本地手续费配置（标准×2），持仓/交易记录/复盘/统计展示扣费后盈亏

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

app.py

@@ -19,6 +19,15 @@ from werkzeug.security import check_password_hash, generate_password_hash
 
 from symbols import search_symbols, ths_to_codes
 from contract_specs import calc_position_metrics
+from fee_specs import (
+    calc_fee_breakdown,
+    calc_round_trip_fee,
+    get_fee_multiplier,
+    list_all_fee_rates,
+    load_fee_rates_from_json,
+    upsert_fee_rate,
+)
+from fee_sync import sync_fees_from_akshare
 from kline_chart import generate_review_kline_chart
 from market import get_price as market_get_price, set_ths_refresh_token, get_quote_source_label
 
@@ -216,6 +225,10 @@ def init_db():
         "ALTER TABLE review_records ADD COLUMN symbol_name TEXT",
         "ALTER TABLE review_records ADD COLUMN market_code TEXT",
         "ALTER TABLE review_records ADD COLUMN sina_code TEXT",
+        "ALTER TABLE trade_logs ADD COLUMN fee REAL",
+        "ALTER TABLE trade_logs ADD COLUMN pnl_net REAL",
+        "ALTER TABLE review_records ADD COLUMN fee REAL",
+        "ALTER TABLE review_records ADD COLUMN pnl_net REAL",
     ]
     for sql in migrations:
         try:
@@ -253,6 +266,17 @@ def init_db():
                   pnl REAL, result TEXT,
                   verified INTEGER DEFAULT 0,
                   created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP)''')
+    c.execute('''CREATE TABLE IF NOT EXISTS fee_rates
+                 (product TEXT PRIMARY KEY,
+                  exchange TEXT,
+                  mult INTEGER,
+                  open_fixed REAL DEFAULT 0,
+                  open_ratio REAL DEFAULT 0,
+                  close_yesterday_fixed REAL DEFAULT 0,
+                  close_yesterday_ratio REAL DEFAULT 0,
+                  close_today_fixed REAL DEFAULT 0,
+                  close_today_ratio REAL DEFAULT 0,
+                  updated_at TEXT)''')
     conn.commit()
     conn.close()
 
@@ -267,6 +291,14 @@ def init_db():
     os.makedirs(UPLOAD_DIR, exist_ok=True)
     expire_old_plans()
 
+    if not get_setting("fee_multiplier"):
+        set_setting("fee_multiplier", "2")
+    conn = get_db()
+    fee_cnt = conn.execute("SELECT COUNT(*) FROM fee_rates").fetchone()[0]
+    conn.close()
+    if fee_cnt == 0:
+        load_fee_rates_from_json()
+
 
 def sync_admin_from_env():
     """
@@ -616,6 +648,13 @@ def api_position_live():
             direction, entry, sl, tp, lots, mark, capital, sym,
         )
         holding = calc_holding_duration(r["open_time"] or "", now_iso)
+        close_est = mark if mark is not None else entry
+        fee_info = calc_fee_breakdown(
+            sym, entry, close_est, lots, r["open_time"] or "", now_iso,
+        )
+        est_net = None
+        if metrics.get("float_pnl") is not None:
+            est_net = round(metrics["float_pnl"] - fee_info["total_fee"], 2)
         out.append({
             "id": r["id"],
             "symbol": r["symbol_name"] or sym,
@@ -628,6 +667,11 @@ def api_position_live():
             "open_time": r["open_time"],
             "mark_price": mark,
             "holding_duration": holding,
+            "est_fee": fee_info["total_fee"],
+            "est_fee_open": fee_info["open_fee"],
+            "est_fee_close": fee_info["close_fee"],
+            "est_fee_close_type": fee_info["close_type"],
+            "est_pnl_net": est_net,
             **metrics,
         })
     return jsonify(out)
@@ -840,24 +884,26 @@ def close_position(pid):
     capital = float(get_setting("live_capital", "0") or 0)
     metrics = calc_position_metrics(direction, entry, sl, tp, lots, close_price, capital, sym)
     pnl = metrics.get("float_pnl") or 0.0
+    fee = calc_round_trip_fee(sym, entry, close_price, lots, open_time, close_time)
+    pnl_net = round(pnl - fee, 2)
     result = classify_close_result(direction, close_price, sl, tp)
     minutes = holding_to_minutes(open_time, close_time)
     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,
-            holding_minutes, open_time, close_time, pnl, result)
+            holding_minutes, open_time, close_time, pnl, fee, pnl_net, result)
-           VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+           VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
         (
             sym, row["symbol_name"], market, sina, "持仓监控", direction,
             entry, sl, tp, close_price, lots, metrics["margin"],
-            minutes, open_time, close_time, pnl, result,
+            minutes, open_time, close_time, pnl, fee, pnl_net, result,
         ),
     )
     conn.execute("DELETE FROM position_monitors WHERE id=?", (pid,))
     conn.commit()
     conn.close()
-    flash(f"已平仓，盈亏 {pnl:.2f} 元，已记入交易记录")
+    flash(f"已平仓，盈亏 {pnl:.2f} 元（扣费后 {pnl_net:.2f} 元），已记入交易记录")
     return redirect(url_for("positions"))
 
 
@@ -1060,6 +1106,18 @@ def add_review():
     initial_pnl = calc_rr_ratio(direction, entry_price, stop_loss, take_profit)
     actual_pnl = calc_rr_ratio(direction, entry_price, stop_loss, close_price)
 
