fix: Gate force-close badge and classify midnight closes correctly

Narrow executing window to 15 minutes after the hour, show countdown when flat, run force_close before reconcile, and map 00:00 synced closes to 强制清仓 instead of 手动平仓.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-07 00:23:40 +08:00
parent d520ba6904
commit 99eb16dbd8
5 changed files with 250 additions and 21 deletions
+8 -1
View File
@@ -121,6 +121,7 @@ from lib.trade.time_close_lib import (
time_close_settings_from_row,
)
from lib.trade.force_close_lib import (
apply_force_close_display_result,
apply_force_close_to_payload,
enrich_orders_force_close,
force_close_template_context,
@@ -2147,6 +2148,12 @@ def to_effective_trade_dict(row):
item.get("effective_result"),
item.get("effective_pnl_amount"),
)
item["effective_result"] = apply_force_close_display_result(
item.get("effective_result"),
item.get("effective_closed_at"),
enabled=FORCE_CLOSE_ENABLED,
bj_hour=FORCE_CLOSE_BJ_HOUR,
)
return item
@@ -6913,10 +6920,10 @@ def background_task():
try:
auto_transfer_once_per_day()
conn = get_db()
force_close_before_reset()
reconcile_external_closes(conn)
conn.commit()
conn.close()
force_close_before_reset()
check_fib_key_monitors()
check_trigger_entry_key_monitors()
_roll_cfg = app.extensions.get("strategy_roll_cfg")
+29 -7
View File
@@ -123,6 +123,8 @@ from lib.trade.time_close_lib import (
)
from lib.trade.force_close_lib import (
apply_force_close_to_payload,
apply_force_close_display_result,
coerce_force_close_result,
enrich_orders_force_close,
force_close_template_context,
)
@@ -2106,6 +2108,12 @@ def to_effective_trade_dict(row):
item.get("effective_result"),
item.get("effective_pnl_amount"),
)
item["effective_result"] = apply_force_close_display_result(
item.get("effective_result"),
item.get("effective_closed_at"),
enabled=FORCE_CLOSE_ENABLED,
bj_hour=FORCE_CLOSE_BJ_HOUR,
)
return item
@@ -4084,6 +4092,17 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None, *, prefer_m
交易所已无仓本地仍为 active 推断平仓类型/时间/盈亏
返回 (result, pnl_amount, closed_at_str, miss_reason)
"""
def _finish(result, pnl_amount, closed_at_str, miss_reason):
res, note = coerce_force_close_result(
result,
closed_at_str,
enabled=FORCE_CLOSE_ENABLED,
bj_hour=FORCE_CLOSE_BJ_HOUR,
miss_reason=miss_reason,
)
return res, pnl_amount, closed_at_str, note
direction = row["direction"]
sym = row["symbol"]
trigger_price = row["trigger_price"]
@@ -4109,7 +4128,7 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None, *, prefer_m
if pnl_hist is not None:
note = "中控平仓后按 Gate 平仓历史同步盈亏" if prefer_manual else "按 Gate 平仓历史同步盈亏"
res = "手动平仓" if prefer_manual else "外部平仓"
return (res, float(pnl_hist), closed_at_str, note)
return _finish(res, float(pnl_hist), closed_at_str, note)
if exit_px is None or exit_px <= 0:
p = get_price(sym)
@@ -4117,13 +4136,13 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None, *, prefer_m
guessed = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, p)
if guessed:
pnl = calc_pnl(direction, trigger_price, p, margin_capital, leverage)
return (
return _finish(
normalize_result_with_pnl(guessed, pnl),
pnl,
closed_at_str,
"未能拉取成交明细,按当前市价与止盈/止损位近似归类(建议核对交易所账单)",
)
return (
return _finish(
"外部平仓",
0.0,
closed_at_str,
@@ -4133,20 +4152,20 @@ def resolve_synced_flat_close(row, opened_at_str, opened_at_ms=None, *, prefer_m
result = classify_exit_by_levels(direction, trigger_price, stop_loss, take_profit, exit_px)
