Allow roll add-ons while position-limit freeze is active.

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

account_risk_lib.py

@@ -93,6 +93,19 @@ def max_active_positions_from_env(default: int = 1) -> int:
         return max(1, default)
 
 
+def position_limit_reached(
+    conn,
+    *,
+    max_active_positions: Optional[int] = None,
+) -> tuple[bool, int, int]:
+    """(已达上限, 计入上限的活跃数, 上限值)。"""
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    mx = max(1, int(max_active_positions if max_active_positions is not None else max_active_positions_from_env()))
+    ac = count_position_limit_active_monitors(conn)
+    return ac >= mx, ac, mx
+
+
 def mood_issues_daily_freeze_enabled() -> bool:
     return _env_bool("RISK_MOOD_ISSUES_DAILY_FREEZE", True)
 
@@ -721,12 +734,14 @@ def apply_position_limit_risk(
         out["status"] = STATUS_FREEZE_POSITION
         out["status_label"] = STATUS_LABELS[STATUS_FREEZE_POSITION]
         out["can_trade"] = False
-        out["reason"] = f"已达最大持仓数（{ac}/{mx}，不含趋势回调/顺势加仓），平仓前不可新开"
+        out["can_roll"] = True
+        out["reason"] = f"已达最大持仓数（{ac}/{mx}），新开仓已冻结，顺势加仓仍可用"
         out["position_limit_frozen"] = True
         out["freeze_until_ms"] = None
         out["freeze_remaining_sec"] = 0
     else:
         out["position_limit_frozen"] = False
+        out["can_roll"] = True
     return out
 
 

crypto_monitor_binance/app.py

@@ -3173,9 +3173,11 @@ def precheck_risk(conn, symbol, direction):
         return False, risk_reason
     if not trading_day_reset_allows_new_open(now):
         return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
-    active_count = get_active_position_count(conn)
+    from account_risk_lib import position_limit_reached
-    if active_count >= MAX_ACTIVE_POSITIONS:
+
-        return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）"
+    reached, active_count, mx = position_limit_reached(conn, max_active_positions=MAX_ACTIVE_POSITIONS)
+    if reached:
+        return False, f"已达最大持仓数（{active_count}/{mx}）"
     ok_daily, daily_reason, _opens = check_daily_open_hard_limit(
         conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR
     )
@@ -6912,11 +6914,14 @@ def render_main_page(page="trade", embed_mode=None):
         records = []
         total = miss_count = rate = occupied_miss_total = 0
     active_count = len(order_list)
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    position_limit_count = count_position_limit_active_monitors(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
     can_trade = can_trade_new_open(
         time_allows=trading_day_reset_allows_new_open(now),
-        active_count=active_count,
+        active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6982,7 +6987,7 @@ def render_main_page(page="trade", embed_mode=None):
         auto_transfer_bj_hour=AUTO_TRANSFER_BJ_HOUR,
         full_margin_buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
         price_refresh_seconds=PRICE_REFRESH_SECONDS,
-        active_count=active_count,
+        active_count=position_limit_count,
         can_trade=can_trade,
         opens_today=opens_today,
         daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -7075,13 +7080,15 @@ def api_account_snapshot():
     funding_usdt = round(funding_capital, FUNDS_DECIMALS) if funding_capital is not None else None
     current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS)
     recommended_capital = get_recommended_capital(current_capital)
-    active_count = get_active_position_count(conn)
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    position_limit_count = count_position_limit_active_monitors(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
     conn.close()
     can_trade = can_trade_new_open(
         time_allows=trading_day_reset_allows_new_open(now),
-        active_count=active_count,
+        active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -7093,7 +7100,7 @@ def api_account_snapshot():
         "current_capital": current_capital,
         "available_trading_usdt": round(available_trading_usdt, FUNDS_DECIMALS) if available_trading_usdt is not None else None,
         "recommended_capital": recommended_capital,
-        "active_count": active_count,
+        "active_count": position_limit_count,
         "max_active_positions": MAX_ACTIVE_POSITIONS,
         "can_trade": can_trade,
         "opens_today": opens_today,

