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Add end-plan action; never show unfilled option legs as open.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-20 09:36:46 +08:00
parent 8597e47596
commit a43cb35d9a
6 changed files with 369 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/common/static/hedge_plan.js
+49 -3
View File
@@ -1319,7 +1319,7 @@
role +
'">' +
label +
"</button>"
"</button> "
);
}
@@ -1339,6 +1339,42 @@
}
}
async function endActivePlan(planId) {
if (
!window.confirm(
"确认结束计划 #" +
planId +
"？\n不会自动平仓；未成交/待补腿将标为未成交取消。\n已有持仓请自行平掉。"
)
) {
return;
}
try {
const d = await apiJson("/api/hedge-plan/" + planId + "/end", {
method: "POST",
headers: { "Content-Type": "application/json" },
body: JSON.stringify({}),
});
alert(d.msg || "计划已结束 #" + (d.plan_id || planId));
void loadActivePlans();
void loadHistory();
void loadGates();
} catch (e) {
alert(e.message || String(e));
}
}
function legStatusLabel(st) {
const map = {
open: "持仓中",
pending: "待补/未成交",
cancelled: "未成交取消",
canceled: "未成交取消",
closed: "已平仓",
};
return map[st] || st || "—";
}
async function loadActivePlans() {
const tbody = $("hp-active-tbody");
if (!tbody) return;
@@ -1375,7 +1411,10 @@
completeLegButtonHtml(p) +
'<button type="button" class="btn-secondary hp-btn-detail" data-id="' +
p.id +
'">成交细节</button></td>';
'">成交细节</button> ' +
'<button type="button" class="btn-secondary hp-btn-end" data-id="' +
p.id +
'">结束计划</button></td>';
tbody.appendChild(tr);
});
tbody.querySelectorAll(".hp-btn-detail").forEach(function (btn) {
@@ -1388,6 +1427,11 @@
void completeMissingLeg(Number(btn.getAttribute("data-id")));
});
});
tbody.querySelectorAll(".hp-btn-end").forEach(function (btn) {
btn.addEventListener("click", function () {
void endActivePlan(Number(btn.getAttribute("data-id")));
});
});
} catch (e) {
tbody.innerHTML = '<tr><td colspan="8" class="err">' + (e.message || e) + "</td></tr>";
}
@@ -1409,8 +1453,10 @@
hold_to_expiry: "持有至到期",
expiry: "到期",
manual: "人工结束",
manual_end: "人工结束",
partial_fail: "半腿失败",
cancelled: "已取消",
unfilled: "未成交",
};
return map[r] || r || "—";
}
@@ -1514,7 +1560,7 @@
html += "<td>" + fmt(leg.size, leg.leg_role === "perp" ? 4 : 0) + "</td>";
html += "<td>" + fmt(leg.avg_open, 4) + "</td>";
html += "<td>" + (leg.premium != null ? fmt(leg.premium, 4) : "—") + "</td>";
html += "<td>" + (leg.status || "—") + "</td>";
html += "<td>" + legStatusLabel(leg.status) + "</td>";
html += "<td>" + fmt(leg.realized_pnl, 4) + "</td>";
html += "<td><code class=\"hp-ord\">" + (leg.exchange_ord_id || "—") + "</code></td>";
html += "<td>" + reasonLabel(leg.close_reason) + "</td>";
lib/hedge_plan/hedge_plan_db.py
+6 -1
View File
@@ -201,7 +201,12 @@ def legs_contract_summary(legs: list[dict[str, Any]]) -> str:
for leg in legs:
role = str(leg.get("leg_role") or "")
st = str(leg.get("status") or "").strip().lower()
suffix = "(待补)" if st == "pending" else ""
if st == "pending":
suffix = "(待补)"
elif st in ("cancelled", "canceled"):
suffix = "(未成交)"
else:
suffix = ""
if role == "perp":
name = str(leg.get("symbol") or "永续")
parts.append(f"永续 {name}{suffix}")
lib/hedge_plan/hedge_plan_orders_lib.py
+139
View File
@@ -647,3 +647,142 @@ def dump_preview(preview: Any) -> str:
return json.dumps(preview, ensure_ascii=False)[:8000]
except Exception:
return ""
def _live_option_pos_sheets(ex: Any, inst_id: str) -> float:
from lib.exchange.okx_options_lib import fetch_option_positions
inst_id = (inst_id or "").strip()
if not inst_id or ex is None:
return 0.0
rows = fetch_option_positions(ex)
if rows is None:
return -1.0 # API 失败:未知
for r in rows:
if str(r.get("instId") or "").strip() != inst_id:
continue
try:
return abs(float(r.get("pos") or 0))
except (TypeError, ValueError):
return 0.0
return 0.0
def _sync_plan_status_after_leg_fix(conn: Any, plan_id: int) -> None:
"""腿状态校正后:有 open + pending → partial."""
