Reduce poll pressure on phone/tablet, cache key prices, and handle live API errors gracefully. Rework mobile position and close cards with inline direction, compact P/L line, and detail modal.
Co-authored-by: Cursor <cursoragent@cursor.com>
Mobile gets compact trade/records UI with detail modals; static assets are cache-busted and settings cards fold correctly on tablet grid layout.
Co-authored-by: Cursor <cursoragent@cursor.com>
Replace percent-based risk with system fixed amount, support market/breakout add modes only, allow pending submission outside trading hours, and fix short breakout geometry plus route registration.
Co-authored-by: Cursor <cursoragent@cursor.com>
Read margin ratios from CTP instrument query and margin-rate API instead of vnpy ContractData (which lacks ratios). Keep occupied margin on position UseMargin; use per-lot max rate for recommend table.
Co-authored-by: Cursor <cursoragent@cursor.com>
Recalculate tradable symbol budgets from remaining margin after CTP usage and refresh the table on position updates.
Co-authored-by: Cursor <cursoragent@cursor.com>
Use modal for monitor upsert with trailing checkbox, refresh CTP tick every second, and push full snapshot after orders.
Co-authored-by: Cursor <cursoragent@cursor.com>
Match pending monitors to filled positions, reconcile pending on fast refresh, and refresh CTP before promote.
Co-authored-by: Cursor <cursoragent@cursor.com>
Unpack margin_one_lot correctly for fixed-amount sizing, use exchange klines for breakout detection, and notify on pending auto orders.
Co-authored-by: Cursor <cursoragent@cursor.com>
Correct main_code order in product refresh, refresh on CTP connect, and limit reconnect to trading or premarket windows.
Co-authored-by: Cursor <cursoragent@cursor.com>
Document per-module order logic, risk rules, and WeChat message templates with a central INDEX for navigation.
Co-authored-by: Cursor <cursoragent@cursor.com>
Key monitors use 5m close triggers with WeChat alerts and box/convergence auto orders; add pending-order worker, structured WeChat notify, AI settings/messages, session clock, CTP margin sizing, and dual-layer position limits.
Co-authored-by: Cursor <cursoragent@cursor.com>
When SimNow or live CTP is disconnected, the tradable-products section shows four whitelisted symbols and calculates max lots from a fixed 100,000 capital instead of reference capital in settings.
Co-authored-by: Cursor <cursoragent@cursor.com>
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>
Mark tradable varieties with a night tag; during 21:00-02:30 filter out index futures and other products without night sessions from symbol picker and recommend list.
Co-authored-by: Cursor <cursoragent@cursor.com>
When the exchange rejects or cancels an order, close local pending monitors once the order leaves CTP active list instead of waiting for the full timeout.
Co-authored-by: Cursor <cursoragent@cursor.com>
Turbo swapping broke page CSS/JS across stats, settings, market, and trade. Restore full page loads; keep external base.css and link prefetch.
Co-authored-by: Cursor <cursoragent@cursor.com>
Extract settings.js, preserve inline scripts from raw HTML (DOMParser strips them), and load trade config via JSON script tag.
Co-authored-by: Cursor <cursoragent@cursor.com>
Wait for page CSS before swapping content, hoist inline styles to head, and boot page scripts immediately when DOM markers exist.
Co-authored-by: Cursor <cursoragent@cursor.com>
Remove view-transition lag, swap main content without full reload, prefetch pages, and tear down SSE timers on leave.
Co-authored-by: Cursor <cursoragent@cursor.com>
Stop showing DB pending orders while disconnected, invalidate session cache when CTP is down, and add a local DB clear script without embedded credentials.
Co-authored-by: Cursor <cursoragent@cursor.com>
Add in-memory order/position books fed by CTP events, split active orders above positions in the UI, tick-triggered local SL/TP, and 30-second full calibration.
Co-authored-by: Cursor <cursoragent@cursor.com>
Resolve CZCE/DCE symbols to the correct exchange for orders, dedupe stop-loss closes and trade logs, and rely on CTP sync for authoritative records.
Co-authored-by: Cursor <cursoragent@cursor.com>
Market page uses Sina for quotes and bars with an auto-follow toggle and incremental chart updates while panning. Settings lets users change username and password, persisting to the database and .env.
Co-authored-by: Cursor <cursoragent@cursor.com>
All settings sections fold by default with persisted state; backup and password sit in one compact row.
Co-authored-by: Cursor <cursoragent@cursor.com>
Back up futures.db and uploads to /root/qihuo_backup on a daily schedule, expose backup downloads in settings, and document cross-server restore.
Co-authored-by: Cursor <cursoragent@cursor.com>
Retry stats cache commits, serialize refresh, and fall back to read-only compute so the stats API does not return 500 when the database is briefly locked.
Co-authored-by: Cursor <cursoragent@cursor.com>
dekun