ui: 手续费/设置布局优化，行情优先 CTP

手续费数据源与本地倍率并列双列；设置页去掉参考资金、缩小改密表单；CTP 连接时订阅柜台 tick 作为行情源。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-24 13:04:11 +08:00
parent 9d4aea60f0
commit eaca3d43ec
5 changed files with 204 additions and 105 deletions
@@ -428,7 +428,7 @@ def build_market_quote_payload(
        if codes:
            market_code = codes.get("market_code", "") or market_code
            sina_code = codes.get("sina_code", "") or sina_code
-    price = market_get_price(market_code, sina_code)
+    price = fetch_price(symbol, market_code, sina_code)
    name = symbol
    codes = ths_to_codes(symbol)
    if codes:
@@ -477,7 +477,20 @@ def resolve_market_codes(ths_code: str, market_code: str = "", sina_code: str =


 def fetch_price(ths_code: str, market_code: str = "", sina_code: str = "") -> Optional[float]:
-    mc, sc = resolve_market_codes(ths_code, market_code, sina_code)
+    sym = (ths_code or "").strip()
+    if sym:
+        try:
+            from vnpy_bridge import ctp_status, ctp_get_tick_price
+            from trading_context import get_trading_mode
+
+            mode = get_trading_mode(get_setting)
+            if ctp_status(mode).get("connected"):
+                p = ctp_get_tick_price(mode, sym)
+                if p and p > 0:
+                    return p
+        except Exception:
+            pass
+    mc, sc = resolve_market_codes(sym, market_code, sina_code)
    if not mc and not sc:
        return None
    return market_get_price(mc, sc)
@@ -1578,17 +1591,6 @@ def settings():
            webhook = request.form.get("wechat_webhook", "").strip()
            set_setting("wechat_webhook", webhook)
            flash("企业微信配置已保存")
-        elif action == "capital":
-            raw = request.form.get("live_capital", "").strip()
-            try:
-                val = float(raw)
-                if val < 0:
-                    flash("实盘资金不能为负数")
-                else:
-                    set_setting("live_capital", str(val))
-                    flash("参考资金已保存（CTP 已连接时以 SimNow/柜台权益为准）")
-            except ValueError:
-                flash("请输入有效的实盘资金金额")
        elif action == "trading":
            mode = request.form.get("trading_mode", "simulation").strip()
            if mode not in ("simulation", "live"):
@@ -1627,13 +1629,19 @@ def settings():

    webhook = get_setting("wechat_webhook")
    username = get_setting("admin_username")
-    live_capital = get_setting("live_capital", "0")
+    ctp_st = {}
+    try:
+        from vnpy_bridge import ctp_status
+        from trading_context import get_trading_mode
+
+        ctp_st = ctp_status(get_trading_mode(get_setting))
+    except Exception:
+        pass
    return render_template(
        "settings.html",
        webhook=webhook,
        username=username,
-        live_capital=live_capital,
-        quote_label=get_quote_source_label(),
+        quote_label=get_quote_source_label(ctp_connected=bool(ctp_st.get("connected"))),
        trading_mode=get_setting("trading_mode", "simulation"),
        position_sizing_mode=get_setting("position_sizing_mode", "risk"),
        risk_percent=get_setting("risk_percent", "1"),
@@ -35,16 +35,18 @@ def _has_ths_token() -> bool:
    return bool(_get_refresh_token())


-def get_quote_source_label() -> str:
+def get_quote_source_label(*, ctp_connected: bool = False) -> str:
    """界面展示用行情源说明。"""
+    if ctp_connected:
+        return "CTP 柜台（已连接）"
    source = _quote_source()
    if source == "sina":
-        return "新浪（免费）"
+        return "新浪（CTP 未连接时备用）"
    if source == "ths":
-        return "同花顺 iFinD" if _has_ths_token() else "同花顺（未配置 token，无法使用）"
+        return "同花顺 iFinD" if _has_ths_token() else "同花顺（未配置 token）"
    if _has_ths_token():
        return "同花顺优先，失败回退新浪"
-    return "新浪（免费）"
+    return "新浪（CTP 未连接时备用）"