from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, update_plan
plan = get_plan(conn, int(plan_id))
if not plan:
return
pst = str(plan.get("status") or "")
if pst not in ("opening", "active", "partial"):
return
legs = get_plan_legs(conn, int(plan_id))
statuses = [str(l.get("status") or "").lower() for l in legs]
n_open = sum(1 for s in statuses if s == "open")
n_pending = sum(1 for s in statuses if s == "pending")
if n_pending and n_open:
update_plan(conn, int(plan_id), status="partial", close_reason="partial_fail")
def reconcile_unfilled_option_legs(cfg: dict[str, Any], conn: Any, plan_id: int) -> list[str]:
"""未成交却标 open 的期权腿 → pending(可补开);不显示成持仓."""
from lib.hedge_plan.hedge_plan_db import get_plan_legs, update_leg
from lib.exchange.okx_options_lib import fetch_option_order
ex = cfg.get("exchange_options")
notes: list[str] = []
legs = get_plan_legs(conn, int(plan_id))
for leg in legs:
role = str(leg.get("leg_role") or "")
if not role.startswith("option"):
continue
st = str(leg.get("status") or "").lower()
if st != "open":
continue
inst = str(leg.get("inst_id") or "").strip()
oid = str(leg.get("exchange_ord_id") or "").strip()
leg_id = int(leg["id"])
sheets = _live_option_pos_sheets(ex, inst)
if sheets < 0:
continue # 查仓失败不改
if sheets >= 1:
continue
# 无实仓:再看订单是否已成交(仍挂单只改 pending,不撤单)
if ex is not None and inst and oid:
od = fetch_option_order(ex, inst_id=inst, ord_id=oid)
if od.get("ok"):
acc = float(od.get("acc_fill_sz") or 0)
ostate = str(od.get("state") or "")
if acc >= 1 or ostate == "filled":
continue # 有成交但仓位暂未同步,暂不改
update_leg(
conn,
leg_id,
status="pending",
close_reason=None,
closed_at=None,
avg_open=None,
premium=0,
)
notes.append(f"{inst} 无成交却标open→pending")
if notes:
_sync_plan_status_after_leg_fix(conn, int(plan_id))
return notes
def execute_manual_end_plan(cfg: dict[str, Any], conn: Any, plan_id: int) -> dict[str, Any]:
"""人工结束进行中计划:不自动平仓;未成交腿标 cancelled."""
