Gate order cancel to trading hours and sync trade logs from CTP.

Disable cancel UI outside sessions, query exchange fills for records, and label local vs counterparty rows.

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

app.py

@@ -1223,6 +1223,22 @@ def records():
         start, end = parse_review_date_filter(preset, start, end)
 
     conn = get_db()
+    ctp_sync_info = None
+    try:
+        from ctp_trade_sync import sync_trade_logs_from_ctp
+        from trading_context import get_account_capital, get_trading_mode
+        from vnpy_bridge import ctp_status
+
+        mode = get_trading_mode(get_setting)
+        if ctp_status(mode).get("connected"):
+            capital = get_account_capital(conn, get_setting)
+            ctp_sync_info = sync_trade_logs_from_ctp(
+                conn, mode, capital=capital, trading_mode=mode,
+            )
+            conn.commit()
+    except Exception as exc:
+        app.logger.warning("ctp trade sync on records page: %s", exc)
+
     sql = "SELECT * FROM review_records WHERE 1=1"
     params: list = []
     if start:
@@ -1264,6 +1280,7 @@ def records():
         trades=trades,
         equity_curve=equity_curve,
         auto_records=auto_list,
+        ctp_sync_info=ctp_sync_info,
         preset=preset,
         start=start,
         end=end,

ctp_trade_sync.py

@@ -0,0 +1,262 @@
+"""从 CTP 柜台同步成交，写入 trade_logs（以交易所成交为准）。"""
+from __future__ import annotations
+
+import logging
+from collections import defaultdict
+from datetime import datetime
+from typing import Any, Callable, Optional
+from zoneinfo import ZoneInfo
+
+from contract_specs import calc_position_metrics
+from ctp_symbol import ths_to_vnpy_symbol
+from fee_specs import calc_round_trip_fee
+from symbols import ths_to_codes
+from trade_log_lib import calc_equity_after, ensure_trade_log_columns
+from vnpy_bridge import ctp_list_trades, ctp_status
+
+logger = logging.getLogger(__name__)
+TZ = ZoneInfo("Asia/Shanghai")
+
+
+def _match_symbol(ctp_sym: str, ths: str) -> bool:
+    a = (ctp_sym or "").lower()
+    b = (ths or "").lower()
+    if a == b:
+        return True
+    if a and b and a.split(".")[0] == b.split(".")[0]:
+        return True
+    try:
+        vnpy_sym, _ = ths_to_vnpy_symbol(ths)
+        if a == vnpy_sym.lower():
+            return True
+    except Exception:
+        pass
+    return False
+
+
+def _to_ths_code(symbol: str) -> str:
+    sym = (symbol or "").strip()
+    if not sym:
+        return ""
+    codes = ths_to_codes(sym)
+    if codes:
+        return codes.get("ths_code") or sym
+    return sym.lower()
+
+
+def build_round_trips(trades: list[dict[str, Any]]) -> list[dict[str, Any]]:
+    """按 FIFO 将开/平仓成交配对为完整回合。"""
+    stacks: dict[tuple[str, str], list[dict[str, Any]]] = defaultdict(list)
+    trips: list[dict[str, Any]] = []
+
+    ordered = sorted(
+        trades,
+        key=lambda t: ((t.get("datetime") or ""), str(t.get("trade_id") or "")),
+    )
+    for t in ordered:
+        sym = (t.get("symbol") or "").lower()
+        pos_dir = (t.get("position_direction") or "long").strip().lower()
+        offset = (t.get("offset") or "open").strip().lower()
+        lots = int(t.get("lots") or 0)
+        if not sym or lots <= 0:
+            continue
+        key = (sym, pos_dir)
+        if offset == "open":
+            stacks[key].append({
+                **t,
+                "remaining": lots,
+            })
+            continue
+
+        close_lots_left = lots
+        close_price = float(t.get("price") or 0)
+        close_time = t.get("datetime") or ""
+        close_trade_id = str(t.get("trade_id") or "")
+        while close_lots_left > 0 and stacks[key]:
+            open_t = stacks[key][0]
+            matched = min(close_lots_left, int(open_t.get("remaining") or 0))
+            if matched <= 0:
+                stacks[key].pop(0)
+                continue
+            open_t["remaining"] = int(open_t.get("remaining") or 0) - matched
+            if open_t["remaining"] <= 0:
+                stacks[key].pop(0)
+            close_lots_left -= matched
+            open_trade_id = str(open_t.get("trade_id") or "")
+            ctp_key = f"{open_trade_id}|{close_trade_id}|{sym}|{pos_dir}|{matched}"
+            trips.append({
+                "ctp_trade_key": ctp_key,
+                "symbol": sym,
+                "ths_code": _to_ths_code(sym),
+                "direction": pos_dir,
+                "lots": matched,
+                "entry_price": float(open_t.get("price") or 0),
+                "close_price": close_price,
+                "open_time": open_t.get("datetime") or "",
+                "close_time": close_time,
+                "open_trade_id": open_trade_id,
+                "close_trade_id": close_trade_id,
+            })
+    return trips
+
+
+def _find_monitor_meta(
+    conn,
+    *,
+    symbol: str,
+    direction: str,
+    open_time: str,
+    match_symbol_fn: Callable[[str, str], bool] | None = None,
+) -> dict[str, Any]:
+    match = match_symbol_fn or _match_symbol
+    direction = (direction or "long").strip().lower()
+    best: Optional[dict[str, Any]] = None
+    for r in conn.execute(
+        "SELECT * FROM trade_order_monitors ORDER BY id DESC LIMIT 200"
+    ).fetchall():
+        row = dict(r)
+        if (row.get("direction") or "long").strip().lower() != direction:
+            continue
+        if not match(symbol, row.get("symbol") or ""):
+            continue
+        if best is None:
+            best = row
+            continue
+        ot = (row.get("open_time") or "").strip()
+        if open_time and ot and abs(len(ot) - len(open_time)) <= 2 and ot[:16] == open_time[:16]:
+            return row
+    return best or {}
+
+
+def _holding_minutes(open_time: str, close_time: str) -> int:
+    try:
+        from app import holding_to_minutes
+        return int(holding_to_minutes(open_time, close_time) or 0)
+    except Exception:
+        return 0
+
+
+def sync_trade_logs_from_ctp(
+    conn,
+    mode: str,
+    *,
+    capital: float = 0.0,
+    trading_mode: str = "simulation",
+) -> dict[str, Any]:
+    """查询 CTP 成交并 upsert 到 trade_logs。返回同步摘要。"""
+    stats = {"synced": 0, "updated": 0, "skipped": 0, "connected": False}
+    if not ctp_status(mode).get("connected"):
+        return stats
+    stats["connected"] = True
+    ensure_trade_log_columns(conn)
+    try:
+        conn.execute("ALTER TABLE trade_logs ADD COLUMN source TEXT DEFAULT 'local'")
+    except Exception:
+        pass
+    try:
+        conn.execute("ALTER TABLE trade_logs ADD COLUMN ctp_trade_key TEXT")
+    except Exception:
+        pass
+
+    trades = ctp_list_trades(mode, refresh=True)
+    trips = build_round_trips(trades)
+    for trip in trips:
+        key = trip.get("ctp_trade_key") or ""
+        if not key:
+            stats["skipped"] += 1
+            continue
+        existing = conn.execute(
+            "SELECT id FROM trade_logs WHERE ctp_trade_key=?",
+            (key,),
+        ).fetchone()
+
+        ths = trip.get("ths_code") or trip.get("symbol") or ""
+        codes = ths_to_codes(ths) or {}
+        direction = trip.get("direction") or "long"
+        entry = float(trip.get("entry_price") or 0)
+        close_px = float(trip.get("close_price") or 0)
+        lots = float(trip.get("lots") or 0)
+        open_time = trip.get("open_time") or ""
+        close_time = trip.get("close_time") or datetime.now(TZ).strftime("%Y-%m-%dT%H:%M")
+
+        mon = _find_monitor_meta(
+            conn,
+            symbol=trip.get("symbol") or ths,
+            direction=direction,
+            open_time=open_time,
+        )
+        sl = mon.get("stop_loss")
+        tp = mon.get("take_profit")
+        try:
+            sl_f = float(sl) if sl is not None else entry
+            tp_f = float(tp) if tp is not None else entry
+        except (TypeError, ValueError):
+            sl_f, tp_f = entry, entry
+
+        metrics = calc_position_metrics(
+            direction, entry, sl_f, tp_f, lots, close_px, capital, ths,
+        )
+        pnl = float(metrics.get("float_pnl") or 0)
+        fee = calc_round_trip_fee(
+            ths, entry, close_px, lots, open_time, close_time, trading_mode=trading_mode,
+        )
+        pnl_net = round(pnl - fee, 2)
+        margin_pct = metrics.get("position_pct")
+        equity_after = calc_equity_after(capital, pnl_net)
+        minutes = _holding_minutes(open_time, close_time)
+        result = "CTP同步"
+        monitor_type = mon.get("monitor_type") or "CTP同步"
+
+        row_vals = (
+            ths,
+            codes.get("name") or mon.get("symbol_name") or ths,
+            codes.get("market_code") or mon.get("market_code") or "",
+            codes.get("sina_code") or mon.get("sina_code") or "",
+            monitor_type,
+            direction,
+            entry,
+            sl if sl is not None else None,
+            tp if tp is not None else None,
+            close_px,
+            lots,
+            metrics.get("margin"),
+            margin_pct,
+            minutes,
+            open_time,
+            close_time,
+            pnl,
+            fee,
+            pnl_net,
+            equity_after,
+            result,
+        )
+        if existing:
+            conn.execute(
+                """UPDATE trade_logs SET
+                   symbol=?, symbol_name=?, market_code=?, sina_code=?, monitor_type=?,
+                   direction=?, entry_price=?, stop_loss=?, take_profit=?, close_price=?,
+                   lots=?, margin=?, margin_pct=?, holding_minutes=?, open_time=?, close_time=?,
+                   pnl=?, fee=?, pnl_net=?, equity_after=?, result=?, source='ctp', verified=1
+                   WHERE ctp_trade_key=?""",
+                row_vals + (key,),
+            )
+            stats["updated"] += 1
+        else:
+            conn.execute(
+                """INSERT INTO trade_logs
+                   (symbol, symbol_name, market_code, sina_code, monitor_type, direction,
+                    entry_price, stop_loss, take_profit, close_price, lots, margin,
+                    margin_pct, holding_minutes, open_time, close_time, pnl, fee, pnl_net,
+                    equity_after, result, source, ctp_trade_key, verified)
+                   VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+                row_vals + ("ctp", key, 1),
+            )
+            stats["synced"] += 1
+
+    if stats["synced"] or stats["updated"]:
+        try:
+            from stats_engine import refresh_stats_cache
+            refresh_stats_cache(conn, capital)
+        except Exception as exc:
+            logger.debug("stats refresh after ctp trade sync: %s", exc)
+    return stats

