dekun
e5a586f903
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>
64 lines
1.8 KiB
Python
64 lines
1.8 KiB
Python
# Copyright (c) 2025-2026 马建军. All rights reserved.
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# 详见 LICENSE.zh-CN.txt
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"""CTP 持仓均价：仅使用柜台持仓回报（vnpy pos.price = PositionCost 加权）。"""
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from __future__ import annotations
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from typing import Any, Optional
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from modules.core.contract_specs import get_contract_spec
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from modules.ctp.ctp_symbol import ths_to_vnpy_symbol
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from modules.core.symbols import ths_to_codes
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def symbols_match(ctp_sym: str, ths: str) -> bool:
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a = (ctp_sym or "").lower()
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b = (ths or "").lower()
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if a == b:
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return True
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if a and b and a.split(".")[0] == b.split(".")[0]:
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return True
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try:
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vnpy_sym, _ = ths_to_vnpy_symbol(ths)
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if a == vnpy_sym.lower():
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return True
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except Exception:
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pass
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try:
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vnpy_sym, _ = ths_to_vnpy_symbol(ctp_sym)
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if vnpy_sym.lower() == b.split(".")[0]:
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return True
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except Exception:
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pass
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return False
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def _ths_code(sym: str) -> str:
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codes = ths_to_codes(sym) or {}
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return codes.get("ths_code") or sym
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def round_to_tick(price: float, sym: str) -> float:
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tick = float(get_contract_spec(_ths_code(sym)).get("tick_size") or 1.0)
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if tick <= 0:
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return round(price, 2)
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return round(round(price / tick) * tick, 4)
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def resolve_ctp_entry(
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sym: str,
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direction: str,
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ctp: Optional[dict[str, Any]],
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trades: Optional[list[dict[str, Any]]] = None,
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*,
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tick: Optional[float] = None,
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) -> tuple[float, str]:
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"""均价：仅柜台持仓价（trades/tick 参数保留兼容，不参与计算）。"""
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del direction, trades, tick
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if not ctp:
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return 0.0, "none"
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pos_avg = float(ctp.get("avg_price") or 0)
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if pos_avg > 0:
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return round_to_tick(pos_avg, sym), "ctp"
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return 0.0, "none"
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