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feat: add per-account daily open hard limit across all exchanges

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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 <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-09 15:46:18 +08:00
parent f7d94f67d7
commit 24a86a710c
17 changed files with 698 additions and 77 deletions
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crypto_monitor_gate_bot/.env.example
+5 -1
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@@ -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）
crypto_monitor_gate_bot/app.py
+60 -15
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@@ -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]}")
crypto_monitor_gate_bot/templates/index.html
+22 -3
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@@ -381,7 +381,8 @@
</div>
<div class="rule-tip" id="order-rule-tip">
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
</div>
<div class="rule-tip">
@@ -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(()=>{});
}