install_trading.py

@@ -80,6 +80,7 @@ from trading_context import (
 )
 from ctp_symbol import ths_to_vnpy_symbol
 from vnpy_bridge import (
+    ctp_cancel_order,
     ctp_connect,
     ctp_get_account,
     ctp_get_tick_price,
@@ -354,6 +355,25 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     "label": "止盈监控",
                     "price": float(tp),
                 })
+        for r in conn.execute(
+            "SELECT * FROM trade_order_monitors WHERE status='pending' ORDER BY id DESC"
+        ).fetchall():
+            mon = dict(r)
+            sym = mon.get("symbol") or ""
+            pending.append({
+                "symbol_code": sym,
+                "symbol": mon.get("symbol_name") or sym,
+                "direction": mon.get("direction") or "long",
+                "direction_label": "做多" if (mon.get("direction") or "long") == "long" else "做空",
+                "lots": int(mon.get("lots") or 0),
+                "price": float(mon.get("order_price") or mon.get("entry_price") or 0),
+                "order_kind": "open_pending",
+                "label": "开仓挂单中",
+                "source": "monitor",
+                "monitor_id": mon.get("id"),
+                "can_cancel_order": is_trading_session(),
+                "cancel_allowed": is_trading_session(),
+            })
         ctp_st = ctp_status(mode)
         if ctp_st.get("connected"):
             for o in _ctp_active_orders(mode):
@@ -374,6 +394,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     "label": label,
                     "source": "ctp",
                     "order_id": o.get("order_id"),
+                    "can_cancel_order": is_trading_session(),
+                    "cancel_allowed": is_trading_session(),
                 })
         return pending
 
