Add daily loss-count freeze for account risk cooldown.

RISK_DAILY_LOSS_LIMIT (default 2, 0 disables) freezes new opens after N losing closes in the trading day.

Co-authored-by: Cursor <cursoragent@cursor.com>

crypto_monitor_binance/.env.example

@@ -158,6 +158,8 @@ RISK_CONTROL_ENABLED=true
 RISK_COOLING_HOURS_MANUAL=4
 RISK_COOLING_HOURS_MANUAL_JOURNAL=1
 RISK_MANUAL_CLOSE_DAILY_LIMIT=2
+# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
+RISK_DAILY_LOSS_LIMIT=2
 RISK_MOOD_ISSUES_DAILY_FREEZE=true
 
 # 资金与仓位刷新周期(秒)

crypto_monitor_binance/app.py

@@ -2751,6 +2751,17 @@ def insert_trade_record(
             opened_at_ms=open_ts_ms,
             closed_at_ms=close_ts_ms,
         )
+    try:
+        from lib.trade.account_risk_lib import on_closed_trade_pnl
+
+        close_dt = parse_dt_for_trading_day(close_ts)
+        on_closed_trade_pnl(
+            conn,
+            pnl_amount=pnl_amount,
+            trading_day=get_trading_day(close_dt),
+        )
+    except Exception:
+        pass
     return tid
 
 

crypto_monitor_gate/.env.example

@@ -160,6 +160,8 @@ RISK_CONTROL_ENABLED=true
 RISK_COOLING_HOURS_MANUAL=4
 RISK_COOLING_HOURS_MANUAL_JOURNAL=1
 RISK_MANUAL_CLOSE_DAILY_LIMIT=2
+# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
+RISK_DAILY_LOSS_LIMIT=2
 RISK_MOOD_ISSUES_DAILY_FREEZE=true
 
 # 资金与仓位刷新周期(秒)

crypto_monitor_gate/app.py

@@ -2445,6 +2445,17 @@ def insert_trade_record(
         sync_trade_records_from_exchange(conn, force=False)
     except Exception:
         pass
+    try:
+        from lib.trade.account_risk_lib import on_closed_trade_pnl
+
+        close_dt = parse_dt_for_trading_day(close_ts)
+        on_closed_trade_pnl(
+            conn,
+            pnl_amount=pnl_amount,
+            trading_day=get_trading_day(close_dt),
+        )
+    except Exception:
+        pass
     return tid
 
 

crypto_monitor_okx/.env.example

@@ -219,6 +219,8 @@ RISK_CONTROL_ENABLED=true
 RISK_COOLING_HOURS_MANUAL=4
 RISK_COOLING_HOURS_MANUAL_JOURNAL=1
 RISK_MANUAL_CLOSE_DAILY_LIMIT=2
+# 日亏损次数上限:平仓盈亏<0 计1次;达限当日冻结开仓;0=不启用
+RISK_DAILY_LOSS_LIMIT=2
 RISK_MOOD_ISSUES_DAILY_FREEZE=true
 
 # 资金与仓位刷新周期(秒)

crypto_monitor_okx/app.py

@@ -2364,6 +2364,17 @@ def insert_trade_record(
         sync_trade_records_from_exchange(conn, force=False)
     except Exception:
         pass
+    try:
+        from lib.trade.account_risk_lib import on_closed_trade_pnl
+
+        close_dt = parse_dt_for_trading_day(close_ts)
+        on_closed_trade_pnl(
+            conn,
+            pnl_amount=pnl_amount,
+            trading_day=get_trading_day(close_dt),
+        )
+    except Exception:
+        pass
     return tid
 
 

docs/account-risk-cooldown.md

@@ -41,6 +41,7 @@
 |------|------|
 | 第 1 次用户主动平仓 | 默认 **4h** 冷静期 |
 | 第 2 次用户主动平仓(同一交易日) | **日冻结** |
+| 平仓亏损达 `RISK_DAILY_LOSS_LIMIT` 次(同一交易日) | **日冻结**(默认 2 次;`0`=不启用) |
 | 复盘勾选任意情绪标签 | **日冻结** |
 | 复盘:离场=手动平仓 且说明非空 | 将当前冷静期降为 **1h**(须处于 4h 档冷静期中) |
 
@@ -77,11 +78,15 @@ RISK_CONTROL_ENABLED=true
 RISK_COOLING_HOURS_MANUAL=4
 RISK_COOLING_HOURS_MANUAL_JOURNAL=1
 RISK_MANUAL_CLOSE_DAILY_LIMIT=2
+RISK_DAILY_LOSS_LIMIT=2
 RISK_MOOD_ISSUES_DAILY_FREEZE=true
 TRADING_DAY_RESET_HOUR=8
 APP_TIMEZONE=Asia/Shanghai
 ```
 
+- `RISK_DAILY_LOSS_LIMIT`:任意已平仓交易若盈亏 < 0 计 1 次(含止损/止盈后仍亏损等);达上限当日冻结开仓;`0` 表示不因亏损次数冻结.
+- `RISK_MANUAL_CLOSE_DAILY_LIMIT`:仅计**用户主动平仓**次数(与亏损次数独立).
+
 `RISK_COOLING_HOURS_EXTERNAL` 已废弃(外部平仓不再触发风控).
 
 ## API 与 `risk_status` 字段
@@ -102,6 +107,7 @@ APP_TIMEZONE=Asia/Shanghai
 | `can_trade` | 是否允许新开仓(仅风控维度) |
 | `reason` | 悬停提示文案 |
 | `active_count` / `max_active_positions` | 当前活跃持仓与 `.env` 中 `MAX_ACTIVE_POSITIONS` |
+| `daily_loss_count` / `daily_loss_limit` | 当日亏损笔数与上限(`0` 上限表示未启用) |
 | `cooloff_until_ms` | 1h/4h 冷静期结束时间戳(毫秒) |
 | `freeze_until_ms` | 倒计时结束时间戳(日冻结为下一交易日切点) |
 | `freeze_remaining_sec` | 服务端计算的剩余秒数(供调试) |
@@ -123,7 +129,7 @@ APP_TIMEZONE=Asia/Shanghai
 
 ## 相关代码
 
-- `account_risk_lib.py` — 状态机,`enrich_risk_status_countdown`,`apply_position_limit_risk`,`on_user_initiated_close`
+- `account_risk_lib.py` — 状态机,`enrich_risk_status_countdown`,`apply_position_limit_risk`,`on_user_initiated_close`,`on_closed_trade_pnl`
 - `hub_bridge.py` — `/api/hub/account-risk/user-close`
 - `manual_trading_hub/hub.py` — 中控平仓成功后调用 user-close
 - `strategy_trend_register.py` — `stop_trend_pullback` 结束计划时登记风控

docs/env配置说明.md

@@ -131,6 +131,7 @@ AI 相关环境变量(`AI_PROVIDER`,`OPENAI_*`,`OLLAMA_*`,`AI_MODEL`,`AI_TIMEOUT
 | 手动平仓冷静(小时) | |
 | 复盘情绪冷静(小时) | |
 | 日手动平仓次数上限 | |
+| 日亏损次数上限 | 默认2;达限当日冻结开仓;0=不启用 |
 | 情绪标签日冻结 | |
 
 详见 [account-risk-cooldown.md](./account-risk-cooldown.md).

lib/env/env_schema.py

@@ -58,6 +58,7 @@ HOT_RELOAD_EXACT = frozenset({
     "RISK_COOLING_HOURS_MANUAL",
     "RISK_COOLING_HOURS_MANUAL_JOURNAL",
     "RISK_MANUAL_CLOSE_DAILY_LIMIT",
+    "RISK_DAILY_LOSS_LIMIT",
     "RISK_MOOD_ISSUES_DAILY_FREEZE",
     "KEY_AUTO_ORDER_ENABLED",
     "TRADE_DIRECTION_RESTRICT_ENABLED",

lib/env/env_ui_manifest.py

@@ -94,6 +94,7 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
             ("RISK_COOLING_HOURS_MANUAL", "手动平仓冷静(小时)", ""),
             ("RISK_COOLING_HOURS_MANUAL_JOURNAL", "复盘情绪冷静(小时)", ""),
             ("RISK_MANUAL_CLOSE_DAILY_LIMIT", "日手动平仓次数上限", ""),
+            ("RISK_DAILY_LOSS_LIMIT", "日亏损次数上限", "默认2;达限当日冻结开仓;0=不因亏损次数冻结"),
             ("RISK_MOOD_ISSUES_DAILY_FREEZE", "情绪标签日冻结", ""),
         ],
     },
@@ -197,6 +198,7 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
     "RISK_COOLING_HOURS_MANUAL": "4",
     "RISK_COOLING_HOURS_MANUAL_JOURNAL": "1",
     "RISK_MANUAL_CLOSE_DAILY_LIMIT": "2",
+    "RISK_DAILY_LOSS_LIMIT": "2",
