Restore Gate intraday close/TP-SL controls and document force-close rules.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+2
-2
@@ -107,8 +107,8 @@ AI 相关环境变量(`AI_PROVIDER`,`OPENAI_*`,`OLLAMA_*`,`AI_MODEL`,`AI_TIMEOUT
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| 切点前禁止新开仓 | |
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| 最大同时持仓 | |
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| 人工最低盈亏比 | |
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| 强制清仓开关 | |
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| 强制清仓整点(北京) | |
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| 强制清仓开关 | `FORCE_CLOSE_ENABLED`;开启后在指定北京整点小时内,市价平掉本地 active 监控仓 |
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| 强制清仓整点(北京) | `FORCE_CLOSE_BJ_HOUR`(0–23);例 `8` 表示 08:00～08:59;仅扫监控仓,不含交易所裸仓 |
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---
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@@ -186,21 +186,22 @@
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- **禁止** 盘中亏着 **手点平仓** 充当止损(破坏统计与连错规则).
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- 若违规手动平亏:**视为当日纪律失败,建议停手**;复盘结果 **不得** 记为「止损」糊弄统计.
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### 9.3 时间出场:仅 0 点(程序已实现)
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### 9.3 时间出场:整点强制清仓(程序已实现,可开关)
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- **唯一** 时间类出场:**当日 0:00(北京时间)前必须空仓**(赚赔都平).
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- **不使用** 下单表单里的 1h / 2h / 4h「开仓后 N 小时平」(`time_close`);与本策略无关.
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- **程序兜底**(三所共用,Gate 已启用):
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- **程序兜底**(三所共用;Gate 可用 env 开关):
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| env | 说明 |
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|-----|------|
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| `FORCE_CLOSE_ENABLED=true` | 开启整点强制清仓 |
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| `FORCE_CLOSE_BJ_HOUR=0` | 北京时间 **0 点那一小时**(00:00～00:59)执行 |
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| `FORCE_CLOSE_ENABLED` | `true` 开启 / `false` 关闭整点强制清仓 |
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| `FORCE_CLOSE_BJ_HOUR` | 北京时间整点小时(如 `0`=`00:00～00:59`,`8`=`08:00～08:59`) |
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- 实现:`force_close_before_reset()`(各实例 `app.py` 后台循环调用).
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- 行为:对该小时仍 **active** 的 `order_monitors` **市价全平**,取消交易所触发单,写交易记录.
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- **系统结果字段**:`result = 强制清仓`;备注含「北京时间 0:00 整点风控清仓」.
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- **策略口语「0 点平仓」= 系统「强制清仓」**,统计连错时按 §8 盈亏判定,不按字段名区分.
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- 行为:开启时,在该整点小时内对仍 **active** 的 `order_monitors` **市价全平**,取消交易所触发单,写交易记录.
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- **系统结果字段**:`result = 强制清仓`;备注含「北京时间 X:00 整点风控清仓」.
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- **仅扫本地监控仓**;交易所裸仓且无 active 监控时**不会**被此逻辑平掉.
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- UI:开仓规则说明「平仓 / 委托 / 强制清仓」折叠区 + 顶栏徽章(开启时).
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- 持仓卡可手动「平仓 / 委托 / 撤止盈止损」(与纪律策略并行;策略上仍不建议亏着手平充当止损).
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> **与 `TRADING_DAY_RESET_HOUR=8` 无关**:后者只切 **交易日**(统计,8 点前禁开等),**不会**自动平仓.