+    gross_pnl = num("pnl")
+    if gross_pnl is None and entry_price and close_price:
+        spec_mult = calc_position_metrics(
+            direction, entry_price, stop_loss, take_profit,
+            lots, close_price, 0, symbol,
+        )
+        gross_pnl = spec_mult.get("float_pnl")
+    fee = calc_round_trip_fee(
+        symbol, entry_price or 0, close_price or 0, lots, open_time, close_time,
+    )
+    pnl_net = round((gross_pnl or 0) - fee, 2) if gross_pnl is not None else None
+
     auto_kline = bool(d.get("auto_kline"))
     if auto_kline and not screenshot:
         try:
@@ -1087,19 +1145,19 @@ def add_review():
            (open_time, close_time, symbol, symbol_name, market_code, sina_code,
             timeframe, direction,
             entry_price, stop_loss, take_profit, close_price, lots,
-            holding_duration, initial_pnl, actual_pnl, pnl,
+            holding_duration, initial_pnl, actual_pnl, pnl, fee, pnl_net,
             open_type, expected_rr, actual_rr, exit_trigger, exit_supplement,
             watch_after_breakeven, new_position_while_occupied, screenshot,
             auto_kline, kline_period1, kline_period2, kline_count, kline_cutoff,
             behavior_tags, is_emotion, notes)
-           VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+           VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
         (
             open_time, close_time,
             symbol, symbol_name, market_code, sina_code,
             d.get("timeframe", "").strip(),
             direction,
             entry_price, stop_loss, take_profit, close_price, lots,
-            holding, initial_pnl, actual_pnl, num("pnl"),
+            holding, initial_pnl, actual_pnl, gross_pnl, fee, pnl_net,
             open_type,
             None,
             None,
@@ -1195,7 +1253,28 @@ def stats():
     ).fetchall()
 
     recent = conn.execute(
-        "SELECT * FROM trade_records ORDER BY id DESC LIMIT 10"
+        "SELECT * FROM trade_logs ORDER BY id DESC LIMIT 10"
+    ).fetchall()
+
+    fee_trade = conn.execute(
+        "SELECT COALESCE(SUM(fee),0), COALESCE(SUM(pnl),0), COALESCE(SUM(pnl_net),0), COUNT(*) "
+        "FROM trade_logs WHERE fee IS NOT NULL"
+    ).fetchone()
+    fee_review = conn.execute(
+        "SELECT COALESCE(SUM(fee),0), COALESCE(SUM(pnl),0), COALESCE(SUM(pnl_net),0), COUNT(*) "
+        "FROM review_records WHERE fee IS NOT NULL"
+    ).fetchone()
+    total_fee = round((fee_trade[0] or 0) + (fee_review[0] or 0), 2)
+    total_gross = round((fee_trade[1] or 0) + (fee_review[1] or 0), 2)
+    total_net = round((fee_trade[2] or 0) + (fee_review[2] or 0), 2)
+    fee_count = (fee_trade[3] or 0) + (fee_review[3] or 0)
+
+    fee_by_symbol = conn.execute(
+        """SELECT symbol_name, symbol,
+                  COALESCE(SUM(fee),0) as total_fee,
+                  COUNT(*) as cnt
+           FROM trade_logs WHERE fee IS NOT NULL
+           GROUP BY symbol ORDER BY total_fee DESC LIMIT 20"""
     ).fetchall()
     conn.close()
 
@@ -1204,9 +1283,59 @@ def stats():
         total=total, win=win, loss=loss, rate=rate,
         by_symbol=by_symbol, by_type=by_type, by_direction=by_direction,
         recent=recent,
+        total_fee=total_fee,
+        total_gross=total_gross,
+        total_net=total_net,
+        fee_count=fee_count,
+        fee_by_symbol=fee_by_symbol,
     )
 
 
+@app.route("/fees", methods=["GET", "POST"])
+@login_required
+def fees():
+    if request.method == "POST":
+        action = request.form.get("action")
+        if action == "multiplier":
+            try:
+                mult = float(request.form.get("fee_multiplier", "2"))
+                if mult < 0:
+                    flash("倍率不能为负数")
+                else:
+                    set_setting("fee_multiplier", str(mult))
+                    flash(f"手续费倍率已保存：标准 × {mult}")
+            except ValueError:
+                flash("请输入有效倍率")
+        elif action == "sync":
+            mult = float(get_setting("fee_multiplier", "2") or 2)
+            count, msg = sync_fees_from_akshare(mult)
+            flash(msg if count else msg)
+        elif action == "reload_json":
+            n = load_fee_rates_from_json()
+            flash(f"已从本地 JSON 加载 {n} 个品种费率")
+        elif action == "save_row":
+            product = request.form.get("product", "").strip().lower()
+            if not product:
+                flash("品种代码不能为空")
+            else:
+                upsert_fee_rate(product, {
+                    "exchange": request.form.get("exchange", "").strip(),
+                    "mult": int(request.form.get("mult") or 10),
+                    "open_fixed": float(request.form.get("open_fixed") or 0),
+                    "open_ratio": float(request.form.get("open_ratio") or 0),
+                    "close_yesterday_fixed": float(request.form.get("close_yesterday_fixed") or 0),
+                    "close_yesterday_ratio": float(request.form.get("close_yesterday_ratio") or 0),
+                    "close_today_fixed": float(request.form.get("close_today_fixed") or 0),
+                    "close_today_ratio": float(request.form.get("close_today_ratio") or 0),
+                })
+                flash(f"已保存 {product} 费率")
+        return redirect(url_for("fees"))
+
+    rates = list_all_fee_rates()
+    multiplier = get_setting("fee_multiplier", "2")
+    return render_template("fees.html", rates=rates, multiplier=multiplier)
+
+
 @app.route("/settings", methods=["GET", "POST"])
 @login_required
 def settings():

