Apply 200k scope when CTP offline; trailing breakeven order UX.

When SimNow or live CTP is disconnected, default to the four-product whitelist regardless of reference capital. Trailing breakeven defaults off; when enabled hide take-profit and risk-reward, monitor exits via trailing stop only. Document both behaviors in TRADING.md and FEATURES.md.

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

product_recommend.py

@@ -24,8 +24,13 @@ SMALL_ACCOUNT_PRODUCT_THS = frozenset({"c", "m", "MA", "rb"})
 SMALL_ACCOUNT_SCOPE_LABEL = "玉米、豆粕、甲醇、螺纹钢"
 
 
-def small_account_scope_hint() -> str:
+def small_account_scope_hint(*, ctp_connected: bool = True) -> str:
     wan = int(SMALL_ACCOUNT_CAPITAL_MAX // 10_000)
+    if not ctp_connected:
+        return (
+            f"未连接 CTP，默认按 {wan} 万以下账户："
+            f"仅显示并可交易 {SMALL_ACCOUNT_SCOPE_LABEL}"
+        )
     return f"权益 {wan} 万以下仅显示并可交易：{SMALL_ACCOUNT_SCOPE_LABEL}"
 
 
@@ -34,6 +39,28 @@ def small_account_scope_status_label() -> str:
     return f"权益{wan}万以下限{SMALL_ACCOUNT_SCOPE_LABEL}"
 
 
+def should_apply_small_account_scope(
+    capital: float,
+    *,
+    ctp_connected: bool,
+) -> bool:
+    """SimNow/实盘一致：未连接 CTP 时默认按 20 万以下四品种范围。"""
+    if not ctp_connected:
+        return True
+    return is_small_account(capital)
+
+
+def filter_rows_for_account_scope(
+    rows: list[dict],
+    capital: float,
+    *,
+    ctp_connected: bool,
+) -> list[dict]:
+    if not should_apply_small_account_scope(capital, ctp_connected=ctp_connected):
+        return rows
+    return [r for r in rows if product_in_small_account_whitelist(r.get("ths") or "")]
+
+
 def normalize_product_ths(ths: str) -> str:
     import re
     s = (ths or "").strip()
@@ -60,18 +87,30 @@ def product_in_small_account_whitelist(ths_or_product) -> bool:
     return upper in {x.upper() for x in SMALL_ACCOUNT_PRODUCT_THS}
 
 
-def assert_product_allowed_for_capital(ths: str, capital: float) -> Optional[str]:
+def assert_product_allowed_for_capital(
+    ths: str,
+    capital: float,
+    *,
+    ctp_connected: bool = True,
+) -> Optional[str]:
     """小账户品种白名单校验；通过返回 None。"""
-    if not is_small_account(capital):
+    if not should_apply_small_account_scope(capital, ctp_connected=ctp_connected):
         return None
     if product_in_small_account_whitelist(ths):
         return None
     wan = int(SMALL_ACCOUNT_CAPITAL_MAX // 10_000)
+    if not ctp_connected:
+        return f"未连接 CTP，仅可交易：{SMALL_ACCOUNT_SCOPE_LABEL}"
     return f"权益 {wan} 万以下仅可交易：{SMALL_ACCOUNT_SCOPE_LABEL}"
 
 
-def filter_products_for_capital(products: list[dict], capital: float) -> list[dict]:
-    if not is_small_account(capital):
+def filter_products_for_capital(
+    products: list[dict],
+    capital: float,
+    *,
+    ctp_connected: bool = True,
+) -> list[dict]:
+    if not should_apply_small_account_scope(capital, ctp_connected=ctp_connected):
         return list(products)
     return [p for p in products if product_in_small_account_whitelist(p)]
 
@@ -103,6 +142,7 @@ def assess_product_for_capital(
     default_stop_ticks: int = 20,
     reward_risk_ratio: float = 2.0,
     trading_mode: str = "simulation",
+    ctp_connected: bool = True,
 ) -> dict:
     """评估单品种在当前资金下是否可交易。"""
     ths = product.get("ths") or ""
@@ -117,7 +157,7 @@ def assess_product_for_capital(
     cap = float(capital or 0)
     margin_pct = max(1.0, min(100.0, float(max_margin_pct or 30.0)))
 
-    if is_small_account(cap) and not product_in_small_account_whitelist(product):
+    if should_apply_small_account_scope(cap, ctp_connected=ctp_connected) and not product_in_small_account_whitelist(product):
         return {
             "ths": ths,
             "name": name,
@@ -210,6 +250,7 @@ def list_product_recommendations(
     *,
     max_margin_pct: float = 30.0,
     trading_mode: str = "simulation",
+    ctp_connected: bool = True,
 ) -> list[dict]:
     """扫描全部品种并排序：可开且纪律友好 > 可开 > 不足。quote_fn(品种代码) -> {price, ths_code, ...}"""
 
@@ -222,6 +263,7 @@ def list_product_recommendations(
                 product, capital, price,
                 max_margin_pct=max_margin_pct,
                 trading_mode=trading_mode,
+                ctp_connected=ctp_connected,
             )
             main_code = (quote.get("ths_code") or "").strip()
             row["main_code"] = main_code