From 24a86a710c5d836a1954df5e3ab0742b28a9148c Mon Sep 17 00:00:00 2001 From: dekun Date: Tue, 9 Jun 2026 15:46:18 +0800 Subject: [PATCH] feat: add per-account daily open hard limit across all exchanges Enforce optional DAILY_OPEN_HARD_LIMIT in precheck_risk and can_trade, keep AI alerts at DAILY_OPEN_ALERT_THRESHOLD, and document env setup for all four instances. Co-authored-by: Cursor --- crypto_monitor_binance/.env.example | 6 +- crypto_monitor_binance/app.py | 82 +++++++++-- crypto_monitor_binance/templates/index.html | 25 +++- crypto_monitor_gate/.env.example | 6 +- crypto_monitor_gate/app.py | 82 +++++++++-- crypto_monitor_gate/templates/index.html | 25 +++- crypto_monitor_gate_bot/.env.example | 6 +- crypto_monitor_gate_bot/app.py | 75 ++++++++-- crypto_monitor_gate_bot/templates/index.html | 25 +++- crypto_monitor_okx/.env.example | 6 +- crypto_monitor_okx/app.py | 94 +++++++++++-- crypto_monitor_okx/templates/index.html | 14 +- crypto_monitor_okx/部署文档.md | 2 + daily_open_limit_lib.py | 140 +++++++++++++++++++ docs/daily-open-limit.md | 81 +++++++++++ strategy_trend_register.py | 16 ++- tests/test_daily_open_limit_lib.py | 90 ++++++++++++ 17 files changed, 698 insertions(+), 77 deletions(-) create mode 100644 daily_open_limit_lib.py create mode 100644 docs/daily-open-limit.md create mode 100644 tests/test_daily_open_limit_lib.py diff --git a/crypto_monitor_binance/.env.example b/crypto_monitor_binance/.env.example index 95e109f..101cc51 100644 --- a/crypto_monitor_binance/.env.example +++ b/crypto_monitor_binance/.env.example @@ -122,6 +122,10 @@ MAX_ACTIVE_POSITIONS=1 MANUAL_MIN_PLANNED_RR=1.4 # 【关键位连开计仓】true=已有持仓时关键位自动单仍按「无仓时」资金快照算保证金基数 KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT=true +# 【单日开仓 AI 提醒】本交易日开仓达到该次数时推送企业微信 AI 克制提醒（不拦单） +DAILY_OPEN_ALERT_THRESHOLD=5 +# 【单日开仓硬上限】本交易日开仓次数>=该值后禁止一切新开仓直至下一交易日（北京时间 TRADING_DAY_RESET_HOUR 切日）；0=不启用 +DAILY_OPEN_HARD_LIMIT=0 # 资金与仓位刷新周期（秒） BALANCE_REFRESH_SECONDS=60 @@ -177,7 +181,7 @@ AI_MODEL=huihui_ai/deepseek-r1-abliterated:latest # ORDER_CHART_TFS=4h,1h,15m,5m # ORDER_CHART_LIMIT=100 # ORDER_CHART_DIR=static/images/order_charts -# DAILY_OPEN_ALERT_THRESHOLD=5 +# 详见上文 DAILY_OPEN_ALERT_THRESHOLD / DAILY_OPEN_HARD_LIMIT；说明文档 docs/daily-open-limit.md # 以损定仓（按交易账户资金的百分比） # RISK_PERCENT=2 # 移动保本触发（达到多少R触发）与偏移（百分比） diff --git a/crypto_monitor_binance/app.py b/crypto_monitor_binance/app.py index 463dd79..799ce39 100644 --- a/crypto_monitor_binance/app.py +++ b/crypto_monitor_binance/app.py @@ -299,7 +299,18 @@ ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true" ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()] ORDER_CHART_LIMIT = int(os.getenv("ORDER_CHART_LIMIT", "100")) ORDER_CHART_DIR = resolve_path(os.getenv("ORDER_CHART_DIR", "static/images/order_charts")) -DAILY_OPEN_ALERT_THRESHOLD = int(os.getenv("DAILY_OPEN_ALERT_THRESHOLD", "5")) +from daily_open_limit_lib import ( + build_daily_open_alert_prompt, + can_trade_new_open, + check_daily_open_hard_limit, + count_opens_for_trading_day, + format_daily_open_counter_line, + format_daily_open_summary_short, + load_daily_open_limits_from_env, + should_send_daily_open_alert, +) + +DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT = load_daily_open_limits_from_env() RISK_PERCENT = float(os.getenv("RISK_PERCENT", "2")) BREAKEVEN_RR_TRIGGER = float(os.getenv("BREAKEVEN_RR_TRIGGER", "1.0")) BREAKEVEN_OFFSET_PCT = float(os.getenv("BREAKEVEN_OFFSET_PCT", "0.02")) @@ -3053,6 +3064,11 @@ def precheck_risk(conn, symbol, direction): active_count = get_active_position_count(conn) if active_count >= MAX_ACTIVE_POSITIONS: return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）" + ok_daily, daily_reason, _opens = check_daily_open_hard_limit( + conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR + ) + if not ok_daily: + return False, daily_reason if direction not in ("long", "short"): return False, "方向必须为 long 或 short" if symbol.upper().startswith("BTC") or symbol.upper().startswith("ETH"): @@ -5374,7 +5390,7 @@ def check_key_monitors(): f"- 名义 {format_wechat_scalar_2dp(det.get('notional_value'))}U｜张数 {format_wechat_scalar_2dp(det.get('amount'))}｜折算标的 {det.get('base_amount')}", f"- **{tpsl_txt}**", f"- 保本触发：{det.get('breakeven_rr_trigger')}R→{format_price_for_symbol(sym, det.get('breakeven_price'))}", - f"- 当日开仓次数：**{det.get('opens_today_after')}** / {DAILY_OPEN_ALERT_THRESHOLD}（提醒阈值）", + f"- {format_daily_open_summary_short(det.get('opens_today_after'), DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT)}", ] succ_msg_lines.extend(["---", "### 硬条件"] + [f"- {x}" for x in hard_lines]) if risk_tip: @@ -5383,11 +5399,19 @@ def check_key_monitors(): send_wechat_msg(succ_msg) _finalize_key_monitor_one_shot(conn, r, succ_msg, "auto_opened") - if det.get("opens_today_before", 0) < DAILY_OPEN_ALERT_THRESHOLD <= det.get("opens_today_after", 0): + if should_send_daily_open_alert( + det.get("opens_today_before", 0), + det.get("opens_today_after", 0), + DAILY_OPEN_ALERT_THRESHOLD, + ): advice = ai_short_advice( - f"用户在北京时间交易日 {det['trading_day']} 已累计开仓 {det['opens_today_after']} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。" - f"最新一笔来源为关键位自动单：{sym} {direction}，杠杆{det['leverage']}x。" - f"用户自述“上头了”。请给克制提醒。" + build_daily_open_alert_prompt( + det["trading_day"], + det.get("opens_today_after", 0), + DAILY_OPEN_ALERT_THRESHOLD, + hard_limit=DAILY_OPEN_HARD_LIMIT, + detail_line=f"最新一笔来源为关键位自动单：{sym} {direction}，杠杆{det['leverage']}x。", + ) ) if advice: send_wechat_msg(f"【AI提醒】今日开仓次数已达 {det['opens_today_after']}\n{advice[:800]}") @@ -6092,7 +6116,14 @@ def render_main_page(page="trade"): ) rate = round(win/total*100,2) if total else 0 active_count = len(order_list) - can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS + opens_today = count_opens_for_trading_day(conn, trading_day) + can_trade = can_trade_new_open( + time_allows=trading_day_reset_allows_new_open(now), + active_count=active_count, + max_active_positions=MAX_ACTIVE_POSITIONS, + opens_today=opens_today, + hard_limit=DAILY_OPEN_HARD_LIMIT, + ) key_gate_rule_text = ( f"【箱体/收敛】{KLINE_TIMEFRAME} 两根闭合K｜突破越过关键位 > {KEY_BREAKOUT_AMP_MIN_PCT}%｜" f"确认K收于箱外｜量能>前{KEY_VOLUME_MA_BARS}均量×{KEY_VOLUME_RATIO_MIN}｜" @@ -6141,6 +6172,9 @@ def render_main_page(page="trade"): price_refresh_seconds=PRICE_REFRESH_SECONDS, active_count=active_count, can_trade=can_trade, + opens_today=opens_today, + daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT, + daily_open_alert_threshold=DAILY_OPEN_ALERT_THRESHOLD, focus_key_id=(key_list[0]["id"] if key_list else None), focus_order_id=(order_list[0]["id"] if order_list else None), data_export_version=3, @@ -6223,8 +6257,15 @@ def api_account_snapshot(): current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS) recommended_capital = get_recommended_capital(current_capital) active_count = get_active_position_count(conn) + opens_today = count_opens_for_trading_day(conn, trading_day) conn.close() - can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS + can_trade = can_trade_new_open( + time_allows=trading_day_reset_allows_new_open(now), + active_count=active_count, + max_active_positions=MAX_ACTIVE_POSITIONS, + opens_today=opens_today, + hard_limit=DAILY_OPEN_HARD_LIMIT, + ) available_trading_usdt = get_available_trading_usdt() return jsonify({ "funding_usdt": funding_usdt, @@ -6234,6 +6275,9 @@ def api_account_snapshot(): "active_count": active_count, "max_active_positions": MAX_ACTIVE_POSITIONS, "can_trade": can_trade, + "opens_today": opens_today, + "daily_open_hard_limit": DAILY_OPEN_HARD_LIMIT, + "daily_open_alert_threshold": DAILY_OPEN_ALERT_THRESHOLD, "manual_min_planned_rr": MANUAL_MIN_PLANNED_RR, "trading_day": trading_day }) @@ -7345,7 +7389,9 @@ def add_order(): f"移动保本位：{breakeven_rr_trigger}R → {be_wx}", "📌 状态统计", f"✅ 条件委托：{order_state_text}", - f"📅 当日开仓次数：{opens_today_after} / {DAILY_OPEN_ALERT_THRESHOLD} 次（风控阈值提醒）", + format_daily_open_counter_line( + opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT + ), ] if chart_url: wx_lines.append(f"多周期K线图：{chart_url}") @@ -7354,17 +7400,25 @@ def add_order(): flash_lines = [ f"实盘开单成功：风格 {trade_style}；风险 {risk_display}；基数 {margin_capital}U，杠杆 {leverage}x，名义仓位 {notional_value}U，仓位占比 {position_ratio}%，合约数量 {amount}（折算标的 {base_amount}），" f"计划RR {planned_rr if planned_rr is not None else '-'}；已在交易所挂条件止盈/止损委托（非仓位绑定型）", - f"本交易日累计开仓：{opens_today_after}", + format_daily_open_summary_short( + opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT + ), ] if chart_url: flash_lines.append(f"已生成多周期K线图：{chart_url}") flash(" ".join(flash_lines)) - if opens_today_before < DAILY_OPEN_ALERT_THRESHOLD <= opens_today_after: + if should_send_daily_open_alert( + opens_today_before, opens_today_after, DAILY_OPEN_ALERT_THRESHOLD + ): advice = ai_short_advice( - f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_today_after} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。" - f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{margin_capital}U。" - f"用户自述“上头了”。请给克制提醒。" + build_daily_open_alert_prompt( + trading_day, + opens_today_after, + DAILY_OPEN_ALERT_THRESHOLD, + hard_limit=DAILY_OPEN_HARD_LIMIT, + detail_line=f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{margin_capital}U。", + ) ) if advice: send_wechat_msg(f"【AI提醒】今日开仓次数已达 {opens_today_after}\n{advice[:800]}") diff --git a/crypto_monitor_binance/templates/index.html b/crypto_monitor_binance/templates/index.html index f143a05..f58102d 100644 --- a/crypto_monitor_binance/templates/index.html +++ b/crypto_monitor_binance/templates/index.html @@ -442,7 +442,8 @@
规则：最多 {{ max_active_positions }} 仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x； - {% if can_trade %}可开仓{% else %}不可开仓（持仓已满或未到北京时间 {{ reset_hour }}:00）{% endif %}； + 本交易日开仓 {{ opens_today }}{% if daily_open_hard_limit > 0 %} / 硬上限 {{ daily_open_hard_limit }}{% endif %}（AI 提醒 {{ daily_open_alert_threshold }}）； + {% if can_trade %}可开仓{% else %}不可开仓（持仓已满、单日开仓达上限，或未到北京时间 {{ reset_hour }}:00）{% endif %}； 人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
@@ -2058,11 +2059,29 @@ function refreshAccountSnapshot(){ if (typeof data.available_trading_usdt !== "undefined" && data.available_trading_usdt !== null) { latestAvailableUsdt = Number(data.available_trading_usdt); } - const canTradeText = data.can_trade ? "可开仓" : `不可开仓（持仓 ${data.active_count||0}/${data.max_active_positions||{{ max_active_positions }}} 或未到北京时间 {{ reset_hour }}:00）`; + let canTradeText = "可开仓"; + if (!data.can_trade) { + const parts = []; + const ac = Number(data.active_count || 0); + const max = Number(data.max_active_positions || {{ max_active_positions }}); + if (ac >= max) parts.push(`持仓 ${ac}/${max}`); + const hard = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }}); + const opens = Number(data.opens_today); + if (hard > 0 && !Number.isNaN(opens) && opens >= hard) parts.push(`本交易日开仓 ${opens}/${hard} 已达上限`); + if (!parts.length) parts.push(`未到北京时间 {{ reset_hour }}:00`); + else parts.push(`或未到北京时间 {{ reset_hour }}:00`); + canTradeText = `不可开仓（${parts.join("；")}）`; + } + const opensToday = Number(data.opens_today); + const hardLim = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }}); + const alertLim = Number(data.daily_open_alert_threshold != null ? data.daily_open_alert_threshold : {{ daily_open_alert_threshold }}); + const openCntTxt = !Number.isNaN(opensToday) + ? `本交易日开仓 ${opensToday}${hardLim > 0 ? ` / 硬上限 ${hardLim}` : ""}（AI 提醒 ${alertLim}）` + : ""; const tip = document.getElementById("order-rule-tip"); const avail = (latestAvailableUsdt !== null && !Number.isNaN(latestAvailableUsdt)) ? `；交易账户可用约${latestAvailableUsdt.toFixed(2)}U` : ""; if(tip){ - tip.innerText = `规则：最多 ${data.max_active_positions || {{ max_active_positions }}} 仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x；${canTradeText}${avail}`; + tip.innerText = `规则：最多 ${data.max_active_positions || {{ max_active_positions }}} 仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x；${openCntTxt ? openCntTxt + "；" : ""}${canTradeText}${avail}；人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1`; } }).catch(()=>{}); } diff --git a/crypto_monitor_gate/.env.example b/crypto_monitor_gate/.env.example index e0cd8e3..4f20088 100644 --- a/crypto_monitor_gate/.env.example +++ b/crypto_monitor_gate/.env.example @@ -124,6 +124,10 @@ MAX_ACTIVE_POSITIONS=1 MANUAL_MIN_PLANNED_RR=1.4 # 【关键位连开计仓】已有持仓时按无仓时资金快照算基数 KEY_SIZING_USE_ZERO_POSITION_SNAPSHOT=true +# 【单日开仓 AI 提醒】本交易日开仓达到该次数时推送企业微信 AI 克制提醒（不拦单） +DAILY_OPEN_ALERT_THRESHOLD=5 +# 【单日开仓硬上限】本交易日开仓次数>=该值后禁止一切新开仓直至下一交易日（北京时间 TRADING_DAY_RESET_HOUR 切日）；0=不启用 +DAILY_OPEN_HARD_LIMIT=0 # 资金与仓位刷新周期（秒） BALANCE_REFRESH_SECONDS=60 @@ -181,7 +185,7 @@ AI_MODEL=huihui_ai/deepseek-r1-abliterated:latest # ORDER_CHART_TFS=4h,1h,15m,5m # ORDER_CHART_LIMIT=100 # ORDER_CHART_DIR=static/images/order_charts -# DAILY_OPEN_ALERT_THRESHOLD=5 +# 详见 DAILY_OPEN_ALERT_THRESHOLD / DAILY_OPEN_HARD_LIMIT；说明文档 docs/daily-open-limit.md # 以损定仓（按交易账户资金的百分比） # RISK_PERCENT=2 # 移动保本触发（达到多少R触发）与偏移（百分比） diff --git a/crypto_monitor_gate/app.py b/crypto_monitor_gate/app.py index 3230e5f..71d094f 100644 --- a/crypto_monitor_gate/app.py +++ b/crypto_monitor_gate/app.py @@ -297,7 +297,18 @@ ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true" ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()] ORDER_CHART_LIMIT = int(os.getenv("ORDER_CHART_LIMIT", "100")) ORDER_CHART_DIR = resolve_path(os.getenv("ORDER_CHART_DIR", "static/images/order_charts")) -DAILY_OPEN_ALERT_THRESHOLD = int(os.getenv("DAILY_OPEN_ALERT_THRESHOLD", "5")) +from daily_open_limit_lib import ( + build_daily_open_alert_prompt, + can_trade_new_open, + check_daily_open_hard_limit, + count_opens_for_trading_day, + format_daily_open_counter_line, + format_daily_open_summary_short, + load_daily_open_limits_from_env, + should_send_daily_open_alert, +) + +DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT = load_daily_open_limits_from_env() RISK_PERCENT = float(os.getenv("RISK_PERCENT", "2")) BREAKEVEN_RR_TRIGGER = float(os.getenv("BREAKEVEN_RR_TRIGGER", "1.0")) BREAKEVEN_OFFSET_PCT = float(os.getenv("BREAKEVEN_OFFSET_PCT", "0.02")) @@ -2745,6 +2756,11 @@ def precheck_risk(conn, symbol, direction): active_count = get_active_position_count(conn) if active_count >= MAX_ACTIVE_POSITIONS: return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）" + ok_daily, daily_reason, _opens = check_daily_open_hard_limit( + conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR + ) + if not ok_daily: + return False, daily_reason if direction not in ("long", "short"): return False, "方向必须为 long 或 short" if symbol.upper().startswith("BTC") or symbol.upper().startswith("ETH"): @@ -5210,7 +5226,7 @@ def check_key_monitors(): f"- 名义 {format_wechat_scalar_2dp(det.get('notional_value'))}U｜张数 {format_wechat_scalar_2dp(det.get('amount'))}｜折算标的 {det.get('base_amount')}", f"- **{tpsl_txt}**", f"- 保本触发：{det.get('breakeven_rr_trigger')}R→{format_price_for_symbol(sym, det.get('breakeven_price'))}", - f"- 当日开仓次数：**{det.get('opens_today_after')}** / {DAILY_OPEN_ALERT_THRESHOLD}（提醒阈值）", + f"- {format_daily_open_summary_short(det.get('opens_today_after'), DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT)}", ] succ_msg_lines.extend(["---", "### 硬条件"] + [f"- {x}" for x in hard_lines]) if risk_tip: @@ -5219,11 +5235,19 @@ def check_key_monitors(): send_wechat_msg(succ_msg) _finalize_key_monitor_one_shot(conn, r, succ_msg, "auto_opened") - if det.get("opens_today_before", 0) < DAILY_OPEN_ALERT_THRESHOLD <= det.get("opens_today_after", 0): + if should_send_daily_open_alert( + det.get("opens_today_before", 0), + det.get("opens_today_after", 0), + DAILY_OPEN_ALERT_THRESHOLD, + ): advice = ai_short_advice( - f"用户在北京时间交易日 {det['trading_day']} 已累计开仓 {det['opens_today_after']} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。" - f"最新一笔来源为关键位自动单：{sym} {direction}，杠杆{det['leverage']}x。" - f"用户自述“上头了”。请给克制提醒。" + build_daily_open_alert_prompt( + det["trading_day"], + det.get("opens_today_after", 0), + DAILY_OPEN_ALERT_THRESHOLD, + hard_limit=DAILY_OPEN_HARD_LIMIT, + detail_line=f"最新一笔来源为关键位自动单：{sym} {direction}，杠杆{det['leverage']}x。", + ) ) if advice: send_wechat_msg(f"【AI提醒】今日开仓次数已达 {det['opens_today_after']}\n{advice[:800]}") @@ -6064,7 +6088,14 @@ def render_main_page(page="trade"): ) rate = round(win/total*100,2) if total else 0 active_count = len(order_list) - can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS + opens_today = count_opens_for_trading_day(conn, trading_day) + can_trade = can_trade_new_open( + time_allows=trading_day_reset_allows_new_open(now), + active_count=active_count, + max_active_positions=MAX_ACTIVE_POSITIONS, + opens_today=opens_today, + hard_limit=DAILY_OPEN_HARD_LIMIT, + ) key_gate_rule_text = ( f"【箱体/收敛】{KLINE_TIMEFRAME} 两根闭合K｜突破越过关键位 > {KEY_BREAKOUT_AMP_MIN_PCT}%｜" f"确认K收于箱外｜量能>前{KEY_VOLUME_MA_BARS}均量×{KEY_VOLUME_RATIO_MIN}｜" @@ -6114,6 +6145,9 @@ def render_main_page(page="trade"): price_refresh_seconds=PRICE_REFRESH_SECONDS, active_count=active_count, can_trade=can_trade, + opens_today=opens_today, + daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT, + daily_open_alert_threshold=DAILY_OPEN_ALERT_THRESHOLD, focus_key_id=(key_list[0]["id"] if key_list else None), focus_order_id=(order_list[0]["id"] if order_list else None), data_export_version=3, @@ -6212,8 +6246,15 @@ def api_account_snapshot(): current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2) recommended_capital = round(float(get_recommended_capital(current_capital)), 2) active_count = get_active_position_count(conn) + opens_today = count_opens_for_trading_day(conn, trading_day) conn.close() - can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS + can_trade = can_trade_new_open( + time_allows=trading_day_reset_allows_new_open(now), + active_count=active_count, + max_active_positions=MAX_ACTIVE_POSITIONS, + opens_today=opens_today, + hard_limit=DAILY_OPEN_HARD_LIMIT, + ) available_trading_usdt = get_available_trading_usdt() return jsonify({ "funding_usdt": funding_usdt, @@ -6223,6 +6264,9 @@ def api_account_snapshot(): "active_count": active_count, "max_active_positions": MAX_ACTIVE_POSITIONS, "can_trade": can_trade, + "opens_today": opens_today, + "daily_open_hard_limit": DAILY_OPEN_HARD_LIMIT, + "daily_open_alert_threshold": DAILY_OPEN_ALERT_THRESHOLD, "manual_min_planned_rr": MANUAL_MIN_PLANNED_RR, "trading_day": trading_day }) @@ -7420,7 +7464,9 @@ def add_order(): f"移动保本位：{breakeven_rr_trigger}R → {be_wx}", "📌 状态统计", f"✅ 条件委托：{order_state_text}", - f"📅 当日开仓次数：{opens_today_after} / {DAILY_OPEN_ALERT_THRESHOLD} 次（风控阈值提醒）", + format_daily_open_counter_line( + opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT + ), ] if chart_url: wx_lines.append(f"多周期K线图：{chart_url}") @@ -7429,17 +7475,25 @@ def add_order(): flash_lines = [ f"实盘开单成功：风格 {trade_style}；风险 {risk_display}；基数 {round(float(margin_capital), 2)}U，杠杆 {leverage}x，名义仓位 {format_wechat_scalar_2dp(notional_value)}U，仓位占比 {position_ratio}%，合约张数 {format_wechat_scalar_2dp(amount)}（折算标的 {base_amount}），" f"计划RR {format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else '-'}；已在交易所挂条件止盈/止损委托（非仓位绑定型）", - f"本交易日累计开仓：{opens_today_after}", + format_daily_open_summary_short( + opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT + ), ] if chart_url: flash_lines.append(f"已生成多周期K线图：{chart_url}") flash(" ".join(flash_lines)) - if opens_today_before < DAILY_OPEN_ALERT_THRESHOLD <= opens_today_after: + if should_send_daily_open_alert( + opens_today_before, opens_today_after, DAILY_OPEN_ALERT_THRESHOLD + ): advice = ai_short_advice( - f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_today_after} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。" - f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{round(float(margin_capital), 2)}U。" - f"用户自述“上头了”。请给克制提醒。" + build_daily_open_alert_prompt( + trading_day, + opens_today_after, + DAILY_OPEN_ALERT_THRESHOLD, + hard_limit=DAILY_OPEN_HARD_LIMIT, + detail_line=f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{round(float(margin_capital), 2)}U。", + ) ) if advice: send_wechat_msg(f"【AI提醒】今日开仓次数已达 {opens_today_after}\n{advice[:800]}") diff --git a/crypto_monitor_gate/templates/index.html b/crypto_monitor_gate/templates/index.html index 2fba849..b378fcf 100644 --- a/crypto_monitor_gate/templates/index.html +++ b/crypto_monitor_gate/templates/index.html @@ -443,7 +443,8 @@
规则：最多 {{ max_active_positions }} 仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x； - {% if can_trade %}可开仓{% else %}不可开仓（持仓已满或未到北京时间 {{ reset_hour }}:00）{% endif %}； + 本交易日开仓 {{ opens_today }}{% if daily_open_hard_limit > 0 %} / 硬上限 {{ daily_open_hard_limit }}{% endif %}（AI 提醒 {{ daily_open_alert_threshold }}）； + {% if can_trade %}可开仓{% else %}不可开仓（持仓已满、单日开仓达上限，或未到北京时间 {{ reset_hour }}:00）{% endif %}； 人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