data/fee_rates.json

@@ -0,0 +1,36 @@
+{
+  "ag": {"exchange": "SHFE", "mult": 15, "open_fixed": 2.0, "open_ratio": 0, "close_yesterday_fixed": 2.0, "close_yesterday_ratio": 0, "close_today_fixed": 4.0, "close_today_ratio": 0},
+  "au": {"exchange": "SHFE", "mult": 1000, "open_fixed": 4.0, "open_ratio": 0, "close_yesterday_fixed": 4.0, "close_yesterday_ratio": 0, "close_today_fixed": 0, "close_today_ratio": 0},
+  "cu": {"exchange": "SHFE", "mult": 5, "open_fixed": 0.1, "open_ratio": 0, "close_yesterday_fixed": 0.1, "close_yesterday_ratio": 0, "close_today_fixed": 0.2, "close_today_ratio": 0},
+  "al": {"exchange": "SHFE", "mult": 5, "open_fixed": 6.0, "open_ratio": 0, "close_yesterday_fixed": 6.0, "close_yesterday_ratio": 0, "close_today_fixed": 6.0, "close_today_ratio": 0},
+  "zn": {"exchange": "SHFE", "mult": 5, "open_fixed": 6.0, "open_ratio": 0, "close_yesterday_fixed": 6.0, "close_yesterday_ratio": 0, "close_today_fixed": 0, "close_today_ratio": 0},
+  "pb": {"exchange": "SHFE", "mult": 5, "open_fixed": 0.08, "open_ratio": 0, "close_yesterday_fixed": 0.08, "close_yesterday_ratio": 0, "close_today_fixed": 0, "close_today_ratio": 0},
+  "ni": {"exchange": "SHFE", "mult": 1, "open_fixed": 6.0, "open_ratio": 0, "close_yesterday_fixed": 6.0, "close_yesterday_ratio": 0, "close_today_fixed": 6.0, "close_today_ratio": 0},
+  "sn": {"exchange": "SHFE", "mult": 1, "open_fixed": 6.0, "open_ratio": 0, "close_yesterday_fixed": 6.0, "close_yesterday_ratio": 0, "close_today_fixed": 6.0, "close_today_ratio": 0},
+  "rb": {"exchange": "SHFE", "mult": 10, "open_fixed": 2.0, "open_ratio": 0, "close_yesterday_fixed": 2.0, "close_yesterday_ratio": 0, "close_today_fixed": 4.0, "close_today_ratio": 0},
+  "hc": {"exchange": "SHFE", "mult": 10, "open_fixed": 2.0, "open_ratio": 0, "close_yesterday_fixed": 2.0, "close_yesterday_ratio": 0, "close_today_fixed": 4.0, "close_today_ratio": 0},
+  "ru": {"exchange": "SHFE", "mult": 10, "open_fixed": 6.0, "open_ratio": 0, "close_yesterday_fixed": 6.0, "close_yesterday_ratio": 0, "close_today_fixed": 12.0, "close_today_ratio": 0},
+  "fu": {"exchange": "SHFE", "mult": 10, "open_fixed": 0.1, "open_ratio": 0, "close_yesterday_fixed": 0.1, "close_yesterday_ratio": 0, "close_today_fixed": 0, "close_today_ratio": 0},
+  "bu": {"exchange": "SHFE", "mult": 10, "open_fixed": 0.1, "open_ratio": 0, "close_yesterday_fixed": 0.1, "close_yesterday_ratio": 0, "close_today_fixed": 0.2, "close_today_ratio": 0},
+  "sp": {"exchange": "SHFE", "mult": 10, "open_fixed": 0.1, "open_ratio": 0, "close_yesterday_fixed": 0.1, "close_yesterday_ratio": 0, "close_today_fixed": 0.1, "close_today_ratio": 0},
+  "sc": {"exchange": "INE", "mult": 1000, "open_fixed": 40.0, "open_ratio": 0, "close_yesterday_fixed": 40.0, "close_yesterday_ratio": 0, "close_today_fixed": 0, "close_today_ratio": 0},
+  "i": {"exchange": "DCE", "mult": 100, "open_fixed": 2.0, "open_ratio": 0, "close_yesterday_fixed": 2.0, "close_yesterday_ratio": 0, "close_today_fixed": 4.0, "close_today_ratio": 0},
+  "j": {"exchange": "DCE", "mult": 100, "open_fixed": 2.4, "open_ratio": 0, "close_yesterday_fixed": 2.4, "close_yesterday_ratio": 0, "close_today_fixed": 2.4, "close_today_ratio": 0},
+  "jm": {"exchange": "DCE", "mult": 60, "open_fixed": 2.4, "open_ratio": 0, "close_yesterday_fixed": 2.4, "close_yesterday_ratio": 0, "close_today_fixed": 2.4, "close_today_ratio": 0},
+  "m": {"exchange": "DCE", "mult": 10, "open_fixed": 2.4, "open_ratio": 0, "close_yesterday_fixed": 2.4, "close_yesterday_ratio": 0, "close_today_fixed": 2.4, "close_today_ratio": 0},
+  "y": {"exchange": "DCE", "mult": 10, "open_fixed": 5.0, "open_ratio": 0, "close_yesterday_fixed": 5.0, "close_yesterday_ratio": 0, "close_today_fixed": 5.0, "close_today_ratio": 0},
+  "p": {"exchange": "DCE", "mult": 10, "open_fixed": 5.0, "open_ratio": 0, "close_yesterday_fixed": 5.0, "close_yesterday_ratio": 0, "close_today_fixed": 5.0, "close_today_ratio": 0},
+  "c": {"exchange": "DCE", "mult": 10, "open_fixed": 2.4, "open_ratio": 0, "close_yesterday_fixed": 2.4, "close_yesterday_ratio": 0, "close_today_fixed": 2.4, "close_today_ratio": 0},
+  "l": {"exchange": "DCE", "mult": 5, "open_fixed": 2.0, "open_ratio": 0, "close_yesterday_fixed": 2.0, "close_yesterday_ratio": 0, "close_today_fixed": 2.0, "close_today_ratio": 0},
+  "pp": {"exchange": "DCE", "mult": 5, "open_fixed": 2.0, "open_ratio": 0, "close_yesterday_fixed": 2.0, "close_yesterday_ratio": 0, "close_today_fixed": 2.0, "close_today_ratio": 0},
+  "if": {"exchange": "CFFEX", "mult": 300, "open_fixed": 0, "open_ratio": 0.000092, "close_yesterday_fixed": 0, "close_yesterday_ratio": 0.000092, "close_today_fixed": 0, "close_today_ratio": 0.000276},
+  "ih": {"exchange": "CFFEX", "mult": 300, "open_fixed": 0, "open_ratio": 0.000092, "close_yesterday_fixed": 0, "close_yesterday_ratio": 0.000092, "close_today_fixed": 0, "close_today_ratio": 0.000276},
+  "ic": {"exchange": "CFFEX", "mult": 200, "open_fixed": 0, "open_ratio": 0.000092, "close_yesterday_fixed": 0, "close_yesterday_ratio": 0.000092, "close_today_fixed": 0, "close_today_ratio": 0.000276},
+  "im": {"exchange": "CFFEX", "mult": 200, "open_fixed": 0, "open_ratio": 0.000092, "close_yesterday_fixed": 0, "close_yesterday_ratio": 0.000092, "close_today_fixed": 0, "close_today_ratio": 0.000276},
+  "ma": {"exchange": "CZCE", "mult": 10, "open_fixed": 4.0, "open_ratio": 0, "close_yesterday_fixed": 4.0, "close_yesterday_ratio": 0, "close_today_fixed": 4.0, "close_today_ratio": 0},
+  "ta": {"exchange": "CZCE", "mult": 5, "open_fixed": 6.0, "open_ratio": 0, "close_yesterday_fixed": 6.0, "close_yesterday_ratio": 0, "close_today_fixed": 0, "close_today_ratio": 0},
+  "sr": {"exchange": "CZCE", "mult": 10, "open_fixed": 6.0, "open_ratio": 0, "close_yesterday_fixed": 6.0, "close_yesterday_ratio": 0, "close_today_fixed": 0, "close_today_ratio": 0},
+  "cf": {"exchange": "CZCE", "mult": 5, "open_fixed": 8.6, "open_ratio": 0, "close_yesterday_fixed": 8.6, "close_yesterday_ratio": 0, "close_today_fixed": 0, "close_today_ratio": 0},
+  "fg": {"exchange": "CZCE", "mult": 20, "open_fixed": 12.0, "open_ratio": 0, "close_yesterday_fixed": 12.0, "close_yesterday_ratio": 0, "close_today_fixed": 12.0, "close_today_ratio": 0},
+  "sa": {"exchange": "CZCE", "mult": 20, "open_fixed": 7.2, "open_ratio": 0, "close_yesterday_fixed": 7.2, "close_yesterday_ratio": 0, "close_today_fixed": 7.2, "close_today_ratio": 0}
+}