     "RISK_MOOD_ISSUES_DAILY_FREEZE": "true",
     "HEDGE_PLAN_SHOW_PERP_OPTIONS": "true",
     "HEDGE_PLAN_SHOW_OPTIONS_OPTIONS": "true",

lib/instance/instance_settings_lib.py

@@ -8,6 +8,7 @@ from lib.key_monitor.key_auto_order_lib import load_key_auto_order_enabled
 from lib.trade.account_risk_lib import (
     cooling_hours_manual,
     cooling_hours_manual_journal,
+    daily_loss_limit,
     manual_close_daily_limit,
     max_active_positions_from_env,
     mood_issues_daily_freeze_enabled,
@@ -113,6 +114,15 @@ def build_instance_settings_view(
                 _row("手动平仓冷静", f"{cooling_hours_manual():g} 小时"),
                 _row("复盘后冷静", f"{cooling_hours_manual_journal():g} 小时", "手动平仓且填写说明后可缩短"),
                 _row("日手动平仓上限", f"{manual_close_daily_limit()} 次", "超限当日冻结"),
+                _row(
+                    "日亏损次数上限",
+                    (
+                        f"{daily_loss_limit()} 次"
+                        if daily_loss_limit() > 0
+                        else "未启用"
+                    ),
+                    "平仓亏损达限后当日冻结开仓;0=不启用" if daily_loss_limit() > 0 else "RISK_DAILY_LOSS_LIMIT=0",
+                ),
                 _row(
                     "复盘情绪日冻结",
                     _on_off(mood_issues_daily_freeze_enabled()),

lib/trade/account_risk_lib.py

@@ -86,6 +86,14 @@ def manual_close_daily_limit() -> int:
         return 2
 
 
+def daily_loss_limit() -> int:
+    """日亏损次数上限:达限当日冻结开仓;0=不因亏损次数冻结."""
+    try:
+        return max(0, int(os.getenv("RISK_DAILY_LOSS_LIMIT", "2")))
+    except (TypeError, ValueError):
+        return 2
+
+
 def max_active_positions_from_env(default: int = 1) -> int:
     try:
         return max(1, int(os.getenv("MAX_ACTIVE_POSITIONS", str(default))))
@@ -116,6 +124,7 @@ def ensure_account_risk_schema(conn) -> None:
             id INTEGER PRIMARY KEY CHECK (id = 1),
             trading_day TEXT,
             manual_close_count INTEGER DEFAULT 0,
+            daily_loss_count INTEGER DEFAULT 0,
             cooloff_until_ms INTEGER,
             cooloff_hours INTEGER,
             daily_frozen INTEGER DEFAULT 0,
@@ -124,10 +133,18 @@ def ensure_account_risk_schema(conn) -> None:
             updated_at TEXT
         )"""
     )
+    cols = {
+        str(r[1])
+        for r in conn.execute("PRAGMA table_info(account_risk_state)").fetchall()
+    }
+    if "daily_loss_count" not in cols:
+        conn.execute(
+            "ALTER TABLE account_risk_state ADD COLUMN daily_loss_count INTEGER DEFAULT 0"
+        )
     row = conn.execute("SELECT id FROM account_risk_state WHERE id=1").fetchone()
     if not row:
         conn.execute(
-            "INSERT INTO account_risk_state (id, trading_day, manual_close_count, daily_frozen) VALUES (1, '', 0, 0)"
+            "INSERT INTO account_risk_state (id, trading_day, manual_close_count, daily_loss_count, daily_frozen) VALUES (1, '', 0, 0, 0)"
         )
 
 
@@ -268,6 +285,7 @@ def _sync_trading_day(conn, trading_day: str, now: Optional[datetime] = None) ->
