feat: add timed position close (1h/2h/4h) for key levels and live orders

Program monitors open positions and market-closes at deadline; UI shows label and countdown on instance and hub boards. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-11 19:30:16 +08:00
parent 879ea5e228
commit 959593cdab
17 changed files with 1152 additions and 69 deletions
@@ -100,6 +100,17 @@ from key_sl_tp_lib import (
    sl_tp_mode_label,
    sl_tp_plan_summary_text,
 )
+from time_close_lib import (
+    TIME_CLOSE_RESULT,
+    apply_time_close_to_payload,
+    ensure_time_close_schema,
+    parse_time_close_enabled_form,
+    parse_time_close_hours_form,
+    should_trigger_time_close,
+    time_close_insert_values,
+    time_close_label,
+    time_close_settings_from_row,
+)
 from manual_sltp_lib import (
    normalize_open_sltp_mode,
    resolve_entrust_sltp_prices,
@@ -1426,6 +1437,7 @@ def init_db():
            c.execute(ddl)
        except Exception:
            pass
+    ensure_time_close_schema(c)
    try:
        c.execute("ALTER TABLE trading_sessions ADD COLUMN key_sizing_capital_snapshot REAL")
    except Exception:
@@ -4493,6 +4505,8 @@ def _market_open_for_key_monitor(
    take_profit,
    key_signal_type=None,
    breakeven_enabled=0,
+    time_close_enabled=0,
+    time_close_hours=None,
 ):
    """
    与手动「实盘下单」对齐的市价开仓与 order_monitors 写入。
@@ -4609,14 +4623,18 @@ def _market_open_for_key_monitor(
        breakeven_raw = float(trigger_price) * (1 + breakeven_offset_pct / 100.0)
    breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
    be_enabled = 1 if int(breakeven_enabled or 0) != 0 else 0
+    tc_en, tc_h, tc_at = time_close_insert_values(
+        time_close_enabled, time_close_hours, opened_at_ms
+    )

    conn.execute(
        "INSERT INTO order_monitors "
        "(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
        "margin_capital, leverage, trade_style, risk_percent, risk_amount, "
        "breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
-        "notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type) "
-        "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+        "notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, "
+        "time_close_enabled, time_close_hours, time_close_at_ms) "
+        "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
        (
            symbol,
            exchange_symbol,
@@ -4646,6 +4664,9 @@ def _market_open_for_key_monitor(
            trading_day,
            ORDER_MONITOR_TYPE_KEY_AUTO,
            stored_key_signal_type(key_signal_type),
+            tc_en,
+            tc_h,
+            tc_at,
        ),
    )
    new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
@@ -4835,13 +4856,16 @@ def _insert_order_monitor_from_fib_fill(
    breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
    opened_at_bj = app_now_str()
    opened_at_ms = _to_ms_with_fallback(None, opened_at_bj)
+    tc_en, tc_h, _ = time_close_settings_from_row(row)
+    tc_en, tc_h, tc_at = time_close_insert_values(tc_en, tc_h, opened_at_ms)
    conn.execute(
        "INSERT INTO order_monitors "
        "(symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, "
        "margin_capital, leverage, trade_style, risk_percent, risk_amount, "
        "breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, "
-        "notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type) "
-        "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+        "notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, key_signal_type, "
+        "time_close_enabled, time_close_hours, time_close_at_ms) "
+        "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
        (
            symbol,
            exchange_symbol,
@@ -4871,6 +4895,9 @@ def _insert_order_monitor_from_fib_fill(
            trading_day,
            ORDER_MONITOR_TYPE_KEY_AUTO,
            stored_key_signal_type(typ),
+            tc_en,
+            tc_h,
+            tc_at,
        ),
    )
    new_order_id = int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
@@ -5040,6 +5067,7 @@ def _false_breakout_exists_for_symbol(conn, symbol):

 def _add_false_breakout_key_monitor(
    conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=0,
+    time_close_enabled=0, time_close_hours=None,
 ):
    if _false_breakout_exists_for_symbol(conn, symbol):
        return False, f"{symbol} 已有假突破监控（同币仅允许一条）"
@@ -5096,21 +5124,25 @@ def _add_false_breakout_key_monitor(
    except Exception as e:
        return False, friendly_exchange_error(e, available_usdt=available_usdt)
    be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
+    tc_en, tc_h, _ = time_close_insert_values(time_close_enabled, time_close_hours, None)
    conn.execute(
        "INSERT INTO key_monitors "
        "(symbol, monitor_type, direction, upper, lower, "
        "fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
-        "fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled) "
-        "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)",
+        "fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled, time_close_enabled, time_close_hours) "
+        "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
        (
            symbol, FALSE_BREAKOUT_MONITOR_TYPE, direction_sel, upper_px, lower_px,
-            oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag,
+            oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag, tc_en, tc_h,
        ),
    )
    return True, None