crypto_monitor_gate/app.py

@@ -2862,9 +2862,11 @@ def precheck_risk(conn, symbol, direction):
         return False, risk_reason
     if not trading_day_reset_allows_new_open(now):
         return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
-    active_count = get_active_position_count(conn)
+    from account_risk_lib import position_limit_reached
-    if active_count >= MAX_ACTIVE_POSITIONS:
+
-        return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）"
+    reached, active_count, mx = position_limit_reached(conn, max_active_positions=MAX_ACTIVE_POSITIONS)
+    if reached:
+        return False, f"已达最大持仓数（{active_count}/{mx}）"
     ok_daily, daily_reason, _opens = check_daily_open_hard_limit(
         conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR
     )
@@ -6795,11 +6797,14 @@ def render_main_page(page="trade", embed_mode=None):
         records = []
         total = miss_count = rate = occupied_miss_total = 0
     active_count = len(order_list)
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    position_limit_count = count_position_limit_active_monitors(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
     can_trade = can_trade_new_open(
         time_allows=trading_day_reset_allows_new_open(now),
-        active_count=active_count,
+        active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6862,7 +6867,7 @@ def render_main_page(page="trade", embed_mode=None):
         transfer_amount_fmt=format_usdt(AUTO_TRANSFER_AMOUNT),
         full_margin_buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
         price_refresh_seconds=PRICE_REFRESH_SECONDS,
-        active_count=active_count,
+        active_count=position_limit_count,
         can_trade=can_trade,
         opens_today=opens_today,
         daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6975,13 +6980,15 @@ def api_account_snapshot():
     funding_usdt = round(funding_capital, 2) if funding_capital is not None else None
     current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2)
     recommended_capital = round(float(get_recommended_capital(current_capital)), 2)
-    active_count = get_active_position_count(conn)
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    position_limit_count = count_position_limit_active_monitors(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
     conn.close()
     can_trade = can_trade_new_open(
         time_allows=trading_day_reset_allows_new_open(now),
-        active_count=active_count,
+        active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6993,7 +7000,7 @@ def api_account_snapshot():
         "current_capital": current_capital,
         "available_trading_usdt": round(available_trading_usdt, 2) if available_trading_usdt is not None else None,
         "recommended_capital": recommended_capital,
-        "active_count": active_count,
+        "active_count": position_limit_count,
         "max_active_positions": MAX_ACTIVE_POSITIONS,
         "can_trade": can_trade,
         "opens_today": opens_today,

crypto_monitor_gate_bot/app.py

@@ -2862,9 +2862,11 @@ def precheck_risk(conn, symbol, direction):
         return False, risk_reason
     if not trading_day_reset_allows_new_open(now):
         return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
-    active_count = get_active_position_count(conn)
+    from account_risk_lib import position_limit_reached
-    if active_count >= MAX_ACTIVE_POSITIONS:
+
-        return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）"
+    reached, active_count, mx = position_limit_reached(conn, max_active_positions=MAX_ACTIVE_POSITIONS)
+    if reached:
+        return False, f"已达最大持仓数（{active_count}/{mx}）"
     ok_daily, daily_reason, _opens = check_daily_open_hard_limit(
         conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR
     )
@@ -6795,11 +6797,14 @@ def render_main_page(page="trade", embed_mode=None):
         records = []
         total = miss_count = rate = occupied_miss_total = 0
     active_count = len(order_list)
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    position_limit_count = count_position_limit_active_monitors(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
     can_trade = can_trade_new_open(
         time_allows=trading_day_reset_allows_new_open(now),
-        active_count=active_count,
+        active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6862,7 +6867,7 @@ def render_main_page(page="trade", embed_mode=None):
         transfer_amount_fmt=format_usdt(AUTO_TRANSFER_AMOUNT),
         full_margin_buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
         price_refresh_seconds=PRICE_REFRESH_SECONDS,
-        active_count=active_count,
+        active_count=position_limit_count,
         can_trade=can_trade,
         opens_today=opens_today,
         daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6971,13 +6976,15 @@ def api_account_snapshot():
     funding_usdt = round(funding_capital, 2) if funding_capital is not None else None
     current_capital = round(trading_capital, 2) if trading_capital is not None else round(local_current_capital, 2)
     recommended_capital = round(float(get_recommended_capital(current_capital)), 2)
-    active_count = get_active_position_count(conn)
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    position_limit_count = count_position_limit_active_monitors(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
     conn.close()
     can_trade = can_trade_new_open(
         time_allows=trading_day_reset_allows_new_open(now),
-        active_count=active_count,
+        active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6989,7 +6996,7 @@ def api_account_snapshot():
         "current_capital": current_capital,
         "available_trading_usdt": round(available_trading_usdt, 2) if available_trading_usdt is not None else None,
         "recommended_capital": recommended_capital,
-        "active_count": active_count,
+        "active_count": position_limit_count,
         "max_active_positions": MAX_ACTIVE_POSITIONS,
         "can_trade": can_trade,
         "opens_today": opens_today,