 def _sina_headers() -> dict:
@@ -1,54 +1,64 @@
 {% extends "base.html" %}
 {% block title %}手续费配置 - 国内期货监控系统{% endblock %}
+{% block extra_css %}
+<style>
+.fees-split{margin-bottom:1.25rem}
+.fees-split .card{margin-bottom:0;min-height:auto}
+</style>
+{% endblock %}
 {% block content %}
-<div class="card">
-    <h2>手续费数据源</h2>
-    <div class="card-body">
-        <form action="{{ url_for('fees') }}" method="post" class="form-row" style="flex-wrap:wrap;gap:.75rem;align-items:center">
-            <input type="hidden" name="action" value="fee_source">
-            <label class="text-muted" style="font-size:.85rem">计费依据</label>
-            <select name="fee_source_mode" style="min-width:220px">
-                <option value="ctp" {% if fee_source_mode == 'ctp' %}selected{% endif %}>CTP 柜台（SimNow/实盘，推荐）</option>
-                <option value="local" {% if fee_source_mode == 'local' %}selected{% endif %}>本地 / AKShare 参考表</option>
-            </select>
-            <button type="submit" class="btn-primary">保存</button>
-        </form>
-        <p class="hint" style="margin-top:.75rem">
-            默认使用 <strong>CTP 柜台</strong> 查询到的开仓/平仓费率（连接 CTP 后自动同步，与 SimNow/期货公司一致）。
-            离线或未连接时可改用本地表估算。
-        </p>
-        <div class="form-row" style="margin-top:.75rem;flex-wrap:wrap;gap:.5rem">
-            <form action="{{ url_for('fees') }}" method="post" style="display:inline">
-                <input type="hidden" name="action" value="sync_ctp">
-                <button type="submit" class="btn-primary" {% if not ctp_connected %}disabled title="请先连接 CTP"{% endif %}>从 CTP 同步费率</button>
+<div class="split-grid fees-split">
+    <div class="card">
+        <h2>手续费数据源</h2>
+        <div class="card-body">
+            <form action="{{ url_for('fees') }}" method="post">
+                <input type="hidden" name="action" value="fee_source">
+                <div class="field" style="margin-bottom:.75rem">
+                    <label>计费依据</label>
+                    <select name="fee_source_mode">
+                        <option value="ctp" {% if fee_source_mode == 'ctp' %}selected{% endif %}>CTP 柜台（SimNow/实盘，推荐）</option>
+                        <option value="local" {% if fee_source_mode == 'local' %}selected{% endif %}>本地 / AKShare 参考表</option>
+                    </select>
+                </div>
+                <button type="submit" class="btn-primary">保存</button>
            </form>
-            {% if ctp_connected %}
-            <span class="badge profit">CTP 已连接</span>
-            {% else %}
-            <span class="badge planned">CTP 未连接 — 请先连接后再同步</span>
-            {% endif %}
+            <p class="hint" style="margin-top:.75rem">
+                默认使用 <strong>CTP 柜台</strong> 费率（连接后自动同步，与 SimNow/期货公司一致）。
+            </p>
+            <div class="form-row" style="margin-top:.75rem;flex-wrap:wrap;gap:.5rem">
+                <form action="{{ url_for('fees') }}" method="post" style="display:inline">
+                    <input type="hidden" name="action" value="sync_ctp">
+                    <button type="submit" class="btn-primary" {% if not ctp_connected %}disabled title="请先连接 CTP"{% endif %}>从 CTP 同步费率</button>
+                </form>
+                {% if ctp_connected %}
+                <span class="badge profit">CTP 已连接</span>
+                {% else %}
+                <span class="badge planned">CTP 未连接</span>
+                {% endif %}
+            </div>
        </div>
    </div>
-</div>

