Persist CTP margin, ratio, and fees to DB; use exchange commission in trade logs.

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

ctp_trade_sync.py

@@ -49,6 +49,12 @@ def _to_ths_code(symbol: str) -> str:
     return sym.lower()
 
 
+def _allocate_commission(total_comm: float, matched: int, total_lots: int) -> float:
+    if total_comm <= 0 or matched <= 0 or total_lots <= 0:
+        return 0.0
+    return round(total_comm * matched / total_lots, 2)
+
+
 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)
@@ -70,25 +76,41 @@ def build_round_trips(trades: list[dict[str, Any]]) -> list[dict[str, Any]]:
             stacks[key].append({
                 **t,
                 "remaining": lots,
+                "commission_remaining": float(t.get("commission") or 0),
             })
             continue
 
+        close_lots_total = lots
         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 "")
+        close_comm_total = float(t.get("commission") or 0)
         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))
+            open_rem = int(open_t.get("remaining") or 0)
+            matched = min(close_lots_left, open_rem)
             if matched <= 0:
                 stacks[key].pop(0)
                 continue
-            open_t["remaining"] = int(open_t.get("remaining") or 0) - matched
+            open_comm_rem = float(open_t.get("commission_remaining") or 0)
+            open_comm_share = (
+                _allocate_commission(open_comm_rem, matched, open_rem)
+                if open_rem > 0 else 0.0
+            )
+            close_comm_share = _allocate_commission(
+                close_comm_total, matched, close_lots_total,
+            )
+            open_t["remaining"] = open_rem - matched
+            open_t["commission_remaining"] = round(
+                max(0.0, open_comm_rem - open_comm_share), 2,
+            )
             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}"
+            trip_fee = round(open_comm_share + close_comm_share, 2)
             trips.append({
                 "ctp_trade_key": ctp_key,
                 "symbol": sym,
@@ -101,6 +123,8 @@ def build_round_trips(trades: list[dict[str, Any]]) -> list[dict[str, Any]]:
                 "close_time": close_time,
                 "open_trade_id": open_trade_id,
                 "close_trade_id": close_trade_id,
+                "fee": trip_fee,
+                "fee_from_ctp": trip_fee > 0,
             })
     return trips
 
@@ -202,9 +226,13 @@ def sync_trade_logs_from_ctp(
             direction, entry, sl_f, tp_f, lots, close_px, capital, ths,
         )
         pnl = float(metrics.get("float_pnl") or 0)
-        fee = calc_round_trip_fee(
+        trip_fee = float(trip.get("fee") or 0)
-            ths, entry, close_px, lots, open_time, close_time, trading_mode=trading_mode,
+        if trip_fee > 0:
-        )
+            fee = round(trip_fee, 2)
+        else:
+            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)

install_trading.py

@@ -299,6 +299,37 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 row["position_pct"] = round(margin / capital * 100, 2)
         return rows
 
+    def _persist_ctp_snapshot_to_monitors(
+        conn,
+        rows: list[dict],
+        mode: str,
+    ) -> None:
+        """将柜台校正后的保证金、仓位占比、已扣开仓手续费写入 trade_order_monitors。"""
+        if not ctp_status(mode).get("connected"):
+            return
+        ensure_monitor_order_columns(conn)
+        for row in rows:
+            mid = row.get("monitor_id")
+            if not mid or row.get("order_state") == "pending":
+                continue
+            margin = row.get("margin")
+            position_pct = row.get("position_pct")
+            open_fee = row.get("est_fee")
+            if margin is None and position_pct is None and open_fee is None:
+                continue
+            try:
+                execute_retry(
+                    conn,
+                    """UPDATE trade_order_monitors SET
+                       margin=COALESCE(?, margin),
+                       position_pct=COALESCE(?, position_pct),
+                       open_fee=COALESCE(?, open_fee)
+                       WHERE id=? AND status='active'""",
+                    (margin, position_pct, open_fee, int(mid)),
+                )
+            except Exception as exc:
+                logger.debug("persist monitor ctp snapshot %s: %s", mid, exc)
+
     def _ensure_monitors_from_ctp(conn, mode: str) -> None:
         """CTP 有持仓但本地无监控时，自动补写一条 active 记录供展示。"""
         if not ctp_status(mode).get("connected"):
@@ -742,10 +773,18 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             position_pct = None
             if margin and capital > 0:
                 position_pct = round(float(margin) / float(capital) * 100, 2)
+            open_commission = _open_commission_from_ctp_trades(mode, sym, direction)
+            if open_commission is None:
+                fee_info = calc_fee_breakdown(
+                    sym, entry, entry, lots, open_time_val or "", "",
+                    trading_mode=mode,
+                )
+                open_commission = fee_info.get("open_fee")
             execute_retry(
                 conn,
                 """UPDATE trade_order_monitors SET lots=?, entry_price=?,
-                   open_time=?, margin=?, position_pct=?, mark_price=?, float_pnl=?
+                   open_time=?, margin=?, position_pct=?, mark_price=?, float_pnl=?,
+                   open_fee=?
                    WHERE id=?""",
                 (
                     lots,
@@ -755,6 +794,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     position_pct,
                     float(mark) if mark else None,
                     float_pnl,
+                    open_commission,
                     mid,
                 ),
             )
@@ -854,6 +894,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             sym, entry, close_est, lots, open_time or now_iso, now_iso, trading_mode=mode,
         )
         open_commission = _open_commission_from_ctp_trades(mode, sym, direction)
+        if open_commission is None and mon and mon.get("open_fee") is not None:
+            cached_fee = float(mon.get("open_fee") or 0)
+            if cached_fee > 0:
+                open_commission = cached_fee
         if open_commission is not None:
             display_fee = open_commission
             fee_source = "ctp"
@@ -1170,6 +1214,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             _ensure_monitors_from_ctp(conn, mode)
         rows = _build_trading_live_rows(conn, fast=fast)
         rows = _apply_account_margin_to_rows(rows, mode, capital)
+        _persist_ctp_snapshot_to_monitors(conn, rows, mode)
         pending_orders = _build_pending_orders(conn, mode)
         risk = get_risk_status(conn, active_count=_effective_active_position_count(conn, mode))
         return {

sl_tp_guard.py

@@ -53,6 +53,7 @@ MONITOR_ORDER_COLUMNS = (
     "ALTER TABLE trade_order_monitors ADD COLUMN float_pnl REAL",
     "ALTER TABLE trade_order_monitors ADD COLUMN vt_order_id TEXT",
     "ALTER TABLE trade_order_monitors ADD COLUMN order_price REAL",
+    "ALTER TABLE trade_order_monitors ADD COLUMN open_fee REAL",
 )
 
 TRADE_RESULTS = ("止损", "止盈", "移动止盈", "保本止盈", "手动平仓")