修复主力合约识别：按持仓量判定并移除当月占位

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

app.py

@@ -17,7 +17,7 @@ from flask import (
 )
 from werkzeug.security import check_password_hash, generate_password_hash
 
-from symbols import search_symbols, ths_to_codes, list_main_contracts_grouped
+from symbols import search_symbols, ths_to_codes, list_main_contracts_grouped, refresh_main_index
 from contract_specs import calc_position_metrics
 from fee_specs import (
     calc_fee_breakdown,
@@ -580,6 +580,7 @@ def start_background_threads():
         target=lambda: kline_hub.worker_loop(DB_PATH, build_market_quote_payload),
         daemon=True,
     ).start()
+    threading.Thread(target=refresh_main_index, daemon=True).start()
 
 
 start_background_threads()

market.py

@@ -51,6 +51,52 @@ def _sina_headers() -> dict:
     return {"Referer": "https://finance.sina.com.cn"}
 
 
+def _parse_sina_futures_quote(parts: list) -> Optional[dict]:
+    """解析新浪 nf_/CFF_RE_ 期货行情字段。"""
+    if len(parts) < 9:
+        return None
+    price = None
+    for idx in (8, 7, 6, 5):
+        if len(parts) > idx and parts[idx]:
+            try:
+                val = float(parts[idx])
+                if val > 0:
+                    price = val
+                    break
+            except ValueError:
+                pass
+    if price is None:
+        price = 0.0
+
+    open_interest = 0.0
+    volume = 0.0
+    if len(parts) > 13 and parts[13]:
+        try:
+            open_interest = float(parts[13])
+        except ValueError:
+            pass
+    if len(parts) > 14 and parts[14]:
+        try:
+            volume = float(parts[14])
+        except ValueError:
+            pass
+
+    prev_close = None
+    if len(parts) > 9 and parts[9]:
+        try:
+            prev_close = float(parts[9])
+        except ValueError:
+            pass
+
+    return {
+        "name": parts[0],
+        "price": price,
+        "volume": volume,
+        "open_interest": open_interest,
+        "prev_close": prev_close,
+    }
+
+
 def _fetch_sina_raw(sina_code: str) -> Optional[dict]:
     try:
         url = f"https://hq.sinajs.cn/list={sina_code}"
@@ -62,27 +108,7 @@ def _fetch_sina_raw(sina_code: str) -> Optional[dict]:
         if not body:
             return None
         parts = body.split(",")
-        if len(parts) < 9:
+        return _parse_sina_futures_quote(parts)
-            return None
-        price = float(parts[8])
-        volume = float(parts[14]) if len(parts) > 14 and parts[14] else 0
-        prev_close = None
-        if len(parts) > 9 and parts[9]:
-            try:
-                prev_close = float(parts[9])
-            except ValueError:
-                pass
-        if prev_close is None and len(parts) > 2 and parts[2]:
-            try:
-                prev_close = float(parts[2])
-            except ValueError:
-                pass
-        return {
-            "name": parts[0],
-            "price": price,
-            "volume": volume,
-            "prev_close": prev_close,
-        }
     except Exception as exc:
         logger.debug("sina fetch failed %s: %s", sina_code, exc)
         return None

static/js/symbol.js

@@ -112,8 +112,14 @@
                 renderGrouped(mainsCache, filterQ);
                 return;
             }
-            if (mainsLoading) return;
+            if (mainsLoading) {
+                dropdown.innerHTML = '<div class="symbol-option">正在识别主力合约…</div>';
+                dropdown.classList.add('show');
+                return;
+            }
             mainsLoading = true;
+            dropdown.innerHTML = '<div class="symbol-option">正在识别主力合约…</div>';
+            dropdown.classList.add('show');
             fetch('/api/symbols/mains')
                 .then(function (r) { return r.json(); })
                 .then(function (groups) {

symbols.py

@@ -71,6 +71,7 @@ _CACHE_TTL = 300
 _main_index_lock = threading.Lock()
 _main_index: dict[str, dict] = {}
 _main_index_ts = 0.0
+_index_refresh_lock = threading.Lock()
 
 
 def build_ths_code(product: dict, year: int, month: int) -> str:
@@ -210,7 +211,20 @@ def is_near_expiry_main(ths_code: str) -> bool:
     return months_ahead <= 1
 