fee_specs.py

@@ -0,0 +1,278 @@
+"""期货手续费：本地费率表 + 开平合计估算（模拟盘参考）。"""
+import json
+import os
+import re
+import sqlite3
+from datetime import datetime
+from typing import Optional
+
+from contract_specs import get_contract_spec
+
+DB_PATH = os.path.join(os.path.dirname(os.path.abspath(__file__)), "futures.db")
+DATA_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__)), "data")
+DEFAULT_JSON = os.path.join(DATA_DIR, "fee_rates.json")
+
+# 无配置时的兜底（已为交易所标准约 2 倍）
+DEFAULT_FEE = {
+    "open_fixed": 2.0,
+    "open_ratio": 0.0,
+    "close_yesterday_fixed": 2.0,
+    "close_yesterday_ratio": 0.0,
+    "close_today_fixed": 4.0,
+    "close_today_ratio": 0.0,
+}
+
+_INDEX_PRODUCTS = {"if", "ih", "ic", "im"}
+
+
+def product_from_code(ths_code: str) -> str:
+    code = (ths_code or "").strip()
+    m = re.match(r"^([A-Za-z]+)", code)
+    return m.group(1).lower() if m else ""
+
+
+def _get_db():
+    conn = sqlite3.connect(DB_PATH)
+    conn.row_factory = sqlite3.Row
+    return conn
+
+
+def get_fee_multiplier() -> float:
+    conn = _get_db()
+    row = conn.execute(
+        "SELECT value FROM settings WHERE key='fee_multiplier'"
+    ).fetchone()
+    conn.close()
+    if row and row["value"]:
+        try:
+            return max(0.0, float(row["value"]))
+        except ValueError:
+            pass
+    return 2.0
+
+
+def get_fee_spec(ths_code: str) -> dict:
+    product = product_from_code(ths_code)
+    if not product:
+        spec = get_contract_spec(ths_code)
+        return {**DEFAULT_FEE, "mult": spec["mult"], "product": "", "exchange": ""}
+
+    conn = _get_db()
+    row = conn.execute(
+        "SELECT * FROM fee_rates WHERE product=?", (product,)
+    ).fetchone()
+    conn.close()
+
+    mult = get_contract_spec(ths_code)["mult"]
+    if row:
+        return {
+            "product": product,
+            "exchange": row["exchange"] or "",
+            "mult": int(row["mult"] or mult),
+            "open_fixed": float(row["open_fixed"] or 0),
+            "open_ratio": float(row["open_ratio"] or 0),
+            "close_yesterday_fixed": float(row["close_yesterday_fixed"] or 0),
+            "close_yesterday_ratio": float(row["close_yesterday_ratio"] or 0),
+            "close_today_fixed": float(row["close_today_fixed"] or 0),
+            "close_today_ratio": float(row["close_today_ratio"] or 0),
+        }
+
+    if product in _INDEX_PRODUCTS:
+        return {
+            "product": product,
+            "exchange": "CFFEX",
+            "mult": mult,
+            "open_fixed": 0.0,
+            "open_ratio": 0.000092,
+            "close_yesterday_fixed": 0.0,
+            "close_yesterday_ratio": 0.000092,
+            "close_today_fixed": 0.0,
+            "close_today_ratio": 0.000276,
+        }
+
+    return {
+        "product": product,
+        "exchange": "",
+        "mult": mult,
+        **DEFAULT_FEE,
+    }
+
+
+def calc_side_fee(
+    price: float,
+    lots: float,
+    mult: int,
+    fixed: float,
+    ratio: float,
+) -> float:
+    lots = lots or 1.0
+    fixed = fixed or 0.0
+    ratio = ratio or 0.0
+    return fixed * lots + ratio * price * mult * lots
+
+
+def is_same_day(open_time: str, close_time: str) -> bool:
+    if not open_time or not close_time:
+        return True
+    o = open_time.strip().replace(" ", "T")[:10]
+    c = close_time.strip().replace(" ", "T")[:10]
+    return o == c
+
+
+def calc_round_trip_fee(
+    ths_code: str,
+    entry_price: float,
+    close_price: float,
+    lots: float,
+    open_time: str = "",
+    close_time: str = "",
+) -> float:
+    if not entry_price or not close_price:
+        return 0.0
+    spec = get_fee_spec(ths_code)
+    mult = spec["mult"]
+    lots = lots or 1.0
+
+    open_fee = calc_side_fee(
+        entry_price, lots, mult,
+        spec["open_fixed"], spec["open_ratio"],
+    )
+    if is_same_day(open_time, close_time):
+        close_fee = calc_side_fee(
+            close_price, lots, mult,
+            spec["close_today_fixed"], spec["close_today_ratio"],
+        )
+    else:
+        close_fee = calc_side_fee(
+            close_price, lots, mult,
+            spec["close_yesterday_fixed"], spec["close_yesterday_ratio"],
+        )
+    return round(open_fee + close_fee, 2)
+
+
+def calc_fee_breakdown(
+    ths_code: str,
+    entry_price: float,
+    close_price: float,
+    lots: float,
+    open_time: str = "",
+    close_time: str = "",
+) -> dict:
+    spec = get_fee_spec(ths_code)
