请填写有效手数', false);
                 return;
             }
             var maxLots = maxLotsForSymbol(sym);
@@ -627,10 +671,13 @@
             ' · 浮盈' +
             (slTpBtn ? ' · ' + slTpBtn : '') +
             (row.sl_order_active ? ' · <span class="text-profit">止损监控中</span>' : '') +
-            (row.tp_order_active ? ' · <span class="text-profit">止盈监控中</span>' : '') +
+            (row.tp_order_active ? ' · <span class="text-profit">止盈监控中</span>' : '') + '</div>' +
-            (row.trailing_be ? ' · <span class="text-accent">移动保本' +
-                (row.trailing_r_locked ? '(锁' + row.trailing_r_locked + 'R)' : '') + '</span>' : '') + '</div>' +
             '<div class="pos-metrics">' +
+            '<div class="cell"><label>移动保本</label><div>' +
+            (row.trailing_be ?
+                '<span class="text-accent">已开启' + (row.trailing_r_locked ? '（锁' + row.trailing_r_locked + 'R）' : '') + '</span>' :
+                '<span class="text-muted">未开启</span>') +
+            '</div></div>' +
             '<div class="cell"><label>持仓均价</label><div>' + fmtNum(row.entry_price) + '</div></div>' +
             '<div class="cell"><label>当前价格</label><div>' + (row.current_price != null ? fmtNum(row.current_price) : '--') + '</div></div>' +
             '<div class="cell"><label>止损</label><div>' + (row.stop_loss != null ? fmtNum(row.stop_loss) : '--') + '</div></div>' +
@@ -861,7 +908,7 @@
                 '<td>' + (r.price != null ? r.price : '—') + '</td>' +
                 '<td>' + (r.ref_stop_loss != null ? r.ref_stop_loss : '—') + '</td>' +
                 '<td>' + (r.ref_take_profit != null ? r.ref_take_profit : '—') + '</td>' +
-                '<td>' + (r.margin_one_lot != null ? r.margin_one_lot : '—') + '</td>' +
+                '<td>' + (r.margin_one_lot != null ? r.margin_one_lot + (r.margin_source === 'ctp' ? ' <span class="text-muted">(柜台)</span>' : '') : '—') + '</td>' +
                 '<td>' + (r.open_fee_one_lot != null ? r.open_fee_one_lot : '—') + '</td>' +
                 '<td>' + (r.max_lots != null && r.max_lots > 0 ? r.max_lots : '—') + '</td>' +
                 '<td><span class="badge ' + (r.status === 'ok' ? 'profit' : 'planned') + '">' + (r.status_label || '') + '</span></td>' +
@@ -904,10 +951,6 @@
             checkLotsLimit();
         });
     }
-    if (lotsInput) lotsInput.addEventListener('input', function () {
-        scheduleQuote();
-        checkLotsLimit();
-    });
     if (lotsCalc) lotsCalc.addEventListener('input', checkLotsLimit);
     if (slInput) {
         slInput.addEventListener('input', function () {
@@ -945,6 +988,10 @@
 
     runWhenReady(function () {
         setPriceType('limit');
+        if (isFixedMode() && lotsCalc) {
+            lotsCalc.value = String(window.TRADE_FIXED_LOTS || 1);
+            if (lotsInput) lotsInput.value = lotsCalc.value;
+        }
         var cached = loadPosCache();
         if (cached) {
             applyPositionsData(cached);
@@ -965,5 +1012,6 @@
         updateSessionUi();
         updateRRDisplay();
         scheduleQuote();
+        scheduleAutoCalc();
     });
 })();

templates/settings.html

@@ -54,14 +54,18 @@
                 </div>
                 <div class="field">
                     <label>计仓模式</label>
-                    <select name="position_sizing_mode">
+                    <select name="position_sizing_mode" id="position-sizing-mode">
-                        <option value="risk" {% if position_sizing_mode == 'risk' %}selected{% endif %}>以损定仓</option>
+                        <option value="fixed" {% if position_sizing_mode == 'fixed' %}selected{% endif %}>固定手数</option>
-                        <option value="fixed" {% if position_sizing_mode == 'fixed' %}selected{% endif %}>固定张数</option>
+                        <option value="amount" {% if position_sizing_mode in ('amount', 'risk') %}selected{% endif %}>固定金额</option>
                     </select>
                 </div>
-                <div class="field">
+                <div class="field" id="field-fixed-lots" {% if position_sizing_mode in ('amount', 'risk') %}hidden{% endif %}>
-                    <label>单笔风险比例（以损定仓，%）</label>
+                    <label>固定手数（手）</label>
-                    <input name="risk_percent" type="number" step="0.1" min="0.1" max="100" value="{{ risk_percent }}">
+                    <input name="fixed_lots" type="number" step="1" min="1" value="{{ fixed_lots }}">
+                </div>
+                <div class="field" id="field-fixed-amount" {% if position_sizing_mode not in ('amount', 'risk') %}hidden{% endif %}>
+                    <label>固定金额（元）</label>
+                    <input name="fixed_amount" type="number" step="100" min="1" value="{{ fixed_amount }}">
                 </div>
                 <div class="field">
                     <label>保证金占用上限（%）</label>
@@ -146,3 +150,20 @@
 