-<div class="card">
-    <h2>本地参考倍率（仅「本地数据源」时使用）</h2>
-    <div class="card-body">
-        <form action="{{ url_for('fees') }}" method="post" class="form-row">
-            <input type="hidden" name="action" value="multiplier">
-            <label class="text-muted" style="font-size:.85rem">第三方标准费率 ×</label>
-            <input name="fee_multiplier" type="number" step="0.1" min="0" value="{{ multiplier }}" style="width:100px">
-            <button type="submit" class="btn-primary">保存倍率</button>
-        </form>
-        <div class="form-row" style="margin-top:.75rem">
-            <form action="{{ url_for('fees') }}" method="post" style="display:inline">
-                <input type="hidden" name="action" value="sync">
-                <button type="submit" class="btn-secondary">从 AKShare 同步（本地）</button>
-            </form>
-            <form action="{{ url_for('fees') }}" method="post" style="display:inline">
-                <input type="hidden" name="action" value="reload_json">
-                <button type="submit" class="btn-link" style="padding:.5rem 1rem;border:1px solid var(--card-border);border-radius:8px">重载 JSON 默认表</button>
+    <div class="card">
+        <h2>本地参考倍率</h2>
+        <div class="card-body">
+            <p class="hint" style="margin-bottom:.65rem;font-size:.78rem">仅「本地数据源」时使用</p>
+            <form action="{{ url_for('fees') }}" method="post" class="form-row" style="flex-wrap:wrap;gap:.5rem;align-items:center;margin-bottom:.75rem">
+                <input type="hidden" name="action" value="multiplier">
+                <label class="text-muted" style="font-size:.85rem">标准费率 ×</label>
+                <input name="fee_multiplier" type="number" step="0.1" min="0" value="{{ multiplier }}" style="width:88px">
+                <button type="submit" class="btn-primary">保存倍率</button>
            </form>
+            <div class="form-row" style="flex-wrap:wrap;gap:.5rem">
+                <form action="{{ url_for('fees') }}" method="post" style="display:inline">
+                    <input type="hidden" name="action" value="sync">
+                    <button type="submit" class="btn-secondary">AKShare 同步</button>
+                </form>
+                <form action="{{ url_for('fees') }}" method="post" style="display:inline">
+                    <input type="hidden" name="action" value="reload_json">
+                    <button type="submit" class="btn-link" style="padding:.45rem .85rem;border:1px solid var(--card-border);border-radius:8px">重载 JSON</button>
+                </form>
+            </div>
        </div>
    </div>
 </div>
@@ -56,6 +66,7 @@
 <div class="card">
    <h2>品种费率表</h2>
    <div class="card-body card-scroll">
+        <div class="table-responsive">
        <table class="trade-table">
            <thead>
                <tr>
@@ -91,9 +102,10 @@
                {% endfor %}
            </tbody>
        </table>
+        </div>
    </div>
    <p class="hint" style="margin-top:.75rem">
-        公式：单边手续费 = 固定(元/手)×手数 + 比例×价格×乘数×手数。往返 = 开仓 + 平仓（平今/平昨自动判断）。
+        公式：单边 = 固定(元/手)×手数 + 比例×价格×乘数×手数；往返 = 开仓 + 平仓（平今/平昨自动判断）。
    </p>
 </div>
 {% endblock %}
@@ -2,15 +2,19 @@
 {% block title %}系统设置 - 国内期货监控系统{% endblock %}
 {% block extra_css %}
 <style>
-.settings-page{max-width:1100px;margin:0 auto}
 .settings-grid{display:grid;grid-template-columns:1fr 1fr;gap:1.25rem;align-items:start}
-.settings-grid .card{margin-bottom:0;height:100%}
-.settings-grid .settings-span-2{grid-column:1/-1}
-@media(max-width:900px){.settings-grid{grid-template-columns:1fr}}
+.settings-grid .card{margin-bottom:0}
+.settings-password-form{display:grid;grid-template-columns:1fr 1fr;gap:.65rem .75rem;max-width:520px}
+.settings-password-form .field-full{grid-column:1/-1}
+.settings-password-form .field label{font-size:.78rem}
+.settings-password-form input{padding:.55rem .7rem;font-size:.85rem}
+@media(max-width:900px){
+    .settings-grid{grid-template-columns:1fr}
+    .settings-password-form{grid-template-columns:1fr;max-width:none}
+}
 </style>
 {% endblock %}
 {% block content %}
-<div class="settings-page">
 <div class="settings-grid">

