[增强] 增加期货合约保证金比率

vnpy/gateway/ctp/ctp_gateway.py

@@ -601,6 +601,10 @@ class CtpTdApi(TdApi):
                 pricetick=data["PriceTick"],
                 gateway_name=self.gateway_name
             )
+            # 保证金费率
+            contract.margin_rate = max(data.get('LongMarginRatio', 0), data.get('ShortMarginRatio', 0))
+            if contract.margin_rate == 0:
+                contract.margin_rate = 0.1
 
             # For option only
             if contract.product == Product.OPTION:

vnpy/trader/object.py

@@ -252,6 +252,7 @@ class ContractData(BaseData):
     product: Product
     size: int
     pricetick: float
+    margin_rate: float = 0.1        # 保证金比率
 
     min_volume: float = 1           # minimum trading volume of the contract
     stop_supported: bool = False    # whether server supports stop order