Shorten force-close window to 5m and grey-out open during blocks.
Unify Gate/OKX/Binance: disable the open button with a side note during force-close, cooloff, and daily freeze, and enforce the same gate server-side. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -8,7 +8,22 @@ from typing import Any, Optional
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from zoneinfo import ZoneInfo
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FORCE_CLOSE_RESULT = "强制清仓"
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FORCE_CLOSE_GRACE_MINUTES = 15
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# 默认宽限(分钟);运行时优先读 FORCE_CLOSE_GRACE_MINUTES
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FORCE_CLOSE_GRACE_MINUTES = 5
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def force_close_grace_minutes(override: Any = None) -> int:
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"""整点强制清仓执行窗口长度(分钟)."""
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if override is not None and str(override).strip() != "":
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raw = override
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else:
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raw = os.getenv("FORCE_CLOSE_GRACE_MINUTES")
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if raw is None or str(raw).strip() == "":
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raw = FORCE_CLOSE_GRACE_MINUTES
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try:
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return max(1, int(raw))
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except (TypeError, ValueError):
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return max(1, int(FORCE_CLOSE_GRACE_MINUTES))
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def app_timezone_name() -> str:
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@@ -43,7 +58,7 @@ def is_force_close_active_hour(
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*,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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grace_minutes: Optional[int] = None,
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) -> bool:
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"""当前是否处于整点强制清仓执行窗口(整点起 grace 分钟内)."""
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return is_force_close_executing(
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@@ -59,17 +74,41 @@ def is_force_close_executing(
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*,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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grace_minutes: Optional[int] = None,
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) -> bool:
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hour = normalize_force_close_bj_hour(bj_hour)
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now = _now_dt(now_ms=now_ms, tz_name=tz_name)
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target = now.replace(hour=hour, minute=0, second=0, microsecond=0)
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if now < target:
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return False
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end = target + timedelta(minutes=max(1, int(grace_minutes)))
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grace = force_close_grace_minutes(grace_minutes)
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end = target + timedelta(minutes=grace)
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return now < end
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def force_close_blocks_new_open(
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enabled: bool,
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bj_hour: Any,
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*,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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grace_minutes: Optional[int] = None,
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) -> tuple[bool, str]:
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"""强制清仓执行窗口内禁止新开仓.返回 (是否拦截, 说明文案)."""
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if not enabled:
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return False, ""
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grace = force_close_grace_minutes(grace_minutes)
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if not is_force_close_executing(
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bj_hour, now_ms=now_ms, tz_name=tz_name, grace_minutes=grace
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):
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return False, ""
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label = force_close_hour_label(bj_hour)
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return (
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True,
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f"强制清仓窗口内(北京时间 {label} 起 {grace} 分钟),暂不可开仓",
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)
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def parse_closed_at_dt(
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closed_at: Any,
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*,
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@@ -93,7 +132,7 @@ def is_close_at_force_close_window(
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closed_at: Any,
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bj_hour: Any,
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*,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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grace_minutes: Optional[int] = None,
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tz_name: Optional[str] = None,
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) -> bool:
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"""平仓时刻是否落在北京时间整点强制清仓窗口内."""
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@@ -103,7 +142,7 @@ def is_close_at_force_close_window(
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hour = normalize_force_close_bj_hour(bj_hour)
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if dt.hour != hour:
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return False
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return dt.minute < max(1, int(grace_minutes))
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return dt.minute < force_close_grace_minutes(grace_minutes)
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def infer_force_close_result(
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@@ -111,7 +150,7 @@ def infer_force_close_result(
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*,
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enabled: bool,
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bj_hour: Any,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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grace_minutes: Optional[int] = None,
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tz_name: Optional[str] = None,
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) -> Optional[str]:
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if not enabled:
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@@ -130,7 +169,7 @@ def coerce_force_close_result(
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enabled: bool,
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bj_hour: Any,
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miss_reason: Optional[str] = None,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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grace_minutes: Optional[int] = None,
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tz_name: Optional[str] = None,
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) -> tuple[str, str]:
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"""同步平仓归类:整点窗口内优先记为强制清仓."""