 <div class="card">
@@ -57,31 +61,17 @@
        <button type="submit" class="btn-primary" style="margin-top:.75rem">保存交易设置</button>
    </form>
    <p class="hint" style="margin-top:.75rem">
-        <strong>模拟盘</strong>连接上期 SimNow 仿真柜台（非本地假资金）。在 <code>.env</code> 配置
-        <code>SIMNOW_USER</code>、<code>SIMNOW_PASSWORD</code> 等，在「持仓监控」页点击连接 CTP。<br>
-        <strong>实盘</strong>后期配置 <code>CTP_LIVE_*</code> 对接你的期货公司。
-    </p>
-</div>
-
-<div class="card">
-    <h2>参考资金</h2>
-    <form action="{{ url_for('settings') }}" method="post" class="form-row">
-        <input type="hidden" name="action" value="capital">
-        <input name="live_capital" type="number" step="0.01" min="0" placeholder="参考权益（元）" value="{{ live_capital }}" style="flex:1;min-width:200px;max-width:320px">
-        <button type="submit" class="btn-primary">保存</button>
-    </form>
-    <p class="hint" style="margin-top:.75rem">
-        CTP 未连接时用于<strong>品种推荐</strong>与以损定仓估算；SimNow/实盘登录成功后自动改用<strong>柜台权益</strong>。
+        <strong>模拟盘</strong>在 <code>.env</code> 配置 <code>SIMNOW_USER</code> 等，于「持仓监控」连接 CTP。
+        权益与行情优先来自<strong> CTP 柜台</strong>。
    </p>
 </div>

 <div class="card">
    <h2>行情说明</h2>
-    <p class="hint" style="font-size:.9rem;line-height:1.6">
+    <p class="hint" style="font-size:.88rem;line-height:1.6;margin:0">
        当前行情源：<strong class="text-accent">{{ quote_label }}</strong><br>
-        合约代码按<strong>同花顺格式</strong>显示（如 ag2608、IF2606），便于与看盘软件对照；
-        实际价格通过行情接口获取，普通用户无需申请 token。<br>
-        <span class="text-muted" style="font-size:.85rem">同花顺 iFinD 接口面向机构用户，个人期货通用户一般无法获取 refresh_token，故系统默认不使用。</span>
+        CTP 已连接时使用<strong>柜台行情</strong>（与下单、持仓一致）；未连接时回退新浪免费接口。<br>
+        合约代码按<strong>同花顺格式</strong>显示（如 ag2608、IF2606）。
    </p>
 </div>

@@ -89,36 +79,37 @@
    <h2>企业微信推送</h2>
    <form action="{{ url_for('settings') }}" method="post" class="form-row">
        <input type="hidden" name="action" value="wechat">
-        <input name="wechat_webhook" type="url" placeholder="企业微信 Webhook 地址" value="{{ webhook }}" style="flex:1;min-width:300px">
+        <input name="wechat_webhook" type="url" placeholder="企业微信 Webhook 地址" value="{{ webhook }}" style="flex:1;min-width:0">
        <button type="submit" class="btn-primary">保存</button>
    </form>
    <p class="hint" style="margin-top:.75rem">在企业微信群中添加机器人后，将 Webhook 地址粘贴到上方保存即可。</p>
 </div>

-<div class="card settings-span-2">
+<div class="card">
    <h2>修改密码</h2>
-    <form action="{{ url_for('settings') }}" method="post" style="max-width:480px">
+    <form action="{{ url_for('settings') }}" method="post" class="settings-password-form">
        <input type="hidden" name="action" value="password">
-        <div style="margin-bottom:.75rem">
-            <label class="text-label" style="font-size:.85rem;display:block;margin-bottom:.35rem">当前账号</label>
-            <input type="text" value="{{ username }}" disabled style="width:100%">
+        <div class="field field-full">
+            <label>当前账号</label>
+            <input type="text" value="{{ username }}" disabled>
        </div>
-        <div style="margin-bottom:.75rem">
-            <label class="text-label" style="font-size:.85rem;display:block;margin-bottom:.35rem">原密码</label>
-            <input name="old_password" type="password" required style="width:100%">
+        <div class="field">
+            <label>原密码</label>
+            <input name="old_password" type="password" required>
        </div>
-        <div style="margin-bottom:.75rem">
-            <label class="text-label" style="font-size:.85rem;display:block;margin-bottom:.35rem">新密码（至少 6 位）</label>
-            <input name="new_password" type="password" required minlength="6" style="width:100%">
+        <div class="field">
+            <label>新密码（至少 6 位）</label>
+            <input name="new_password" type="password" required minlength="6">
        </div>
-        <div style="margin-bottom:.75rem">
-            <label class="text-label" style="font-size:.85rem;display:block;margin-bottom:.35rem">确认新密码</label>
-            <input name="new_password2" type="password" required minlength="6" style="width:100%">
+        <div class="field field-full">
+            <label>确认新密码</label>
+            <input name="new_password2" type="password" required minlength="6">
+        </div>
+        <div class="field-full">
+            <button type="submit" class="btn-primary">修改密码</button>
        </div>
-        <button type="submit" class="btn-primary">修改密码</button>
    </form>
 </div>