 </div>
 {% endblock %}
+{% block extra_js %}
+<script>
+(function () {
+    var sel = document.getElementById('position-sizing-mode');
+    var lotsField = document.getElementById('field-fixed-lots');
+    var amountField = document.getElementById('field-fixed-amount');
+    function syncSizingFields() {
+        if (!sel) return;
+        var isAmount = sel.value === 'amount';
+        if (lotsField) lotsField.hidden = isAmount;
+        if (amountField) amountField.hidden = !isAmount;
+    }
+    if (sel) sel.addEventListener('change', syncSizingFields);
+    syncSizingFields();
+})();
+</script>
+{% endblock %}

templates/trade.html

@@ -31,7 +31,11 @@
                         <div class="status-row">
                             <span class="text-muted">计仓</span>
                             <strong id="sizing-label">{{ sizing_mode_label }}</strong>
-                            {% if sizing_mode == 'risk' %}<span class="text-muted">· 单笔风险 {{ risk_percent }}%</span>{% endif %}
+                            {% if sizing_mode == 'fixed' %}
+                            <span class="text-muted">· {{ fixed_lots }} 手</span>
+                            {% elif sizing_mode in ('amount', 'risk') %}
+                            <span class="text-muted">· {{ '%.0f'|format(fixed_amount) }} 元</span>
+                            {% endif %}
                         </div>
                     </div>
 
@@ -53,8 +57,8 @@
                             </div>
                             <div class="trade-field" id="field-lots">
                                 <label class="text-label">手数</label>
-                                <input type="number" id="trade-lots" min="1" step="1" value="1" {% if sizing_mode == 'risk' %}hidden{% endif %}>
+                                <input type="text" id="trade-lots-calc" class="lots-auto" readonly placeholder="—">
-                                <input type="text" id="trade-lots-calc" class="lots-auto" readonly placeholder="填写止损后自动计算" {% if sizing_mode != 'risk' %}hidden{% endif %}>
+                                <input type="hidden" id="trade-lots" value="{{ fixed_lots if sizing_mode == 'fixed' else '1' }}">
                                 <p class="hint lots-warn text-loss" id="lots-warn" hidden></p>
                             </div>
                         </div>
@@ -95,8 +99,6 @@
                         <p class="hint" id="trade-metrics-hint">填写品种后显示精度与每跳价值；策略自动化请用 <a href="{{ url_for('strategy_page') }}">策略交易</a>。</p>
                         {% if ctp_status.last_error %}
                         <p class="text-loss ctp-install-hint" style="font-size:.78rem;margin-top:.35rem">{{ ctp_status.last_error }}</p>
-                        {% else %}
-                        <p class="text-muted ctp-install-hint" style="font-size:.72rem;margin-top:.35rem">报单需安装 vnpy 并连接 CTP（SimNow 模拟盘）。</p>
                         {% endif %}
                     </div>
                 </div>
@@ -114,7 +116,9 @@
     <div class="card trade-card trade-card-full" id="recommend">
             <h2>品种推荐</h2>
             <div class="card-body">
-                <p class="hint">最大手数 = floor(权益 × 保证金上限 <strong>{{ max_margin_pct }}%</strong> ÷ 1手保证金)；当前权益 <strong class="text-accent" id="rec-capital">{{ '%.2f'|format(capital) }}</strong> 元。参考止损/止盈按 20 跳、盈亏比 2:1 估算。
+                <p class="hint">最大手数 = floor(权益 × 保证金上限 <strong>{{ max_margin_pct }}%</strong> ÷ 1手保证金)；当前权益 <strong class="text-accent" id="rec-capital">{{ '%.2f'|format(capital) }}</strong> 元。
+                    {% if sizing_mode == 'fixed' %}仅显示最大手数 ≥ <strong>{{ fixed_lots }}</strong> 手的品种。{% endif %}
+                    保证金优先读取 CTP 柜台合约信息。
                     {% if recommend_updated_at %}<span class="text-muted">每日后台更新 · 最近 {{ recommend_updated_at }}</span>{% else %}<span class="text-muted" id="rec-updated">等待今日后台刷新…</span>{% endif %}
                 </p>
                 <div class="trade-table-wrap">
@@ -135,7 +139,7 @@
                                 <td>{% if r.price %}{{ r.price }}{% else %}—{% endif %}</td>
                                 <td>{% if r.ref_stop_loss %}{{ r.ref_stop_loss }}{% else %}—{% endif %}</td>
                                 <td>{% if r.ref_take_profit %}{{ r.ref_take_profit }}{% else %}—{% endif %}</td>
-                                <td>{% if r.margin_one_lot %}{{ r.margin_one_lot }}{% else %}—{% endif %}</td>
+                                <td>{% if r.margin_one_lot %}{{ r.margin_one_lot }}{% if r.margin_source == 'ctp' %} <span class="text-muted">(柜台)</span>{% endif %}{% else %}—{% endif %}</td>
                                 <td>{% if r.open_fee_one_lot is defined and r.open_fee_one_lot is not none %}{{ r.open_fee_one_lot }}{% else %}—{% endif %}</td>
                                 <td>{% if r.max_lots is not none and r.max_lots > 0 %}{{ r.max_lots }}{% else %}—{% endif %}</td>
                                 <td><span class="badge {% if r.status=='ok' %}profit{% else %}planned{% endif %}">{{ r.status_label }}</span></td>
@@ -154,7 +158,8 @@
 {% block extra_js %}
 <script>
 window.TRADE_SIZING_MODE = {{ sizing_mode|tojson }};
-window.TRADE_RISK_PERCENT = {{ risk_percent }};
+window.TRADE_FIXED_LOTS = {{ fixed_lots|tojson }};
+window.TRADE_FIXED_AMOUNT = {{ fixed_amount|tojson }};
 </script>
 <script src="{{ url_for('static', filename='js/trade.js') }}"></script>
 {% endblock %}