pnl = calc_pnl(direction, trigger_price, exit_px, margin_capital, leverage)
if prefer_manual:
return (
return _finish(
"手动平仓",
pnl,
closed_at_str,
"中控平仓后按交易所成交记录同步",
)
if result:
return (
return _finish(
normalize_result_with_pnl(result, pnl),
pnl,
closed_at_str,
"按交易所成交记录同步为止盈/止损平仓",
)
return (
return _finish(
"外部平仓",
pnl,
closed_at_str,
@@ -6553,10 +6572,10 @@ def background_task():
try:
auto_transfer_once_per_day()
conn = get_db()
force_close_before_reset()
reconcile_external_closes(conn)
conn.commit()
conn.close()
force_close_before_reset()
check_fib_key_monitors()
check_trigger_entry_key_monitors()
_roll_cfg = app.extensions.get("strategy_roll_cfg")
@@ -7092,6 +7111,7 @@ def render_main_page(page="trade", embed_mode=None):
FORCE_CLOSE_ENABLED,
FORCE_CLOSE_BJ_HOUR,
now_ms=int(app_now().timestamp() * 1000),
has_active_positions=bool(order_list),
),
**embed_context_extras("gate"),
)
@@ -7194,6 +7214,7 @@ def api_account_snapshot():
FORCE_CLOSE_ENABLED,
FORCE_CLOSE_BJ_HOUR,
now_ms=int(now.timestamp() * 1000),
has_active_positions=position_limit_count > 0,
),
})
@@ -7535,6 +7556,7 @@ def api_price_snapshot():
**force_close_template_context(
FORCE_CLOSE_ENABLED,
FORCE_CLOSE_BJ_HOUR,
has_active_positions=bool(order_prices),
),
})
+8 -1
View File
@@ -122,6 +122,7 @@ from lib.trade.time_close_lib import (
time_close_settings_from_row,
)
from lib.trade.force_close_lib import (
apply_force_close_display_result,
apply_force_close_to_payload,
enrich_orders_force_close,
force_close_template_context,
@@ -2054,6 +2055,12 @@ def to_effective_trade_dict(row):
item.get("effective_result"),
item.get("effective_pnl_amount"),
)
item["effective_result"] = apply_force_close_display_result(
item.get("effective_result"),
item.get("effective_closed_at"),
enabled=FORCE_CLOSE_ENABLED,
bj_hour=FORCE_CLOSE_BJ_HOUR,
)
return item
@@ -6353,10 +6360,10 @@ def background_task():
try:
auto_transfer_once_per_day()
conn = get_db()
force_close_before_reset()
reconcile_external_closes(conn)
conn.commit()
conn.close()
force_close_before_reset()
check_fib_key_monitors()
check_trigger_entry_key_monitors()
_roll_cfg = app.extensions.get("strategy_roll_cfg")
+149 -8
View File
@@ -8,6 +8,7 @@ from typing import Any, Optional
from zoneinfo import ZoneInfo
FORCE_CLOSE_RESULT = "强制清仓"
FORCE_CLOSE_GRACE_MINUTES = 15
def app_timezone_name() -> str:
@@ -42,10 +43,138 @@ def is_force_close_active_hour(
*,
now_ms: Optional[int] = None,
tz_name: Optional[str] = None,
grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
) -> bool:
"""当前是否处于整点强制清仓执行窗口(整点起 grace 分钟内)。"""
return is_force_close_executing(
bj_hour,
now_ms=now_ms,
tz_name=tz_name,
grace_minutes=grace_minutes,
)
def is_force_close_executing(
bj_hour: Any,
*,
now_ms: Optional[int] = None,
tz_name: Optional[str] = None,
grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
) -> bool:
"""当前是否处于整点强制清仓执行窗口(该北京时间整点小时内)。"""
hour = normalize_force_close_bj_hour(bj_hour)
return _now_dt(now_ms=now_ms, tz_name=tz_name).hour == hour
now = _now_dt(now_ms=now_ms, tz_name=tz_name)
target = now.replace(hour=hour, minute=0, second=0, microsecond=0)
if now < target:
return False
end = target + timedelta(minutes=max(1, int(grace_minutes)))
return now < end
def parse_closed_at_dt(
closed_at: Any,
*,
tz_name: Optional[str] = None,
) -> Optional[datetime]:
if closed_at is None:
return None
text = str(closed_at).strip()
