本地监控止盈止损、盘前自动连CTP，并完善保证金与推荐手数。

- 止盈止损改为程序本地监控，触发后市价平仓（含跳空）
- 交易前30分钟后台自动连接 CTP
- 保证金占用上限默认30%，可在系统设置修改
- K线标准蜡烛图红跌绿涨，费率表全宽固定表头
- 品种推荐按保证金比例×总资金计算推荐手数

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

product_recommend.py

@@ -1,6 +1,7 @@
 """按账户资金推荐可交易品种（期货核心筛选）。"""
 from __future__ import annotations
 
+import math
 from concurrent.futures import ThreadPoolExecutor
 from typing import Callable, Optional
 
@@ -20,7 +21,7 @@ def assess_product_for_capital(
     capital: float,
     price: Optional[float],
     *,
-    max_position_pct: float = 50.0,
+    max_margin_pct: float = 30.0,
     default_stop_ticks: int = 20,
     reward_risk_ratio: float = 2.0,
     trading_mode: str = "simulation",
@@ -35,6 +36,7 @@ def assess_product_for_capital(
     tick = float(spec.get("tick_size") or 1.0)
     p = float(price) if price and price > 0 else 0.0
     cap = float(capital or 0)
+    margin_pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
 
     if p <= 0:
         return {
@@ -45,11 +47,14 @@ def assess_product_for_capital(
             "status_label": "暂无行情",
             "min_capital_one_lot": None,
             "margin_one_lot": None,
+            "recommended_lots": 0,
             "risk_one_lot_1pct": None,
         }
 
     margin_one = p * mult * margin_rate
-    min_capital = margin_one / (max_position_pct / 100.0) if max_position_pct > 0 else margin_one
+    min_capital = margin_one / (margin_pct / 100.0) if margin_pct > 0 else margin_one
+    margin_budget = cap * margin_pct / 100.0 if cap > 0 else 0.0
+    recommended_lots = int(math.floor(margin_budget / margin_one)) if margin_one > 0 and margin_budget > 0 else 0
     stop_dist = tick * default_stop_ticks
     risk_one_lot = stop_dist * mult
     risk_pct_1lot = (risk_one_lot / cap * 100) if cap > 0 else 999.0
@@ -60,13 +65,13 @@ def assess_product_for_capital(
         fee_ths, p, p, 1.0, open_time="", close_time="", trading_mode=trading_mode,
     )
 
-    can_margin = cap >= min_capital
+    can_margin = recommended_lots >= 1
     can_risk = cap > 0 and risk_one_lot <= cap * 0.01
 
     if can_margin and can_risk:
-        status, label = "ok", "推荐"
+        status, label = "ok", f"推荐 {recommended_lots} 手"
     elif can_margin:
-        status, label = "margin_ok", "可开1手·止损偏宽"
+        status, label = "margin_ok", f"可开 {recommended_lots} 手·止损偏宽"
     else:
         status, label = "blocked", "资金不足"
 
@@ -79,6 +84,9 @@ def assess_product_for_capital(
         "tick_size": tick,
         "margin_one_lot": round(margin_one, 2),
         "min_capital_one_lot": round(min_capital, 2),
+        "recommended_lots": recommended_lots,
+        "margin_budget": round(margin_budget, 2),
+        "max_margin_pct": margin_pct,
         "risk_one_lot_1pct": round(risk_one_lot, 2),
         "risk_pct_1lot_at_1pct_rule": round(risk_pct_1lot, 2),
         "ref_stop_loss": ref_sl,
@@ -94,7 +102,7 @@ def list_product_recommendations(
     capital: float,
     quote_fn: Callable[[str], Optional[dict]],
     *,
-    max_position_pct: float = 50.0,
+    max_margin_pct: float = 30.0,
     trading_mode: str = "simulation",
 ) -> list[dict]:
     """扫描全部品种并排序：推荐 > 可开 > 不足。quote_fn(品种代码) -> {price, ths_code, ...}"""
@@ -105,7 +113,7 @@ def list_product_recommendations(
         price = quote.get("price")
         row = assess_product_for_capital(
             product, capital, price,
-            max_position_pct=max_position_pct,
+            max_margin_pct=max_margin_pct,
             trading_mode=trading_mode,
         )
         main_code = (quote.get("ths_code") or "").strip()
@@ -115,5 +123,5 @@ def list_product_recommendations(
     with ThreadPoolExecutor(max_workers=10) as pool:
         rows = list(pool.map(_one, PRODUCTS))
     order = {"ok": 0, "margin_ok": 1, "blocked": 2, "no_price": 3}
-    rows.sort(key=lambda r: (order.get(r["status"], 9), r.get("min_capital_one_lot") or 1e18))
+    rows.sort(key=lambda r: (order.get(r["status"], 9), -(r.get("recommended_lots") or 0)))
     return rows