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@@ -244,16 +245,16 @@
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| 项 | 说明 |
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|----|------|
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| 日内 profile 判定 | `is_intraday_trading_profile()`(`lib/trade/entry_model_lib.py`) |
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| 0 点强制清仓 | `FORCE_CLOSE_ENABLED` + `FORCE_CLOSE_BJ_HOUR`;`force_close_before_reset()`;结果 **`强制清仓`** |
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| UI 标识 | 顶栏 **强制清仓 已开启** 徽章 + 持仓卡片 **倒计时**(三所 + 中控) |
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| 整点强制清仓 | `FORCE_CLOSE_ENABLED` + `FORCE_CLOSE_BJ_HOUR`;`force_close_before_reset()`;结果 **`强制清仓`** |
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| UI 标识 | 顶栏徽章(开启时) + 开仓规则说明折叠区;持仓卡可手动平仓/委托 |
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| 交易记录展示 | 三所 UI / 中控:`强制清仓` 与止损同类 badge |
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| 三所统一 | 币安 / OKX / Gate 同一函数与 env;**将来改日内只需各所 `.env` 打开,无需改代码** |
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| 三所统一 | 币安 / OKX / Gate 同一函数与 env;**改日内只需各所 `.env`**,无需改代码 |
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Gate 当前建议 env(节选):
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Gate 示例 env(节选;是否开启按账户纪律决定):
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```env
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FORCE_CLOSE_ENABLED=true
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FORCE_CLOSE_BJ_HOUR=0
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FORCE_CLOSE_ENABLED=false
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FORCE_CLOSE_BJ_HOUR=8
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TRADING_DAY_RESET_HOUR=8
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```
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@@ -741,13 +741,10 @@ function paintExchangeTpslRow(orderId, tpsl){
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const tpText = document.getElementById(`ex-tp-text-${orderId}`);
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const slBtn = document.getElementById(`ex-sl-cancel-${orderId}`);
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const tpBtn = document.getElementById(`ex-tp-cancel-${orderId}`);
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const intraday = (document.body && document.body.getAttribute("data-intraday-discipline")) === "1";
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if(slText) slText.innerText = formatExTpslLine('sl', data.sl);
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if(tpText) tpText.innerText = formatExTpslLine('tp', data.tp);
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if(!intraday){
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if(slBtn) slBtn.disabled = !(data.sl && data.sl.order_id);
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if(tpBtn) tpBtn.disabled = !(data.tp && data.tp.order_id);
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}
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if(slBtn) slBtn.disabled = !(data.sl && data.sl.order_id);
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if(tpBtn) tpBtn.disabled = !(data.tp && data.tp.order_id);
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}
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function toggleTpslModalMode(){
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const mode = (document.getElementById('tpsl-modal-mode')||{}).value || 'price';
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@@ -175,10 +175,8 @@
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<span class="pos-side-badge {{ 'pos-side-long' if o.direction == 'long' else 'pos-side-short' }}">{{ '做多' if o.direction == 'long' else '做空' }}</span>
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</div>
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<div class="pos-head-actions">
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{% if not intraday_discipline %}
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<button type="button" class="pos-entrust-btn" onclick="openTpslEntrustModal({{ o.id }})">委托</button>
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<a href="/del_order/{{ o.id }}" class="pos-close-btn" onclick="return confirm('删除会触发手动平仓,继续?')">平仓</a>
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{% endif %}
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</div>
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</div>
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<div class="pos-meta">
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@@ -238,15 +236,11 @@
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<div class="pos-ex-orders-title">交易所止盈止损</div>
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<div class="pos-ex-order-row">
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<span class="pos-ex-order-main" id="ex-sl-text-{{ o.id }}">止损:加载中…</span>
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{% if not intraday_discipline %}
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<button type="button" class="pos-ex-cancel-btn" id="ex-sl-cancel-{{ o.id }}" disabled onclick="cancelExchangeTpsl({{ o.id }}, 'sl')">撤单</button>
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{% endif %}
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</div>
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<div class="pos-ex-order-row">
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<span class="pos-ex-order-main" id="ex-tp-text-{{ o.id }}">止盈:加载中…</span>
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{% if not intraday_discipline %}
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<button type="button" class="pos-ex-cancel-btn" id="ex-tp-cancel-{{ o.id }}" disabled onclick="cancelExchangeTpsl({{ o.id }}, 'tp')">撤单</button>
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{% endif %}