-def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=0):
+def _add_fib_key_monitor(
+    conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=0,
+    time_close_enabled=0, time_close_hours=None,
+):
    if _fib_key_exists_for_symbol(conn, symbol):
        return False, f"{symbol} 已有斐波监控（同币仅允许一条 0.618/0.786）"
    ratio = fib_ratio_from_type(mt)
@@ -5171,15 +5203,16 @@ def _add_fib_key_monitor(conn, symbol, direction_sel, mt, upper_px, lower_px, br
    except Exception as e:
        return False, friendly_exchange_error(e, available_usdt=available_usdt)
    be_flag = 1 if int(breakeven_enabled or 0) != 0 else 0
+    tc_en, tc_h, _ = time_close_insert_values(time_close_enabled, time_close_hours, None)
    conn.execute(
        "INSERT INTO key_monitors "
        "(symbol, monitor_type, direction, upper, lower, "
        "fib_limit_order_id, fib_entry_price, fib_stop_loss, fib_take_profit, "
-        "fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled) "
-        "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)",
+        "fib_order_amount, fib_margin_capital, fib_leverage, breakeven_enabled, time_close_enabled, time_close_hours) "
+        "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
        (
            symbol, mt, direction_sel, upper_px, lower_px,
-            oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag,
+            oid, entry, sl, tp, float(amount), margin_capital, leverage, be_flag, tc_en, tc_h,
        ),
    )
    return True, None
@@ -5290,6 +5323,7 @@ def check_key_monitors():

        key_sig = typ if typ in KEY_MONITOR_AUTO_TYPES else None
        be_on = breakeven_enabled_from_row(r, 0)
+        tc_en, tc_h, _ = time_close_settings_from_row(r)
        ok_trade, trade_err, det = _market_open_for_key_monitor(
            conn,
            sym,
@@ -5299,6 +5333,8 @@ def check_key_monitors():
            tp_raw,
            key_signal_type=key_sig,
            breakeven_enabled=1 if be_on else 0,
+            time_close_enabled=tc_en,
+            time_close_hours=tc_h,
        )
        planned_rr_txt = (
            format_wechat_scalar_2dp(planned_rr) if planned_rr is not None else "-"
@@ -5487,12 +5523,14 @@ def check_order_monitors():
                                    send_wechat_msg(be_msg)

        res = None
+        if should_trigger_time_close(r):
+            res = TIME_CLOSE_RESULT
        # 做多
-        if direction == "long":
+        if not res and direction == "long":
            if p >= take_profit: res = "止盈"
            elif p <= stop_loss: res = "止损"
        # 做空
-        elif direction == "short":
+        elif not res and direction == "short":
            if p <= take_profit: res = "止盈"
            elif p >= stop_loss: res = "止损"

@@ -6414,7 +6452,8 @@ def api_price_snapshot():
        "SELECT id,symbol,monitor_type,direction,upper,lower,fib_entry_price,fib_limit_order_id,created_at FROM key_monitors"
    ).fetchall()
    order_rows = conn.execute(
-        "SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage FROM order_monitors WHERE status='active'"
+        "SELECT id,symbol,exchange_symbol,direction,trigger_price,stop_loss,initial_stop_loss,take_profit,margin_capital,leverage,"
+        "time_close_enabled,time_close_hours,time_close_at_ms,opened_at_ms FROM order_monitors WHERE status='active'"
    ).fetchall()

