搭建期货量化管理后台 MVP，支持行情查看、博弈分析、持仓录入、品种合约管理

ft-app/app/engine/game_theory.py

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+"""博弈分析计算引擎"""
+
+
+def net_position(long_pos: int, short_pos: int) -> int:
+    """净持仓 = 多单 - 空单。正=净多, 负=净空"""
+    return long_pos - short_pos
+
+
+def net_pnl(net_pos: int, avg_cost: float, current_price: float) -> float:
+    """净盈亏 = 净持仓 × (现价 - 成本均价) × 20"""
+    return net_pos * (current_price - avg_cost) * 20
+
+
+def cost_delta(old_cost: float, new_cost: float) -> float:
+    """成本变化 = 新均价 - 旧均价"""
+    return round(new_cost - old_cost, 2)
+
+
+def format_pnl(pnl_yuan: float) -> str:
+    """格式化盈亏为亿/万"""
+    yi = abs(pnl_yuan) / 1e8
+    if yi >= 0.01:
+        sign = "+" if pnl_yuan >= 0 else "-"
+        return f"{sign}{yi:.2f}亿"
+    wan = abs(pnl_yuan) / 1e4
+    return f"{'+' if pnl_yuan >= 0 else '-'}{wan:.1f}万"

ft-app/app/engine/lock_strategy.py

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+"""振幅锁仓策略计算引擎"""
+
+
+def compute_amp_5d(diffs: list[float]) -> float:
+    """近5日均振幅 = round(mean of 5 diffs)"""
+    if len(diffs) < 5:
+        return 0.0
+    return round(sum(diffs[-5:]) / 5)
+
+
+def check_stop_profit(
+    active_profits: list[float],
+    locked_losses: list[float],
+    daily_hands: int,
+    amp_threshold: float,
+) -> bool:
+    """止盈条件: total_floating_profit >= N * A"""
+    total = sum(active_profits) + sum(locked_losses)
+    return total >= daily_hands * amp_threshold
+
+
+def check_lock(
+    open_price: float,
+    current_price: float,
+    lock_threshold: float,
+) -> bool:
+    """锁仓条件: 空单亏损 >= 开仓时的振幅阈值"""
+    return (current_price - open_price) >= lock_threshold
+
+
+def should_meltdown(lock_count: int) -> bool:
+    """3锁熔断"""
+    return lock_count >= 3