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</div>
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</div>
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</div>
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@@ -252,10 +252,8 @@
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<span class="pos-side-badge {{ 'pos-side-long' if o.direction == 'long' else 'pos-side-short' }}">{{ '做多' if o.direction == 'long' else '做空' }}</span>
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</div>
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<div class="pos-head-actions">
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{% if not intraday_discipline %}
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<button type="button" class="pos-entrust-btn" onclick="openTpslEntrustModal({{ o.id }})">委托</button>
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<a href="/del_order/{{ o.id }}" class="pos-close-btn" onclick="return confirm('删除会触发手动平仓,继续?')">平仓</a>
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{% endif %}
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</div>
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</div>
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<div class="pos-meta">
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@@ -315,15 +313,11 @@
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<div class="pos-ex-orders-title">交易所止盈止损</div>
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<div class="pos-ex-order-row">
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<span class="pos-ex-order-main" id="ex-sl-text-{{ o.id }}">止损:加载中…</span>
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{% if not intraday_discipline %}
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<button type="button" class="pos-ex-cancel-btn" id="ex-sl-cancel-{{ o.id }}" disabled onclick="cancelExchangeTpsl({{ o.id }}, 'sl')">撤单</button>
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{% endif %}
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</div>
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<div class="pos-ex-order-row">
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<span class="pos-ex-order-main" id="ex-tp-text-{{ o.id }}">止盈:加载中…</span>
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{% if not intraday_discipline %}
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<button type="button" class="pos-ex-cancel-btn" id="ex-tp-cancel-{{ o.id }}" disabled onclick="cancelExchangeTpsl({{ o.id }}, 'tp')">撤单</button>
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{% endif %}
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</div>
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</div>
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</div>
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@@ -1190,13 +1184,10 @@ function paintExchangeTpslRow(orderId, tpsl){
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const tpText = document.getElementById(`ex-tp-text-${orderId}`);
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const slBtn = document.getElementById(`ex-sl-cancel-${orderId}`);
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const tpBtn = document.getElementById(`ex-tp-cancel-${orderId}`);
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const intraday = (document.body && document.body.getAttribute("data-intraday-discipline")) === "1";
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if(slText) slText.innerText = formatExTpslLine('sl', data.sl);
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if(tpText) tpText.innerText = formatExTpslLine('tp', data.tp);
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if(!intraday){
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if(slBtn) slBtn.disabled = !(data.sl && data.sl.order_id);
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if(tpBtn) tpBtn.disabled = !(data.tp && data.tp.order_id);
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}
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if(slBtn) slBtn.disabled = !(data.sl && data.sl.order_id);
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if(tpBtn) tpBtn.disabled = !(data.tp && data.tp.order_id);
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}
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function toggleTpslModalMode(){
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const mode = (document.getElementById('tpsl-modal-mode')||{}).value || 'price';
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@@ -7,6 +7,23 @@
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人工开仓盈亏比不得低于 {{ manual_min_planned_rr }}:1
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</div>
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</details>
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<details class="tip-collapse order-exit-collapse">
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<summary class="tip-collapse-summary">平仓 / 委托 / 强制清仓</summary>
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<div class="tip-collapse-body rule-tip">
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<ul style="margin:0;padding-left:1.1em;line-height:1.55">
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<li><strong>止盈止损委托</strong>:开仓后挂交易所条件止盈/止损;持仓卡可查看状态,「委托」可重挂,「撤单」只撤对应条件单、不平仓。</li>
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<li><strong>手动平仓</strong>:持仓卡「平仓」会市价平仓并撤销该合约条件单,交易记录记为「手动平仓」。</li>
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<li><strong>强制清仓</strong>:
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{% if force_close is defined and force_close.enabled %}
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已开启 · 北京时间 <strong>{{ force_close.hour_label }}</strong> 整点起该小时内,本地状态为 active 的下单监控会被市价清仓,结果记「强制清仓」。
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{% else %}
