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

Browse Source 
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-24 02:08:44 +08:00
parent 9d1986d771
commit 6ffae02d30
11 changed files with 91 additions and 70 deletions
Download Patch File Download Diff File Expand all files Collapse all files
account_risk_lib.py
+16 -1
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@@ -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
+15 -8
View File
@@ -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)
if active_count >= MAX_ACTIVE_POSITIONS:
return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）"
from account_risk_lib import position_limit_reached
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
+15 -8
View File
@@ -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)
if active_count >= MAX_ACTIVE_POSITIONS:
return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）"
from account_risk_lib import position_limit_reached
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
+15 -8
View File
@@ -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)
if active_count >= MAX_ACTIVE_POSITIONS:
return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）"
from account_risk_lib import position_limit_reached
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
+19 -10
View File
@@ -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)
if active_count >= MAX_ACTIVE_POSITIONS:
return False, f"已达最大持仓数（{active_count}/{MAX_ACTIVE_POSITIONS}）"
from account_risk_lib import position_limit_reached
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
+3 -1
View File
@@ -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
+1
View File
@@ -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
+1
View File
@@ -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
+2 -21
View File
@@ -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。"""
if order_monitor_source_type(row) in (MONITOR_TYPE_TREND_PULLBACK, MONITOR_TYPE_ROLL):
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
"""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。"""
return order_monitor_source_type(row) == MONITOR_TYPE_TREND_PULLBACK
def count_position_limit_active_monitors(conn) -> int:
tests/test_account_risk_lib.py
+2 -1
View File
@@ -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
+2 -12
View File
@@ -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):
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):
def test_active_roll_group_still_counts_regular_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()