             """UPDATE account_risk_state SET
                trading_day=?,
                manual_close_count=0,
+               daily_loss_count=0,
                daily_frozen=0,
                cooloff_until_ms=?,
                cooloff_hours=?,
@@ -600,6 +618,43 @@ def on_manual_close(
     )
 
 
+def on_closed_trade_pnl(
+    conn,
+    *,
+    pnl_amount: Any,
+    trading_day: str,
+    now: Optional[datetime] = None,
+) -> None:
+    """
+    已平仓交易记盈亏后调用:亏损笔数达 RISK_DAILY_LOSS_LIMIT 则当日冻结开仓.
+    上限为 0 时不启用本规则.
+    """
+    if not risk_control_enabled():
+        return
+    limit = daily_loss_limit()
+    if limit <= 0:
+        return
+    try:
+        pnl = float(pnl_amount)
+    except (TypeError, ValueError):
+        return
+    if pnl >= 0:
+        return
+    row = _sync_trading_day(conn, trading_day, now=now)
+    if int(_row_get(row, "daily_frozen") or 0) == 1:
+        return
+    count = int(_row_get(row, "daily_loss_count") or 0) + 1
+    conn.execute(
+        """UPDATE account_risk_state SET
+           daily_loss_count=?,
+           updated_at=?
+           WHERE id=1""",
+        (count, (now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S")),
+    )
+    if count >= limit:
+        _set_daily_frozen(conn, trading_day=trading_day, now=now)
+
+
 def on_journal_saved(
     conn,
     *,
@@ -762,6 +817,7 @@ def compute_account_risk_status(
             "cooloff_until_ms": None,
             "cooloff_until": None,
             "manual_close_count": 0,
+            "daily_loss_count": 0,
             "daily_frozen": False,
         }
     row = _sync_trading_day(conn, trading_day, now=now)
@@ -784,12 +840,21 @@ def compute_account_risk_status(
         row = _load_state(conn)
         cooloff_until_ms = _resolved_cooloff_until_ms(row, now_ms)
     manual_close_count = int(_row_get(row, "manual_close_count") or 0)
+    daily_loss_count = int(_row_get(row, "daily_loss_count") or 0)
+    loss_limit = daily_loss_limit()
 
     status = STATUS_NORMAL
     reason = ""
     if daily_frozen:
         status = STATUS_DAILY
-        reason = f"账户今日已冻结(手动平仓 {manual_close_count} 次或复盘情绪标签)"
+        parts = []
+        if loss_limit > 0 and daily_loss_count >= loss_limit:
+            parts.append(f"日亏损 {daily_loss_count}/{loss_limit} 次")
+        if manual_close_count >= manual_close_daily_limit():
+            parts.append(f"手动平仓 {manual_close_count} 次")
+        if not parts:
+            parts.append("手动平仓/日亏损达限或复盘情绪标签")
+        reason = "账户今日已冻结(" + "、".join(parts) + ")"
     elif cooloff_until_ms is not None:
         remaining_ms = cooloff_until_ms - now_ms
         hours = _cooloff_hours_value(row)
@@ -818,6 +883,8 @@ def compute_account_risk_status(
         if fmt_local_ms and cooloff_until_ms
         else None,
         "manual_close_count": manual_close_count,
+        "daily_loss_count": daily_loss_count,
+        "daily_loss_limit": loss_limit,