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当前<strong>已关闭</strong>(<code>FORCE_CLOSE_ENABLED=false</code>);开启后按 <code>FORCE_CLOSE_BJ_HOUR</code> 在北京时间该整点小时内清掉 active 监控仓。
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{% endif %}
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仅影响本系统监控中的仓;交易所裸仓且无本地监控时不会被此逻辑平掉。
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</li>
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</ul>
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</div>
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</details>
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<details class="tip-collapse order-sizing-collapse">
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<summary class="tip-collapse-summary">计仓与保本说明</summary>
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<div class="tip-collapse-body rule-tip">
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@@ -2565,27 +2565,6 @@ def _merge_flask_exchange_tpsl(agent_row: dict, snap: dict | None, hub_mon: dict
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)
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_INTRADAY_CLOSE_BLOCK_MSG = (
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"日内账户禁止中控手动平仓/改委托,请等待计划止损/止盈或整点强制清仓"
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)
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def _meta_intraday_discipline(meta: dict | None) -> bool:
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if not isinstance(meta, dict):
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return False
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if meta.get("intraday_discipline") is True:
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return True
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return meta.get("order_entry_profile") == "intraday"
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async def _fetch_exchange_intraday_discipline(
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client: httpx.AsyncClient, ex: dict
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) -> bool:
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data = await _fetch_flask_json(client, ex, "/api/hub/meta")
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meta = (data or {}).get("meta") if isinstance(data, dict) else None
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return _meta_intraday_discipline(meta if isinstance(meta, dict) else None)
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async def _fetch_exchange_flask_bundle(
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client: httpx.AsyncClient, ex: dict, *, trading_day: str | None = None
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) -> tuple[dict | None, dict | None, list | None, dict | None, dict | None, dict | None]:
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@@ -2980,8 +2959,6 @@ async def api_close_position(exchange_id: str, body: ClosePositionBody):
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raise HTTPException(status_code=400, detail="side 须为 long 或 short")
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url = f"{ex['agent_url'].rstrip('/')}/emergency/close-position"
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async with httpx.AsyncClient() as client:
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if await _fetch_exchange_intraday_discipline(client, ex):
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raise HTTPException(status_code=403, detail=_INTRADAY_CLOSE_BLOCK_MSG)
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r = await client.post(
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url,
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headers=_agent_headers(),
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@@ -3018,8 +2995,6 @@ async def api_place_tpsl(exchange_id: str, body: PlaceTpslBody):
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raise HTTPException(status_code=404, detail="账户未启用")
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url = f"{ex['agent_url'].rstrip('/')}/orders/place-tpsl"
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async with httpx.AsyncClient() as client:
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if await _fetch_exchange_intraday_discipline(client, ex):
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raise HTTPException(status_code=403, detail=_INTRADAY_CLOSE_BLOCK_MSG)
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r = await client.post(
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url,
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headers=_agent_headers(),
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@@ -3077,8 +3052,6 @@ async def api_close_exchange(exchange_id: str):
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raise HTTPException(status_code=404, detail="账户未启用")
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url = f"{ex['agent_url'].rstrip('/')}/emergency/close-all"
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async with httpx.AsyncClient() as client:
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if await _fetch_exchange_intraday_discipline(client, ex):
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raise HTTPException(status_code=403, detail=_INTRADAY_CLOSE_BLOCK_MSG)
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r = await client.post(url, headers=_agent_headers(), timeout=120.0)
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try:
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body = r.json()
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@@ -3115,13 +3088,6 @@ async def api_close_all(body: CloseAllBody | None = Body(default=None)):
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async with httpx.AsyncClient() as client:
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async def one(ex: dict):
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if await _fetch_exchange_intraday_discipline(client, ex):
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return {
