Fix strategy-logic P0s from audit: monitor false-flat, fill-confirmed open/close, mode gates.
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -272,6 +272,26 @@ def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[s
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return out
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def active_hedge_option_inst_ids(conn: sqlite3.Connection) -> set[str]:
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"""进行中对冲计划托管的期权合约,禁止单独期权页 close/target 拆组."""
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rows = conn.execute(
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"""
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SELECT DISTINCT l.inst_id
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FROM hedge_plan_legs l
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JOIN hedge_plans p ON p.id = l.plan_id
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WHERE p.status IN ('opening', 'active', 'partial')
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AND l.status IN ('open', 'hold_to_expiry')
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AND l.inst_id IS NOT NULL
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AND TRIM(l.inst_id) != ''
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AND (
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l.leg_role LIKE 'option%'
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OR (l.opt_type IS NOT NULL AND TRIM(l.opt_type) != '')
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)
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"""
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).fetchall()
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return {str(r[0]).strip() for r in rows if r and r[0]}
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def _sf(v: Any) -> Optional[float]:
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try:
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if v is None or v == "":
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