Add personal license agreement and rename product section to tradable symbols.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+144
-139
@@ -1,139 +1,144 @@
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"""从 CTP 柜台同步手续费率（SimNow / 期货公司）。"""
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from __future__ import annotations
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import logging
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import re
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import time
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from typing import Optional
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from contract_specs import get_contract_spec
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from fee_specs import upsert_fee_rate
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from vnpy_bridge import get_bridge
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logger = logging.getLogger(__name__)
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def _product_from_instrument(instrument_id: str) -> str:
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m = re.match(r"^([A-Za-z]+)", instrument_id or "")
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return m.group(1).lower() if m else ""
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def ctp_commission_to_fee_fields(data: dict, ths_code: str) -> dict:
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"""CTP OnRspQryInstrumentCommissionRate → fee_rates 字段。"""
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mult = int(get_contract_spec(ths_code)["mult"])
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exchange = str(data.get("ExchangeID") or "").strip()
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return {
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"exchange": exchange,
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"mult": mult,
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"open_fixed": float(data.get("OpenRatioByVolume") or 0),
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"open_ratio": float(data.get("OpenRatioByMoney") or 0),
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"close_yesterday_fixed": float(data.get("CloseRatioByVolume") or 0),
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"close_yesterday_ratio": float(data.get("CloseRatioByMoney") or 0),
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"close_today_fixed": float(data.get("CloseTodayRatioByVolume") or 0),
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"close_today_ratio": float(data.get("CloseTodayRatioByMoney") or 0),
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"source": "ctp",
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}
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def _collect_main_ths_codes() -> list[str]:
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"""从主力列表收集同花顺合约代码（供 CTP 手续费查询）。"""
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from datetime import date
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from symbols import PRODUCTS, build_ths_code, list_main_contracts_grouped
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symbols: list[str] = []
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for group in list_main_contracts_grouped():
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for item in group.get("items") or []:
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ths = (item.get("ths_code") or item.get("ths") or item.get("code") or "").strip()
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if ths and not ths.endswith("888"):
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symbols.append(ths)
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if symbols:
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return symbols
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today = date.today()
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for p in PRODUCTS:
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symbols.append(build_ths_code(p, today.year, today.month))
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return symbols
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def sync_fees_from_ctp(mode: str, *, max_symbols: int = 80) -> tuple[int, str]:
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"""CTP 已连接时查询手续费并写入 fee_rates（source=ctp，覆盖同品种旧数据）。"""
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bridge = get_bridge()
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if not bridge.available():
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return 0, "vnpy 未安装"
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if bridge.connected_mode != mode:
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return 0, "请先连接 CTP"
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if not bridge.ping():
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return 0, "CTP 连接无效，请重连"
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seen: set[str] = set()
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ok = 0
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errors = 0
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batch = bridge.query_all_commissions(mode=mode)
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if batch:
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for raw in batch:
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inst = str(raw.get("InstrumentID") or "").strip()
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product = _product_from_instrument(inst)
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if not product or product in seen:
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continue
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seen.add(product)
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try:
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fields = ctp_commission_to_fee_fields(raw, inst or product)
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upsert_fee_rate(product, fields)
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ok += 1
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except Exception as exc:
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logger.debug("CTP fee batch %s: %s", inst, exc)
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errors += 1
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if ok > 0:
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msg = f"已从 CTP 批量同步 {ok} 个品种手续费"
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if errors:
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msg += f"（{errors} 个跳过）"
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return ok, msg
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symbols = _collect_main_ths_codes()[:max_symbols]
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if not symbols:
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return 0, "无主力合约列表"
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for ths in symbols:
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product = _product_from_instrument(ths)
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if not product or product in seen:
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continue
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seen.add(product)
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try:
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raw = bridge.query_instrument_commission(ths, mode=mode)
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if not raw:
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errors += 1
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continue
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fields = ctp_commission_to_fee_fields(raw, ths)
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upsert_fee_rate(product, fields)
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ok += 1
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time.sleep(0.35)
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except Exception as exc:
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logger.debug("CTP fee sync %s: %s", ths, exc)
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errors += 1
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if ok == 0:
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return 0, f"CTP 未返回手续费率（失败 {errors} 次），请确认柜台支持查询"
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msg = f"已从 CTP 同步 {ok} 个品种手续费"
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if errors:
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msg += f"（{errors} 个跳过）"
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return ok, msg
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def sync_fee_for_symbol(mode: str, ths_code: str) -> Optional[dict]:
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"""单品种按需从 CTP 拉取并缓存。"""
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bridge = get_bridge()
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if bridge.connected_mode != mode or not bridge.ping():
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return None
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raw = bridge.query_instrument_commission(ths_code, mode=mode)
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if not raw:
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return None
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product = _product_from_instrument(ths_code)
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if not product:
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return None
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fields = ctp_commission_to_fee_fields(raw, ths_code)
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upsert_fee_rate(product, fields)
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return fields
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# Copyright (c) 2025-2026 马建军. All rights reserved.
