fix: K线新浪历史补齐与手续费页布局及CTP批量同步

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

kline_chart.py

@@ -17,6 +17,9 @@ from kline_store import ensure_kline_tables, get_cached_entry, save_bars
 logger = logging.getLogger(__name__)
 TZ = ZoneInfo("Asia/Shanghai")
 
+# CTP tick 聚合 bar 少于此数时，用新浪历史补齐走势
+MIN_CTP_KLINE_BARS = 15
+
 PERIOD_MINUTES = {
     "1m": "1",
     "3m": "3",
@@ -165,6 +168,24 @@ def _merge_bars(chunk: list) -> dict:
     }
 
 
+def _merge_kline_bars(history: list, live: list) -> list:
+    """新浪历史 + CTP 实时尾部（去重叠）。"""
+    if not history:
+        return list(live or [])
+    if not live:
+        return list(history)
+    first_live = _bar_datetime(live[0])
+    if not first_live:
+        return history + live
+    trimmed = []
+    for bar in history:
+        dt = _bar_datetime(bar)
+        if dt and dt < first_live:
+            trimmed.append(bar)
+    merged = trimmed + list(live)
+    return merged if merged else list(history)
+
+
 def _weekly_from_daily(daily: list) -> list:
     if not daily:
         return []
@@ -236,6 +257,7 @@ def fetch_market_klines(
     source = "remote"
     cached_at = None
     ctp_connected = False
+    ctp_bars: list = []
 
     if prefer_ctp:
         try:
@@ -253,14 +275,21 @@ def fetch_market_klines(
                     mode = "simulation"
             ctp_connected = bool(ctp_status(mode).get("connected"))
             if ctp_connected:
-                ctp_bars = fetch_ctp_klines(symbol, p, mode)
-                if ctp_bars:
-                    bars = ctp_bars
-                    source = "ctp"
+                ctp_bars = fetch_ctp_klines(symbol, p, mode) or []
         except Exception as exc:
             logger.debug("ctp kline fetch failed %s %s: %s", symbol, p, exc)
 
-    if not bars and db_path and chart_sym and not force_remote:
+    need_sina = (
+        force_remote
+        or not ctp_bars
+        or len(ctp_bars) < MIN_CTP_KLINE_BARS
+    )
+
+    if ctp_bars and len(ctp_bars) >= MIN_CTP_KLINE_BARS:
+        bars = ctp_bars
+        source = "ctp"
+
+    if not bars and db_path and chart_sym and not force_remote and need_sina:
         try:
             conn = connect_db(db_path)
             cached = get_cached_entry(conn, chart_sym, p)
@@ -272,11 +301,15 @@ def fetch_market_klines(
         except Exception as exc:
             logger.warning("kline cache read failed %s %s: %s", chart_sym, p, exc)
 
-    if force_remote or not bars:
+    if not bars or len(ctp_bars) < MIN_CTP_KLINE_BARS:
         remote_bars = fetch_sina_klines(symbol, p)
         if remote_bars:
-            bars = remote_bars
-            source = "remote"
+            if ctp_bars and ctp_connected:
+                bars = _merge_kline_bars(remote_bars, ctp_bars)
+                source = "ctp+remote"
+            else:
+                bars = remote_bars
+                source = "remote"
             if db_path and chart_sym and not ctp_connected:
                 try:
                     conn = connect_db(db_path)