    try:
@@ -6623,6 +6662,7 @@ def api_price_snapshot():
            format_price_fn=format_price_for_symbol,
            symbol=r["symbol"],
        )
+        apply_time_close_to_payload(payload, r)
        new_sl, new_tp, changed = order_monitor_tpsl_needs_sync(
            r["stop_loss"], r["take_profit"], exchange_tpsl
        )
@@ -7120,6 +7160,10 @@ def add_key():
        except Exception:
            pass
        be_flag = parse_breakeven_enabled_form(d.get("breakeven_enabled"))
+        tc_en = parse_time_close_enabled_form(d.get("time_close_enabled"))
+        tc_h = parse_time_close_hours_form(d.get("time_close_hours")) if tc_en else None
+        if tc_en and not tc_h:
+            tc_en = 0
        if is_false_breakout_key_monitor_type(mt):
            fb_sym = normalize_false_breakout_symbol(symbol)
            if not fb_sym:
@@ -7154,6 +7198,7 @@ def add_key():
                return redirect("/key_monitor")
            ok_fb, err_fb = _add_false_breakout_key_monitor(
                conn, symbol, direction_sel, upper_px, lower_px, key_px, breakeven_enabled=be_flag,
+                time_close_enabled=tc_en, time_close_hours=tc_h,
            )
            conn.commit()
            conn.close()
@@ -7164,6 +7209,7 @@ def add_key():
            flash(
                f"假突破监控已添加，限价单已挂出（{symbol}）"
                f"｜有效期 {FALSE_BREAKOUT_VALIDITY_HOURS}h｜移动保本：{'开' if be_flag else '关'}"
+                + (f"｜{time_close_label(tc_h)}" if tc_en else "")
            )
            return redirect("/key_monitor")
        try:
@@ -7184,6 +7230,7 @@ def add_key():
        if is_fib_key_monitor_type(mt):
            ok_fib, err_fib = _add_fib_key_monitor(
                conn, symbol, direction_sel, mt, upper_px, lower_px, breakeven_enabled=be_flag,
+                time_close_enabled=tc_en, time_close_hours=tc_h,
            )
            conn.commit()
            conn.close()
@@ -7194,6 +7241,7 @@ def add_key():
            flash(
                f"斐波监控已添加，限价单已挂出（{symbol} 日成交量排名 {rank}/{total}）"
                f"｜移动保本：{'开' if be_flag else '关'}"
+                + (f"｜{time_close_label(tc_h)}" if tc_en else "")
            )
            return redirect("/key_monitor")
        sl_tp_mode = "standard"
@@ -7227,8 +7275,8 @@ def add_key():
            conn.execute(
                "INSERT INTO key_monitors "
                "(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled,"
-                "max_notify,notify_interval_min) "
-                "VALUES (?,?,?,?,?,?,?,?,?,?)",
+                "max_notify,notify_interval_min,time_close_enabled,time_close_hours) "
+                "VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
                (
                    symbol,
                    mt,
@@ -7240,14 +7288,17 @@ def add_key():
                    be_flag,
                    KEY_ALERT_MAX_TIMES,
                    KEY_ALERT_INTERVAL_MINUTES,
+                    tc_en,
+                    tc_h,
                ),
            )
        else:
            conn.execute(
                "INSERT INTO key_monitors "
-                "(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled) "
-                "VALUES (?,?,?,?,?,?,?,?)",
-                (symbol, mt, direction_sel, upper_px, lower_px, sl_tp_mode, manual_tp, be_flag),
+                "(symbol,monitor_type,direction,upper,lower,sl_tp_mode,manual_take_profit,breakeven_enabled,"
+                "time_close_enabled,time_close_hours) "
+                "VALUES (?,?,?,?,?,?,?,?,?,?)",
+                (symbol, mt, direction_sel, upper_px, lower_px, sl_tp_mode, manual_tp, be_flag, tc_en, tc_h),
            )
        conn.commit()
        conn.close()
@@ -7263,6 +7314,8 @@ def add_key():
        extra = ""
        if mt in KEY_MONITOR_AUTO_TYPES:
            extra = f"｜方案：{sl_tp_mode_label(sl_tp_mode)}｜移动保本：{'开' if be_flag else '关'}"
+            if tc_en:
+                extra += f"｜{time_close_label(tc_h)}"
        if mt in KEY_MONITOR_RS_TYPES:
            flash(
                f"添加成功（{symbol} 日成交量排名 {rank}/{total}）｜阻力/支撑：双向监控上/下沿，"
@@ -7478,14 +7531,20 @@ def add_order():
        breakeven_raw = float(trigger_price) * (1 + breakeven_offset_pct / 100.0)
    breakeven_price = round_price_to_exchange(exchange_symbol, breakeven_raw)
    breakeven_enabled = 1 if (d.get("breakeven_enabled") or "").strip() in ("1", "true", "on", "yes") else 0
+    tc_en = parse_time_close_enabled_form(d.get("time_close_enabled"))
+    tc_h = parse_time_close_hours_form(d.get("time_close_hours")) if tc_en else None
+    if tc_en and not tc_h:
+        tc_en = 0
+    tc_en, tc_h, tc_at = time_close_insert_values(tc_en, tc_h, opened_at_ms)
    conn.execute(
-        "INSERT INTO order_monitors (symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, margin_capital, leverage, trade_style, risk_percent, risk_amount, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+        "INSERT INTO order_monitors (symbol, exchange_symbol, direction, trigger_price, stop_loss, initial_stop_loss, take_profit, margin_capital, leverage, trade_style, risk_percent, risk_amount, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, breakeven_armed, breakeven_price, breakeven_enabled, notional_value, position_ratio, base_amount, order_amount, exchange_order_id, opened_at, opened_at_ms, session_date, monitor_type, time_close_enabled, time_close_hours, time_close_at_ms) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
        (
            symbol, exchange_symbol, direction, trigger_price, stop_loss, stop_loss, take_profit,
            margin_capital, leverage, trade_style, risk_percent_db, risk_amount_final, breakeven_rr_trigger, breakeven_offset_pct, breakeven_step_r, 0, breakeven_price,
            breakeven_enabled,
            notional_value, position_ratio, base_amount, amount, open_order_id, opened_at_bj, opened_at_ms, trading_day,
            ORDER_MONITOR_TYPE_MANUAL,
+            tc_en, tc_h, tc_at,
        )
    )
    conn.commit()
@@ -356,6 +356,14 @@
                <label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
                    <input type="checkbox" name="breakeven_enabled" value="1" checked> 启用移动保本（关闭则仅保留初始止损与交易所挂单）
                </label>
+                <label id="order-time-close-wrap" class="order-time-close-wrap" style="display:inline-flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
+                    <input type="checkbox" name="time_close_enabled" value="1" id="order-time-close-cb"> 时间平仓
+                    <select name="time_close_hours" id="order-time-close-hours" disabled>
+                        <option value="1">1h</option>
+                        <option value="2">2h</option>
+                        <option value="4" selected>4h</option>
+                    </select>
+                </label>
                <label style="display:flex;align-items:center;gap:4px;font-size:.82rem;color:#cfd3ef">
                    <input type="checkbox" name="order_chart" value="true"> 开仓后生成多周期K线图（各周期100根，含开平仓标记）
                </label>
@@ -397,6 +405,12 @@
                        <span class="pos-meta-item {% if o.breakeven_enabled %}pos-meta-on{% else %}pos-meta-off{% endif %}">
                            {% if o.breakeven_enabled %}移动保本:开 {{ o.breakeven_rr_trigger or '-' }}R→{{ price_fmt(o.symbol, o.breakeven_price) }}{% else %}移动保本:关{% endif %}
                        </span>
+                        <span class="pos-meta-item pos-meta-on pos-time-close-meta" id="order-time-close-wrap-{{ o.id }}"
+                            {% if not o.time_close_enabled %}style="display:none"{% endif %}
+                            data-close-at-ms="{{ o.time_close_at_ms or '' }}">
+                            <span class="pos-time-close-label">时间平仓 {{ o.time_close_hours or '' }}h</span>
+                            · 倒计时 <span class="pos-time-close-cd" id="order-time-close-cd-{{ o.id }}">--:--:--</span>
+                        </span>
                        <span class="pos-meta-item" id="order-be-wrap-{{ o.id }}" style="display:none"><span class="pos-breakeven-badge">已保本</span></span>
                    </div>
                    <div class="pos-grid">
@@ -765,6 +779,7 @@
 </div>