@@ -2042,11 +2043,29 @@ function refreshAccountSnapshot(){ if (typeof data.available_trading_usdt !== "undefined" && data.available_trading_usdt !== null) { latestAvailableUsdt = Number(data.available_trading_usdt); } - const canTradeText = data.can_trade ? "可开仓" : `不可开仓（持仓 ${data.active_count||0}/${data.max_active_positions||{{ max_active_positions }}} 或未到北京时间 {{ reset_hour }}:00）`; + let canTradeText = "可开仓"; + if (!data.can_trade) { + const parts = []; + const ac = Number(data.active_count || 0); + const max = Number(data.max_active_positions || {{ max_active_positions }}); + if (ac >= max) parts.push(`持仓 ${ac}/${max}`); + const hard = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }}); + const opens = Number(data.opens_today); + if (hard > 0 && !Number.isNaN(opens) && opens >= hard) parts.push(`本交易日开仓 ${opens}/${hard} 已达上限`); + if (!parts.length) parts.push(`未到北京时间 {{ reset_hour }}:00`); + else parts.push(`或未到北京时间 {{ reset_hour }}:00`); + canTradeText = `不可开仓（${parts.join("；")}）`; + } + const opensToday = Number(data.opens_today); + const hardLim = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }}); + const alertLim = Number(data.daily_open_alert_threshold != null ? data.daily_open_alert_threshold : {{ daily_open_alert_threshold }}); + const openCntTxt = !Number.isNaN(opensToday) + ? `本交易日开仓 ${opensToday}${hardLim > 0 ? ` / 硬上限 ${hardLim}` : ""}（AI 提醒 ${alertLim}）` + : ""; const tip = document.getElementById("order-rule-tip"); const avail = (latestAvailableUsdt !== null && !Number.isNaN(latestAvailableUsdt)) ? `；交易账户可用约${latestAvailableUsdt.toFixed(2)}U` : ""; if(tip){ - tip.innerText = `规则：最多 ${data.max_active_positions || {{ max_active_positions }}} 仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x；${canTradeText}${avail}`; + tip.innerText = `规则：最多 ${data.max_active_positions || {{ max_active_positions }}} 仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x；${openCntTxt ? openCntTxt + "；" : ""}${canTradeText}${avail}；人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1`; } }).catch(()=>{}); } diff --git a/crypto_monitor_gate_bot/.env.example b/crypto_monitor_gate_bot/.env.example index 018cb09..e02b152 100644 --- a/crypto_monitor_gate_bot/.env.example +++ b/crypto_monitor_gate_bot/.env.example @@ -90,6 +90,10 @@ GATE_TPSL_PRICE_TYPE=0 # ============================================================================= # 【最大同时持仓】active 下单监控数达到该值后禁止再开仓（默认 1=单仓） MAX_ACTIVE_POSITIONS=1 +# 【单日开仓 AI 提醒】本交易日开仓达到该次数时推送企业微信 AI 克制提醒（不拦单） +DAILY_OPEN_ALERT_THRESHOLD=5 +# 【单日开仓硬上限】本交易日开仓次数>=该值后禁止一切新开仓直至下一交易日（北京时间 TRADING_DAY_RESET_HOUR 切日）；0=不启用 +DAILY_OPEN_HARD_LIMIT=0 # 整点前禁止新开仓：true=启用（默认），false=关闭（交易日划分仍用 TRADING_DAY_RESET_HOUR） # TRADING_DAY_RESET_OPEN_GUARD_ENABLED=true @@ -150,7 +154,7 @@ AI_MODEL=huihui_ai/deepseek-r1-abliterated:latest # ORDER_CHART_TFS=4h,1h,15m,5m # ORDER_CHART_LIMIT=100 # ORDER_CHART_DIR=static/images/order_charts -# DAILY_OPEN_ALERT_THRESHOLD=5 +# 详见 DAILY_OPEN_ALERT_THRESHOLD / DAILY_OPEN_HARD_LIMIT；说明文档 docs/daily-open-limit.md # 以损定仓（按交易账户资金的百分比） # RISK_PERCENT=2 # 移动保本触发（达到多少R触发）与偏移（百分比） diff --git a/crypto_monitor_gate_bot/app.py b/crypto_monitor_gate_bot/app.py index dadf55a..8f84b58 100644 --- a/crypto_monitor_gate_bot/app.py +++ b/crypto_monitor_gate_bot/app.py @@ -252,7 +252,18 @@ ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true" ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()] ORDER_CHART_LIMIT = int(os.getenv("ORDER_CHART_LIMIT", "100")) ORDER_CHART_DIR = resolve_path(os.getenv("ORDER_CHART_DIR", "static/images/order_charts")) -DAILY_OPEN_ALERT_THRESHOLD = int(os.getenv("DAILY_OPEN_ALERT_THRESHOLD", "5")) +from daily_open_limit_lib import ( + build_daily_open_alert_prompt, + can_trade_new_open, + check_daily_open_hard_limit, + count_opens_for_trading_day, + format_daily_open_counter_line, + format_daily_open_summary_short, + load_daily_open_limits_from_env, + should_send_daily_open_alert, +) + +DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT = load_daily_open_limits_from_env() RISK_PERCENT = float(os.getenv("RISK_PERCENT", "2")) MANUAL_MIN_PLANNED_RR = float(os.getenv("MANUAL_MIN_PLANNED_RR", "1.4")) BREAKEVEN_RR_TRIGGER = float(os.getenv("BREAKEVEN_RR_TRIGGER", "1.0")) @@ -2696,6 +2707,11 @@ def precheck_risk(conn, symbol, direction): active_count = get_active_position_count(conn) if active_count >= MAX_ACTIVE_POSITIONS: return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）" + ok_daily, daily_reason, _opens = check_daily_open_hard_limit( + conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR + ) + if not ok_daily: + return False, daily_reason trend_n = conn.execute( "SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'" ).fetchone()[0] @@ -2717,6 +2733,11 @@ def precheck_trend_pullback_start(conn): now = app_now() if not trading_day_reset_allows_new_open(now): return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓" + ok_daily, daily_reason, _opens = check_daily_open_hard_limit( + conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR + ) + if not ok_daily: + return False, daily_reason active_count = get_active_position_count(conn) if active_count >= MAX_ACTIVE_POSITIONS: return False, ( @@ -5383,10 +5404,14 @@ def render_main_page(page="trade"): preview_snapshots.append(sd) except Exception as e: print(f"[records] trend_pullback_preview_snapshots: {e}") - can_trade = ( - trading_day_reset_allows_new_open(now) - and active_count < MAX_ACTIVE_POSITIONS - and int(trend_active or 0) == 0 + opens_today = count_opens_for_trading_day(conn, trading_day) + can_trade = can_trade_new_open( + time_allows=trading_day_reset_allows_new_open(now), + active_count=active_count, + max_active_positions=MAX_ACTIVE_POSITIONS, + opens_today=opens_today, + hard_limit=DAILY_OPEN_HARD_LIMIT, + extra_blocks=int(trend_active or 0) != 0, ) strategy_extra = {} if page in ("strategy", "strategy_trend", "strategy_roll", "strategy_records"): @@ -5440,6 +5465,9 @@ def render_main_page(page="trade"): max_active_positions=MAX_ACTIVE_POSITIONS, manual_min_planned_rr=MANUAL_MIN_PLANNED_RR, can_trade=can_trade, + opens_today=opens_today, + daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT, + daily_open_alert_threshold=DAILY_OPEN_ALERT_THRESHOLD, live_trading_enabled=LIVE_TRADING_ENABLED, preview_snapshots=preview_snapshots, exchange_sync_from_label=(EXCHANGE_POSITION_SYNC_FROM_BJ or "最近90天"), @@ -5538,11 +5566,15 @@ def api_account_snapshot(): trend_active = conn.execute( "SELECT COUNT(*) FROM trend_pullback_plans WHERE status='active'" ).fetchone()[0] + opens_today = count_opens_for_trading_day(conn, trading_day) conn.close() - can_trade = ( - trading_day_reset_allows_new_open(now) - and active_count < MAX_ACTIVE_POSITIONS - and int(trend_active or 0) == 0 + can_trade = can_trade_new_open( + time_allows=trading_day_reset_allows_new_open(now), + active_count=active_count, + max_active_positions=MAX_ACTIVE_POSITIONS, + opens_today=opens_today, + hard_limit=DAILY_OPEN_HARD_LIMIT, + extra_blocks=int(trend_active or 0) != 0, ) available_trading_usdt = get_available_trading_usdt() return jsonify({ @@ -5553,6 +5585,9 @@ def api_account_snapshot(): "active_count": active_count, "max_active_positions": MAX_ACTIVE_POSITIONS, "can_trade": can_trade, + "opens_today": opens_today, + "daily_open_hard_limit": DAILY_OPEN_HARD_LIMIT, + "daily_open_alert_threshold": DAILY_OPEN_ALERT_THRESHOLD, "manual_min_planned_rr": MANUAL_MIN_PLANNED_RR, "trading_day": trading_day }) @@ -6557,7 +6592,9 @@ def add_order(): f"移动保本位：{breakeven_rr_trigger}R → {be_wx}", "📌 状态统计", f"✅ 条件委托：{order_state_text}", - f"📅 当日开仓次数：{opens_today_after} / {DAILY_OPEN_ALERT_THRESHOLD} 次（风控阈值提醒）", + format_daily_open_counter_line( + opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT + ), ] if chart_url: wx_lines.append(f"多周期K线图：{chart_url}") @@ -6566,17 +6603,25 @@ def add_order(): flash_lines = [ f"机器人开单成功：风格 {trade_style}；风险 {risk_display}；基数 {margin_capital}U，杠杆 {leverage}x，名义仓位 {notional_value}U，仓位占比 {position_ratio}%，合约张数 {amount}（折算标的 {base_amount}），" f"计划RR {planned_rr if planned_rr is not None else '-'}；已在交易所挂条件止盈/止损委托（非仓位绑定型）", - f"本交易日累计开仓：{opens_today_after}", + format_daily_open_summary_short( + opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT + ), ] if chart_url: flash_lines.append(f"已生成多周期K线图：{chart_url}") flash(" ".join(flash_lines)) - if opens_today_before < DAILY_OPEN_ALERT_THRESHOLD <= opens_today_after: + if should_send_daily_open_alert( + opens_today_before, opens_today_after, DAILY_OPEN_ALERT_THRESHOLD + ): advice = ai_short_advice( - f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_today_after} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。" - f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{margin_capital}U。" - f"用户自述“上头了”。请给克制提醒。" + build_daily_open_alert_prompt( + trading_day, + opens_today_after, + DAILY_OPEN_ALERT_THRESHOLD, + hard_limit=DAILY_OPEN_HARD_LIMIT, + detail_line=f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{margin_capital}U。", + ) ) if advice: send_wechat_msg(f"【AI提醒】今日开仓次数已达 {opens_today_after}\n{advice[:800]}") diff --git a/crypto_monitor_gate_bot/templates/index.html b/crypto_monitor_gate_bot/templates/index.html index f8d8935..ac8aaac 100644 --- a/crypto_monitor_gate_bot/templates/index.html +++ b/crypto_monitor_gate_bot/templates/index.html @@ -381,7 +381,8 @@
规则：最大同时持仓 {{ max_active_positions }}（当前 active {{ active_count }}）；与「趋势回调」计划互斥；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x； - {% if can_trade %}可开仓{% else %}不可开仓（持仓达上限、有趋势回调计划，或未到北京时间 {{ reset_hour }}:00）{% endif %}； + 本交易日开仓 {{ opens_today }}{% if daily_open_hard_limit > 0 %} / 硬上限 {{ daily_open_hard_limit }}{% endif %}（AI 提醒 {{ daily_open_alert_threshold }}）； + {% if can_trade %}可开仓{% else %}不可开仓（持仓达上限、单日开仓达上限、有趋势回调计划，或未到北京时间 {{ reset_hour }}:00）{% endif %}； 人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
@@ -1974,12 +1975,30 @@ function refreshAccountSnapshot(){ if (typeof data.available_trading_usdt !== "undefined" && data.available_trading_usdt !== null) { latestAvailableUsdt = Number(data.available_trading_usdt); } - const canTradeText = data.can_trade ? "可开仓" : `不可开仓（持仓 ${data.active_count||0}/${data.max_active_positions||{{ max_active_positions }}}、有趋势回调计划，或未到北京时间 {{ reset_hour }}:00）`; + let canTradeText = "可开仓"; + if (!data.can_trade) { + const parts = []; + const ac = Number(data.active_count || 0); + const max = Number(data.max_active_positions || {{ max_active_positions }}); + if (ac >= max) parts.push(`持仓 ${ac}/${max}`); + const hard = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }}); + const opens = Number(data.opens_today); + if (hard > 0 && !Number.isNaN(opens) && opens >= hard) parts.push(`本交易日开仓 ${opens}/${hard} 已达上限`); + parts.push("有趋势回调计划"); + parts.push(`或未到北京时间 {{ reset_hour }}:00`); + canTradeText = `不可开仓（${parts.join("；")}）`; + } + const opensToday = Number(data.opens_today); + const hardLim = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }}); + const alertLim = Number(data.daily_open_alert_threshold != null ? data.daily_open_alert_threshold : {{ daily_open_alert_threshold }}); + const openCntTxt = !Number.isNaN(opensToday) + ? `本交易日开仓 ${opensToday}${hardLim > 0 ? ` / 硬上限 ${hardLim}` : ""}（AI 提醒 ${alertLim}）` + : ""; const tip = document.getElementById("order-rule-tip"); const avail = (latestAvailableUsdt !== null && !Number.isNaN(latestAvailableUsdt)) ? `；交易账户可用约${latestAvailableUsdt.toFixed(2)}U` : ""; const minRr = data.manual_min_planned_rr != null ? data.manual_min_planned_rr : MANUAL_MIN_PLANNED_RR; if(tip){ - tip.innerText = `规则：最大同时持仓 ${data.max_active_positions || {{ max_active_positions }}}（当前 active ${data.active_count||0}）；与「趋势回调」计划互斥；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x；${canTradeText}${avail}；人工开仓盈亏比不得低于 ${minRr}:1`; + tip.innerText = `规则：最大同时持仓 ${data.max_active_positions || {{ max_active_positions }}}（当前 active ${data.active_count||0}）；与「趋势回调」计划互斥；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x；${openCntTxt ? openCntTxt + "；" : ""}${canTradeText}${avail}；人工开仓盈亏比不得低于 ${minRr}:1`; } }).catch(()=>{}); } diff --git a/crypto_monitor_okx/.env.example b/crypto_monitor_okx/.env.example index 311e543..0790ff2 100644 --- a/crypto_monitor_okx/.env.example +++ b/crypto_monitor_okx/.env.example @@ -140,7 +140,7 @@ AI_MODEL=huihui_ai/deepseek-r1-abliterated:latest # ORDER_CHART_TFS=4h,1h,15m,5m # ORDER_CHART_LIMIT=100 # ORDER_CHART_DIR=static/images/order_charts -# DAILY_OPEN_ALERT_THRESHOLD=5 +# 详见 DAILY_OPEN_ALERT_THRESHOLD / DAILY_OPEN_HARD_LIMIT；说明文档 docs/daily-open-limit.md # 关键位：标准方案止损外侧%、趋势单方案止损外侧%（默认 0.5 / 1） # KEY_STOP_OUTSIDE_BREAKOUT_PCT=0.5 # KEY_TREND_STOP_OUTSIDE_PCT=1 @@ -162,6 +162,10 @@ TRADING_DAY_RESET_OPEN_GUARD_ENABLED=true MAX_ACTIVE_POSITIONS=1 MANUAL_MIN_PLANNED_RR=1.4 +# 【单日开仓 AI 提醒】本交易日开仓达到该次数时推送企业微信 AI 克制提醒（不拦单） +DAILY_OPEN_ALERT_THRESHOLD=5 +# 【单日开仓硬上限】本交易日开仓次数>=该值后禁止一切新开仓直至下一交易日（北京时间 TRADING_DAY_RESET_HOUR 切日）；0=不启用 +DAILY_OPEN_HARD_LIMIT=0 KEY_CONFIRM_BREAKOUT_BAR=-2 KEY_CONFIRM_BAR=-1 diff --git a/crypto_monitor_okx/app.py b/crypto_monitor_okx/app.py index bb390fc..921bf5d 100644 --- a/crypto_monitor_okx/app.py +++ b/crypto_monitor_okx/app.py @@ -274,7 +274,18 @@ ORDER_CHART_ENABLED = os.getenv("ORDER_CHART_ENABLED", "true").lower() == "true" ORDER_CHART_TFS = [x.strip() for x in (os.getenv("ORDER_CHART_TFS", "4h,1h,15m,5m") or "").split(",") if x.strip()] ORDER_CHART_LIMIT = int(os.getenv("ORDER_CHART_LIMIT", "100")) ORDER_CHART_DIR = resolve_path(os.getenv("ORDER_CHART_DIR", "static/images/order_charts")) -DAILY_OPEN_ALERT_THRESHOLD = int(os.getenv("DAILY_OPEN_ALERT_THRESHOLD", "5")) +from daily_open_limit_lib import ( + build_daily_open_alert_prompt, + can_trade_new_open, + check_daily_open_hard_limit, + count_opens_for_trading_day, + format_daily_open_counter_line, + format_daily_open_summary_short, + load_daily_open_limits_from_env, + should_send_daily_open_alert, +) + +DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT = load_daily_open_limits_from_env() RISK_PERCENT = float(os.getenv("RISK_PERCENT", "2")) BREAKEVEN_RR_TRIGGER = float(os.getenv("BREAKEVEN_RR_TRIGGER", "1.0")) BREAKEVEN_OFFSET_PCT = float(os.getenv("BREAKEVEN_OFFSET_PCT", "0.02")) @@ -2456,6 +2467,11 @@ def precheck_risk(conn, symbol, direction): active_count = get_active_position_count(conn) if active_count >= MAX_ACTIVE_POSITIONS: return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）" + ok_daily, daily_reason, _opens = check_daily_open_hard_limit( + conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR + ) + if not ok_daily: + return False, daily_reason if direction not in ("long", "short"): return False, "方向必须为 long 或 short" if symbol.upper().startswith("BTC") or symbol.upper().startswith("ETH"): @@ -5130,7 +5146,7 @@ def check_key_monitors(): f"- 名义 {format_wechat_scalar_2dp(det.get('notional_value'))}U｜张数 {format_wechat_scalar_2dp(det.get('amount'))}｜折算标的 {det.get('base_amount')}", f"- **{tpsl_txt}**", f"- 保本触发：{det.get('breakeven_rr_trigger')}R→{format_price_for_symbol(sym, det.get('breakeven_price'))}", - f"- 当日开仓次数：**{det.get('opens_today_after')}** / {DAILY_OPEN_ALERT_THRESHOLD}（提醒阈值）", + f"- {format_daily_open_summary_short(det.get('opens_today_after'), DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT)}", ] succ_msg_lines.extend(["---", "### 硬条件"] + [f"- {x}" for x in hard_lines]) if risk_tip: @@ -5139,11 +5155,19 @@ def check_key_monitors(): send_wechat_msg(succ_msg) _finalize_key_monitor_one_shot(conn, r, succ_msg, "auto_opened") - if det.get("opens_today_before", 0) < DAILY_OPEN_ALERT_THRESHOLD <= det.get("opens_today_after", 0): + if should_send_daily_open_alert( + det.get("opens_today_before", 0), + det.get("opens_today_after", 0), + DAILY_OPEN_ALERT_THRESHOLD, + ): advice = ai_short_advice( - f"用户在北京时间交易日 {det['trading_day']} 已累计开仓 {det['opens_today_after']} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。" - f"最新一笔来源为关键位自动单：{sym} {direction}，杠杆{det['leverage']}x。" - f"用户自述“上头了”。请给克制提醒。" + build_daily_open_alert_prompt( + det["trading_day"], + det.get("opens_today_after", 0), + DAILY_OPEN_ALERT_THRESHOLD, + hard_limit=DAILY_OPEN_HARD_LIMIT, + detail_line=f"最新一笔来源为关键位自动单：{sym} {direction}，杠杆{det['leverage']}x。", + ) ) if advice: send_wechat_msg(f"【AI提醒】今日开仓次数已达 {det['opens_today_after']}\n{advice[:800]}") @@ -5731,7 +5755,14 @@ def render_main_page(page="trade"): active_count = len(order_list) open_guard_enabled = get_trading_day_reset_open_guard_enabled(conn) open_guard_blocks_now = open_guard_enabled and now.hour < TRADING_DAY_RESET_HOUR - can_trade = trading_day_reset_allows_new_open(now, conn) and active_count < MAX_ACTIVE_POSITIONS + opens_today = count_opens_for_trading_day(conn, trading_day) + can_trade = can_trade_new_open( + time_allows=trading_day_reset_allows_new_open(now, conn), + active_count=active_count, + max_active_positions=MAX_ACTIVE_POSITIONS, + opens_today=opens_today, + hard_limit=DAILY_OPEN_HARD_LIMIT, + ) key_gate_rule_text = ( f"【箱体/收敛】{KLINE_TIMEFRAME} 两根闭合K｜突破越过关键位 > {KEY_BREAKOUT_AMP_MIN_PCT}%｜" f"确认K收于箱外｜量能>前{KEY_VOLUME_MA_BARS}均量×{KEY_VOLUME_RATIO_MIN}｜" @@ -5781,6 +5812,9 @@ def render_main_page(page="trade"): price_refresh_seconds=PRICE_REFRESH_SECONDS, active_count=active_count, can_trade=can_trade, + opens_today=opens_today, + daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT, + daily_open_alert_threshold=DAILY_OPEN_ALERT_THRESHOLD, focus_key_id=(key_list[0]["id"] if key_list else None), focus_order_id=(order_list[0]["id"] if order_list else None), data_export_version=3, @@ -5879,9 +5913,16 @@ def api_account_snapshot(): recommended_capital = get_recommended_capital(current_capital) active_count = get_active_position_count(conn) open_guard_enabled = get_trading_day_reset_open_guard_enabled(conn) + opens_today = count_opens_for_trading_day(conn, trading_day) conn.close() open_guard_blocks_now = open_guard_enabled and now.hour < TRADING_DAY_RESET_HOUR - can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS + can_trade = can_trade_new_open( + time_allows=trading_day_reset_allows_new_open(now), + active_count=active_count, + max_active_positions=MAX_ACTIVE_POSITIONS, + opens_today=opens_today, + hard_limit=DAILY_OPEN_HARD_LIMIT, + ) available_trading_usdt = get_available_trading_usdt() return jsonify({ "funding_usdt": funding_usdt, @@ -5891,6 +5932,9 @@ def api_account_snapshot(): "active_count": active_count, "max_active_positions": MAX_ACTIVE_POSITIONS, "can_trade": can_trade, + "opens_today": opens_today, + "daily_open_hard_limit": DAILY_OPEN_HARD_LIMIT, + "daily_open_alert_threshold": DAILY_OPEN_ALERT_THRESHOLD, "open_guard_enabled": open_guard_enabled, "open_guard_blocks_now": open_guard_blocks_now, "reset_hour": TRADING_DAY_RESET_HOUR, @@ -5912,15 +5956,25 @@ def api_settings_open_guard(): set_trading_day_reset_open_guard_enabled(enabled) now = app_now() conn = get_db() + trading_day = get_trading_day(now) active_count = get_active_position_count(conn) guard_on = get_trading_day_reset_open_guard_enabled(conn) + opens_today = count_opens_for_trading_day(conn, trading_day) conn.close() - can_trade = trading_day_reset_allows_new_open(now) and active_count < MAX_ACTIVE_POSITIONS + can_trade = can_trade_new_open( + time_allows=trading_day_reset_allows_new_open(now), + active_count=active_count, + max_active_positions=MAX_ACTIVE_POSITIONS, + opens_today=opens_today, + hard_limit=DAILY_OPEN_HARD_LIMIT, + ) return jsonify( { "ok": True, "open_guard_enabled": guard_on, "can_trade": can_trade, + "opens_today": opens_today, + "daily_open_hard_limit": DAILY_OPEN_HARD_LIMIT, "reset_hour": TRADING_DAY_RESET_HOUR, } ) @@ -7068,7 +7122,9 @@ def add_order(): f"移动保本位：{breakeven_rr_trigger}R → {be_wx}", "📌 状态统计", f"✅ 条件委托：{order_state_text}", - f"📅 当日开仓次数：{opens_today_after} / {DAILY_OPEN_ALERT_THRESHOLD} 次（风控阈值提醒）", + format_daily_open_counter_line( + opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT + ), ] if chart_url: wx_lines.append(f"多周期K线图：{chart_url}") @@ -7077,17 +7133,25 @@ def add_order(): flash_lines = [ f"实盘开单成功：风格 {trade_style}；风险 {risk_display}；基数 {round(float(margin_capital), 2)}U，杠杆 {leverage}x，名义仓位 {format_wechat_scalar_2dp(notional_value)}U，仓位占比 {position_ratio}%，合约张数 {format_wechat_scalar_2dp(amount)}（折算标的 {base_amount}），" f"计划RR {format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else '-'}；已在交易所挂条件止盈/止损委托（非仓位绑定型）", - f"本交易日累计开仓：{opens_today_after}", + format_daily_open_summary_short( + opens_today_after, DAILY_OPEN_ALERT_THRESHOLD, DAILY_OPEN_HARD_LIMIT + ), ] if chart_url: flash_lines.append(f"已生成多周期K线图：{chart_url}") flash(" ".join(flash_lines)) - if opens_today_before < DAILY_OPEN_ALERT_THRESHOLD <= opens_today_after: + if should_send_daily_open_alert( + opens_today_before, opens_today_after, DAILY_OPEN_ALERT_THRESHOLD + ): advice = ai_short_advice( - f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_today_after} 次（阈值 {DAILY_OPEN_ALERT_THRESHOLD}）。" - f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{margin_capital}U。" - f"用户自述“上头了”。