Resolve position average entry from CTP trades and PnL instead of stale monitor cache.

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

install_trading.py

@@ -542,6 +542,85 @@ 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）。"""
+        if not ctp_status(mode).get("connected"):
+            return None
+        try:
+            trades = sorted(
+                ctp_list_trades(mode),
+                key=lambda t: (t.get("datetime") or "", t.get("trade_id") or ""),
+            )
+        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):
+                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:
+                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)
+
+    def _resolve_ctp_entry_price(
+        mode: str,
+        sym: str,
+        direction: str,
+        ctp: Optional[dict],
+        *,
+        mark: Optional[float] = None,
+    ) -> tuple[float, str]:
+        """持仓均价：成交加权 > 柜台浮盈反推 > vnpy 缓存。"""
+        if not ctp:
+            return 0.0, "none"
+        direction = (direction or "long").strip().lower()
+        lots = int(ctp.get("lots") or 0)
+        pos_avg = float(ctp.get("avg_price") 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"
+
+        pnl = float(ctp.get("pnl") or 0)
+        if mark and mark > 0 and lots > 0 and pnl != 0:
+            mult = float(get_contract_spec(sym).get("mult") or 10)
+            if mult > 0:
+                if direction == "long":
+                    derived = mark - pnl / (mult * lots)
+                else:
+                    derived = mark + pnl / (mult * lots)
+                if derived > 0:
+                    return round(derived, 2), "pnl"
+
+        if pos_avg > 0:
+            return pos_avg, "ctp"
+        return 0.0, "none"
+
     def _open_commission_from_ctp_trades(
         mode: str, sym: str, direction: str,
     ) -> Optional[float]:
@@ -1082,6 +1161,11 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 mark = ctp_get_tick_price(mode, sym)
             if mark is None or mark <= 0:
                 mark = entry if entry else None
+            resolved_entry, _src = _resolve_ctp_entry_price(
+                mode, sym, direction, p, mark=mark,
+            )
+            if resolved_entry > 0:
+                entry = resolved_entry
             float_pnl = None
             if mark and entry and lots > 0:
                 float_pnl = calc_position_metrics(
@@ -1183,9 +1267,17 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             ctp_lots = int(ctp.get("lots") or 0)
             if ctp_lots > 0:
                 lots = ctp_lots
-            ctp_avg = float(ctp.get("avg_price") or 0)
+            ths_sym = _ctp_pos_to_ths_code(ctp) or sym
-            if ctp_avg > 0:
+            mark_for_entry = mark
-                entry = ctp_avg
+            if (mark_for_entry is None or float(mark_for_entry or 0) <= 0) and ctp_status(mode).get("connected"):
+                mark_for_entry = ctp_get_tick_price(mode, ths_sym)
+            resolved_entry, _entry_src = _resolve_ctp_entry_price(
+                mode, ths_sym, direction, ctp, mark=mark_for_entry,
+            )
+            if resolved_entry > 0:
+                entry = resolved_entry
+            elif float(ctp.get("avg_price") or 0) > 0:
+                entry = float(ctp.get("avg_price") or 0)
             ctp_margin = float(ctp.get("margin") or 0)
             if (margin is None or float(margin or 0) <= 0) and ctp_margin > 0:
                 margin = ctp_margin
@@ -1782,12 +1874,14 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 if not ths:
                     continue
                 direction = (p.get("direction") or "long").strip().lower()
-                entry = float(p.get("avg_price") or 0)
-                if entry <= 0:
-                    continue
                 mark = ctp_get_tick_price(mode, ths)
                 if not mark or mark <= 0:
                     continue
+                entry, _ = _resolve_ctp_entry_price(
+                    mode, ths, direction, p, mark=mark,
+                )
+                if entry <= 0:
+                    continue
                 mult = float(get_contract_spec(ths).get("mult") or 10)
                 if direction == "long":
                     float_pnl = round((mark - entry) * mult * lots, 2)
@@ -1801,7 +1895,6 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     "position_key": row_key,
                     "mark_price": mark,
                     "current_price": mark,
-                    "entry_price": entry,
                     "float_pnl": float_pnl,
                 })
         return {"ok": True, "quotes": quotes}

static/js/dashboard.js

@@ -832,15 +832,12 @@
             if (isPhoneLayout() && posMobileCache[key]) {
                 var cached = posMobileCache[key];
                 if (q.mark_price != null) cached.current_price = q.mark_price;
-                if (q.entry_price != null) cached.entry_price = q.entry_price;
                 if (q.float_pnl != null) cached.float_pnl = q.float_pnl;
             }
             var row = findPosRow(key);
             if (!row) return;
-            var entryEl = row.querySelector('.dash-p-entry');
             var markEl = row.querySelector('.dash-p-mark');
             var pnlEl = row.querySelector('.dash-p-pnl');
-            if (entryEl && q.entry_price != null) entryEl.textContent = fmtNum(q.entry_price);
             if (markEl && q.mark_price != null) markEl.textContent = fmtNum(q.mark_price);
             if (pnlEl && q.float_pnl != null) {
                 pnlEl.textContent = fmtPnl(q.float_pnl);

static/js/trade.js

@@ -216,11 +216,9 @@
         data.quotes.forEach(function (q) {
             var card = findPosCardByKey(q.key || q.position_key);
             if (!card) return;
-            var entryEl = card.querySelector('.pos-q-entry');
             var markEl = card.querySelector('.pos-q-mark');
             var pnlEl = card.querySelector('.pos-q-pnl');
             var pnlWrap = card.querySelector('.pos-q-pnl-wrap');
-            if (entryEl && q.entry_price != null) entryEl.textContent = fmtNum(q.entry_price);
             if (markEl && q.mark_price != null) markEl.textContent = fmtNum(q.mark_price);
             if (pnlEl && q.float_pnl != null) {
                 var pnl = q.float_pnl;