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@@ -158,7 +197,7 @@ def apply_force_close_display_result(
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*,
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enabled: bool,
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bj_hour: Any,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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grace_minutes: Optional[int] = None,
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tz_name: Optional[str] = None,
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) -> str:
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"""展示层:外部平仓/手动平仓若落在整点窗口,显示为强制清仓."""
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@@ -227,19 +266,24 @@ def build_force_close_state(
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has_active_positions: Optional[bool] = None,
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) -> dict[str, Any]:
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"""实例级强制清仓状态(模板 / API 共用)."""
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grace = force_close_grace_minutes()
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if not enabled:
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return {
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"enabled": False,
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"bj_hour": normalize_force_close_bj_hour(bj_hour),
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"hour_label": force_close_hour_label(bj_hour),
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"label": force_close_label(bj_hour),
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"grace_minutes": grace,
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"next_at_ms": None,
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"remaining_sec": None,
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"countdown": "",
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"active": False,
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"executing": False,
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}
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hour = normalize_force_close_bj_hour(bj_hour)
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executing = is_force_close_executing(hour, now_ms=now_ms, tz_name=tz_name)
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executing = is_force_close_executing(
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hour, now_ms=now_ms, tz_name=tz_name, grace_minutes=grace
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)
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active = executing and (has_active_positions is not False)
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next_at_ms = compute_next_force_close_at_ms(bj_hour=hour, now_ms=now_ms, tz_name=tz_name)
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rem = force_close_remaining_seconds(next_at_ms, now_ms=now_ms) if next_at_ms else None
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@@ -248,10 +292,12 @@ def build_force_close_state(
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"bj_hour": hour,
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"hour_label": force_close_hour_label(hour),
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"label": force_close_label(hour),
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"grace_minutes": grace,
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"next_at_ms": next_at_ms,
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"remaining_sec": rem,
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"countdown": format_force_close_countdown(rem, active=active),
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"active": active,
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"executing": executing,
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}
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@@ -0,0 +1,57 @@
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"""三所开仓门禁:账户风控 + 强制清仓窗口 + 仓位/日开仓上限."""
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from __future__ import annotations
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from typing import Any, Optional
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from lib.trade.daily_open_limit_lib import can_trade_new_open
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from lib.trade.force_close_lib import force_close_blocks_new_open
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def resolve_manual_open_gate(
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*,
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time_allows: bool,
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active_count: int,
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max_active_positions: int,
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opens_today: int,
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hard_limit: int,
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risk_status: Optional[dict[str, Any]],
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force_close_enabled: bool,
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force_close_bj_hour: Any,
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now_ms: Optional[int] = None,
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reset_hour: int = 8,
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) -> dict[str, Any]:
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"""汇总是否可开仓及按钮旁说明文案."""
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rs = risk_status if isinstance(risk_status, dict) else {}
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risk_can = bool(rs.get("can_trade", True))
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fc_block, fc_note = force_close_blocks_new_open(
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bool(force_close_enabled),
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force_close_bj_hour,
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now_ms=now_ms,
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)
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can_trade = can_trade_new_open(
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time_allows=time_allows,
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active_count=active_count,
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max_active_positions=max_active_positions,
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opens_today=opens_today,
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hard_limit=hard_limit,
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extra_blocks=(not risk_can) or fc_block,
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)
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note = ""
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if fc_block and fc_note:
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note = fc_note
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elif not risk_can:
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note = str(rs.get("reason") or "账户冷静期/日冻结中,暂不可开仓")
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elif not time_allows:
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note = f"未到北京时间 {int(reset_hour)}:00,暂不可开仓"
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elif int(active_count) >= int(max_active_positions):
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note = f"已达最大持仓数({int(active_count)}/{int(max_active_positions)}),暂不可开仓"
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elif int(hard_limit) > 0 and int(opens_today) >= int(hard_limit):
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note = (
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f"本交易日开仓已达上限({int(opens_today)}/{int(hard_limit)}),"
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f"次日北京时间 {int(reset_hour)}:00 后恢复"
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)
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return {
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"can_trade": can_trade,
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"open_block_note": note if not can_trade else "",
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"force_close_blocks": fc_block,
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}
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