         "daily_frozen": daily_frozen,
         "pending_journal_trade_id": pending,
         "freeze_remaining_sec": freeze_remaining_sec if not can_trade else 0,

tests/test_account_risk_lib.py

@@ -20,6 +20,7 @@ from lib.trade.account_risk_lib import (
     enrich_risk_status_countdown,
     ensure_account_risk_schema,
     max_active_positions_from_env,
+    on_closed_trade_pnl,
     on_journal_saved,
     on_manual_close,
     on_user_initiated_close,
@@ -58,6 +59,7 @@ class AccountRiskLibTests(unittest.TestCase):
         os.environ["RISK_COOLING_HOURS_MANUAL"] = "4"
         os.environ["RISK_COOLING_HOURS_MANUAL_JOURNAL"] = "1"
         os.environ["RISK_MANUAL_CLOSE_DAILY_LIMIT"] = "2"
+        os.environ["RISK_DAILY_LOSS_LIMIT"] = "2"
         os.environ["RISK_MOOD_ISSUES_DAILY_FREEZE"] = "1"
         os.environ["APP_TIMEZONE"] = "Asia/Shanghai"
 
@@ -521,6 +523,41 @@ class AccountRiskLibTests(unittest.TestCase):
         os.environ["MAX_ACTIVE_POSITIONS"] = "3"
         self.assertEqual(max_active_positions_from_env(), 3)
 
+    def test_daily_loss_limit_freezes_on_second_loss(self):
+        conn = _mem_conn()
+        now = datetime(2026, 6, 14, 12, 0, 0)
+        on_closed_trade_pnl(conn, pnl_amount=-1.5, trading_day="2026-06-14", now=now)
+        st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
+        self.assertEqual(st["daily_loss_count"], 1)
+        self.assertEqual(st["status"], STATUS_NORMAL)
+        on_closed_trade_pnl(conn, pnl_amount=-0.2, trading_day="2026-06-14", now=now)
+        st2 = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
+        self.assertEqual(st2["daily_loss_count"], 2)
+        self.assertEqual(st2["status"], STATUS_DAILY)
+        self.assertFalse(st2["can_trade"])
+        self.assertIn("日亏损", st2["reason"])
+
+    def test_daily_loss_limit_zero_disables(self):
+        os.environ["RISK_DAILY_LOSS_LIMIT"] = "0"
+        conn = _mem_conn()
+        now = datetime(2026, 6, 14, 12, 0, 0)
+        on_closed_trade_pnl(conn, pnl_amount=-10, trading_day="2026-06-14", now=now)
+        on_closed_trade_pnl(conn, pnl_amount=-10, trading_day="2026-06-14", now=now)
+        st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
+        self.assertEqual(st["daily_loss_count"], 0)
+        self.assertEqual(st["daily_loss_limit"], 0)
+        self.assertEqual(st["status"], STATUS_NORMAL)
+        self.assertTrue(st["can_trade"])
+
+    def test_profitable_close_does_not_count_loss(self):
+        conn = _mem_conn()
+        now = datetime(2026, 6, 14, 12, 0, 0)
+        on_closed_trade_pnl(conn, pnl_amount=3.2, trading_day="2026-06-14", now=now)
+        on_closed_trade_pnl(conn, pnl_amount=0, trading_day="2026-06-14", now=now)
+        st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
+        self.assertEqual(st["daily_loss_count"], 0)
+        self.assertEqual(st["status"], STATUS_NORMAL)
+
 
 if __name__ == "__main__":
     unittest.main()