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品种增加每点价值字段，PNL计算支持不同品种差异化配置

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Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
fish
2026-07-28 09:49:37 +08:00
parent 5018eb2083
commit 833491b8d0
8 changed files with 66 additions and 18 deletions
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ft-app/app/models.py
+5 -2
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@@ -13,6 +13,7 @@ class Product(Base):
code: Mapped[str] = mapped_column(String(10), unique=True, index=True)
name: Mapped[str] = mapped_column(String(20))
exchange: Mapped[str] = mapped_column(String(10), default="CZCE")
point_value: Mapped[int] = mapped_column(Integer, default=20)
contracts: Mapped[list["Contract"]] = relationship(
back_populates="product", cascade="all, delete-orphan"
@@ -137,12 +138,13 @@ class Trade(Base):
close_price: Mapped[float | None] = mapped_column(Float, nullable=True)
close_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
status: Mapped[str] = mapped_column(String(10), default="open")
point_value: Mapped[int] = mapped_column(Integer, default=20)
@property
def pnl(self) -> float | None:
if self.close_price is None:
return None
mul = 20 # glass futures point value
mul = self.point_value
if self.direction == "long":
result = (self.close_price - self.open_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
else:
@@ -166,12 +168,13 @@ class OptionTrade(Base):
close_price: Mapped[float | None] = mapped_column(Float, nullable=True)
close_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
status: Mapped[str] = mapped_column(String(10), default="open")
point_value: Mapped[int] = mapped_column(Integer, default=20)
@property
def pnl(self) -> float | None:
if self.close_price is None:
return None
mul = 20 # glass futures point value
mul = self.point_value
if self.direction == "sell":
result = (self.open_price - self.close_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
else: