qihuo/modules/ctp/ctp_fee_sync.py

# Copyright (c) 2025-2026 马建军. All rights reserved.
# 专有软件 — 未经授权禁止复制、传播、转售。
# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md

"""从 CTP 柜台同步手续费率（SimNow / 期货公司）。"""
from __future__ import annotations

import logging
import re
import time
from typing import Optional

from modules.core.contract_specs import get_contract_spec
from modules.fees.fee_specs import upsert_fee_rate
from modules.ctp.vnpy_bridge import get_bridge

logger = logging.getLogger(__name__)


def _product_from_instrument(instrument_id: str) -> str:
    m = re.match(r"^([A-Za-z]+)", instrument_id or "")
    return m.group(1).lower() if m else ""


def ctp_commission_to_fee_fields(data: dict, ths_code: str) -> dict:
    """CTP OnRspQryInstrumentCommissionRate → fee_rates 字段。"""
    mult = int(get_contract_spec(ths_code)["mult"])
    exchange = str(data.get("ExchangeID") or "").strip()
    return {
        "exchange": exchange,
        "mult": mult,
        "open_fixed": float(data.get("OpenRatioByVolume") or 0),
        "open_ratio": float(data.get("OpenRatioByMoney") or 0),
        "close_yesterday_fixed": float(data.get("CloseRatioByVolume") or 0),
        "close_yesterday_ratio": float(data.get("CloseRatioByMoney") or 0),
        "close_today_fixed": float(data.get("CloseTodayRatioByVolume") or 0),
        "close_today_ratio": float(data.get("CloseTodayRatioByMoney") or 0),
        "source": "ctp",
    }


def _collect_main_ths_codes() -> list[str]:
    """从主力列表收集同花顺合约代码（供 CTP 手续费查询）。"""
    from datetime import date

    from modules.core.symbols import PRODUCTS, build_ths_code, list_main_contracts_grouped

    symbols: list[str] = []
    for group in list_main_contracts_grouped():
        for item in group.get("items") or []:
            ths = (item.get("ths_code") or item.get("ths") or item.get("code") or "").strip()
            if ths and not ths.endswith("888"):
                symbols.append(ths)

    if symbols:
        return symbols

    today = date.today()
    for p in PRODUCTS:
        symbols.append(build_ths_code(p, today.year, today.month))
    return symbols


def sync_fees_from_ctp(mode: str, *, max_symbols: int = 80) -> tuple[int, str]:
    """CTP 已连接时查询手续费并写入 fee_rates（source=ctp，覆盖同品种旧数据）。"""
    bridge = get_bridge()
    if not bridge.available():
        return 0, "vnpy 未安装"
    if bridge.connected_mode != mode:
        return 0, "请先连接 CTP"
    if not bridge.ping():
        return 0, "CTP 连接无效，请重连"

    seen: set[str] = set()
    ok = 0
    errors = 0

    batch = bridge.query_all_commissions(mode=mode)
    if batch:
        for raw in batch:
            inst = str(raw.get("InstrumentID") or "").strip()
            product = _product_from_instrument(inst)
            if not product or product in seen:
                continue
            seen.add(product)
            try:
                fields = ctp_commission_to_fee_fields(raw, inst or product)
                upsert_fee_rate(product, fields)
                ok += 1
            except Exception as exc:
                logger.debug("CTP fee batch %s: %s", inst, exc)
                errors += 1
        if ok > 0:
            msg = f"已从 CTP 批量同步 {ok} 个品种手续费"
            if errors:
                msg += f"（{errors} 个跳过）"
            return ok, msg

    symbols = _collect_main_ths_codes()[:max_symbols]

    if not symbols:
        return 0, "无主力合约列表"

    for ths in symbols:
        product = _product_from_instrument(ths)
        if not product or product in seen:
            continue
        seen.add(product)
        try:
            raw = bridge.query_instrument_commission(ths, mode=mode)
            if not raw:
                errors += 1
                continue
            fields = ctp_commission_to_fee_fields(raw, ths)
            upsert_fee_rate(product, fields)
            ok += 1
            time.sleep(0.35)
        except Exception as exc:
            logger.debug("CTP fee sync %s: %s", ths, exc)
            errors += 1

    if ok == 0:
        return 0, f"CTP 未返回手续费率（失败 {errors} 次），请确认柜台支持查询"
    msg = f"已从 CTP 同步 {ok} 个品种手续费"
    if errors:
        msg += f"（{errors} 个跳过）"
    return ok, msg


def sync_fee_for_symbol(mode: str, ths_code: str) -> Optional[dict]:
    """单品种按需从 CTP 拉取并缓存。"""
    bridge = get_bridge()
    if bridge.connected_mode != mode or not bridge.ping():
        return None
    raw = bridge.query_instrument_commission(ths_code, mode=mode)
    if not raw:
        return None
    product = _product_from_instrument(ths_code)
    if not product:
        return None
    fields = ctp_commission_to_fee_fields(raw, ths_code)
    upsert_fee_rate(product, fields)
    return fields