@@ -833,7 +855,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             "est_fee": None,
             "can_close": False,
             "close_allowed": False,
-            "can_cancel_order": True,
+            "can_cancel_order": is_trading_session(),
+            "cancel_allowed": is_trading_session(),
             "auto_cancel_sec": remain,
             "pending_timeout_sec": timeout_sec,
             "pending_timeout_min": max(1, timeout_sec // 60),
@@ -1285,6 +1308,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 return jsonify({"ok": False, "error": "记录不存在或已关闭"}), 404
             mon = dict(row)
             if (mon.get("status") or "").strip().lower() == "pending":
+                if not is_trading_session():
+                    return jsonify({"ok": False, "error": "不在交易时间段，无法撤单"}), 403
                 ok, msg = cancel_pending_monitor(conn, mon, mode)
                 _push_position_snapshot_async(fast=False)
                 return jsonify({"ok": ok, "message": msg})
@@ -1315,6 +1340,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             mode = get_trading_mode(get_setting)
             if not ctp_status(mode).get("connected"):
                 return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
+            if not is_trading_session():
+                return jsonify({"ok": False, "error": "不在交易时间段，无法撤单"}), 403
             row = conn.execute(
                 "SELECT * FROM trade_order_monitors WHERE id=? AND status='pending'",
                 (monitor_id,),
@@ -1327,6 +1354,25 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         finally:
             conn.close()
 
+    @app.route("/api/trading/order/cancel", methods=["POST"])
+    @login_required
+    def api_trading_order_cancel():
+        """撤销柜台未成交委托（按 vt_order_id）。"""
+        d = request.get_json(silent=True) or {}
+        order_id = (d.get("order_id") or "").strip()
+        if not order_id:
+            return jsonify({"ok": False, "error": "无效的委托号"}), 400
+        mode = get_trading_mode(get_setting)
+        if not ctp_status(mode).get("connected"):
+            return jsonify({"ok": False, "error": "请先连接 CTP"}), 400
+        if not is_trading_session():
+            return jsonify({"ok": False, "error": "不在交易时间段，无法撤单"}), 403
+        ok = ctp_cancel_order(mode, order_id)
+        _push_position_snapshot_async(fast=False)
+        if not ok:
+            return jsonify({"ok": False, "error": "撤单失败，委托可能已成交或已撤销"}), 400
+        return jsonify({"ok": True, "message": "撤单已提交"})
+
     @app.route("/api/trading/close", methods=["POST"])
     @login_required
     def api_trading_close():
@@ -1409,9 +1455,15 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     (mid,),
                 )
             conn.commit()
+            try:
+                from ctp_trade_sync import sync_trade_logs_from_ctp
+                sync_trade_logs_from_ctp(conn, mode, capital=capital, trading_mode=mode)
+                conn.commit()
+            except Exception as exc:
+                logger.debug("sync trades after close: %s", exc)
             conn.close()
             _push_position_snapshot_async()
-            return jsonify({"ok": True, "message": "已平仓并记入交易记录（手动平仓）"})
+            return jsonify({"ok": True, "message": "已平仓；交易记录将按柜台成交同步"})
         except ValueError as exc:
             conn.close()
             return jsonify({"ok": False, "error": str(exc)}), 400

order_pending.py

@@ -7,6 +7,7 @@ from datetime import datetime
 from typing import Any, Callable, Optional
 from zoneinfo import ZoneInfo
 
+from market_sessions import is_trading_session
 from vnpy_bridge import ctp_cancel_order, ctp_list_active_orders, ctp_status
 
 logger = logging.getLogger(__name__)
@@ -132,7 +133,7 @@ def reconcile_pending_orders(
             continue
 
         if vt_oid and vt_oid in active_orders:
-            if age >= limit_sec:
+            if age >= limit_sec and is_trading_session():
                 if ctp_cancel_order(mode, vt_oid):
                     conn.execute(
                         "UPDATE trade_order_monitors SET status='closed' WHERE id=?",

static/css/trade.css

@@ -77,6 +77,7 @@
 .pos-card.is-pending .pos-metrics .cell.pnl-pending label{color:var(--accent)}
 .pos-close-btn{padding:.4rem .85rem;font-size:.78rem;border-radius:8px;border:1px solid var(--loss);background:var(--loss-bg);color:var(--loss);cursor:pointer;white-space:nowrap;width:auto;flex-shrink:0;min-height:36px}
 .pos-close-btn:disabled,.pos-close-btn.is-session-off{opacity:.45;cursor:not-allowed;border-color:var(--text-muted);background:var(--card-inner);color:var(--text-muted)}
+.pos-dismiss-btn:disabled,.pos-dismiss-btn.is-session-off{opacity:.45;cursor:not-allowed;color:var(--text-muted)}
 .pos-card-meta-line{font-size:.78rem;line-height:1.65;color:var(--text-muted);margin-bottom:.55rem}
 .pos-card-meta-line strong{color:var(--text)}
 .pos-card-actions{display:flex;gap:.35rem;flex-shrink:0;align-items:center}

static/js/trade.js

@@ -204,17 +204,29 @@
             if (pendingOnly.length) {
                 list.innerHTML = '<div class="empty-hint" style="margin-bottom:.75rem">暂无持仓</div>' +
                     pendingOnly.map(function (p) {
-                        var dismissBtn = p.monitor_id ?
-                            '<button type="button" class="pos-dismiss-btn" data-monitor-id="' + p.monitor_id + '">取消</button>' : '';
+                        var cancelAllowed = p.cancel_allowed !== false && isTradingSession;
+                        var actionBtn = '';
+                        if (p.monitor_id) {
+                            actionBtn = '<button type="button" class="pos-dismiss-btn' +
+                                (cancelAllowed ? '' : ' is-session-off') + '"' +
+                                (cancelAllowed ? '' : ' disabled title="不在交易时间段"') +
+                                ' data-monitor-id="' + p.monitor_id + '" data-pending-cancel="1">撤单</button>';
+                        } else if (p.order_id && p.source === 'ctp') {
+                            actionBtn = '<button type="button" class="pos-dismiss-btn' +
+                                (cancelAllowed ? '' : ' is-session-off') + '"' +
+                                (cancelAllowed ? '' : ' disabled title="不在交易时间段"') +
+                                ' data-cancel-order="' + encodeURIComponent(p.order_id) + '">撤单</button>';
+                        }
                         return (
                             '<div class="pos-pending-item ' +
                             (p.order_kind === 'stop_loss' ? 'sl' : (p.order_kind === 'take_profit' ? 'tp' : 'ctp')) +
                             '"><span>' + (p.label || '挂单') + ' · ' + (p.symbol || p.symbol_code) + '</span>' +
                             '<span class="pos-pending-right"><strong>' + fmtNum(p.price) + '</strong> · ' +
-                            (p.lots || 1) + ' 手' + dismissBtn + '</span></div>'
+                            (p.lots || 1) + ' 手' + actionBtn + '</span></div>'
                         );
                     }).join('');
                 bindPendingDismiss(list);
+                bindCancelOrderButtons(list);
             } else {
                 list.innerHTML = '<div class="empty-hint">暂无持仓。</div>';
             }
@@ -674,6 +686,10 @@
         opts = opts || {};
         if (!monitorId) return;
         var isPending = !!opts.pending;
+        if (isPending && !isTradingSession) {
+            alert('不在交易时间段，无法撤单');
+            return;
+        }
         var confirmMsg = isPending
             ? '撤销该开仓委托？（将向柜台发送撤单）'
             : '取消该本地止盈止损监控？（不影响柜台委托）';
@@ -706,6 +722,10 @@
         if (!root) return;
         root.querySelectorAll('[data-cancel-open]').forEach(function (btn) {
             btn.addEventListener('click', function () {
+                if (!isTradingSession) {
+                    alert('不在交易时间段，无法撤单');
+                    return;
+                }
                 dismissMonitor(parseInt(btn.getAttribute('data-cancel-open'), 10), btn, { pending: true });
             });
         });
@@ -715,7 +735,41 @@
         if (!root) return;
         root.querySelectorAll('[data-monitor-id]').forEach(function (btn) {
             btn.addEventListener('click', function () {
-                dismissMonitor(parseInt(btn.getAttribute('data-monitor-id'), 10), btn);
+                var isPendingCancel = btn.getAttribute('data-pending-cancel') === '1';
+                dismissMonitor(
+                    parseInt(btn.getAttribute('data-monitor-id'), 10),
+                    btn,
+                    isPendingCancel ? { pending: true } : {}
+                );
+            });
+        });
+    }
+
+    function bindCancelOrderButtons(root) {
+        if (!root) return;
+        root.querySelectorAll('[data-cancel-order]').forEach(function (btn) {
+            btn.addEventListener('click', function () {
+                if (!isTradingSession) {
+                    alert('不在交易时间段，无法撤单');
+                    return;
+                }
+                var orderId = decodeURIComponent(btn.getAttribute('data-cancel-order') || '');
+                if (!orderId) return;
+                if (!confirm('撤销该柜台委托？')) return;
+                btn.disabled = true;
+                btn.textContent = '撤单中…';
+                fetch('/api/trading/order/cancel', {
+                    method: 'POST',
+                    headers: { 'Content-Type': 'application/json' },
+                    body: JSON.stringify({ order_id: orderId })
+                }).then(function (r) { return r.json(); }).then(function (d) {
+                    if (!d.ok) throw new Error(d.error || d.message || '撤单失败');
+                    pollPositions();
+                }).catch(function (e) {
+                    alert(e.message || '撤单失败');
+                    btn.disabled = false;
+                    btn.textContent = '撤单';
+                });
             });
         });
     }
@@ -751,8 +805,11 @@
         var remainMin = row.pending_timeout_min != null
             ? row.pending_timeout_min
             : (row.auto_cancel_sec != null ? Math.max(1, Math.ceil(row.auto_cancel_sec / 60)) : 5);
+        var cancelAllowed = row.cancel_allowed !== false && isTradingSession;
         var cancelBtn = row.can_cancel_order ?
-            '<button type="button" class="pos-close-btn" data-cancel-open="' + row.monitor_id + '">撤单</button>' : '';
+            '<button type="button" class="pos-close-btn' + (cancelAllowed ? '' : ' is-session-off') + '"' +
+            (cancelAllowed ? '' : ' disabled title="不在交易时间段"') +
+            ' data-cancel-open="' + row.monitor_id + '">撤单</button>' : '';
         var metaLine =
             '状态 <strong class="text-accent">挂单中</strong>' +
             ' · 委托价 <strong>' + fmtNum(orderPx) + '</strong>' +

templates/records.html

@@ -11,6 +11,14 @@
 <div class="card records-trade-card" style="margin-bottom:1.25rem">
     <h2>交易记录</h2>
     <div class="card-body">
+        {% if ctp_sync_info and ctp_sync_info.connected %}
+        <p class="hint" style="margin-top:0">
+            已连接 CTP，本页已自动同步柜台成交（新增 {{ ctp_sync_info.synced or 0 }} 条，更新 {{ ctp_sync_info.updated or 0 }} 条）。
+            带来源「柜台」的记录以交易所成交为准；「本地」为程序写入，可手动删除错误项。
+        </p>
+        {% else %}
+        <p class="hint" style="margin-top:0">CTP 未连接时仅显示本地数据库记录；连接后打开本页会自动同步柜台成交。</p>
+        {% endif %}
         <label class="trade-switch-label">
             <input type="checkbox" id="trade-edit-switch">
             <span>修改/核对开关（开启后可编辑关键字段）</span>
@@ -32,6 +40,11 @@
                         <td><span class="cell-readonly">{{ t.symbol_name or t.symbol }}</span></td>
                         <td>
                             <span class="cell-readonly cell-edit-hide">{{ t.monitor_type }}</span>
+                            {% if t.source == 'ctp' %}
+                            <span class="badge" style="margin-left:.25rem;font-size:.65rem">柜台</span>
+                            {% else %}
+                            <span class="text-muted" style="margin-left:.25rem;font-size:.65rem">本地</span>
+                            {% endif %}
                             <input class="cell-edit-show" type="hidden" name="monitor_type" value="{{ t.monitor_type }}">
                         </td>
                         <td>

trade_log_lib.py

@@ -7,6 +7,8 @@ from typing import Any
 TRADE_LOG_EXTRA_COLUMNS = (
     "ALTER TABLE trade_logs ADD COLUMN margin_pct REAL",
     "ALTER TABLE trade_logs ADD COLUMN equity_after REAL",
+    "ALTER TABLE trade_logs ADD COLUMN source TEXT DEFAULT 'local'",
+    "ALTER TABLE trade_logs ADD COLUMN ctp_trade_key TEXT",
 )
 