请给克制提醒。" + build_daily_open_alert_prompt( + trading_day, + opens_today_after, + DAILY_OPEN_ALERT_THRESHOLD, + hard_limit=DAILY_OPEN_HARD_LIMIT, + detail_line=f"最新一笔：{symbol} {direction}，杠杆{leverage}x，基数{margin_capital}U。", + ) ) if advice: send_wechat_msg(f"【AI提醒】今日开仓次数已达 {opens_today_after}\n{advice[:800]}") diff --git a/crypto_monitor_okx/templates/index.html b/crypto_monitor_okx/templates/index.html index 3503bde..f6f81ab 100644 --- a/crypto_monitor_okx/templates/index.html +++ b/crypto_monitor_okx/templates/index.html @@ -451,7 +451,8 @@
规则：最多 {{ max_active_positions }} 仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x； - {% if can_trade %}可开仓{% else %}不可开仓{% if active_count >= max_active_positions %}（持仓 {{ active_count }}/{{ max_active_positions }}）{% endif %}{% if open_guard_blocks_now %}（未到北京时间 {{ reset_hour }}:00）{% endif %}{% endif %}； + 本交易日开仓 {{ opens_today }}{% if daily_open_hard_limit > 0 %} / 硬上限 {{ daily_open_hard_limit }}{% endif %}（AI 提醒 {{ daily_open_alert_threshold }}）； + {% if can_trade %}可开仓{% else %}不可开仓{% if active_count >= max_active_positions %}（持仓 {{ active_count }}/{{ max_active_positions }}）{% endif %}{% if daily_open_hard_limit > 0 and opens_today >= daily_open_hard_limit %}（单日开仓达上限）{% endif %}{% if open_guard_blocks_now %}（未到北京时间 {{ reset_hour }}:00）{% endif %}{% endif %}； 人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
@@ -2072,13 +2073,22 @@ function refreshAccountSnapshot(){ if(!data.can_trade){ const parts = []; if((data.active_count||0) >= (data.max_active_positions||{{ max_active_positions }})) parts.push(`持仓 ${data.active_count}/${data.max_active_positions}`); + const hard = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }}); + const opens = Number(data.opens_today); + if (hard > 0 && !Number.isNaN(opens) && opens >= hard) parts.push(`本交易日开仓 ${opens}/${hard} 已达上限`); if(data.open_guard_blocks_now) parts.push(`未到北京时间 ${data.reset_hour||{{ reset_hour }}}:00`); canTradeText = parts.length ? `不可开仓（${parts.join("；")}）` : "不可开仓"; } + const opensToday = Number(data.opens_today); + const hardLim = Number(data.daily_open_hard_limit != null ? data.daily_open_hard_limit : {{ daily_open_hard_limit }}); + const alertLim = Number(data.daily_open_alert_threshold != null ? data.daily_open_alert_threshold : {{ daily_open_alert_threshold }}); + const openCntTxt = !Number.isNaN(opensToday) + ? `本交易日开仓 ${opensToday}${hardLim > 0 ? ` / 硬上限 ${hardLim}` : ""}（AI 提醒 ${alertLim}）` + : ""; const tip = document.getElementById("order-rule-tip"); const avail = (latestAvailableUsdt !== null && !Number.isNaN(latestAvailableUsdt)) ? `；交易账户可用约${latestAvailableUsdt.toFixed(2)}U` : ""; if(tip){ - tip.innerText = `规则：最多 ${data.max_active_positions || {{ max_active_positions }}} 仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x；${canTradeText}${avail}`; + tip.innerText = `规则：最多 ${data.max_active_positions || {{ max_active_positions }}} 仓；BTC {{ btc_leverage }}x / 山寨 {{ alt_leverage }}x；${openCntTxt ? openCntTxt + "；" : ""}${canTradeText}${avail}；人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1`; } const allowEl = document.getElementById("allow-open-before-reset"); const guardStatus = document.getElementById("open-guard-status"); diff --git a/crypto_monitor_okx/部署文档.md b/crypto_monitor_okx/部署文档.md index cbf2b12..1dcd531 100644 --- a/crypto_monitor_okx/部署文档.md +++ b/crypto_monitor_okx/部署文档.md @@ -182,6 +182,8 @@ OKX_SOCKS_PROXY=socks5h://127.0.0.1:1080 # ORDER_CHART_LIMIT=100 # ORDER_CHART_DIR=static/images/order_charts # DAILY_OPEN_ALERT_THRESHOLD=5 +# DAILY_OPEN_HARD_LIMIT=0 +# 说明见仓库 docs/daily-open-limit.md # AI 复盘（默认 OpenAI 兼容网关；与 Ollama 二选一） AI_PROVIDER=openai diff --git a/daily_open_limit_lib.py b/daily_open_limit_lib.py new file mode 100644 index 0000000..f90c9c9 --- /dev/null +++ b/daily_open_limit_lib.py @@ -0,0 +1,140 @@ +"""单日开仓次数：软提醒阈值 + 硬上限（四所实例共用）。""" +from __future__ import annotations + +import os +from typing import Any, Optional + + +def parse_daily_open_alert_threshold(raw: Any = None, *, default: int = 5) -> int: + """AI 克制提醒阈值；至少 1。""" + try: + v = int(raw if raw is not None and str(raw).strip() != "" else default) + except (TypeError, ValueError): + v = default + return max(1, v) + + +def parse_daily_open_hard_limit(raw: Any = None, *, default: int = 0) -> int: + """硬上限；0 表示不启用。至少 0。""" + try: + v = int(raw if raw is not None and str(raw).strip() != "" else default) + except (TypeError, ValueError): + v = default + return max(0, v) + + +def load_daily_open_limits_from_env( + env: Optional[dict[str, str]] = None, +) -> tuple[int, int]: + """从环境变量读取 (alert_threshold, hard_limit)。""" + src = env if env is not None else os.environ + alert = parse_daily_open_alert_threshold(src.get("DAILY_OPEN_ALERT_THRESHOLD")) + hard = parse_daily_open_hard_limit(src.get("DAILY_OPEN_HARD_LIMIT")) + return alert, hard + + +def count_opens_for_trading_day(conn, trading_day: str) -> int: + """本交易日已成功写入 order_monitors 的开仓次数。""" + td = (trading_day or "").strip() + if not td: + return 0 + row = conn.execute( + "SELECT COUNT(*) FROM order_monitors WHERE session_date=?", + (td,), + ).fetchone() + return int(row[0] if row else 0) + + +def daily_open_hard_limit_blocks(opens_today: int, hard_limit: int) -> bool: + return int(hard_limit) > 0 and int(opens_today) >= int(hard_limit) + + +def hard_limit_block_reason(opens_today: int, hard_limit: int, reset_hour: int) -> str: + return ( + f"本交易日开仓次数已达上限（{int(opens_today)}/{int(hard_limit)}），" + f"次日北京时间 {int(reset_hour)}:00 后恢复" + ) + + +def check_daily_open_hard_limit( + conn, + trading_day: str, + hard_limit: int, + reset_hour: int, +) -> tuple[bool, str, int]: + """返回 (允许继续开仓, 拒绝原因, 当日已开次数)。""" + opens_today = count_opens_for_trading_day(conn, trading_day) + if daily_open_hard_limit_blocks(opens_today, hard_limit): + return False, hard_limit_block_reason(opens_today, hard_limit, reset_hour), opens_today + return True, "", opens_today + + +def can_trade_new_open( + *, + time_allows: bool, + active_count: int, + max_active_positions: int, + opens_today: int, + hard_limit: int, + extra_blocks: bool = False, +) -> bool: + if extra_blocks: + return False + if not time_allows: + return False + if int(active_count) >= int(max_active_positions): + return False + if daily_open_hard_limit_blocks(opens_today, hard_limit): + return False + return True + + +def should_send_daily_open_alert(before: int, after: int, alert_threshold: int) -> bool: + return int(before) < int(alert_threshold) <= int(after) + + +def build_daily_open_alert_prompt( + trading_day: str, + opens_after: int, + alert_threshold: int, + *, + hard_limit: int = 0, + detail_line: str = "", +) -> str: + hard_txt = ( + f"硬上限 {hard_limit} 次（已达后将禁止新开仓直至下一交易日）。" + if int(hard_limit) > 0 + else "未配置单日硬上限。" + ) + extra = f" {detail_line}" if detail_line else "" + return ( + f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_after} 次" + f"（AI 提醒阈值 {alert_threshold}；{hard_txt}）" + f"{extra}" + f"用户自述“上头了”。