if not text:
return None
tz = ZoneInfo(tz_name or app_timezone_name())
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M", "%Y-%m-%dT%H:%M:%S", "%Y-%m-%dT%H:%M"):
try:
return datetime.strptime(text, fmt).replace(tzinfo=tz)
except ValueError:
continue
return None
def is_close_at_force_close_window(
closed_at: Any,
bj_hour: Any,
*,
grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
tz_name: Optional[str] = None,
) -> bool:
"""平仓时刻是否落在北京时间整点强制清仓窗口内。"""
dt = parse_closed_at_dt(closed_at, tz_name=tz_name)
if dt is None:
return False
hour = normalize_force_close_bj_hour(bj_hour)
if dt.hour != hour:
return False
return dt.minute < max(1, int(grace_minutes))
def infer_force_close_result(
closed_at: Any,
*,
enabled: bool,
bj_hour: Any,
grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
tz_name: Optional[str] = None,
) -> Optional[str]:
if not enabled:
return None
if is_close_at_force_close_window(
closed_at, bj_hour, grace_minutes=grace_minutes, tz_name=tz_name
):
return FORCE_CLOSE_RESULT
return None
def coerce_force_close_result(
result: Optional[str],
closed_at: Any,
*,
enabled: bool,
bj_hour: Any,
miss_reason: Optional[str] = None,
grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
tz_name: Optional[str] = None,
) -> tuple[str, str]:
"""同步平仓归类:整点窗口内优先记为强制清仓。"""
res = (result or "").strip()
note = (miss_reason or "").strip()
if res == FORCE_CLOSE_RESULT:
return res, note
fc = infer_force_close_result(
closed_at,
enabled=enabled,
bj_hour=bj_hour,
grace_minutes=grace_minutes,
tz_name=tz_name,
)
if not fc:
return res, note
if not note:
note = f"北京时间 {force_close_hour_label(bj_hour)} 整点风控清仓"
return fc, note
def apply_force_close_display_result(
result: Optional[str],
closed_at: Any,
*,
enabled: bool,
bj_hour: Any,
grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
tz_name: Optional[str] = None,
) -> str:
"""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。"""
res = (result or "").strip()
if res == FORCE_CLOSE_RESULT:
return res
fc = infer_force_close_result(
closed_at,
enabled=enabled,
bj_hour=bj_hour,
grace_minutes=grace_minutes,
tz_name=tz_name,
)
if fc and (res in ("", "外部平仓", "手动平仓") or res.startswith("外部平仓")):
return fc
return res
def compute_next_force_close_at_ms(
@@ -58,9 +187,8 @@ def compute_next_force_close_at_ms(
hour = normalize_force_close_bj_hour(bj_hour)
now = _now_dt(now_ms=now_ms, tz_name=tz_name)
target = now.replace(hour=hour, minute=0, second=0, microsecond=0)
if now.hour > hour or now.hour == hour:
if now.hour > hour:
target += timedelta(days=1)
if now >= target:
target += timedelta(days=1)
return int(target.timestamp() * 1000)
@@ -96,6 +224,7 @@ def build_force_close_state(
*,
now_ms: Optional[int] = None,
tz_name: Optional[str] = None,
has_active_positions: Optional[bool] = None,
) -> dict[str, Any]:
"""实例级强制清仓状态(模板 / API 共用)。"""
if not enabled:
@@ -110,7 +239,8 @@ def build_force_close_state(
"active": False,
}
hour = normalize_force_close_bj_hour(bj_hour)
active = is_force_close_active_hour(hour, now_ms=now_ms, tz_name=tz_name)
executing = is_force_close_executing(hour, now_ms=now_ms, tz_name=tz_name)
active = executing and (has_active_positions is not False)
next_at_ms = compute_next_force_close_at_ms(bj_hour=hour, now_ms=now_ms, tz_name=tz_name)
rem = force_close_remaining_seconds(next_at_ms, now_ms=now_ms) if next_at_ms else None
return {
@@ -131,10 +261,15 @@ def force_close_template_context(