trading_context.py

@@ -14,7 +14,21 @@ def get_trading_mode(get_setting: Callable[[str, str], str]) -> str:
 
 def get_sizing_mode(get_setting: Callable[[str, str], str]) -> str:
     from position_sizing import normalize_sizing_mode
-    return normalize_sizing_mode(get_setting("position_sizing_mode", "risk"))
+    return normalize_sizing_mode(get_setting("position_sizing_mode", "fixed"))
+
+
+def get_fixed_lots(get_setting: Callable[[str, str], str]) -> int:
+    try:
+        return max(1, int(float(get_setting("fixed_lots", "1") or 1)))
+    except (TypeError, ValueError):
+        return 1
+
+
+def get_fixed_amount(get_setting: Callable[[str, str], str]) -> float:
+    try:
+        return max(1.0, float(get_setting("fixed_amount", "5000") or 5000))
+    except (TypeError, ValueError):
+        return 5000.0
 
 
 def get_risk_percent(get_setting: Callable[[str, str], str]) -> float:

vnpy_bridge.py

@@ -789,6 +789,28 @@ class CtpBridge:
     def _lookup_position_margin(self, sym: str, direction: str) -> float:
         return float(self._position_margins.get(self._position_margin_key(sym, direction), 0) or 0)
 
+    def estimate_margin_one_lot(self, ths_code: str, price: float) -> Optional[float]:
+        """用 CTP 合约信息估算 1 手保证金（需已连接并完成合约查询）。"""
+        if not self._engine or not price or price <= 0:
+            return None
+        try:
+            sym, ex_name = ths_to_vnpy_symbol(ths_code)
+            exchange = to_vnpy_exchange(ex_name)
+            vt_symbol = f"{sym}.{exchange.value}"
+            contract = self._engine.get_contract(vt_symbol)
+            if not contract:
+                return None
+            mult = float(getattr(contract, "size", 0) or 0)
+            long_r = float(getattr(contract, "long_margin_ratio", 0) or 0)
+            short_r = float(getattr(contract, "short_margin_ratio", 0) or 0)
+            ratio = max(long_r, short_r)
+            if mult <= 0 or ratio <= 0:
+                return None
+            return round(float(price) * mult * ratio, 2)
+        except Exception as exc:
+            logger.debug("estimate_margin_one_lot %s: %s", ths_code, exc)
+            return None
+
     def _collect_positions(self) -> list[dict[str, Any]]:
         if not self._engine:
             return []
@@ -1074,6 +1096,17 @@ def ctp_get_tick_detail(mode: str, ths_code: str) -> dict[str, Any]:
         return {}
 
 
+def ctp_estimate_margin_one_lot(mode: str, ths_code: str, price: float) -> Optional[float]:
+    b = get_bridge()
+    if b.connected_mode != mode or not b.ping():
+        return None
+    try:
+        return b.estimate_margin_one_lot(ths_code, price)
+    except Exception as exc:
+        logger.debug("ctp_estimate_margin_one_lot: %s", exc)
+        return None
+
+
 def get_ctp_balance(mode: str) -> Optional[float]:
     try:
         acc = ctp_get_account(mode)