浮动盈亏
@@ -563,6 +568,15 @@ createApp({
// ---- ws 通道监控 (只读)
const wsRaw = ref({}), wsAuto = ref(true), wsHidePong = ref(true);
let wsTimer = null;
+ // 总规模(用户命令参数) 与 账户实际总资产(ws 资金快照) 的偏差。三道仓位闸都按 scale 算,
+ // 资金校验按账户算 —— 差得远时方案会过闸但下不出去, 而页面上原来完全看不出来。
+ const scaleGap = computed(() => {
+ const ta = Number(ov.value.total_asset || 0), s = Number(ov.value.scale || 0);
+ if (!ta || !s) return 0;
+ const g = ta / s - 1;
+ return Math.abs(g) > 0.10 ? g : 0;
+ });
+
const wsc = computed(() => wsRaw.value.channel || {});
const wst = computed(() => wsc.value.stat || {});
const wsMode = computed(() => wsRaw.value.mode || '');
@@ -810,6 +824,7 @@ createApp({
positions, lots, lotsOf, instructions, ledger, proposals, report, reportDrawer,
opsDrawer, opsResult, opsLoading, issuing, form, curSpec, dirtyCount, dm,
money, pct, groupLabel, fieldLabel, stTag, cuTag, canCancel, progPct, insPct,
+ scaleGap,
wsRaw, wsAuto, wsHidePong, wsc, wst, wsMode, wsOrders, wsInbox, wsWarnings, loadWs,
loadAll, loadParams, saveParams, loadPlans, loadLots, onCmdChange, issue,
cancelCmd, replan, decide, ops, loadSchema, openReport, cancelIns };
diff --git a/scripts/test_batch3_units.py b/scripts/test_batch3_units.py
index 1579842..4764dbc 100644
--- a/scripts/test_batch3_units.py
+++ b/scripts/test_batch3_units.py
@@ -243,6 +243,32 @@ def _():
assert any(x.startswith("CAPS_MISSING") for x in r["failed"]), r
+@case("规则闸·资金不足拒买 (真钱基准, 与 scale 上限是两个不同的约束)")
+def _():
+ # scale 200 万、单股上限 8%=16 万 —— 上限过得了, 但账户真实可用只有 5 万
+ cash = {"cash_avail": 50_000.0, "cash_source": "ws"}
+ r = rg.check(side="buy", action="OPEN", qty=1000, price=10.0, ctx=ctx(caps=cash))
+ assert r["passed"], f"1 万 < 可用 5 万, 该放行: {r}"
+ assert r["hard_numbers"]["cash_need"] == 10_000.0
+ assert r["hard_numbers"]["cash_source"] == "ws"
+ r = rg.check(side="buy", action="OPEN", qty=8000, price=10.0, ctx=ctx(caps=cash))
+ assert any(x.startswith("INSUFFICIENT_CASH") for x in r["failed"]), r
+ # 卖出不受资金约束 (减持方向不设门槛)
+ r = rg.check(side="sell", action="TRIM", qty=2000, price=10.0, ctx=ctx(caps=cash))
+ assert r["passed"] and "cash_need" not in r["hard_numbers"], r
+
+
+@case("规则闸·拿不到 ws 资金快照 → 降级不拦但留痕 (不把通道故障升级成业务停摆)")
+def _():
+ for caps in ({"cash_source": "estimate", "cash_avail": None},
+ {"cash_source": "estimate", "cash_avail": 1_990_000.0}, # 估算值也不认
+ {}): # 字段压根没传
+ r = rg.check(side="buy", action="OPEN", qty=8000, price=10.0, ctx=ctx(caps=caps))
+ assert r["passed"], f"降级不该拦: {caps} → {r}"
+ assert any(w.startswith("CASH_ESTIMATED") for w in r["warnings"]), r
+ assert not any(x.startswith("INSUFFICIENT_CASH") for x in r["failed"]), r
+
+
@case("规则闸·必要输入缺失与全局暂停执行一律拒绝 (宁可不动)")
def _():
r = rg.check(side="sell", action="EXIT", qty=1000, price=0, ctx=ctx())
diff --git a/scripts/test_wiring.py b/scripts/test_wiring.py
index 1f4fd25..5c0aca0 100644
--- a/scripts/test_wiring.py
+++ b/scripts/test_wiring.py
@@ -1130,6 +1130,30 @@ def _():
assert fake.instructions["INS_A2"]["status"] == "EXPIRED"
+@case("组合快照·真钱取 ws 资金快照(含当日回笼); 取不到则标明是估的")
+def _():
+ from app.services import portfolio
+ fake = install_fakes(prices={"600000.SH": 10.0}, params={"PMS_TOTAL_SCALE": "2000000"})
+ t = portfolio.positions_view()["totals"]
+ assert t["cash_source"] == "estimate" and t["cash_avail"] is None, t
+ assert t["cash_est"] == 2_000_000.0, t # scale − 市值, 是个估算值
+
+ fake.qmt.put_snapshot(kind="funds", data={"total_asset": 981448.56,
+ "available_cash": 971251.56,
+ "sell_return_today": 48900.0})
+ v = portfolio.positions_view()
+ t = v["totals"]
+ assert t["cash_source"] == "ws", t
+ # 当日卖出回笼 T+0 可用, 必须算进去 —— 不算就把"卖一只买另一只"判成资金不足
+ assert t["cash_avail"] == round(971251.56 + 48900.0, 2), t
+ assert t["total_asset"] == 981448.56, t
+ # 这一行是整件事的由来: 按 scale 估出来 200 万, 账户真钱只有 102 万, 差着一倍
+ assert t["cash_est"] > t["cash_avail"], (t["cash_est"], t["cash_avail"])
+ # caps_ctx 要把真钱与来源一起带给规则闸, 否则闸门只能降级
+ caps = portfolio.caps_ctx(v, ts_code="600000.SH")
+ assert caps["cash_source"] == "ws" and caps["cash_avail"] == t["cash_avail"], caps
+
+
@case("对账事实源·ws 快照新鲜 → 以 ws 为准建账 (表空集不再当事实)")
def _():
from app.services import ledger_service as ls