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# 专有软件 — 未经授权禁止复制、传播、转售。
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# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
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# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
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"""从 CTP 柜台同步手续费率（SimNow / 期货公司）。"""
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from __future__ import annotations
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import logging
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import re
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import time
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from typing import Optional
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from contract_specs import get_contract_spec
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from fee_specs import upsert_fee_rate
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from vnpy_bridge import get_bridge
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logger = logging.getLogger(__name__)
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def _product_from_instrument(instrument_id: str) -> str:
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m = re.match(r"^([A-Za-z]+)", instrument_id or "")
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return m.group(1).lower() if m else ""
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def ctp_commission_to_fee_fields(data: dict, ths_code: str) -> dict:
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"""CTP OnRspQryInstrumentCommissionRate → fee_rates 字段。"""
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mult = int(get_contract_spec(ths_code)["mult"])
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exchange = str(data.get("ExchangeID") or "").strip()
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return {
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"exchange": exchange,
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"mult": mult,
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"open_fixed": float(data.get("OpenRatioByVolume") or 0),
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"open_ratio": float(data.get("OpenRatioByMoney") or 0),
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"close_yesterday_fixed": float(data.get("CloseRatioByVolume") or 0),
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"close_yesterday_ratio": float(data.get("CloseRatioByMoney") or 0),
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"close_today_fixed": float(data.get("CloseTodayRatioByVolume") or 0),
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"close_today_ratio": float(data.get("CloseTodayRatioByMoney") or 0),
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"source": "ctp",
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}
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def _collect_main_ths_codes() -> list[str]:
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"""从主力列表收集同花顺合约代码（供 CTP 手续费查询）。"""
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from datetime import date
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from symbols import PRODUCTS, build_ths_code, list_main_contracts_grouped
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symbols: list[str] = []
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for group in list_main_contracts_grouped():
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for item in group.get("items") or []:
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ths = (item.get("ths_code") or item.get("ths") or item.get("code") or "").strip()
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if ths and not ths.endswith("888"):
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symbols.append(ths)
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if symbols:
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return symbols
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today = date.today()
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for p in PRODUCTS:
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symbols.append(build_ths_code(p, today.year, today.month))
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return symbols
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def sync_fees_from_ctp(mode: str, *, max_symbols: int = 80) -> tuple[int, str]:
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"""CTP 已连接时查询手续费并写入 fee_rates（source=ctp，覆盖同品种旧数据）。"""
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bridge = get_bridge()
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if not bridge.available():
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return 0, "vnpy 未安装"
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if bridge.connected_mode != mode:
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return 0, "请先连接 CTP"
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if not bridge.ping():
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return 0, "CTP 连接无效，请重连"
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seen: set[str] = set()
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ok = 0
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errors = 0
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batch = bridge.query_all_commissions(mode=mode)
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if batch:
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for raw in batch:
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inst = str(raw.get("InstrumentID") or "").strip()
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product = _product_from_instrument(inst)
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if not product or product in seen:
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continue
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seen.add(product)
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try:
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fields = ctp_commission_to_fee_fields(raw, inst or product)
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upsert_fee_rate(product, fields)
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ok += 1
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except Exception as exc:
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logger.debug("CTP fee batch %s: %s", inst, exc)
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errors += 1
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if ok > 0:
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msg = f"已从 CTP 批量同步 {ok} 个品种手续费"
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if errors:
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msg += f"（{errors} 个跳过）"
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return ok, msg
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symbols = _collect_main_ths_codes()[:max_symbols]
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if not symbols:
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return 0, "无主力合约列表"
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for ths in symbols:
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product = _product_from_instrument(ths)
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if not product or product in seen:
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continue
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seen.add(product)
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try:
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raw = bridge.query_instrument_commission(ths, mode=mode)
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if not raw:
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errors += 1
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continue
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fields = ctp_commission_to_fee_fields(raw, ths)
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upsert_fee_rate(product, fields)
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ok += 1
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time.sleep(0.35)
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except Exception as exc:
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logger.debug("CTP fee sync %s: %s", ths, exc)
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errors += 1
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if ok == 0:
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return 0, f"CTP 未返回手续费率（失败 {errors} 次），请确认柜台支持查询"
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msg = f"已从 CTP 同步 {ok} 个品种手续费"
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if errors:
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msg += f"（{errors} 个跳过）"
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return ok, msg
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def sync_fee_for_symbol(mode: str, ths_code: str) -> Optional[dict]:
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"""单品种按需从 CTP 拉取并缓存。"""
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bridge = get_bridge()
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if bridge.connected_mode != mode or not bridge.ping():
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return None
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raw = bridge.query_instrument_commission(ths_code, mode=mode)
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if not raw:
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return None
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product = _product_from_instrument(ths_code)
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if not product:
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return None
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fields = ctp_commission_to_fee_fields(raw, ths_code)
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upsert_fee_rate(product, fields)
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return fields
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