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>

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,