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fix(risk): trigger cooldown only on user-initiated closes

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Remove external-close risk hooks; register user_instance, user_hub, and user_trend_stop via hub API and trend stop; update docs and tests.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-17 19:14:05 +08:00
parent 850ffcd7d2
commit b6acbf4b2c
14 changed files with 423 additions and 131 deletions
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tests/test_account_risk_lib.py
+63 -31
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@@ -5,6 +5,9 @@ from datetime import datetime, timezone
from unittest import mock
from account_risk_lib import (
CLOSE_SOURCE_USER_HUB,
CLOSE_SOURCE_USER_INSTANCE,
CLOSE_SOURCE_USER_TREND_STOP,
STATUS_DAILY,
STATUS_FREEZE_1H,
STATUS_FREEZE_4H,
@@ -12,11 +15,10 @@ from account_risk_lib import (
account_risk_blocks_trading,
compute_account_risk_status,
ensure_account_risk_schema,
on_external_close,
on_journal_saved,
on_manual_close,
on_user_initiated_close,
parse_mood_issues,
should_apply_external_close_risk,
)
@@ -33,7 +35,6 @@ class AccountRiskLibTests(unittest.TestCase):
self.env_patch.start()
os.environ["RISK_CONTROL_ENABLED"] = "1"
os.environ["RISK_COOLING_HOURS_MANUAL"] = "4"
os.environ["RISK_COOLING_HOURS_EXTERNAL"] = "4"
os.environ["RISK_COOLING_HOURS_MANUAL_JOURNAL"] = "1"
os.environ["RISK_MANUAL_CLOSE_DAILY_LIMIT"] = "2"
os.environ["RISK_MOOD_ISSUES_DAILY_FREEZE"] = "1"
@@ -41,17 +42,13 @@ class AccountRiskLibTests(unittest.TestCase):
def tearDown(self):
self.env_patch.stop()
def test_should_apply_external_close_risk_only_external(self):
self.assertTrue(should_apply_external_close_risk("外部平仓"))
self.assertFalse(should_apply_external_close_risk("止盈"))
self.assertFalse(should_apply_external_close_risk("手动平仓"))
def test_manual_close_sets_4h_cooloff(self):
def test_user_instance_sets_4h_cooloff(self):
conn = _mem_conn()
now = datetime(2026, 6, 14, 12, 0, 0)
close_ms = int(now.replace(tzinfo=timezone.utc).timestamp() * 1000)
on_manual_close(
on_user_initiated_close(
conn,
source=CLOSE_SOURCE_USER_INSTANCE,
trade_record_id=101,
closed_at_ms=close_ms,
trading_day="2026-06-14",
@@ -60,20 +57,60 @@ class AccountRiskLibTests(unittest.TestCase):
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
self.assertEqual(st["status"], STATUS_FREEZE_4H)
self.assertFalse(st["can_trade"])
self.assertEqual(st["manual_close_count"], 1)
ok, reason = account_risk_blocks_trading(conn, trading_day="2026-06-14", now=now)
self.assertFalse(ok)
self.assertIn("冻结", reason)
def test_second_manual_close_daily_freeze(self):
def test_invalid_source_ignored(self):
conn = _mem_conn()
now = datetime(2026, 6, 14, 12, 0, 0)
on_user_initiated_close(
conn,
source="exchange_tpsl",
trading_day="2026-06-14",
now=now,
)
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
self.assertEqual(st["status"], STATUS_NORMAL)
def test_second_user_close_daily_freeze(self):
conn = _mem_conn()
now = datetime(2026, 6, 14, 12, 0, 0)
close_ms = int(now.replace(tzinfo=timezone.utc).timestamp() * 1000)
on_manual_close(conn, trade_record_id=1, closed_at_ms=close_ms, trading_day="2026-06-14", now=now)
on_manual_close(conn, trade_record_id=2, closed_at_ms=close_ms + 1000, trading_day="2026-06-14", now=now)
on_user_initiated_close(
conn, source=CLOSE_SOURCE_USER_HUB, closed_at_ms=close_ms, trading_day="2026-06-14", now=now