+    mult = spec["mult"]
+    lots = lots or 1.0
+    open_fee = calc_side_fee(
+        entry_price, lots, mult, spec["open_fixed"], spec["open_ratio"],
+    )
+    same_day = is_same_day(open_time, close_time)
+    if same_day:
+        close_fee = calc_side_fee(
+            close_price, lots, mult,
+            spec["close_today_fixed"], spec["close_today_ratio"],
+        )
+        close_type = "平今"
+    else:
+        close_fee = calc_side_fee(
+            close_price, lots, mult,
+            spec["close_yesterday_fixed"], spec["close_yesterday_ratio"],
+        )
+        close_type = "平昨"
+    total = round(open_fee + close_fee, 2)
+    return {
+        "open_fee": round(open_fee, 2),
+        "close_fee": round(close_fee, 2),
+        "close_type": close_type,
+        "total_fee": total,
+        "same_day": same_day,
+    }
+
+
+def load_fee_rates_from_json(path: Optional[str] = None) -> int:
+    path = path or DEFAULT_JSON
+    if not os.path.isfile(path):
+        return 0
+    with open(path, "r", encoding="utf-8") as f:
+        data = json.load(f)
+    conn = _get_db()
+    now = datetime.now().isoformat(timespec="seconds")
+    count = 0
+    for product, item in data.items():
+        if not isinstance(item, dict):
+            continue
+        conn.execute(
+            """INSERT INTO fee_rates
+               (product, exchange, mult,
+                open_fixed, open_ratio,
+                close_yesterday_fixed, close_yesterday_ratio,
+                close_today_fixed, close_today_ratio, updated_at)
+               VALUES (?,?,?,?,?,?,?,?,?,?)
+               ON CONFLICT(product) DO UPDATE SET
+               exchange=excluded.exchange, mult=excluded.mult,
+               open_fixed=excluded.open_fixed, open_ratio=excluded.open_ratio,
+               close_yesterday_fixed=excluded.close_yesterday_fixed,
+               close_yesterday_ratio=excluded.close_yesterday_ratio,
+               close_today_fixed=excluded.close_today_fixed,
+               close_today_ratio=excluded.close_today_ratio,
+               updated_at=excluded.updated_at""",
+            (
+                product.lower(),
+                item.get("exchange", ""),
+                int(item.get("mult") or get_contract_spec(product)["mult"]),
+                float(item.get("open_fixed") or 0),
+                float(item.get("open_ratio") or 0),
+                float(item.get("close_yesterday_fixed") or 0),
+                float(item.get("close_yesterday_ratio") or 0),
+                float(item.get("close_today_fixed") or 0),
+                float(item.get("close_today_ratio") or 0),
+                now,
+            ),
+        )
+        count += 1
+    conn.commit()
+    conn.close()
+    return count
+
+
+def list_all_fee_rates() -> list:
+    conn = _get_db()
+    rows = conn.execute(
+        "SELECT * FROM fee_rates ORDER BY product"
+    ).fetchall()
+    conn.close()
+    return [dict(r) for r in rows]
+
+
+def upsert_fee_rate(product: str, fields: dict) -> None:
+    product = product.lower().strip()
+    conn = _get_db()
+    now = datetime.now().isoformat(timespec="seconds")
+    conn.execute(
+        """INSERT INTO fee_rates
+           (product, exchange, mult,
+            open_fixed, open_ratio,
+            close_yesterday_fixed, close_yesterday_ratio,
+            close_today_fixed, close_today_ratio, updated_at)
+           VALUES (?,?,?,?,?,?,?,?,?,?)
+           ON CONFLICT(product) DO UPDATE SET
+           exchange=excluded.exchange, mult=excluded.mult,
+           open_fixed=excluded.open_fixed, open_ratio=excluded.open_ratio,
+           close_yesterday_fixed=excluded.close_yesterday_fixed,
+           close_yesterday_ratio=excluded.close_yesterday_ratio,
+           close_today_fixed=excluded.close_today_fixed,
+           close_today_ratio=excluded.close_today_ratio,
+           updated_at=excluded.updated_at""",
+        (
+            product,
+            fields.get("exchange", ""),
+            int(fields.get("mult") or 10),
+            float(fields.get("open_fixed") or 0),
+            float(fields.get("open_ratio") or 0),
+            float(fields.get("close_yesterday_fixed") or 0),
+            float(fields.get("close_yesterday_ratio") or 0),
+            float(fields.get("close_today_fixed") or 0),
+            float(fields.get("close_today_ratio") or 0),
+            now,
+        ),
+    )
+    conn.commit()
+    conn.close()

fee_sync.py

@@ -0,0 +1,85 @@
+"""从第三方（AKShare）同步交易所参考手续费，并按倍率写入本地表。"""
+import re
+from typing import Any, Optional
+
+from contract_specs import get_contract_spec
+from fee_specs import get_fee_multiplier, upsert_fee_rate
+
+
+def _to_float(val: Any) -> float:
+    if val is None:
+        return 0.0
+    s = str(val).strip().replace(",", "")
+    if not s or s in ("-", "None", "nan"):
+        return 0.0
+    try:
+        return float(s)
+    except ValueError:
+        return 0.0
+
+
+def _parse_akshare_row(row: dict, multiplier: float) -> Optional[dict]:
+    code = str(row.get("合约代码") or row.get("代码") or "").strip()
+    if not code:
+        return None
+    m = re.match(r"^([A-Za-z]+)", code)
+    if not m:
+        return None
+    product = m.group(1).lower()
+
+    open_ratio = _to_float(row.get("手续费标准-开仓-万分之")) / 10000.0
+    open_fixed = _to_float(row.get("手续费标准-开仓-元"))
+    if open_fixed == 0 and row.get("开仓"):
+        open_fixed = _to_float(row.get("开仓"))
+    close_y_ratio = _to_float(row.get("手续费标准-平昨-万分之")) / 10000.0
+    close_y_fixed = _to_float(row.get("手续费标准-平昨-元"))
+    if close_y_fixed == 0 and row.get("平昨"):
+        close_y_fixed = _to_float(row.get("平昨"))
+    close_t_ratio = _to_float(row.get("手续费标准-平今-万分之")) / 10000.0
+    close_t_fixed = _to_float(row.get("手续费标准-平今-元"))
+    if close_t_fixed == 0 and row.get("平今"):
+        close_t_fixed = _to_float(row.get("平今"))
+
+    mult = int(get_contract_spec(code)["mult"])
+    exchange = str(row.get("交易所名称") or row.get("交易所") or "").strip()
+
+    return {
+        "product": product,
+        "exchange": exchange,
+        "mult": mult,
+        "open_fixed": round(open_fixed * multiplier, 6),
+        "open_ratio": round(open_ratio * multiplier, 8),
+        "close_yesterday_fixed": round(close_y_fixed * multiplier, 6),
+        "close_yesterday_ratio": round(close_y_ratio * multiplier, 8),
+        "close_today_fixed": round(close_t_fixed * multiplier, 6),
+        "close_today_ratio": round(close_t_ratio * multiplier, 8),
+    }
+
+
+def sync_fees_from_akshare(multiplier: Optional[float] = None) -> tuple[int, str]:
+    multiplier = multiplier if multiplier is not None else get_fee_multiplier()
+    try:
+        import akshare as ak
+    except ImportError:
+        return 0, "未安装 akshare，请执行 pip install akshare 后重试，或使用默认费率表"
+
+    try:
+        df = ak.futures_comm_info(symbol="所有")
+    except Exception as exc:
+        return 0, f"拉取第三方数据失败: {exc}"
+
+    if df is None or df.empty:
+        return 0, "第三方返回空数据"
+
+    seen: set[str] = set()
+    count = 0
+    for _, series in df.iterrows():
+        row = series.to_dict()
+        parsed = _parse_akshare_row(row, multiplier)
+        if not parsed or parsed["product"] in seen:
+            continue
+        seen.add(parsed["product"])
+        upsert_fee_rate(parsed["product"], parsed)
+        count += 1
+
+    return count, f"已同步 {count} 个品种（标准费率 × {multiplier}）"

requirements.txt

@@ -3,3 +3,4 @@ requests==2.32.3
 python-dotenv==1.0.1
 Werkzeug==3.0.3
 matplotlib==3.9.2
+# 可选：第三方手续费同步 pip install akshare

static/js/positions.js

@@ -37,6 +37,9 @@
             '<div class="cell"><label>盈亏比</label><div>' + rr + '</div></div>' +
             '<div class="cell"><label>标记价</label><div>' + (row.mark_price != null ? fmtNum(row.mark_price) : '--') + '</div></div>' +
             '<div class="cell ' + pnlClass + '"><label>浮盈亏</label><div>' + pnlText + '</div></div>' +
+            '<div class="cell"><label>预估手续费</label><div>' + fmtNum(row.est_fee) + '元</div></div>' +
+            '<div class="cell ' + (row.est_pnl_net > 0 ? 'pnl-pos' : (row.est_pnl_net < 0 ? 'pnl-neg' : '')) + '">' +
+            '<label>扣费后</label><div>' + (row.est_pnl_net != null ? fmtNum(row.est_pnl_net) + '元' : '--') + '</div></div>' +
             '</div>' +
             '<div class="pos-footer">' +
             '<span>保证金 ' + fmtNum(row.margin) + '元</span>' +
@@ -44,6 +47,7 @@
             '<span>开仓 ' + (openT || '--') + '</span>' +
             '<span>持仓 ' + (row.holding_duration || '--') + '</span>' +
             '<span>张数 ' + row.lots + '</span>' +
+            '<span>手续费(估) ' + fmtNum(row.est_fee) + '元 (' + (row.est_fee_close_type || '') + ')</span>' +
             '</div></div>'
         );
     }

static/js/review.js

@@ -92,7 +92,7 @@
         var labels = [
             '品种', '合约', '方向', '张数', '周期',
             '成交价', '止损', '止盈', '平仓价',
-            '开仓时间', '平仓时间', '持仓时长', '盈利金额', '盈亏比',
+            '开仓时间', '平仓时间', '持仓时长', '盈利金额', '手续费', '净盈亏', '盈亏比',
             '开仓类型', '行为标签'
         ];
         var values = [
@@ -109,6 +109,8 @@
             fmtTime(data.close_time),
             esc(data.holding_duration),
             esc(data.pnl),
+            esc(data.fee),
+            esc(data.pnl_net),
             fmtRR(data),
             esc(data.open_type),
             fmtTags(data)
@@ -122,7 +124,7 @@
         html += '</div><div class="review-detail-values">';
         values.forEach(function (val, i) {
             var cls = '';
-            if (i === 15 && data.is_emotion) cls = ' class="emotion-val"';
+            if (i === 17 && data.is_emotion) cls = ' class="emotion-val"';
             html += '<span' + cls + '>' + val + '</span>';
         });
         html += '</div></div>';

templates/base.html

@@ -341,7 +341,7 @@
         .pos-card-head .title{font-size:1rem;font-weight:600;color:var(--text-title)}
         .pos-card-meta{font-size:.75rem;color:var(--text-muted);margin-bottom:.65rem}
         .pos-card-meta strong{color:var(--text-primary)}
-        .pos-metrics{display:grid;grid-template-columns:repeat(3,1fr);gap:.5rem .65rem;margin-bottom:.65rem}
+        .pos-metrics{display:grid;grid-template-columns:repeat(4,1fr);gap:.5rem .65rem;margin-bottom:.65rem}
         .pos-metrics .cell label{display:block;font-size:.68rem;color:var(--text-muted);margin-bottom:.15rem}
         .pos-metrics .cell div{font-size:.88rem;color:var(--text-primary)}
         .pos-metrics .cell.pnl-pos div{color:var(--profit)}
@@ -405,6 +405,7 @@
                 <a href="{{ url_for('positions') }}" class="{% if request.endpoint == 'positions' %}active{% endif %}">持仓监控</a>
                 <a href="{{ url_for('records') }}" class="{% if request.endpoint in ('records', 'trades') %}active{% endif %}">交易记录与复盘</a>
                 <a href="{{ url_for('stats') }}" class="{% if request.endpoint == 'stats' %}active{% endif %}">统计分析</a>
+                <a href="{{ url_for('fees') }}" class="{% if request.endpoint == 'fees' %}active{% endif %}">手续费配置</a>
                 <a href="{{ url_for('settings') }}" class="{% if request.endpoint == 'settings' %}active{% endif %}">系统设置</a>
             </nav>
         </header>

templates/fees.html

@@ -0,0 +1,67 @@
+{% extends "base.html" %}
+{% block title %}手续费配置 - 国内期货监控系统{% endblock %}
+{% block content %}
+<div class="card">
+    <h2>手续费倍率</h2>
+    <div class="card-body">
+        <form action="{{ url_for('fees') }}" method="post" class="form-row">
+            <input type="hidden" name="action" value="multiplier">
+            <label class="text-muted" style="font-size:.85rem">第三方标准费率 ×</label>
+            <input name="fee_multiplier" type="number" step="0.1" min="0" value="{{ multiplier }}" style="width:100px">
+            <button type="submit" class="btn-primary">保存倍率</button>
+        </form>
+        <p class="hint">默认 2 倍：从第三方拉取交易所参考标准后自动乘以该倍率写入本地表。模拟盘估算用，非实盘账单。</p>
+        <div class="form-row" style="margin-top:.75rem">
+            <form action="{{ url_for('fees') }}" method="post" style="display:inline">
+                <input type="hidden" name="action" value="sync">
+                <button type="submit" class="btn-primary">从第三方同步（AKShare）</button>
+            </form>
+            <form action="{{ url_for('fees') }}" method="post" style="display:inline">
+                <input type="hidden" name="action" value="reload_json">
+                <button type="submit" class="btn-link" style="padding:.5rem 1rem;border:1px solid var(--card-border);border-radius:8px">重载本地 JSON 默认表</button>
+            </form>
+        </div>
+    </div>
+</div>
+
+<div class="card">
+    <h2>品种费率表（已含倍率）</h2>
+    <div class="card-body card-scroll">
+        <table class="trade-table">
+            <thead>
+                <tr>
+                    <th>品种</th><th>交易所</th><th>乘数</th>
+                    <th>开仓(元/手)</th><th>开仓(比例)</th>
+                    <th>平昨(元/手)</th><th>平昨(比例)</th>
+                    <th>平今(元/手)</th><th>平今(比例)</th>
+                    <th>更新</th><th>操作</th>
+                </tr>
+            </thead>
+            <tbody>
+                {% for r in rates %}
+                <tr>
+                    <form action="{{ url_for('fees') }}" method="post" style="display:contents">
+                        <input type="hidden" name="action" value="save_row">
+                        <input type="hidden" name="product" value="{{ r.product }}">
+                        <td><strong>{{ r.product }}</strong></td>
+                        <td><input name="exchange" value="{{ r.exchange or '' }}" style="width:72px;padding:.3rem"></td>
+                        <td><input name="mult" type="number" value="{{ r.mult }}" style="width:56px;padding:.3rem"></td>
+                        <td><input name="open_fixed" type="number" step="0.0001" value="{{ r.open_fixed }}" style="width:72px;padding:.3rem"></td>
+                        <td><input name="open_ratio" type="number" step="0.0000001" value="{{ r.open_ratio }}" style="width:88px;padding:.3rem"></td>
+                        <td><input name="close_yesterday_fixed" type="number" step="0.0001" value="{{ r.close_yesterday_fixed }}" style="width:72px;padding:.3rem"></td>
+                        <td><input name="close_yesterday_ratio" type="number" step="0.0000001" value="{{ r.close_yesterday_ratio }}" style="width:88px;padding:.3rem"></td>
+                        <td><input name="close_today_fixed" type="number" step="0.0001" value="{{ r.close_today_fixed }}" style="width:72px;padding:.3rem"></td>
+                        <td><input name="close_today_ratio" type="number" step="0.0000001" value="{{ r.close_today_ratio }}" style="width:88px;padding:.3rem"></td>
+                        <td class="text-muted" style="font-size:.72rem">{{ (r.updated_at or '')[:16] }}</td>
+                        <td><button type="submit" class="btn-link">保存</button></td>
+                    </form>
+                </tr>
+                {% else %}
+                <tr><td colspan="11" class="text-muted">暂无费率，请同步或重载 JSON</td></tr>
+                {% endfor %}
+            </tbody>
+        </table>
+    </div>
+    <p class="hint" style="margin-top:.75rem">比例按「成交价×乘数×手数×比例」计费；元/手为固定每手。开+平合计为一笔往返手续费。</p>
+</div>
+{% endblock %}

