Align position margin with account balance and show deducted open commission only.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+92
-4
@@ -88,11 +88,13 @@ from vnpy_bridge import (
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_ctp_td_lock,
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ctp_cancel_order,
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ctp_connect,
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ctp_account_margin_used,
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ctp_estimate_margin_one_lot,
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ctp_get_account,
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ctp_get_tick_price,
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ctp_list_active_orders,
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ctp_list_positions,
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ctp_list_trades,
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ctp_status,
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execute_order,
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get_bridge,
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@@ -247,6 +249,56 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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return round(float(mon_margin), 2), "db"
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return None, "estimate"
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def _apply_account_margin_to_rows(
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rows: list[dict],
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mode: str,
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capital: float,
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) -> list[dict]:
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"""CTP 已连接时，用「权益−可用」校正占用保证金与仓位占比。"""
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if not ctp_status(mode).get("connected"):
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return rows
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total_used = ctp_account_margin_used(mode)
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if not total_used:
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return rows
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active = [
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r for r in rows
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if r.get("order_state") != "pending" and int(r.get("lots") or 0) > 0
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]
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if not active:
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return rows
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if len(active) == 1:
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row = active[0]
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row["margin"] = total_used
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row["margin_source"] = "ctp"
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if capital > 0:
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row["position_pct"] = round(total_used / capital * 100, 2)
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return rows
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weights: list[float] = []
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for row in active:
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sym = (row.get("symbol_code") or "").strip()
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lots = int(row.get("lots") or 0)
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entry = float(row.get("entry_price") or 0)
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if sym and lots > 0 and entry > 0:
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spec = get_contract_spec(sym)
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weights.append(entry * spec["mult"] * lots)
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else:
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weights.append(0.0)
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total_weight = sum(weights)
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assigned = 0.0
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for i, row in enumerate(active):
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if total_weight <= 0:
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margin = round(total_used / len(active), 2)
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elif i == len(active) - 1:
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margin = round(total_used - assigned, 2)
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else:
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margin = round(total_used * weights[i] / total_weight, 2)
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assigned += margin
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row["margin"] = margin
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row["margin_source"] = "ctp"
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if capital > 0:
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row["position_pct"] = round(margin / capital * 100, 2)
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return rows
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def _ensure_monitors_from_ctp(conn, mode: str) -> None:
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"""CTP 有持仓但本地无监控时，自动补写一条 active 记录供展示。"""
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if not ctp_status(mode).get("connected"):
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@@ -307,6 +359,34 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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pass
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return False
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def _open_commission_from_ctp_trades(
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mode: str, sym: str, direction: str,
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) -> Optional[float]:
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"""汇总该持仓开仓成交的柜台手续费（成交回报中的 commission）。"""
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if not ctp_status(mode).get("connected"):
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return None
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try:
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trades = ctp_list_trades(mode)
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except Exception:
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return None
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total = 0.0
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has_commission = False
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for t in trades:
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if (t.get("offset") or "").strip().lower() != "open":
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continue
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pos_dir = (
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t.get("position_direction") or t.get("direction") or "long"
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).strip().lower()
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if pos_dir != (direction or "long").strip().lower():
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continue
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if not _match_ctp_symbol(t.get("symbol") or "", sym):
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continue
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comm = float(t.get("commission") or 0)
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total += comm
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if comm > 0:
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has_commission = True
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return round(total, 2) if has_commission else None
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def _holding_duration(open_time: str, now_iso: str) -> str:
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try:
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from app import calc_holding_duration
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@@ -773,9 +853,16 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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fee_info = calc_fee_breakdown(
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sym, entry, close_est, lots, open_time or now_iso, now_iso, trading_mode=mode,
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)
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open_commission = _open_commission_from_ctp_trades(mode, sym, direction)
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if open_commission is not None:
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display_fee = open_commission
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fee_source = "ctp"
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else:
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display_fee = fee_info["open_fee"]
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fee_source = fee_info.get("fee_source") or "local"
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est_net = None
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if float_pnl is not None:
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est_net = round(float(float_pnl) - fee_info["total_fee"], 2)
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est_net = round(float(float_pnl) - fee_info["close_fee"], 2)
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pos_metrics = calc_position_metrics(
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direction, entry, sl if sl is not None else entry,
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tp if tp is not None else entry, lots, mark, capital, sym,
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@@ -853,11 +940,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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"risk_pct": pos_metrics.get("risk_pct") if sl is not None else None,
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"rr_ratio": pos_metrics.get("rr_ratio") if sl is not None and tp is not None else None,
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"float_pnl": float_pnl,
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"est_fee": fee_info["total_fee"],
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"est_fee_open": fee_info["open_fee"],
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"est_fee": display_fee,
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"est_fee_open": display_fee,
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"est_fee_close": fee_info["close_fee"],
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"est_fee_close_type": fee_info["close_type"],
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"fee_source": fee_info.get("fee_source") or "local",
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"fee_source": fee_source,
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"est_pnl_net": est_net,
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"sl_order_active": order_st.get("sl_monitoring"),
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"tp_order_active": order_st.get("tp_monitoring"),
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@@ -1082,6 +1169,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
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if ctp_st.get("connected"):
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_ensure_monitors_from_ctp(conn, mode)
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rows = _build_trading_live_rows(conn, fast=fast)
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rows = _apply_account_margin_to_rows(rows, mode, capital)
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pending_orders = _build_pending_orders(conn, mode)
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risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
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return {
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