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"id": ex["id"],
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"name": ex["name"],
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"skipped": True,
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"reason": _INTRADAY_CLOSE_BLOCK_MSG,
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}
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url = f"{ex['agent_url'].rstrip('/')}/emergency/close-all"
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try:
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r = await client.post(url, headers=_agent_headers(), timeout=120.0)
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@@ -3164,7 +3164,7 @@
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const px = orderTriggerOrPrice(o);
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const trig = px != null ? fmtSymbolPrice(px, symbol, tickMap) : "—";
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const cancelBtn =
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!intraday && oid && o.channel !== "plan"
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oid && o.channel !== "plan"
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? `<button type="button" class="pos-ex-cancel-btn btn-cancel-order" data-ex-id="${esc(exchangeId)}" data-symbol="${symAttr}" data-order-id="${oid}" data-channel="${ch}">撤单</button>`
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: "";
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const planHint = o.channel === "plan" ? '<span class="pos-ex-plan-hint">(下单监控)</span>' : "";
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@@ -3491,9 +3491,7 @@
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const tcSymBadge = !isTrend && mo.time_close_enabled ? timeCloseSymbolBadgeHtml(mo) : "";
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const fcSymBadge = !isTrend && mo.force_close_enabled ? forceCloseSymbolBadgeHtml(mo) : "";
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const mktAttrs = marketOpenBtnAttrs(exchangeId, exchangeKey, symbol, pos, monitorOrder, trendPlan);
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const headActions = intraday
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? ""
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: `<div class="pos-head-actions">
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const headActions = `<div class="pos-head-actions">
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<button type="button" class="pos-entrust-btn btn-place-tpsl" data-ex-id="${esc(exchangeId)}" data-symbol="${symAttr}" data-side="${sideAttr}" data-contracts="${contractsAttr}" data-sl="${slAttr}" data-tp="${tpAttr}">委托</button>
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<button type="button" class="pos-close-btn btn-close-pos" data-ex-id="${esc(exchangeId)}" data-symbol="${symAttr}" data-side="${sideAttr}">平仓</button>
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</div>`;
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@@ -3657,9 +3655,7 @@
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const fcBadge =
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!isTrendContext(mo, trendPlan) && mo.force_close_enabled ? forceCloseSymbolBadgeHtml(mo) : "";
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const intraday = !!options.intradayDiscipline;
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const actionCell = intraday
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? ""
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: `<div class="pos-action-group">
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const actionCell = `<div class="pos-action-group">
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<button type="button" class="btn-place-tpsl btn-sm ghost" data-ex-id="${esc(exchangeId)}" data-symbol="${symAttr}" data-side="${sideAttr}" data-contracts="${contractsAttr}" data-sl="${slAttr}" data-tp="${tpAttr}">委托</button>
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<button type="button" class="btn-close-pos btn-sm danger" data-ex-id="${esc(exchangeId)}" data-symbol="${symAttr}" data-side="${sideAttr}">平仓</button>
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</div>`;
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||||
@@ -4128,7 +4124,7 @@
|
||||
${flaskOpen ? `<a class="btn-link btn-open-instance" href="#" data-ex-id="${esc(row.id)}" data-next="/key_monitor">监控位</a>` : ""}
|
||||
${flaskOpen ? `<a class="btn-link btn-open-instance" href="#" data-ex-id="${esc(row.id)}" data-next="/records">复盘</a>` : ""}
|
||||
${flaskOpen && (row.capabilities || []).includes("options") ? `<a class="btn-link btn-open-instance" href="#" data-ex-id="${esc(row.id)}" data-next="/options">期权</a>` : ""}
|
||||
${intraday ? "" : `<button type="button" class="danger btn-close-ex" data-id="${esc(row.id)}">全平</button>`}
|
||||
<button type="button" class="danger btn-close-ex" data-id="${esc(row.id)}">全平</button>
|
||||
</div>
|
||||
</div>`;
|
||||
if (!row.http_ok || ag.ok === false) {
|
||||
@@ -4519,7 +4515,7 @@
|
||||
: "";
|
||||
const intraday = isIntradayDisciplineRow(row);
|
||||
const fcHeadBadge = intraday && !isOkxOptionsCard ? forceCloseHeadBadgeHtml(row.force_close) : "";
|
||||
const showCloseAll = !intraday && !isOkxOptionsCard;
|
||||
const showCloseAll = !isOkxOptionsCard;
|
||||
const layoutCls = opts.okxSplit
|
||||
? " card-monitor-okx-split"
|
||||
: opts.splitSide || okxPart
|
||||
|
||||
@@ -1767,6 +1767,6 @@
|
||||
<script src="/assets/options_expiry_countdown.js?v=1"></script>
|
||||
<script src="/assets/options_position_cards.js?v=3"></script>
|
||||
<script src="/assets/backup.js?v=1"></script>
|
||||
<script src="/assets/app.js?v=20260724-display-hide"></script>
|
||||
<script src="/assets/app.js?v=20260805-intraday-close"></script>
|
||||
</body>
|
||||
</html>
|
||||
|
||||
Reference in New Issue
Block a user