Fix strategy-logic P0s from audit: monitor false-flat, fill-confirmed open/close, mode gates.

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

lib/hedge_plan/hedge_plan_register.py

@@ -186,13 +186,14 @@ def _gates_dict(cfg: dict[str, Any], plan_type: str) -> dict[str, Any]:
                     raw = fetch_option_positions(ex) if ex is not None else []
                     has_standalone = has_standalone_option_position(conn, raw or [])
                 except Exception:
-                    has_standalone = False
+                    has_standalone = True  # fail-closed
             conn.commit()
         finally:
             conn.close()
     except Exception:
-        active = 0
-        has_standalone = False
+        # fail-closed:探测失败视为不可开仓
+        active = 10**9
+        has_standalone = True
     return gate_status(
         hedge_enabled=_hedge_enabled(),
         sizing_mode=load_position_sizing_mode(),
@@ -220,31 +221,45 @@ def _gates_public(cfg: dict[str, Any], plan_type: str) -> dict[str, Any]:
 
 
 def _maybe_start_monitor(cfg: dict[str, Any]) -> None:
-    if not _hedge_enabled():
-        return
-    try:
-        secs = float(os.getenv("HEDGE_PLAN_MONITOR_POLL_SECONDS") or "15")
-    except ValueError:
-        secs = 15.0
-    secs = max(5.0, secs)
+    # 始终启动监控线程:单独期权模式下仍需收口遗留 active/partial 计划
+    with _hedge_start_lock():
+        if cfg.get("hedge_monitor_thread") is not None:
+            return
+        try:
+            secs = float(os.getenv("HEDGE_PLAN_MONITOR_POLL_SECONDS") or "15")
+        except ValueError:
+            secs = 15.0
+        secs = max(5.0, secs)
 
-    def _loop() -> None:
-        import time
+        def _loop() -> None:
+            import time
 
-        from lib.hedge_plan.hedge_plan_monitor_lib import tick_active_plans
+            from lib.hedge_plan.hedge_plan_monitor_lib import tick_active_plans
 
-        while True:
-            try:
-                tick_active_plans(cfg)
-            except Exception:
-                pass
-            time.sleep(secs)
+            while True:
+                try:
+                    tick_active_plans(cfg)
+                except Exception:
+                    pass
+                time.sleep(secs)
 
-    import threading
+        import threading
 
-    t = threading.Thread(target=_loop, name="hedge-plan-monitor", daemon=True)
-    t.start()
-    cfg["hedge_monitor_thread"] = t
+        t = threading.Thread(target=_loop, name="hedge-plan-monitor", daemon=True)
+        t.start()
+        cfg["hedge_monitor_thread"] = t
+
+
+_start_lock = None
+
+
+def _hedge_start_lock():
+    global _start_lock
+    if _start_lock is None:
+        import threading
+
+        _start_lock = threading.Lock()
+    return _start_lock
 
 
 def _start_body_json(body: dict[str, Any], missing_leg: Optional[str] = None) -> str:
@@ -566,37 +581,38 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
         body = request.get_json(silent=True) or {}
         plan_type = (body.get("plan_type") or "perp_options").strip().lower()
         dry_run = bool(body.get("dry_run")) or _env_bool("HEDGE_PLAN_DRY_RUN", False)
-        gates = _gates_dict(cfg, plan_type)
-        if not dry_run and not gates.get("can_start"):
-            return jsonify(
-                {"ok": False, "msg": "; ".join(gates.get("reasons") or ["不可开仓"]), "gates": gates}
-            ), 400
-        err = validate_start_body(plan_type, body)
-        if err:
-            return jsonify({"ok": False, "msg": err, "gates": gates}), 400
-        # 补齐永续杠杆
-        if plan_type == "perp_options" and not body.get("leverage"):
-            base = str(body.get("underlying") or "ETH").upper()
-            body["leverage"] = cfg.get("btc_leverage") if base == "BTC" else (cfg.get("btc_leverage") or 10)
-            # ETH 也用 BTC 档 10x 按方案;ALT 为 alt_leverage 仅非 BTC/ETH
-            if base in ("BTC", "ETH"):
-                body["leverage"] = int(cfg.get("btc_leverage") or 10)
-        if plan_type == "options_options":
-            out = execute_options_options_start(
-                cfg,
-                body,
-                dry_run=dry_run,
-                persist=(None if dry_run else (lambda r, b: _persist_oo(cfg, r, b))),
-            )
-        else:
-            out = execute_perp_options_start(
-                cfg,
-                body,
-                dry_run=dry_run,
-                persist=(None if dry_run else (lambda r, b: _persist_po(cfg, r, b))),
-            )
-        out["gates"] = gates
-        return jsonify(out), (200 if out.get("ok") else 400)
+        with _hedge_start_lock():
+            gates = _gates_dict(cfg, plan_type)
+            if not dry_run and not gates.get("can_start"):
+                return jsonify(
+                    {"ok": False, "msg": "; ".join(gates.get("reasons") or ["不可开仓"]), "gates": gates}
+                ), 400
+            err = validate_start_body(plan_type, body)
+            if err:
+                return jsonify({"ok": False, "msg": err, "gates": gates}), 400
+            # 补齐永续杠杆
+            if plan_type == "perp_options" and not body.get("leverage"):
+                base = str(body.get("underlying") or "ETH").upper()
+                body["leverage"] = cfg.get("btc_leverage") if base == "BTC" else (cfg.get("btc_leverage") or 10)
+                # ETH 也用 BTC 档 10x 按方案;ALT 为 alt_leverage 仅非 BTC/ETH
+                if base in ("BTC", "ETH"):
+                    body["leverage"] = int(cfg.get("btc_leverage") or 10)
+            if plan_type == "options_options":
+                out = execute_options_options_start(
+                    cfg,
+                    body,
+                    dry_run=dry_run,
+                    persist=(None if dry_run else (lambda r, b: _persist_oo(cfg, r, b))),
+                )
+            else:
+                out = execute_perp_options_start(
+                    cfg,
+                    body,
+                    dry_run=dry_run,
+                    persist=(None if dry_run else (lambda r, b: _persist_po(cfg, r, b))),
+                )
+            out["gates"] = gates
+            return jsonify(out), (200 if out.get("ok") else 400)
 
     @app.route("/api/hedge-plan/<int:plan_id>/end", methods=["POST"])
     @lr
@@ -634,12 +650,19 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
 
         body = request.get_json(silent=True) or {}
         dry_run = bool(body.get("dry_run")) or _env_bool("HEDGE_PLAN_DRY_RUN", False)
+        if not dry_run and not _hedge_enabled():
+            return jsonify({"ok": False, "msg": "当前交易模式为单独期权,不可补开对冲腿"}), 400
         conn = cfg["get_db"]()
         try:
             init_hedge_plan_tables(conn)
             plan = get_plan(conn, plan_id)
             if not plan:
                 return jsonify({"ok": False, "msg": "计划不存在"}), 404
+            pt = str(plan.get("plan_type") or "")
+            if pt == "perp_options" and not _show_perp_options():
+                return jsonify({"ok": False, "msg": "当前模式非永期对冲,不可补开"}), 400
+            if pt == "options_options" and not _show_options_options():
+                return jsonify({"ok": False, "msg": "当前模式非期期对冲,不可补开"}), 400
             if str(plan.get("status") or "") != "partial":
                 return jsonify({"ok": False, "msg": "仅半腿待补(partial)计划可补开"}), 400
             legs = get_plan_legs(conn, plan_id)