crypto_monitor_okx/app.py

@@ -2574,9 +2574,11 @@ def precheck_risk(conn, symbol, direction):
         return False, risk_reason
     if not trading_day_reset_allows_new_open(now):
         return False, f"北京时间 {TRADING_DAY_RESET_HOUR}:00 前不允许持仓"
-    active_count = get_active_position_count(conn)
+    from account_risk_lib import position_limit_reached
-    if active_count >= MAX_ACTIVE_POSITIONS:
+
-        return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）"
+    reached, active_count, mx = position_limit_reached(conn, max_active_positions=MAX_ACTIVE_POSITIONS)
+    if reached:
+        return False, f"已达最大持仓数（{active_count}/{mx}）"
     ok_daily, daily_reason, _opens = check_daily_open_hard_limit(
         conn, get_trading_day(now), DAILY_OPEN_HARD_LIMIT, TRADING_DAY_RESET_HOUR
     )
@@ -6299,13 +6301,16 @@ def render_main_page(page="trade", embed_mode=None):
         records = []
         total = miss_count = rate = occupied_miss_total = 0
     active_count = len(order_list)
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    position_limit_count = count_position_limit_active_monitors(conn)
     open_guard_enabled = get_trading_day_reset_open_guard_enabled(conn)
     open_guard_blocks_now = open_guard_enabled and now.hour < TRADING_DAY_RESET_HOUR
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
     can_trade = can_trade_new_open(
         time_allows=trading_day_reset_allows_new_open(now, conn),
-        active_count=active_count,
+        active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6368,7 +6373,7 @@ def render_main_page(page="trade", embed_mode=None):
         auto_transfer_bj_hour=AUTO_TRANSFER_BJ_HOUR,
         full_margin_buffer_ratio=FULL_MARGIN_BUFFER_RATIO,
         price_refresh_seconds=PRICE_REFRESH_SECONDS,
-        active_count=active_count,
+        active_count=position_limit_count,
         can_trade=can_trade,
         opens_today=opens_today,
         daily_open_hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6476,7 +6481,9 @@ def api_account_snapshot():
     funding_usdt = round(funding_capital, FUNDS_DECIMALS) if funding_capital is not None else None
     current_capital = round(trading_capital, FUNDS_DECIMALS) if trading_capital is not None else round(local_current_capital, FUNDS_DECIMALS)
     recommended_capital = get_recommended_capital(current_capital)
-    active_count = get_active_position_count(conn)
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    position_limit_count = count_position_limit_active_monitors(conn)
     open_guard_enabled = get_trading_day_reset_open_guard_enabled(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     risk_status = hub_account_risk_status(conn)
@@ -6484,7 +6491,7 @@ def api_account_snapshot():
     open_guard_blocks_now = open_guard_enabled and now.hour < TRADING_DAY_RESET_HOUR
     can_trade = can_trade_new_open(
         time_allows=trading_day_reset_allows_new_open(now),
-        active_count=active_count,
+        active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,
@@ -6496,7 +6503,7 @@ def api_account_snapshot():
         "current_capital": current_capital,
         "available_trading_usdt": round(available_trading_usdt, FUNDS_DECIMALS) if available_trading_usdt is not None else None,
         "recommended_capital": recommended_capital,
-        "active_count": active_count,
+        "active_count": position_limit_count,
         "max_active_positions": MAX_ACTIVE_POSITIONS,
         "can_trade": can_trade,
         "opens_today": opens_today,
@@ -6525,13 +6532,15 @@ def api_settings_open_guard():
     now = app_now()
     conn = get_db()
     trading_day = get_trading_day(now)
-    active_count = get_active_position_count(conn)
+    from strategy_trade_labels import count_position_limit_active_monitors
+
+    position_limit_count = count_position_limit_active_monitors(conn)
     guard_on = get_trading_day_reset_open_guard_enabled(conn)
     opens_today = count_opens_for_trading_day(conn, trading_day)
     conn.close()
     can_trade = can_trade_new_open(
         time_allows=trading_day_reset_allows_new_open(now),
-        active_count=active_count,
+        active_count=position_limit_count,
         max_active_positions=MAX_ACTIVE_POSITIONS,
         opens_today=opens_today,
         hard_limit=DAILY_OPEN_HARD_LIMIT,

