Fix CTP open average price direction mapping and resolution order.

Correct PosiDirection 2=long/3=short so OpenCost caches under the right key, prefer open_cost over PositionCost for entry and float P/L, and refresh the cache when incomplete.

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

modules/ctp/ctp_entry_price.py

@@ -4,7 +4,7 @@
 """CTP 持仓均价：优先 CTP OpenCost（柜台开仓均价），其次成交加权。"""
 from __future__ import annotations
 
-from typing import Any, Optional
+from typing import Any, Callable, Optional
 
 from modules.core.contract_specs import get_contract_spec
 from modules.ctp.ctp_symbol import ths_to_vnpy_symbol
@@ -99,14 +99,20 @@ def resolve_ctp_entry(
     trades: Optional[list[dict[str, Any]]] = None,
     *,
     tick: Optional[float] = None,
+    open_avg_lookup: Optional[Callable[[str, str], float]] = None,
 ) -> tuple[float, str]:
-    """均价：优先 avg_price（OpenCost），否则成交加权。"""
-    if not ctp:
-        return 0.0, "none"
-    pos_avg = float(ctp.get("avg_price") or 0)
-    if pos_avg > 0:
-        return round_to_tick(pos_avg, sym), "ctp"
-    trade_avg = compute_open_avg_from_trades(sym, direction or "long", trades)
+    """均价：OpenCost 缓存 → 成交加权 → vnpy PositionCost。"""
+    del tick
+    want = (direction or "long").strip().lower()
+    if open_avg_lookup:
+        cached = float(open_avg_lookup(sym, want) or 0)
+        if cached > 0:
+            return round_to_tick(cached, sym), "open_cost"
+    trade_avg = compute_open_avg_from_trades(sym, want, trades)
     if trade_avg > 0:
         return round_to_tick(trade_avg, sym), "trades"
+    if ctp:
+        pos_avg = float(ctp.get("avg_price") or 0)
+        if pos_avg > 0:
+            return round_to_tick(pos_avg, sym), "position_cost"
     return 0.0, "none"

modules/ctp/vnpy_bridge.py

@@ -344,6 +344,7 @@ class CtpBridge:
         self._position_open_times: dict[str, str] = {}
         self._position_open_avg: dict[str, float] = {}
         self._position_open_cost_acc: dict[str, dict[str, float]] = {}
+        self._last_open_cost_query_ts: float = 0.0
         self._margin_hooked = False
         self._trade_hooked = False
         self._trade_query_results: list[dict[str, Any]] = []
@@ -558,11 +559,33 @@ class CtpBridge:
             logger.debug("position_row_from_vnpy: %s", exc)
             return None
 
+    def _open_cost_cache_incomplete(self) -> bool:
+        if not self._engine:
+            return False
+        for pos in self._engine.get_all_positions():
+            vol = int(getattr(pos, "volume", 0) or 0)
+            if vol <= 0:
+                continue
+            sym = getattr(pos, "symbol", "") or ""
+            d = "long" if _is_long_direction(getattr(pos, "direction", None)) else "short"
+            if self._lookup_position_open_avg(sym, d) <= 0:
+                return True
+        return False
+
     def calibrate_trading_state(self) -> None:
         """全量校准内存簿（读 vnpy 缓存，不 query 柜台）。"""
         try:
             from modules.ctp.ctp_trading_state import trading_state
 
+            if self._connected_mode and self._open_cost_cache_incomplete():
+                now = time.monotonic()
+                if now - self._last_open_cost_query_ts >= 45.0:
+                    self._last_open_cost_query_ts = now
+                    try:
+                        self.request_position_snapshot(force=True)
+                    except Exception as exc:
+                        logger.debug("open cost refresh query: %s", exc)
+
             with _ctp_td_lock:
                 orders = self.list_active_orders()
                 positions = self._collect_positions()
@@ -1218,6 +1241,8 @@ class CtpBridge:
             ) -> None:
                 try:
                     if data:
+                        if not bridge._position_open_cost_acc:
+                            bridge._position_open_avg.clear()
                         bridge._ingest_position_open_cost(data)
                     if last:
                         bridge._finalize_position_open_cost_acc()
@@ -1627,13 +1652,17 @@ class CtpBridge:
         }
 
     def _position_margin_key(self, sym: str, direction: str) -> str:
-        return f"{(sym or '').lower()}:{(direction or 'long').strip().lower()}"
+        base = (sym or "").split(".")[0].strip().lower()
+        return f"{base}:{(direction or 'long').strip().lower()}"
 
     @staticmethod
     def _direction_from_ctp_posi(posi: Any) -> str:
-        s = str(posi or "").strip().upper()
-        if s in ("2", "SHORT", "NET_SHORT"):
+        """CTP PosiDirection: 2=多头, 3=空头。"""
+        s = str(posi or "").strip()
+        if s in ("3",) or s.upper() in ("SHORT", "NET_SHORT"):
             return "short"
+        if s in ("2",) or s.upper() in ("LONG", "NET_LONG"):
+            return "long"
         return "long"
 
     def _contract_mult(self, sym: str, ex_name: str = "") -> float:
@@ -1650,7 +1679,9 @@ class CtpBridge:
         vol = int(data.get("Position") or 0)
         if vol <= 0:
             return
-        open_cost = float(data.get("OpenCost") or 0)
+        open_cost = float(
+            data.get("OpenCost") or data.get("open_cost") or data.get("OpenAmount") or 0
+        )
         if open_cost <= 0:
             return
         sym = str(data["InstrumentID"])
@@ -1692,9 +1723,18 @@ class CtpBridge:
         if cached > 0:
             return cached
         try:
-            from modules.ctp.ctp_entry_price import compute_open_avg_from_trades
+            from modules.ctp.ctp_entry_price import compute_open_avg_from_trades, resolve_ctp_entry
 
             trades = self.list_trades()
+            entry, src = resolve_ctp_entry(
+                sym,
+                direction,
+                {"avg_price": float(getattr(pos, "price", 0) or 0)},
+                trades,
+                open_avg_lookup=self._lookup_position_open_avg,
+            )
+            if entry > 0 and src != "position_cost":
+                return entry
             trade_avg = compute_open_avg_from_trades(sym, direction, trades)
             if trade_avg > 0:
                 return trade_avg