templates/records.html

@@ -16,7 +16,7 @@
                         <th>成交</th><th>止损(开仓)</th><th>止盈</th>
                         <th>基数</th><th>杠杆</th><th>持仓分钟</th>
                         <th>开仓时间</th><th>平仓时间</th>
-                        <th>盈亏(元)</th><th>结果</th><th>操作</th>
+                        <th>盈亏(元)</th><th>手续费</th><th>净盈亏</th><th>结果</th><th>操作</th>
                     </tr>
                 </thead>
                 <tbody>
@@ -74,6 +74,12 @@
                             <input type="hidden" name="close_price" value="{{ t.close_price or '' }}">
                             <input type="hidden" name="symbol_name" value="{{ t.symbol_name or t.symbol }}">
                         </td>
+                        <td><span class="cell-readonly text-muted">{{ t.fee if t.fee is not none else '-' }}</span></td>
+                        <td>
+                            <span class="cell-readonly {% if t.pnl_net and t.pnl_net > 0 %}text-profit{% elif t.pnl_net and t.pnl_net < 0 %}text-loss{% endif %}">
+                                {{ t.pnl_net if t.pnl_net is not none else '-' }}
+                            </span>
+                        </td>
                         <td>
                             <span class="cell-readonly cell-edit-hide">
                                 {% if t.result == '止盈' %}<span class="badge profit">{{ t.result }}</span>
@@ -99,7 +105,7 @@
                         </td>
                     </tr>
                     {% else %}
-                    <tr><td colspan="14" class="text-muted">暂无交易记录</td></tr>
+                    <tr><td colspan="16" class="text-muted">暂无交易记录</td></tr>
                     {% endfor %}
                 </tbody>
             </table>
@@ -208,7 +214,7 @@
                 <table>
                     <thead>
                         <tr>
-                            <th>平仓</th><th>品种</th><th>方向</th><th>盈亏</th><th>情绪单</th><th>详情</th><th></th>
+                            <th>平仓</th><th>品种</th><th>方向</th><th>盈亏</th><th>手续费</th><th>净盈亏</th><th>情绪单</th><th>详情</th><th></th>
                         </tr>
                     </thead>
                     <tbody>
@@ -222,6 +228,12 @@
                                 {% elif r.pnl and r.pnl < 0 %}<span class="badge loss">{{ r.pnl }}</span>
                                 {% else %}{{ r.actual_pnl or '-' }}{% endif %}
                             </td>
+                            <td class="text-muted">{{ r.fee if r.fee is not none else '-' }}</td>
+                            <td>
+                                {% if r.pnl_net and r.pnl_net > 0 %}<span class="badge profit">{{ r.pnl_net }}</span>
+                                {% elif r.pnl_net and r.pnl_net < 0 %}<span class="badge loss">{{ r.pnl_net }}</span>
+                                {% else %}-{% endif %}
+                            </td>
                             <td>{% if r.is_emotion %}<span class="badge emotion">情绪单</span>{% else %}-{% endif %}</td>
                             <td>
                                 <button type="button" class="btn-link review-view-btn" data-review='{{ {
@@ -233,6 +245,7 @@
                                     "open_time": r.open_time, "close_time": r.close_time,
                                     "holding_duration": r.holding_duration,
                                     "initial_pnl": r.initial_pnl, "actual_pnl": r.actual_pnl, "pnl": r.pnl,
+                                    "fee": r.fee, "pnl_net": r.pnl_net,
                                     "open_type": r.open_type,
                                     "exit_trigger": r.exit_trigger, "exit_supplement": r.exit_supplement,
                                     "watch_after_breakeven": r.watch_after_breakeven,
@@ -244,7 +257,7 @@
                             <td><a href="{{ url_for('del_review', rid=r.id) }}" class="btn-del" onclick="return confirm('删除？')">删</a></td>
                         </tr>
                         {% else %}
-                        <tr><td colspan="7" class="text-muted">暂无复盘记录</td></tr>
+                        <tr><td colspan="9" class="text-muted">暂无复盘记录</td></tr>
                         {% endfor %}
                     </tbody>
                 </table>

templates/stats.html

@@ -9,6 +9,13 @@
     <div class="stat-item"><div class="label">胜率</div><div class="value">{{ rate }}%</div></div>
 </div>
 
+<div class="stat-grid">
+    <div class="stat-item"><div class="label">累计手续费</div><div class="value text-loss">{{ total_fee }} 元</div></div>
+    <div class="stat-item"><div class="label">毛盈亏合计</div><div class="value">{{ total_gross }} 元</div></div>
+    <div class="stat-item"><div class="label">净盈亏合计</div><div class="value {% if total_net > 0 %}text-profit{% elif total_net < 0 %}text-loss{% endif %}">{{ total_net }} 元</div></div>
+    <div class="stat-item"><div class="label">计费笔数</div><div class="value">{{ fee_count }}</div></div>
+</div>
+
 <div class="card">
     <h2>按品种统计</h2>
     <table>
@@ -28,6 +35,24 @@
     </table>
 </div>
 
+<div class="card">
+    <h2>手续费按品种（交易记录）</h2>
+    <table>
+        <thead><tr><th>品种</th><th>笔数</th><th>累计手续费(元)</th></tr></thead>
+        <tbody>
+            {% for f in fee_by_symbol %}
+            <tr>
+                <td>{{ f.symbol_name or f.symbol }}</td>
+                <td>{{ f.cnt }}</td>
+                <td class="text-loss">{{ round(f.total_fee, 2) }}</td>
+            </tr>
+            {% else %}
+            <tr><td colspan="3" class="text-muted">暂无手续费数据</td></tr>
+            {% endfor %}
+        </tbody>
+    </table>
+</div>
+
 <div class="card">
     <h2>按类型统计</h2>
     <table>
@@ -67,22 +92,30 @@
 </div>
 
 <div class="card">
-    <h2>最近 10 笔交易</h2>
+    <h2>最近 10 笔交易记录</h2>
     <table>
-        <thead><tr><th>品种</th><th>方向</th><th>结果</th><th>时间</th></tr></thead>
+        <thead><tr><th>品种</th><th>方向</th><th>毛盈亏</th><th>手续费</th><th>净盈亏</th><th>结果</th><th>时间</th></tr></thead>
         <tbody>
             {% for r in recent %}
             <tr>
                 <td>{{ r.symbol_name or r.symbol }}</td>
                 <td><span class="badge dir">{{ '做多' if r.direction == 'long' else '做空' }}</span></td>
+                <td>{{ r.pnl if r.pnl is not none else '-' }}</td>
+                <td class="text-muted">{{ r.fee if r.fee is not none else '-' }}</td>
+                <td>
+                    {% if r.pnl_net and r.pnl_net > 0 %}<span class="badge profit">{{ r.pnl_net }}</span>
+                    {% elif r.pnl_net and r.pnl_net < 0 %}<span class="badge loss">{{ r.pnl_net }}</span>
+                    {% else %}-{% endif %}
+                </td>
                 <td>
                     {% if r.result == '止盈' %}<span class="badge profit">止盈</span>
-                    {% else %}<span class="badge loss">止损</span>{% endif %}
+                    {% elif r.result == '止损' %}<span class="badge loss">止损</span>
+                    {% else %}{{ r.result or '-' }}{% endif %}
                 </td>
-                <td>{{ r.created_at[:16] if r.created_at else '' }}</td>
+                <td>{{ r.close_time[:16] if r.close_time else (r.created_at[:16] if r.created_at else '') }}</td>
             </tr>
             {% else %}
-            <tr><td colspan="4" class="text-muted">暂无数据</td></tr>
+            <tr><td colspan="7" class="text-muted">暂无数据</td></tr>
             {% endfor %}
         </tbody>
     </table>