 
-def _make_symbol_item(product: dict, year: int, month: int, volume: float) -> dict:
+def _main_contract_score(raw: dict) -> float:
+    """主力判定：优先持仓量，其次成交量。"""
+    oi = float(raw.get("open_interest") or 0)
+    vol = float(raw.get("volume") or 0)
+    return oi if oi > 0 else vol
+
+
+def _make_symbol_item(
+    product: dict,
+    year: int,
+    month: int,
+    volume: float,
+    open_interest: float = 0,
+) -> dict:
     ths = build_ths_code(product, year, month)
     name = product["name"]
     return {
@@ -223,6 +237,7 @@ def _make_symbol_item(product: dict, year: int, month: int, volume: float) -> di
         "display": f"{name} 主力 {ths}",
         "input_label": f"{name} {ths}",
         "volume": volume,
+        "open_interest": open_interest,
     }
 
 
@@ -236,6 +251,7 @@ def resolve_main_contract(product: dict) -> Optional[dict]:
     today = date.today()
     y, m = today.year, today.month
     best = None
+    best_score = 0.0
 
     for i in range(14):
         cy, cm = y, m + i
@@ -244,10 +260,17 @@ def resolve_main_contract(product: dict) -> Optional[dict]:
             cy += 1
         sina = build_sina_code(product, cy, cm)
         raw = fetch_raw_for_volume(sina)
-        if raw and raw["volume"] > 0:
+        if not raw:
-            item = _make_symbol_item(product, cy, cm, raw["volume"])
+            continue
-            if best is None or raw["volume"] > best["volume"]:
+        score = _main_contract_score(raw)
-                best = item
+        if score <= 0:
+            continue
+        item = _make_symbol_item(
+            product, cy, cm, raw["volume"], raw.get("open_interest", 0),
+        )
+        if score > best_score:
+            best_score = score
+            best = item
 
     if best is None:
         sina_main = build_sina_main_code(product)
@@ -288,20 +311,21 @@ def _enrich_item(item: dict) -> dict:
 def refresh_main_index():
     """后台预热全部品种主力合约，搜索时只读本地缓存。"""
     global _main_index, _main_index_ts
-    new_idx: dict[str, dict] = {}
+    with _index_refresh_lock:
-    with ThreadPoolExecutor(max_workers=10) as pool:
+        new_idx: dict[str, dict] = {}
-        futures = {pool.submit(resolve_main_contract, p): p for p in PRODUCTS}
+        with ThreadPoolExecutor(max_workers=10) as pool:
-        for fut in as_completed(futures):
+            futures = {pool.submit(resolve_main_contract, p): p for p in PRODUCTS}
-            product = futures[fut]
+            for fut in as_completed(futures):
-            try:
+                product = futures[fut]
-                main = fut.result()
+                try:
-                if main:
+                    main = fut.result()
-                    new_idx[product["sina"]] = _enrich_item(main)
+                    if main:
-            except Exception:
+                        new_idx[product["sina"]] = _enrich_item(main)
-                pass
+                except Exception:
-    with _main_index_lock:
+                    pass
-        _main_index = new_idx
+        with _main_index_lock:
-        _main_index_ts = time.time()
+            _main_index = new_idx
+            _main_index_ts = time.time()
 
 
 def _warm_loop():
@@ -399,15 +423,21 @@ def list_main_contracts_grouped() -> list[dict]:
     """按交易所分类返回全部品种主力合约（行情页下拉用）。"""
     with _main_index_lock:
         index = dict(_main_index)
-    index_ready = bool(index)
+
+    if len(index) < len(PRODUCTS) // 2:
+        refresh_main_index()
+        with _main_index_lock:
+            index = dict(_main_index)
 
     buckets: dict[str, list] = defaultdict(list)
     for p in PRODUCTS:
         main = index.get(p["sina"])
-        if not main and not index_ready:
+        if not main:
-            main = _stub_main_contract(p)
+            resolved = resolve_main_contract(p)
+            if resolved:
+                main = _enrich_item(resolved)
         if main:
-            buckets[p["exchange"]].append(_enrich_item(main))
+            buckets[p["exchange"]].append(main)
 
     groups: list[dict] = []
     for cat in EXCHANGE_ORDER: