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

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

vnpy_bridge.py

@@ -326,7 +326,14 @@ class CtpBridge:
                 pos = event.data
                 row = self._position_row_from_vnpy(pos)
                 if row:
-                    trading_state.upsert_position(row, notify=False)
+                    sym = row.get("symbol") or ""
+                    ex = row.get("exchange") or ""
+                    ths = CtpBridge._vnpy_sym_to_ths(sym, ex) or sym
+                    with _ctp_td_lock:
+                        trades = self.list_trades()
+                    trading_state.upsert_position(
+                        row, notify=False, trades=trades, ths_sym=ths,
+                    )
                 sym = getattr(pos, "symbol", "") or ""
                 d = "long" if _is_long_direction(getattr(pos, "direction", None)) else "short"
                 vol = int(getattr(pos, "volume", 0) or 0)
@@ -482,7 +489,13 @@ class CtpBridge:
             with _ctp_td_lock:
                 orders = self.list_active_orders()
                 positions = self._collect_positions()
-            trading_state.calibrate_from_lists(orders, positions)
+                trades = self.list_trades()
+            trading_state.calibrate_from_lists(
+                orders,
+                positions,
+                trades=trades,
+                ths_for_vnpy_sym=lambda s, e: CtpBridge._vnpy_sym_to_ths(s, e) or s,
+            )
         except Exception as exc:
             logger.debug("calibrate trading state: %s", exc)