请给克制提醒。" + ) + + +def format_daily_open_counter_line( + opens_today: int, + alert_threshold: int, + hard_limit: int, +) -> str: + if int(hard_limit) > 0: + return ( + f"📅 当日开仓次数：{int(opens_today)} / 硬上限 {int(hard_limit)} 次" + f"（AI 提醒阈值 {int(alert_threshold)}）" + ) + return ( + f"📅 当日开仓次数：{int(opens_today)} / AI 提醒阈值 {int(alert_threshold)} 次" + ) + + +def format_daily_open_summary_short( + opens_today: int, + alert_threshold: int, + hard_limit: int, +) -> str: + if int(hard_limit) > 0: + return f"本交易日累计开仓：{int(opens_today)}（硬上限 {int(hard_limit)}，提醒 {int(alert_threshold)}）" + return f"本交易日累计开仓：{int(opens_today)}（提醒阈值 {int(alert_threshold)}）" diff --git a/docs/daily-open-limit.md b/docs/daily-open-limit.md new file mode 100644 index 0000000..f855069 --- /dev/null +++ b/docs/daily-open-limit.md @@ -0,0 +1,81 @@ +# 单日开仓次数限制（四所统一） + +各交易实例（Binance / OKX / Gate / Gate_bot）在 `.env` 中独立配置，互不影响。 + +## 交易日口径 + +- 以 **北京时间** `TRADING_DAY_RESET_HOUR`（默认 **8:00**）切分交易日，与统计、顶栏「交易日」一致。 +- **次日恢复**：过了切日时刻后 `session_date` 变为新日期，计数自动归零，无需清库。 + +## 计数口径 + +每成功新建一条 `order_monitors` 记录计 **1 次**，包括： + +- 人工「实盘下单」 +- 关键位自动开仓 +- 其他写入 `order_monitors` 的成功开仓 + +平仓后再开仍算新的一单。当日总次数到硬上限后 **当天不再允许新开**（即使已空仓）。 + +## 环境变量 + +在「交易执行 / 人工风控」段配置： + +```env +# 【单日开仓 AI 提醒】本交易日开仓次数达到该值时，企业微信推送 AI 克制提醒（不拦单） +DAILY_OPEN_ALERT_THRESHOLD=5 + +# 【单日开仓硬上限】本交易日开仓次数 >= 该值后，禁止一切新开仓直至下一交易日；0=不启用 +DAILY_OPEN_HARD_LIMIT=0 +``` + +### 配置示例 + +```env +# 保守户：3 次提醒，5 次封死 +DAILY_OPEN_ALERT_THRESHOLD=3 +DAILY_OPEN_HARD_LIMIT=5 + +# 仅提醒、不封（与旧版行为接近） +DAILY_OPEN_ALERT_THRESHOLD=5 +DAILY_OPEN_HARD_LIMIT=0 + +# 严格户：到 3 次即封 +DAILY_OPEN_ALERT_THRESHOLD=2 +DAILY_OPEN_HARD_LIMIT=3 +``` + +建议 `DAILY_OPEN_ALERT_THRESHOLD <= DAILY_OPEN_HARD_LIMIT`（硬上限为 0 时除外）。 + +## 程序行为 + +| 次数 | 行为 | +|------|------| +| 未达提醒阈值 | 正常开仓 | +| 达到 `DAILY_OPEN_ALERT_THRESHOLD` | 成功开仓后 AI 企业微信提醒 | +| 达到 `DAILY_OPEN_HARD_LIMIT`（>0） | `precheck_risk` 拒绝人工/关键位开仓；顶栏 `can_trade=false` | + +硬限制与以下规则 **同时生效**（取交集）： + +- `TRADING_DAY_RESET_OPEN_GUARD_ENABLED`：切日前禁止新开 +- `MAX_ACTIVE_POSITIONS`：同时持仓上限 +- Gate_bot：`precheck_trend_pullback_start` 同样校验单日硬上限 + +## 页面与接口 + +- 顶栏 / `api/account_snapshot` 返回 `opens_today`、`daily_open_hard_limit`、`daily_open_alert_threshold`。 +- 达硬上限时提示：`本交易日开仓 N/M 已达上限，次日 8:00 后恢复`（`M` 为配置的硬上限）。 + +## 部署 + +修改各实例 `.env` 后重启对应 pm2 进程，例如： + +```bash +pm2 restart crypto_binance crypto_okx crypto_gate crypto_gate_bot +``` + +## 实现位置 + +- 共享逻辑：`daily_open_limit_lib.py` +- 四所 `app.py`：`precheck_risk`、`can_trade`、`api/account_snapshot`、开仓成功后的 AI 提醒文案 +- 单元测试：`tests/test_daily_open_limit_lib.py` diff --git a/strategy_trend_register.py b/strategy_trend_register.py index ba32346..be4654a 100644 --- a/strategy_trend_register.py +++ b/strategy_trend_register.py @@ -1484,10 +1484,18 @@ def load_trend_page_context(conn, request_obj, cfg: dict) -> dict[str, Any]: pass now = m.app_now() active_count = m.get_active_position_count(conn) - can_trade_trend = ( - m.trading_day_reset_allows_new_open(now) - and active_count < cfg["max_active_positions"] - and trend_active == 0 + from daily_open_limit_lib import can_trade_new_open, count_opens_for_trading_day + + trading_day = m.get_trading_day(now) + opens_today = count_opens_for_trading_day(conn, trading_day) + hard_limit = int(getattr(m, "DAILY_OPEN_HARD_LIMIT", 0) or 0) + can_trade_trend = can_trade_new_open( + time_allows=m.trading_day_reset_allows_new_open(now), + active_count=active_count, + max_active_positions=cfg["max_active_positions"], + opens_today=opens_today, + hard_limit=hard_limit, + extra_blocks=trend_active != 0, ) trend_preview = None trend_preview_levels = [] diff --git a/tests/test_daily_open_limit_lib.py b/tests/test_daily_open_limit_lib.py new file mode 100644 index 0000000..00d0c52 --- /dev/null +++ b/tests/test_daily_open_limit_lib.py @@ -0,0 +1,90 @@ +import unittest + +from daily_open_limit_lib import ( + build_daily_open_alert_prompt, + can_trade_new_open, + check_daily_open_hard_limit, + count_opens_for_trading_day, + daily_open_hard_limit_blocks, + format_daily_open_counter_line, + hard_limit_block_reason, + load_daily_open_limits_from_env, + parse_daily_open_hard_limit, + should_send_daily_open_alert, +) + + +class _FakeConn: + def __init__(self, count: int): + self._count = count + + def execute(self, _sql, _params): + return self + + def fetchone(self): + return (self._count,) + + +class DailyOpenLimitLibTests(unittest.TestCase): + def test_parse_hard_limit_zero_disables(self): + self.assertEqual(parse_daily_open_hard_limit("0"), 0) + self.assertEqual(parse_daily_open_hard_limit(None, default=0), 0) + + def test_load_from_env(self): + alert, hard = load_daily_open_limits_from_env( + {"DAILY_OPEN_ALERT_THRESHOLD": "3", "DAILY_OPEN_HARD_LIMIT": "8"} + ) + self.assertEqual(alert, 3) + self.assertEqual(hard, 8) + + def test_hard_limit_blocks(self): + self.assertFalse(daily_open_hard_limit_blocks(4, 0)) + self.assertFalse(daily_open_hard_limit_blocks(4, 5)) + self.assertTrue(daily_open_hard_limit_blocks(5, 5)) + + def test_check_daily_open_hard_limit(self): + conn = _FakeConn(5) + ok, reason, n = check_daily_open_hard_limit(conn, "2026-06-07", 5, 8) + self.assertFalse(ok) + self.assertEqual(n, 5) + self.assertIn("已达上限", reason) + self.assertIn("8:00", reason) + + def test_count_opens(self): + self.assertEqual(count_opens_for_trading_day(_FakeConn(3), "2026-06-07"), 3) + + def test_can_trade_new_open(self): + self.assertTrue( + can_trade_new_open( + time_allows=True, + active_count=0, + max_active_positions=1, + opens_today=2, + hard_limit=5, + ) + ) + self.assertFalse( + can_trade_new_open( + time_allows=True, + active_count=0, + max_active_positions=1, + opens_today=5, + hard_limit=5, + ) + ) + + def test_alert_crossing(self): + self.assertTrue(should_send_daily_open_alert(4, 5, 5)) + self.assertFalse(should_send_daily_open_alert(5, 6, 5)) + + def test_prompt_includes_hard_limit(self): + txt = build_daily_open_alert_prompt("2026-06-07", 5, 5, hard_limit=8) + self.assertIn("硬上限 8", txt) + + def test_counter_line(self): + line = format_daily_open_counter_line(3, 5, 8) + self.assertIn("3 / 硬上限 8", line) + + +if __name__ == "__main__": + unittest.main()