docs/account-risk-cooldown.md

@@ -106,7 +106,9 @@ APP_TIMEZONE=Asia/Shanghai
 | `freeze_until_ms` | 倒计时结束时间戳（日冻结为下一交易日切点） |
 | `freeze_remaining_sec` | 服务端计算的剩余秒数（供调试） |
 
-**仓位上限冻结**：当 **计入上限的** 活跃持仓数（不含趋势回调、顺势加仓）≥ 实例 `.env` 的 `MAX_ACTIVE_POSITIONS`（默认 1）且账户无时间类冻结时，徽章显示 **仓位上限冻结**；相关策略单平仓后或仅存在策略持仓时不会触发该冻结。时间冻结（1h/4h/日）优先展示。
+**仓位上限冻结**：当 **计入上限的** 活跃持仓数（不含趋势回调）≥ 实例 `.env` 的 `MAX_ACTIVE_POSITIONS`（默认 1）且账户无时间类冻结时，徽章显示 **仓位上限冻结**；此时 **新开仓** 被禁止，但 **顺势加仓**（在已有同向监控持仓上加仓）仍可用。仅存在趋势回调持仓时不触发该冻结。时间冻结（1h/4h/日）优先展示。
+
+`risk_status.can_roll`：仓位上限冻结时为 `true`，表示顺势加仓不受该冻结限制。
 
 ## 前端倒计时
 

strategy_register.py

@@ -130,6 +130,7 @@ def _count_active_trends(conn, cfg: dict) -> int:
 
 
 def _roll_preview_response(cfg: dict, data: dict, json_mode: bool = False) -> dict:
+    """顺势加仓不占用 MAX_ACTIVE_POSITIONS 新仓名额，故不校验仓位上限冻结。"""
     m = cfg.get("app_module")
     if m is not None:
         try:

strategy_templates/strategy_roll_panel.html

@@ -6,6 +6,7 @@
             <strong>仅人工加仓</strong>，程序不会自动触发。须先在「实盘下单」有同向持仓。<br>
             做多最多滚仓 <strong>3</strong> 次；止盈<strong>锁定首仓</strong>不变；每次填写<strong>止损偏移%</strong>（相对合并均价，默认 1%），总风险%按「合并持仓打到新止损≈账户风险」反推张数。<br>
             斐波限价：上沿 H、下沿 L 仅用于算 0.618/0.786 加仓价（多：下沿=止损侧；空：上沿=止损侧）。<br>
+            <strong>仓位上限冻结时仍可顺势加仓</strong>（在已有同向监控持仓上操作，不占用新仓名额）。<br>
             {% if roll_trend_active %}<span style="color:#ff8f8f">当前有运行中的趋势回调计划，请先结束后再滚仓。</span>{% endif %}
         </div>
     </details>