*,
now_ms: Optional[int] = None,
tz_name: Optional[str] = None,
has_active_positions: Optional[bool] = None,
) -> dict[str, dict[str, Any]]:
return {
"force_close": build_force_close_state(
enabled, bj_hour, now_ms=now_ms, tz_name=tz_name
enabled,
bj_hour,
now_ms=now_ms,
tz_name=tz_name,
has_active_positions=has_active_positions,
)
}
@@ -148,7 +283,13 @@ def apply_force_close_to_payload(
tz_name: Optional[str] = None,
) -> None:
"""为 active 持仓 JSON 附加整点强制清仓倒计时。"""
state = build_force_close_state(enabled, bj_hour, now_ms=now_ms, tz_name=tz_name)
state = build_force_close_state(
enabled,
bj_hour,
now_ms=now_ms,
tz_name=tz_name,
has_active_positions=True,
)
payload["force_close_enabled"] = bool(state["enabled"])
payload["force_close_bj_hour"] = state["bj_hour"]
payload["force_close_at_ms"] = state["next_at_ms"]
+56 -4
View File
@@ -2,11 +2,16 @@ from datetime import datetime
from zoneinfo import ZoneInfo
from lib.trade.force_close_lib import (
apply_force_close_display_result,
build_force_close_state,
coerce_force_close_result,
compute_next_force_close_at_ms,
force_close_label,
format_force_close_countdown,
infer_force_close_result,
is_close_at_force_close_window,
is_force_close_active_hour,
is_force_close_executing,
)
TZ = ZoneInfo("Asia/Shanghai")
@@ -36,14 +41,35 @@ def test_next_force_close_same_day_before_hour():
)
def test_active_hour_and_countdown():
now = _ms(2026, 7, 6, 0, 15)
def test_next_force_close_after_trigger_same_day():
now = _ms(2026, 7, 7, 0, 18)
assert compute_next_force_close_at_ms(bj_hour=0, now_ms=now, tz_name="Asia/Shanghai") == _ms(
2026, 7, 8, 0, 0
)
def test_executing_window_and_countdown():
now = _ms(2026, 7, 6, 0, 14)
assert is_force_close_executing(0, now_ms=now, tz_name="Asia/Shanghai")
assert is_force_close_active_hour(0, now_ms=now, tz_name="Asia/Shanghai")
state = build_force_close_state(True, 0, now_ms=now, tz_name="Asia/Shanghai")
state = build_force_close_state(
True, 0, now_ms=now, tz_name="Asia/Shanghai", has_active_positions=True
)
assert state["enabled"] is True
assert state["active"] is True
assert state["countdown"] == "执行中"
assert state["remaining_sec"] == 0
assert state["next_at_ms"] == _ms(2026, 7, 7, 0, 0)
def test_not_executing_after_grace_without_positions():
now = _ms(2026, 7, 7, 0, 18)
assert not is_force_close_executing(0, now_ms=now, tz_name="Asia/Shanghai")
state = build_force_close_state(
True, 0, now_ms=now, tz_name="Asia/Shanghai", has_active_positions=False
)
assert state["active"] is False
assert state["countdown"] != "执行中"
assert state["next_at_ms"] == _ms(2026, 7, 8, 0, 0)
def test_disabled_state():
@@ -55,3 +81,29 @@ def test_disabled_state():
def test_format_countdown():
assert format_force_close_countdown(3661) == "01:01:01"
assert format_force_close_countdown(0, active=True) == "执行中"
def test_infer_force_close_from_closed_at():
assert is_close_at_force_close_window("2026-07-07 00:00", 0)
assert infer_force_close_result("2026-07-07 00:00", enabled=True, bj_hour=0) == "强制清仓"
assert infer_force_close_result("2026-07-07 00:20", enabled=True, bj_hour=0) is None
def test_coerce_and_display_external_close_at_midnight():
res, note = coerce_force_close_result(
"外部平仓",
"2026-07-07 00:00",
enabled=True,
bj_hour=0,
)
assert res == "强制清仓"
assert "00:00" in note
assert (
apply_force_close_display_result(
"手动平仓",
"2026-07-07 00:00",
enabled=True,
bj_hour=0,
)
== "强制清仓"
)