from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, update_leg, update_plan
from lib.hedge_plan.hedge_plan_notify_lib import notify_plan_end
from lib.exchange.okx_options_lib import cancel_option_order
plan = get_plan(conn, int(plan_id))
if not plan:
return {"ok": False, "msg": "计划不存在"}
st = str(plan.get("status") or "")
if st not in ("opening", "active", "partial"):
return {"ok": False, "msg": f"当前状态 {st or '—'} 不可结束"}
notes = reconcile_unfilled_option_legs(cfg, conn, int(plan_id))
ex = cfg.get("exchange_options")
legs = get_plan_legs(conn, int(plan_id))
for leg in legs:
lst = str(leg.get("status") or "").lower()
inst = str(leg.get("inst_id") or "").strip()
oid = str(leg.get("exchange_ord_id") or "").strip()
if lst == "pending":
if ex is not None and inst and oid:
cancel_option_order(ex, inst_id=inst, ord_id=oid)
update_leg(
conn,
int(leg["id"]),
status="cancelled",
close_reason="manual_end",
closed_at=_now(),
avg_open=None,
premium=0,
)
notes.append(f"{inst or leg.get('leg_role')} 待补→cancelled")
update_plan(
conn,
int(plan_id),
status="closed",
close_reason="manual",
closed_at=_now(),
note=((plan.get("note") or "") + " · 人工结束(不平仓)").strip(" ·")[:500],
)
plan2 = get_plan(conn, int(plan_id))
if plan2:
try:
notify_plan_end(cfg, conn, plan2)
except Exception:
pass
return {
"ok": True,
"plan_id": int(plan_id),
"msg": "计划已结束(未自动平仓;有持仓请自行平掉)",
"notes": notes,
}
lib/hedge_plan/hedge_plan_register.py
+34
View File
@@ -588,6 +588,24 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
out["gates"] = gates
return jsonify(out), (200 if out.get("ok") else 400)
@app.route("/api/hedge-plan/<int:plan_id>/end", methods=["POST"])
@lr
def api_hedge_end_plan(plan_id: int):
"""人工结束进行中计划:不自动平仓;未成交腿改为 cancelled."""
from lib.hedge_plan.hedge_plan_db import init_hedge_plan_tables
from lib.hedge_plan.hedge_plan_orders_lib import execute_manual_end_plan
conn = cfg["get_db"]()
try:
init_hedge_plan_tables(conn)
out = execute_manual_end_plan(cfg, conn, plan_id)
if not out.get("ok"):
return jsonify(out), 400
conn.commit()
finally:
conn.close()
return jsonify(out)
@app.route("/api/hedge-plan/<int:plan_id>/complete-leg", methods=["POST"])
@lr
def api_hedge_complete_leg(plan_id: int):
@@ -742,6 +760,7 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
init_hedge_plan_tables,
list_plans,
)
from lib.hedge_plan.hedge_plan_orders_lib import reconcile_unfilled_option_legs
conn = cfg["get_db"]()
try:
@@ -750,6 +769,16 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
for status in ("opening", "active", "partial"):
rows.extend(list_plans(conn, status=status, limit=80))
rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
for row in rows:
try:
reconcile_unfilled_option_legs(cfg, conn, int(row["id"]))
except Exception:
pass
# 校正后可能 status 变化,重新拉一遍
rows = []
for status in ("opening", "active", "partial"):
rows.extend(list_plans(conn, status=status, limit=80))
rows.sort(key=lambda row: int(row.get("id") or 0), reverse=True)
plans = attach_legs_to_plans(conn, rows)
conn.commit()
finally:
@@ -779,6 +808,7 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
init_hedge_plan_tables,
legs_contract_summary,
)
from lib.hedge_plan.hedge_plan_orders_lib import reconcile_unfilled_option_legs
conn = cfg["get_db"]()
try:
@@ -786,6 +816,10 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
plan = get_plan(conn, plan_id)
if not plan:
return jsonify({"ok": False, "msg": "计划不存在"}), 404
# 打开细节时校正:无成交却标 open → cancelled
if str(plan.get("status") or "") in ("opening", "active", "partial"):
reconcile_unfilled_option_legs(cfg, conn, plan_id)
plan = get_plan(conn, plan_id) or plan
legs = get_plan_legs(conn, plan_id)
conn.commit()
finally:
lib/hedge_plan/templates/hedge_plan_panel.html
+1 -1
View File
@@ -301,4 +301,4 @@
</div>
</div>
</div>
<script src="/static/hedge_plan.js?v=27"></script>
<script src="/static/hedge_plan.js?v=28"></script>
tests/test_hedge_plan_end.py
+140
View File
@@ -0,0 +1,140 @@
"""对冲计划:人工结束 + 未成交不显示 open."""
