Fix roll average entry: CTP trade-weighted avg, sync after fill, live entry for preview.

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

install_trading.py

@@ -120,6 +120,7 @@ from trading_context import (
     is_ctp_connected,
     trading_mode_label,
 )
+from ctp_entry_price import resolve_ctp_entry
 from ctp_symbol import ths_to_vnpy_symbol
 from ctp_trading_state import position_key, trading_state
 from vnpy_bridge import (
@@ -542,48 +543,31 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             pass
         return False
 
-    def _ctp_avg_entry_from_trades(
-        mode: str, sym: str, direction: str, *, expect_lots: int = 0,
-    ) -> Optional[float]:
-        """按成交回报加权计算持仓均价（与柜台一致）。"""
+    def _live_entry_price(
+        sym: str,
+        direction: str,
+        mode: str,
+        fallback: float = 0.0,
+    ) -> float:
+        """滚仓/展示用均价：优先柜台成交加权与持仓价。"""
         if not ctp_status(mode).get("connected"):
-            return None
+            return fallback
+        trades: list = []
         try:
-            trades = sorted(
-                ctp_list_trades(mode),
-                key=lambda t: (t.get("datetime") or "", t.get("trade_id") or ""),
-            )
+            trades = ctp_list_trades(mode)
         except Exception:
-            return None
-        direction = (direction or "long").strip().lower()
-        vol = 0
-        cost = 0.0
-        for t in trades:
-            if not _match_ctp_symbol(t.get("symbol") or "", sym):
+            pass
+        for p in trading_state.get_positions() or _ctp_positions(
+            mode, refresh_if_empty=False,
+        ):
+            if (p.get("direction") or "long") != (direction or "long"):
                 continue
-            off = (t.get("offset") or "").strip().lower()
-            pos_dir = (
-                t.get("position_direction") or t.get("direction") or "long"
-            ).strip().lower()
-            if pos_dir != direction:
+            if not _match_ctp_symbol(p.get("symbol") or "", sym):
                 continue
-            lots = int(t.get("lots") or 0)
-            px = float(t.get("price") or 0)
-            if lots <= 0 or px <= 0:
-                continue
-            if off == "open":
-                cost += px * lots
-                vol += lots
-            elif off == "close" and vol > 0:
-                avg = cost / vol
-                dec = min(lots, vol)
-                cost -= avg * dec
-                vol -= dec
-        if vol <= 0:
-            return None
-        if expect_lots > 0 and vol != expect_lots:
-            return None
-        return round(cost / vol, 4)
+            entry, _ = resolve_ctp_entry(sym, direction, p, trades)
+            if entry > 0:
+                return float(entry)
+        return fallback
 
     def _resolve_ctp_entry_price(
         mode: str,
@@ -591,22 +575,15 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         direction: str,
         ctp: Optional[dict],
     ) -> tuple[float, str]:
-        """持仓均价：成交加权 > 柜台持仓价（锁定后不随 tick 变化）。"""
         if not ctp:
             return 0.0, "none"
-        direction = (direction or "long").strip().lower()
-        lots = int(ctp.get("lots") or 0)
-
-        trade_avg = _ctp_avg_entry_from_trades(
-            mode, 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:
-            return pos_avg, "ctp"
-        return 0.0, "none"
+        trades: list = []
+        if ctp_status(mode).get("connected"):
+            try:
+                trades = ctp_list_trades(mode)
+            except Exception:
+                pass
+        return resolve_ctp_entry(sym, direction, ctp, trades)
 
     def _open_commission_from_ctp_trades(
         mode: str, sym: str, direction: str,
@@ -3172,6 +3149,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         spec = get_contract_spec(sym)
         capital = _capital(conn)
         mark = _roll_mark_price(sym, mon, mode)
+        entry_existing = _live_entry_price(
+            sym, mon["direction"], mode, float(mon.get("entry_price") or 0),
+        )
         add_mode = (d.get("add_mode") or ADD_MODE_MARKET).strip().lower()
         if add_mode in FIB_MODES:
             return None, "斐波加仓已停用，请选市价或突破"
@@ -3183,7 +3163,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             direction=mon["direction"],
             symbol=sym,
             qty_existing=float(mon["lots"]),
-            entry_existing=float(mon["entry_price"]),
+            entry_existing=entry_existing,
             initial_take_profit=float(mon["take_profit"] or 0),
             add_mode=add_mode,
             new_stop_loss=float(d.get("new_stop_loss") or 0),
@@ -3283,8 +3263,44 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             f"滚仓成交 {sym} {add_mode_label(add_mode)} +{preview['add_lots']}手 "
             f"新止损 {new_sl} 合计 {new_lots}手"
         )
+        _schedule_roll_entry_sync(mon_id, sym, mon["direction"], mode)
         return True, "成交"
 
+    def _schedule_roll_entry_sync(
+        mon_id: int, sym: str, direction: str, mode: str,
+    ) -> None:
+        """滚仓成交后从柜台同步加权均价到手数监控。"""
+        def _run() -> None:
+            import time as _time
+
+            _time.sleep(1.5)
+            try:
+                conn = get_db()
+                try:
+                    init_strategy_tables(conn)
+                    capital = _capital(conn)
+                    synced = False
+                    for p in trading_state.get_positions() or _ctp_positions(mode):
+                        if (p.get("direction") or "long") != (direction or "long"):
+                            continue
+                        if not _match_ctp_symbol(p.get("symbol") or "", sym):
+                            continue
+                        _sync_monitor_from_ctp(
+                            conn, mon_id, sym, direction, mode, ctp=p, capital=capital,
+                        )
+                        synced = True
+                        break
+                    if synced:
+                        commit_retry(conn)
+                finally:
+                    conn.close()
+                if synced:
+                    _push_position_snapshot_async(fast=False)
+            except Exception as exc:
+                logger.debug("roll entry sync: %s", exc)
+
+        threading.Thread(target=_run, daemon=True, name="roll-entry-sync").start()
+
     def _submit_roll_pending(
         conn,
         *,
@@ -3358,6 +3374,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 fill_roll_leg_fn=_fill_roll_leg_cb,
                 is_trading_session_fn=is_trading_session,
                 get_risk_budget_fn=lambda: get_fixed_amount(get_setting),
+                get_entry_price_fn=lambda sym, d, fb: _live_entry_price(sym, d, mode, fb),
             )
             conn.commit()
         finally:
@@ -3380,7 +3397,9 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         direction = (mon.get("direction") or "long").strip().lower()
         price = float(preview.get("add_price") or 0)
         qty_existing = float(mon.get("lots") or 0)
-        entry_existing = float(mon.get("entry_price") or 0)
+        entry_existing = _live_entry_price(
+            sym, direction, mode, float(mon.get("entry_price") or 0),
+        )
         mult = int(get_contract_spec(sym).get("mult") or 1)
         roll_pct = get_roll_max_margin_pct(get_setting)
         add_lots = int(preview.get("add_lots") or 0)