Align position margin with account balance and show deducted open commission only.

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

install_trading.py

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

static/js/trade.js

@@ -926,7 +926,7 @@
                 }
                 return '';
             }());
-        var feeLabel = row.fee_source === 'ctp' ? '手续费(柜台)' : '手续费';
+        var feeLabel = row.fee_source === 'ctp' ? '已扣手续费(柜台)' : '已扣手续费';
         var marginLabel = row.margin_source === 'ctp' ? '占用保证金(柜台)' : '占用保证金';
         var openLabel = '开仓';
         return (

vnpy_bridge.py

@@ -251,7 +251,21 @@ class CtpBridge:
         except ImportError:
             return
 
-        def _on_position(_event) -> None:
+        def _on_position(event) -> None:
+            try:
+                pos = event.data
+                vol = int(getattr(pos, "volume", 0) or 0)
+                if vol <= 0:
+                    return
+                sym = getattr(pos, "symbol", "") or ""
+                d = "long" if _is_long_direction(getattr(pos, "direction", None)) else "short"
+                for attr in ("margin", "use_margin", "UseMargin"):
+                    raw = float(getattr(pos, attr, 0) or 0)
+                    if raw > 0:
+                        self._position_margins[self._position_margin_key(sym, d)] = raw
+                        break
+            except Exception as exc:
+                logger.debug("position margin cache: %s", exc)
             _fire_position_refresh_callback_debounced()
 
         self._ee.register(EVENT_POSITION, _on_position)
@@ -1177,6 +1191,7 @@ class CtpBridge:
                 "lots": vol,
                 "price": float(getattr(trade, "price", 0) or 0),
                 "datetime": dt,
+                "commission": round(float(getattr(trade, "commission", 0) or 0), 2),
             }
         except Exception as exc:
             logger.debug("trade_row_from_vnpy: %s", exc)
@@ -1216,6 +1231,9 @@ class CtpBridge:
                 "lots": vol,
                 "price": price,
                 "datetime": dt,
+                "commission": round(
+                    float(data.get("Commission") or data.get("commission") or 0), 2,
+                ),
             }
         except Exception as exc:
             logger.debug("trade_row_from_ctp_dict: %s", exc)
@@ -1476,6 +1494,24 @@ def ctp_get_account(mode: str) -> dict[str, Any]:
     return b.get_account()
 
 
+def ctp_account_margin_used(mode: str) -> Optional[float]:
+    """账户实际占用保证金 ≈ 权益 − 可用（与顶栏柜台资金一致）。"""
+    b = get_bridge()
+    if b.connected_mode != mode or not b.ping():
+        return None
+    try:
+        acc = b.get_account()
+        balance = float(acc.get("balance") or 0)
+        available = float(acc.get("available") or 0)
+        if balance <= 0:
+            return None
+        used = balance - available
+        return round(used, 2) if used > 0 else None
+    except Exception as exc:
+        logger.debug("ctp_account_margin_used: %s", exc)
+        return None
+
+
 def ctp_list_positions(
     mode: str,
     *,