-</div>
 </div>
 {% endblock %}
@@ -89,6 +89,8 @@ class CtpBridge:
        self._commission_waiters: dict[int, threading.Event] = {}
        self._commission_results: dict[int, dict] = {}
        self._commission_hooked = False
+        self._subscribed: set[str] = set()
+        self._tick_hooked = False
        self._init_engine()

    def _init_engine(self) -> None:
@@ -282,6 +284,78 @@ class CtpBridge:
        self._commission_waiters.pop(reqid, None)
        return self._commission_results.pop(reqid, {})

+    def _tick_key(self, symbol: str, ex_name: str) -> str:
+        return f"{symbol.lower()}:{ex_name.upper()}"
+
+    def _price_from_tick(self, tick: Any) -> Optional[float]:
+        for attr in ("last_price", "bid_price_1", "ask_price_1", "pre_close"):
+            try:
+                v = float(getattr(tick, attr, 0) or 0)
+            except (TypeError, ValueError):
+                v = 0.0
+            if v > 0:
+                return v
+        return None
+
+    def _lookup_tick(self, symbol: str, ex_name: str) -> Optional[float]:
+        if not self._engine:
+            return None
+        sym_l = symbol.lower()
+        ex_u = ex_name.upper()
+        try:
+            for tick in self._engine.get_all_ticks():
+                ts = (getattr(tick, "symbol", "") or "").lower()
+                te = getattr(tick, "exchange", None)
+                te_s = str(te.value if hasattr(te, "value") else te or "").upper()
+                if ts == sym_l and te_s == ex_u:
+                    p = self._price_from_tick(tick)
+                    if p:
+                        return p
+        except Exception as exc:
+            logger.debug("lookup tick: %s", exc)
+        return None
+
+    def _ensure_tick_handler(self) -> None:
+        if self._tick_hooked or not self._ee:
+            return
+        self._tick_hooked = True
+
+    def subscribe_symbol(self, ths_code: str) -> None:
+        if not self._engine or not self._connected_mode:
+            return
+        try:
+            from vnpy.trader.object import SubscribeRequest
+
+            sym, ex_name = ths_to_vnpy_symbol(ths_code)
+            key = self._tick_key(sym, ex_name)
+            if key in self._subscribed:
+                return
+            exchange = to_vnpy_exchange(ex_name)
+            self._ensure_tick_handler()
+            req = SubscribeRequest(symbol=sym, exchange=exchange)
+            self._engine.subscribe(req, GATEWAY_NAME)
+            self._subscribed.add(key)
+        except Exception as exc:
+            logger.debug("CTP subscribe %s: %s", ths_code, exc)
+
+    def get_tick_price(self, ths_code: str, *, mode: str) -> Optional[float]:
+        if self._connected_mode != mode or not self._engine:
+            return None
+        try:
+            sym, ex_name = ths_to_vnpy_symbol(ths_code)
+        except Exception:
+            return None
+        price = self._lookup_tick(sym, ex_name)
+        if price:
+            return price
+        self.subscribe_symbol(ths_code)
+        for _ in range(8):
+            time.sleep(0.2)
+            price = self._lookup_tick(sym, ex_name)
+            if price:
+                return price
+        return None
+
    def get_account(self) -> dict[str, Any]:
        if not self._engine:
            return {}
@@ -478,6 +552,18 @@ def ctp_list_active_orders(mode: str) -> list[dict[str, Any]]:
    return b.list_active_orders()


+def ctp_get_tick_price(mode: str, ths_code: str) -> Optional[float]:
+    """CTP 柜台最新价（需已连接并订阅）。"""
+    b = get_bridge()
+    if b.connected_mode != mode:
+        return None
+    try:
+        return b.get_tick_price(ths_code, mode=mode)
+    except Exception as exc:
+        logger.debug("ctp_get_tick_price: %s", exc)
+        return None
+
+
 def get_ctp_balance(mode: str) -> Optional[float]:
    try:
        acc = ctp_get_account(mode)