 

vnpy_bridge.py

@@ -189,6 +189,10 @@ class CtpBridge:
         self._position_margins: dict[str, float] = {}
         self._position_open_times: dict[str, str] = {}
         self._margin_hooked = False
+        self._trade_hooked = False
+        self._trade_query_results: list[dict[str, Any]] = []
+        self._trade_query_event = threading.Event()
+        self._last_trade_query_ts: float = 0.0
         self._tick_hooked = False
         self._bar_generators: dict[str, Any] = {}
         self._bars_1m: dict[str, deque] = {}
@@ -1055,6 +1059,188 @@ class CtpBridge:
             out = self._collect_positions()
         return out
 
+    @staticmethod
+    def _parse_trade_offset(offset_obj: Any) -> str:
+        s = str(offset_obj or "").upper()
+        if "OPEN" in s:
+            return "open"
+        return "close"
+
+    @staticmethod
+    def _parse_trade_direction(direction_obj: Any) -> str:
+        return "long" if _is_long_direction(direction_obj) else "short"
+
+    @staticmethod
+    def _position_direction_from_trade(trade_direction: str, offset: str) -> str:
+        td = (trade_direction or "long").strip().lower()
+        if (offset or "open").strip().lower() == "open":
+            return td
+        return "short" if td == "long" else "long"
+
+    def _format_trade_datetime(self, dt_obj: Any, date_raw: str = "", time_raw: str = "") -> str:
+        if dt_obj is not None:
+            try:
+                if hasattr(dt_obj, "strftime"):
+                    return dt_obj.strftime("%Y-%m-%d %H:%M:%S")
+                text = str(dt_obj).strip()
+                if text:
+                    return text[:19].replace("T", " ")
+            except Exception:
+                pass
+        parsed = self._parse_ctp_open_datetime(date_raw, time_raw)
+        return parsed or ""
+
+    def _trade_row_from_vnpy(self, trade: Any) -> Optional[dict[str, Any]]:
+        try:
+            sym = (getattr(trade, "symbol", "") or "").strip()
+            vol = int(getattr(trade, "volume", 0) or 0)
+            if not sym or vol <= 0:
+                return None
+            direction = self._parse_trade_direction(getattr(trade, "direction", None))
+            offset = self._parse_trade_offset(getattr(trade, "offset", None))
+            exchange = getattr(trade, "exchange", None)
+            ex_name = str(exchange.value if hasattr(exchange, "value") else exchange or "")
+            dt = self._format_trade_datetime(getattr(trade, "datetime", None))
+            trade_id = str(getattr(trade, "tradeid", "") or getattr(trade, "vt_tradeid", "") or "")
+            order_id = str(getattr(trade, "orderid", "") or getattr(trade, "vt_orderid", "") or "")
+            if not trade_id:
+                trade_id = f"{order_id}:{sym}:{offset}:{direction}:{vol}:{getattr(trade, 'price', 0)}:{dt}"
+            return {
+                "trade_id": trade_id,
+                "order_id": order_id,
+                "symbol": sym,
+                "exchange": ex_name,
+                "direction": direction,
+                "offset": offset,
+                "position_direction": self._position_direction_from_trade(direction, offset),
+                "lots": vol,
+                "price": float(getattr(trade, "price", 0) or 0),
+                "datetime": dt,
+            }
+        except Exception as exc:
+            logger.debug("trade_row_from_vnpy: %s", exc)
+            return None
+
+    def _trade_row_from_ctp_dict(self, data: dict) -> Optional[dict[str, Any]]:
+        try:
+            sym = (data.get("InstrumentID") or data.get("instrument_id") or "").strip()
+            vol = int(float(data.get("Volume") or data.get("volume") or 0))
+            if not sym or vol <= 0:
+                return None
+            dir_raw = str(data.get("Direction") or data.get("direction") or "")
+            direction = "long" if dir_raw in ("0", "2") or "LONG" in dir_raw.upper() or dir_raw == "多" else "short"
+            off_raw = str(data.get("OffsetFlag") or data.get("offset") or "")
+            if off_raw in ("0",) or "OPEN" in off_raw.upper():
+                offset = "open"
+            else:
+                offset = "close"
+            price = float(data.get("Price") or data.get("price") or 0)
+            trade_id = str(data.get("TradeID") or data.get("tradeid") or "").strip()
+            order_sys = str(data.get("OrderSysID") or data.get("orderid") or "").strip()
+            dt = self._format_trade_datetime(
+                None,
