fix: 箱体/收敛突破标记价反向越界时自动撤销监控

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

crypto_monitor_binance/app.py

@@ -168,6 +168,8 @@ from key_monitor_lib import (
     KEY_MONITOR_RS_TYPES,
     auto_amp_ok,
     auto_confirm_ok,
+    box_breakout_invalidate_by_mark,
+    box_breakout_invalidate_edge_label,
     claim_rs_level_notify,
     detect_rs_box_break,
     format_auto_amp_line,
@@ -6036,6 +6038,21 @@ def check_key_monitors():
         direction = (r["direction"] or "long").lower()
         if direction == KEY_DIRECTION_WATCH:
             continue
+        if typ in KEY_MONITOR_AUTO_TYPES:
+            mark = get_symbol_mark_price(sym)
+            if mark is not None and box_breakout_invalidate_by_mark(direction, mark, up, low):
+                edge = float(low) if direction == "long" else float(up)
+                edge_label = box_breakout_invalidate_edge_label(direction)
+                msg = (
+                    f"# ⚠️ {sym} 关键位监控失效\n"
+                    f"**账户：{_wechat_account_label()}**\n"
+                    f"- 类型：{typ}｜{_wechat_direction_text(direction)}\n"
+                    f"- 标记价 {format_price_for_symbol(sym, mark)} 已突破反向{edge_label} "
+                    f"{format_price_for_symbol(sym, edge)}（设置失效）\n"
+                )
+                send_wechat_msg(msg)
+                _finalize_key_monitor_one_shot(conn, r, msg, "box_opposite_break")
+                continue
         try:
             checks = _key_hard_checks(sym, direction, up, low, typ)
         except Exception:
@@ -7197,6 +7214,7 @@ def api_price_snapshot():
         fib_gate_ok = True
         fb_gate_ok = True
         te_gate_ok = True
+        box_gate_ok = True
         if is_fib:
             direction = (r["direction"] or "long").lower()
             inval = fib_invalidate_by_mark(direction, price, r["upper"], r["lower"])
@@ -7253,16 +7271,22 @@ def api_price_snapshot():
             except Exception:
                 gate_summary = "-"
         elif (r["monitor_type"] or "").strip() in KEY_MONITOR_AUTO_TYPES:
-            try:
-                gate = _key_hard_checks(
-                    r["symbol"],
-                    (r["direction"] or "long").lower(),
-                    r["upper"],
-                    r["lower"],
-                    r["monitor_type"],
-                )
-            except Exception:
-                gate = None
+            direction = (r["direction"] or "long").lower()
+            if box_breakout_invalidate_by_mark(direction, price, r["upper"], r["lower"]):
+                edge_label = box_breakout_invalidate_edge_label(direction)
+                gate_summary = f"反向突破{edge_label}·将撤销"
+                box_gate_ok = False
+            else:
+                try:
+                    gate = _key_hard_checks(
+                        r["symbol"],
+                        direction,
+                        r["upper"],
+                        r["lower"],
+                        r["monitor_type"],
+                    )
+                except Exception:
+                    gate = None
         if gate:
             rank_seg = "ERR" if int(gate.get("rank_total") or 0) <= 0 else f"{gate.get('rank')}/{gate.get('rank_total')}"
             gate_summary = (
@@ -7301,7 +7325,7 @@ def api_price_snapshot():
                 fib_gate_ok if is_fib
                 else fb_gate_ok if is_fb
                 else te_gate_ok if is_te
-                else bool(gate and gate.get("ok"))
+                else box_gate_ok and bool(gate and gate.get("ok"))
             ),
             "gate_metrics": gate_metrics,
         })

crypto_monitor_binance/关键位自动下单说明.md

@@ -112,6 +112,7 @@ Binance / OKX 见各自目录下同名文档；共享逻辑在仓库根目录 `k
 
 | `close_reason` | 含义 |
 |----------------|------|
+| `box_opposite_break` | 标记价先突破反向边界（多：≤下沿；空：≥上沿） |
 | `rr_insufficient` | 门控通过但 RR 不达标或 SL/TP 几何无效 |
 | `exchange_failed` | RR 达标但实盘/交易所等原因未开仓 |
 | `auto_opened` | RR 达标且市价开仓成功 |