 <script src="/static/instance_ui.js?v=1"></script>
+<script src="/static/time_close_ui.js?v=1"></script>
 <script src="/static/ai_review_render.js?v=2"></script>
 <script src="/static/form_submit_guard.js?v=2"></script>
 <script>
@@ -1520,6 +1535,7 @@ function syncKeyMonitorFormFields(){
        manualTp.required = !!trend;
    }
    if(beWrap) beWrap.style.display = showBe ? "inline-flex" : "none";
+    if(window.TimeCloseUI) TimeCloseUI.syncKeyTimeCloseVisibility(showBe);
    if(upperEl){
        upperEl.style.display = showFb ? "none" : "";
        upperEl.required = !showFb;
@@ -1544,6 +1560,10 @@ if(keyTypeSel) keyTypeSel.addEventListener("change", syncKeyMonitorFormFields);
 if(keyModeSel) keyModeSel.addEventListener("change", syncKeyMonitorFormFields);
 if(keyDirSel) keyDirSel.addEventListener("change", syncKeyMonitorFormFields);
 syncKeyMonitorFormFields();
+if(window.TimeCloseUI){
+    TimeCloseUI.bindTimeCloseForm("key-time-close-cb", "key-time-close-hours", "key-time-close-wrap");
+    TimeCloseUI.bindTimeCloseForm("order-time-close-cb", "order-time-close-hours", "order-time-close-wrap");
+}

 const keyForm = document.getElementById("key-form");
 if(keyForm){
@@ -1877,6 +1897,7 @@ function refreshPriceSnapshot(){
            paintBreakevenBadge(o.id, o.sl_breakeven_secured);
            if(o.exchange_tpsl) paintExchangeTpslRow(o.id, o.exchange_tpsl);
            paintPlanTpslDisplay(o.id, o);
+            if(window.TimeCloseUI) TimeCloseUI.paintOrderTimeClose(o);
        });
    }).catch(()=>{});
 }
@@ -2135,6 +2156,7 @@ function refreshPriceSnapshotConditional(){
                paintBreakevenBadge(o.id, o.sl_breakeven_secured);
                paintExchangeTpslRow(o.id, o.exchange_tpsl || {});
                paintPlanTpslDisplay(o.id, o);
+                if(window.TimeCloseUI) TimeCloseUI.paintOrderTimeClose(o);
            });
        }
    }).catch(()=>{});