strategy_trade_labels.py

@@ -142,27 +142,8 @@ def entry_reason_for_monitor_type(monitor_type: str | None) -> str:
 
 
 def order_monitor_excluded_from_position_limit(conn, row) -> bool:
-    """趋势回调 / 顺势加仓不计入 MAX_ACTIVE_POSITIONS 与仓位上限冻结。"""
+    """趋势回调不计入 MAX_ACTIVE_POSITIONS；顺势加仓在已有持仓上操作，单独放行。"""
-    if order_monitor_source_type(row) in (MONITOR_TYPE_TREND_PULLBACK, MONITOR_TYPE_ROLL):
+    return order_monitor_source_type(row) == MONITOR_TYPE_TREND_PULLBACK
-        return True
-    oid = None
-    try:
-        keys = row.keys() if hasattr(row, "keys") else []
-        if "id" in keys and row["id"] is not None:
-            oid = int(row["id"])
-    except Exception:
-        oid = None
-    if oid and oid > 0:
-        try:
-            hit = conn.execute(
-                "SELECT 1 FROM roll_groups WHERE order_monitor_id=? AND status='active' LIMIT 1",
-                (oid,),
-            ).fetchone()
-            if hit is not None:
-                return True
-        except Exception:
-            pass
-    return False
 
 
 def count_position_limit_active_monitors(conn) -> int:

tests/test_account_risk_lib.py

@@ -499,7 +499,8 @@ class AccountRiskLibTests(unittest.TestCase):
         self.assertEqual(st["status_label"], "仓位上限冻结")
         self.assertFalse(st["can_trade"])
         self.assertIn("2/2", st["reason"])
-        self.assertIn("不含趋势回调", st["reason"])
+        self.assertIn("顺势加仓", st["reason"])
+        self.assertTrue(st.get("can_roll"))
         self.assertEqual(st["max_active_positions"], 2)
 
     def test_position_limit_normal_when_under_cap(self):

tests/test_position_limit_count.py

@@ -3,7 +3,6 @@ import unittest
 
 from strategy_db import init_strategy_tables
 from strategy_trade_labels import (
-    MONITOR_TYPE_ROLL,
     MONITOR_TYPE_TREND_PULLBACK,
     count_position_limit_active_monitors,
 )
@@ -47,16 +46,7 @@ class PositionLimitCountTests(unittest.TestCase):
         conn.commit()
         self.assertEqual(count_position_limit_active_monitors(conn), 0)
 
-    def test_roll_monitor_type_excluded(self):
+    def test_active_roll_group_still_counts_regular_monitor(self):
-        conn = _mem_conn()
-        conn.execute(
-            "INSERT INTO order_monitors (symbol, status, monitor_type) VALUES ('ETH/USDT', 'active', ?)",
-            (MONITOR_TYPE_ROLL,),
-        )
-        conn.commit()
-        self.assertEqual(count_position_limit_active_monitors(conn), 0)
-
-    def test_active_roll_group_excludes_monitor(self):
         conn = _mem_conn()
         conn.execute(
             "INSERT INTO order_monitors (id, symbol, status, monitor_type) VALUES (1, 'ETH/USDT', 'active', '下单监控')"
@@ -67,7 +57,7 @@ class PositionLimitCountTests(unittest.TestCase):
                VALUES (1, 'ETH/USDT', 'long', 'active')"""
         )
         conn.commit()
-        self.assertEqual(count_position_limit_active_monitors(conn), 0)
+        self.assertEqual(count_position_limit_active_monitors(conn), 1)
 
     def test_mixed_monitors(self):
         conn = _mem_conn()