from __future__ import annotations
import sqlite3
import unittest
from unittest import mock
from lib.hedge_plan.hedge_plan_db import (
get_plan,
get_plan_legs,
init_hedge_plan_tables,
insert_leg,
insert_plan,
legs_contract_summary,
)
from lib.hedge_plan.hedge_plan_orders_lib import (
execute_manual_end_plan,
reconcile_unfilled_option_legs,
)
def _mem():
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
init_hedge_plan_tables(conn)
return conn
class TestHedgePlanEnd(unittest.TestCase):
def test_legs_summary_marks_unfilled(self):
s = legs_contract_summary(
[
{"leg_role": "option_a", "inst_id": "ETH-C", "status": "pending"},
{"leg_role": "option_b", "inst_id": "ETH-P", "status": "open"},
{"leg_role": "option_a", "inst_id": "X", "status": "cancelled"},
]
)
self.assertIn("(待补)", s)
self.assertIn("(未成交)", s)
def test_reconcile_ghost_open_to_pending(self):
conn = _mem()
pid = insert_plan(
conn,
{
"plan_type": "options_options",
"status": "active",
"underlying": "ETH",
},
)
insert_leg(
conn,
{
"plan_id": pid,
"leg_role": "option_a",
"inst_id": "ETH-USD_UM-260720-1870-C",
"status": "open",
"exchange_ord_id": "1",
"avg_open": 0.01,
},
)
insert_leg(
conn,
{
"plan_id": pid,
"leg_role": "option_b",
"inst_id": "ETH-USD_UM-260720-1870-P",
"status": "open",
"exchange_ord_id": "2",
"avg_open": 0.02,
},
)
cfg = {"exchange_options": object()}
with mock.patch(
"lib.hedge_plan.hedge_plan_orders_lib._live_option_pos_sheets",
side_effect=lambda ex, inst: 0.0 if "C" in inst else 50.0,
), mock.patch(
"lib.exchange.okx_options_lib.fetch_option_order",
return_value={"ok": True, "state": "canceled", "acc_fill_sz": 0},
):
notes = reconcile_unfilled_option_legs(cfg, conn, pid)
self.assertTrue(notes)
legs = {l["leg_role"]: l for l in get_plan_legs(conn, pid)}
self.assertEqual(legs["option_a"]["status"], "pending")
self.assertEqual(legs["option_b"]["status"], "open")
self.assertEqual(get_plan(conn, pid)["status"], "partial")
def test_manual_end_no_flat(self):
conn = _mem()
pid = insert_plan(
conn,
{
"plan_type": "options_options",
"status": "partial",
"underlying": "ETH",
},
)
insert_leg(
conn,
{
"plan_id": pid,
"leg_role": "option_a",
"inst_id": "ETH-C",
"status": "pending",
"exchange_ord_id": "9",
},
)
insert_leg(
conn,
{
"plan_id": pid,
"leg_role": "option_b",
"inst_id": "ETH-P",
"status": "open",
"exchange_ord_id": "8",
},
)
cfg = {"exchange_options": object()}
with mock.patch(
"lib.hedge_plan.hedge_plan_orders_lib.reconcile_unfilled_option_legs",
return_value=[],
), mock.patch(
"lib.exchange.okx_options_lib.cancel_option_order",
return_value={"ok": True},
) as cancel, mock.patch(
"lib.hedge_plan.hedge_plan_notify_lib.notify_plan_end",
return_value=True,
):
out = execute_manual_end_plan(cfg, conn, pid)
self.assertTrue(out.get("ok"))
self.assertEqual(get_plan(conn, pid)["status"], "closed")
self.assertEqual(get_plan(conn, pid)["close_reason"], "manual")
legs = {l["leg_role"]: l for l in get_plan_legs(conn, pid)}
self.assertEqual(legs["option_a"]["status"], "cancelled")
self.assertEqual(legs["option_b"]["status"], "open") # 已有持仓不动
cancel.assert_called()
if __name__ == "__main__":
unittest.main()