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

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-30 09:56:18 +08:00
parent fa7ff739a0
commit 4b4dca9e3c
15 changed files with 820 additions and 167 deletions
+27
View File
@@ -373,6 +373,15 @@ def run_options_target_closes(
ensure_target_tables(conn)
pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
live_ids = {k for k in pos_by_inst if k}
hedge_managed: set[str] = set()
try:
from lib.hedge_plan.hedge_plan_db import active_hedge_option_inst_ids, init_hedge_plan_tables
init_hedge_plan_tables(conn)
hedge_managed = active_hedge_option_inst_ids(conn)
except Exception:
# fail-closed:本轮不执行任何单独目标平仓,避免误平对冲腿
return 0
cancel_orphans_without_position(conn, live_inst_ids=live_ids)
_commit_monitor(conn)
@@ -381,6 +390,15 @@ def run_options_target_closes(
inst_id = str(mon.get("inst_id") or "")
if not inst_id:
continue
if inst_id in hedge_managed:
mark_monitor(
conn,
int(mon["id"]),
status="expired",
message="已移交对冲计划托管,跳过单独目标平仓",
)
_commit_monitor(conn)
continue
if inst_id not in pos_by_inst:
mark_monitor(conn, int(mon["id"]), status="expired", message="持仓已平")
_commit_monitor(conn)
@@ -414,6 +432,15 @@ def run_options_target_closes(
target = _safe_float(mon.get("target_index"))
if not inst_id or target is None:
continue
if inst_id in hedge_managed:
mark_monitor(
conn,
int(mon["id"]),
status="expired",
message="已移交对冲计划托管,跳过单独目标平仓",
)
_commit_monitor(conn)
continue
pos = pos_by_inst.get(inst_id)
if not pos:
continue