Prefer CTP PnL-consistent entry when vnpy avg differs from SimNow.

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

ctp_entry_price.py

@@ -1,12 +1,14 @@
 # Copyright (c) 2025-2026 马建军. All rights reserved.
 # 详见 LICENSE.zh-CN.txt
 
-"""CTP 持仓均价：成交加权 / 柜台持仓价（滚仓加仓后以柜台为准）。"""
+"""CTP 持仓均价：成交加权 / 柜台持仓价 / 盈亏一致校正。"""
 from __future__ import annotations
 
 from typing import Any, Optional
 
+from contract_specs import get_contract_spec
 from ctp_symbol import ths_to_vnpy_symbol
+from symbols import ths_to_codes
 
 
 def symbols_match(ctp_sym: str, ths: str) -> bool:
@@ -31,6 +33,47 @@ def symbols_match(ctp_sym: str, ths: str) -> bool:
     return False
 
 
+def _ths_code(sym: str) -> str:
+    codes = ths_to_codes(sym) or {}
+    return codes.get("ths_code") or sym
+
+
+def round_to_tick(price: float, sym: str) -> float:
+    tick = float(get_contract_spec(_ths_code(sym)).get("tick_size") or 1.0)
+    if tick <= 0:
+        return round(price, 2)
+    return round(round(price / tick) * tick, 4)
+
+
+def entry_from_ctp_pnl(
+    ctp: dict[str, Any],
+    tick: Optional[float],
+    *,
+    ths_sym: str = "",
+) -> Optional[float]:
+    """用柜台持仓盈亏 + 现价反推均价（与 SimNow 浮动盈亏一致）。"""
+    if not tick or tick <= 0:
+        return None
+    lots = int(ctp.get("lots") or 0)
+    if lots <= 0:
+        return None
+    pnl = float(ctp.get("pnl") or 0)
+    if not pnl:
+        return None
+    sym = ths_sym or (ctp.get("symbol") or "")
+    mult = float(get_contract_spec(_ths_code(sym)).get("mult") or 10)
+    if mult <= 0:
+        return None
+    direction = (ctp.get("direction") or "long").strip().lower()
+    if direction == "long":
+        derived = tick - pnl / (mult * lots)
+    else:
+        derived = tick + pnl / (mult * lots)
+    if derived <= 0:
+        return None
+    return round_to_tick(derived, sym)
+
+
 def avg_from_trades(
     trades: list[dict[str, Any]],
     sym: str,
@@ -67,7 +110,7 @@ def avg_from_trades(
         return None
     if expect_lots > 0 and vol != expect_lots:
         return None
-    return round(cost / vol, 4)
+    return round_to_tick(cost / vol, sym)
 
 
 def resolve_ctp_entry(
@@ -75,17 +118,34 @@ def resolve_ctp_entry(
     direction: str,
     ctp: Optional[dict[str, Any]],
     trades: Optional[list[dict[str, Any]]] = None,
+    *,
+    tick: Optional[float] = None,
 ) -> tuple[float, str]:
-    """均价：成交加权 > 柜台 PositionCost 持仓价。"""
+    """均价：成交加权 > 盈亏一致校正 > 柜台持仓价。"""
     if not ctp:
         return 0.0, "none"
     direction = (direction or "long").strip().lower()
     lots = int(ctp.get("lots") or 0)
+
     if trades:
         trade_avg = avg_from_trades(trades, sym, direction, expect_lots=lots)
         if trade_avg and trade_avg > 0:
             return float(trade_avg), "trades"
+
     pos_avg = float(ctp.get("avg_price") or 0)
     if pos_avg > 0:
+        pos_avg = round_to_tick(pos_avg, sym)
+
+    pnl_avg = entry_from_ctp_pnl(ctp, tick, ths_sym=sym)
+    tick_sz = float(get_contract_spec(_ths_code(sym)).get("tick_size") or 1.0)
+
+    if pnl_avg and pos_avg > 0:
+        if abs(pnl_avg - pos_avg) >= max(tick_sz * 0.5, 0.01):
+            return float(pnl_avg), "pnl"
         return pos_avg, "ctp"
+
+    if pos_avg > 0:
+        return pos_avg, "ctp"
+    if pnl_avg and pnl_avg > 0:
+        return float(pnl_avg), "pnl"
     return 0.0, "none"