qihuo

Author	SHA1	Message	Date
dekun	2081bf2da9	Add daily loss force-flatten at configurable equity limit Co-authored-by: Cursor <cursoragent@cursor.com>	2026-07-03 12:42:13 +08:00
dekun	d46cd7c3e1	Use VeighNa OffsetConverter for SHFE close today/yesterday split. Feed CTP PositionDate-corrected positions to converter like CTA engine sell/cover. Co-authored-by: Cursor <cursoragent@cursor.com>	2026-07-03 09:35:20 +08:00
dekun	2ec534c547	Use CTP PositionDate from investor position query for SHFE close offset. Parse official today/history legs in onRspQryInvestorPosition instead of guessing or retrying alternate offsets. Co-authored-by: Cursor <cursoragent@cursor.com>	2026-07-03 09:30:38 +08:00
dekun	0bade8a01f	Fix SHFE close by retrying alternate today/yesterday offset on CTP reject. Split mixed positions and auto-fallback when vnpy td/yd volumes disagree with the exchange. Co-authored-by: Cursor <cursoragent@cursor.com>	2026-07-03 09:26:38 +08:00
dekun	1cd3039605	Fix roll margin validation and SHFE close offset for night positions. Use CTP account margin for roll cap checks and prefer close-today on SHFE when yesterday close is rejected. Co-authored-by: Cursor <cursoragent@cursor.com>	2026-07-03 09:22:17 +08:00
dekun	dca773d6be	Fix CTP open average price direction mapping and resolution order. Correct PosiDirection 2=long/3=short so OpenCost caches under the right key, prefer open_cost over PositionCost for entry and float P/L, and refresh the cache when incomplete. Co-authored-by: Cursor <cursoragent@cursor.com>	2026-07-02 21:13:28 +08:00
dekun	870dfb3bc0	Fix CTP position average price using OpenCost instead of PositionCost. Co-authored-by: Cursor <cursoragent@cursor.com>	2026-07-02 20:53:15 +08:00
dekun	e5a586f903	Restructure into modules/ with single-process CTP and config/ layout. Move business code under modules/, env template to config/, PM2 single qihuo process, and _legacy shims for old imports. Co-authored-by: Cursor <cursoragent@cursor.com>	2026-07-01 14:42:16 +08:00

8 Commits