)
on_user_initiated_close(
conn, source=CLOSE_SOURCE_USER_HUB, closed_at_ms=close_ms + 1000, trading_day="2026-06-14", now=now
)
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
self.assertEqual(st["status"], STATUS_DAILY)
self.assertTrue(st["daily_frozen"])
def test_hub_close_all_count(self):
conn = _mem_conn()
now = datetime(2026, 6, 14, 12, 0, 0)
close_ms = int(now.replace(tzinfo=timezone.utc).timestamp() * 1000)
on_user_initiated_close(
conn,
source=CLOSE_SOURCE_USER_HUB,
closed_at_ms=close_ms,
trading_day="2026-06-14",
now=now,
count=2,
)
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
self.assertEqual(st["manual_close_count"], 2)
self.assertEqual(st["status"], STATUS_DAILY)
def test_trend_stop_counts_as_manual(self):
conn = _mem_conn()
now = datetime(2026, 6, 14, 12, 0, 0)
on_user_initiated_close(
conn,
source=CLOSE_SOURCE_USER_TREND_STOP,
trading_day="2026-06-14",
now=now,
)
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
self.assertEqual(st["manual_close_count"], 1)
self.assertEqual(st["status"], STATUS_FREEZE_4H)
def test_journal_manual_with_note_reduces_to_1h(self):
conn = _mem_conn()
@@ -105,23 +142,16 @@ class AccountRiskLibTests(unittest.TestCase):
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
self.assertEqual(st["status"], STATUS_DAILY)
def test_external_close_4h_cooloff(self):
conn = _mem_conn()
now = datetime(2026, 6, 14, 12, 0, 0)
close_ms = int(now.replace(tzinfo=timezone.utc).timestamp() * 1000)
on_external_close(conn, closed_at_ms=close_ms, trading_day="2026-06-14", now=now)
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
self.assertEqual(st["status"], STATUS_FREEZE_4H)
def test_cooloff_expired_returns_normal(self):
conn = _mem_conn()
start = datetime(2026, 6, 14, 8, 0, 0)
close_ms = int(start.replace(tzinfo=timezone.utc).timestamp() * 1000)
on_external_close(conn, closed_at_ms=close_ms, trading_day="2026-06-14", now=start)
on_user_initiated_close(
conn, source=CLOSE_SOURCE_USER_INSTANCE, closed_at_ms=close_ms, trading_day="2026-06-14", now=start
)
later = datetime(2026, 6, 14, 13, 0, 0)
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=later)
self.assertEqual(st["status"], STATUS_NORMAL)
self.assertTrue(st["can_trade"])
def test_trading_day_reset_clears_daily_frozen(self):
conn = _mem_conn()
@@ -137,7 +167,6 @@ class AccountRiskLibTests(unittest.TestCase):
next_day = datetime(2026, 6, 15, 8, 0, 0)
st = compute_account_risk_status(conn, trading_day="2026-06-15", now=next_day)
self.assertEqual(st["status"], STATUS_NORMAL)
self.assertFalse(st["daily_frozen"])
def test_parse_mood_issues_filters_unknown(self):
self.assertEqual(parse_mood_issues("怕踏空,未知标签,扛单"), ["怕踏空", "扛单"])
@@ -146,11 +175,14 @@ class AccountRiskLibTests(unittest.TestCase):
os.environ["RISK_CONTROL_ENABLED"] = "0"
conn = _mem_conn()
now = datetime(2026, 6, 14, 12, 0, 0)
close_ms = int(now.replace(tzinfo=timezone.utc).timestamp() * 1000)
on_manual_close(conn, trade_record_id=1, closed_at_ms=close_ms, trading_day="2026-06-14", now=now)
on_user_initiated_close(
conn, source=CLOSE_SOURCE_USER_INSTANCE, trading_day="2026-06-14", now=now
)
st = compute_account_risk_status(conn, trading_day="2026-06-14", now=now)
self.assertFalse(st["enabled"])
self.assertTrue(st["can_trade"])
ok, _ = account_risk_blocks_trading(conn, trading_day="2026-06-14", now=now)
self.assertTrue(ok)
if __name__ == "__main__":