+                str(data.get("TradeDate") or data.get("trade_date") or ""),
+                str(data.get("TradeTime") or data.get("trade_time") or ""),
+            )
+            if not trade_id:
+                trade_id = f"{order_sys}:{sym}:{offset}:{direction}:{vol}:{price}:{dt}"
+            return {
+                "trade_id": trade_id,
+                "order_id": order_sys,
+                "symbol": sym,
+                "exchange": str(data.get("ExchangeID") or data.get("exchange") or ""),
+                "direction": direction,
+                "offset": offset,
+                "position_direction": self._position_direction_from_trade(direction, offset),
+                "lots": vol,
+                "price": price,
+                "datetime": dt,
+            }
+        except Exception as exc:
+            logger.debug("trade_row_from_ctp_dict: %s", exc)
+            return None
+
+    def _install_trade_query_hook(self) -> None:
+        if self._trade_hooked or not self._engine:
+            return
+        try:
+            gw = self._engine.get_gateway(GATEWAY_NAME)
+            td = getattr(gw, "td_api", None)
+            if not td or not hasattr(td, "onRspQryTrade"):
+                return
+            bridge = self
+            original = td.onRspQryTrade
+
+            def _wrapped(data, error, reqid, last):
+                try:
+                    if data and isinstance(data, dict):
+                        row = bridge._trade_row_from_ctp_dict(data)
+                        if row:
+                            bridge._trade_query_results.append(row)
+                except Exception as exc:
+                    logger.debug("trade hook row: %s", exc)
+                result = original(data, error, reqid, last)
+                if last:
+                    bridge._trade_query_event.set()
+                return result
+
+            td.onRspQryTrade = _wrapped
+            self._trade_hooked = True
+        except Exception as exc:
+            logger.debug("install trade hook: %s", exc)
+
+    def _collect_engine_trades(self) -> list[dict[str, Any]]:
+        if not self._engine:
+            return []
+        out: list[dict[str, Any]] = []
+        seen: set[str] = set()
+        try:
+            trades = self._engine.get_all_trades()
+        except Exception:
+            trades = {}
+        for trade in (trades or {}).values():
+            row = self._trade_row_from_vnpy(trade)
+            if not row:
+                continue
+            key = row["trade_id"]
+            if key in seen:
+                continue
+            seen.add(key)
+            out.append(row)
+        return out
+
+    def refresh_trades(self) -> None:
+        """向柜台查询当日成交（并合并内存成交回报）。"""
+        if not self._engine:
+            return
+        now = time.time()
+        if now - self._last_trade_query_ts < 1.0:
+            return
+        self._last_trade_query_ts = now
+        self._trade_query_results = []
+        self._trade_query_event.clear()
+        try:
+            self._install_trade_query_hook()
+            gw = self._engine.get_gateway(GATEWAY_NAME)
+            td = getattr(gw, "td_api", None)
+            if td and hasattr(td, "query_trade"):
+                td.query_trade()
+                self._trade_query_event.wait(timeout=2.0)
+        except Exception as exc:
+            logger.debug("refresh_trades: %s", exc)
+
+    def list_trades(self, *, refresh: bool = False) -> list[dict[str, Any]]:
+        if refresh:
+            self.refresh_trades()
+        merged: dict[str, dict[str, Any]] = {}
+        for row in self._collect_engine_trades():
+            merged[row["trade_id"]] = row
+        for row in self._trade_query_results:
+            merged[row["trade_id"]] = row
+        out = list(merged.values())
+        out.sort(key=lambda r: (r.get("datetime") or "", r.get("trade_id") or ""))
+        return out
+
     def list_active_orders(self) -> list[dict[str, Any]]:
         if not self._engine:
             return []
@@ -1282,6 +1468,13 @@ def ctp_cancel_order(mode: str, vt_orderid: str) -> bool:
     return b.cancel_order(vt_orderid)
 
 
+def ctp_list_trades(mode: str, *, refresh: bool = False) -> list[dict[str, Any]]:
+    b = get_bridge()
+    if b.connected_mode != mode or not b.ping():
+        return []
+    return b.list_trades(refresh=refresh)
+
+
 def ctp_get_tick_price(mode: str, ths_code: str) -> Optional[float]:
     """CTP 柜台最新价（需已连接并订阅）。"""
     b = get_bridge()