feat(risk): add account cooldown and daily freeze after manual/external close
Implements shared account_risk_lib with 4h/1h cooloff and daily freeze rules, wires hooks into all four exchange apps and hub monitor UI, with tests and docs. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
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"""账户冷静期 / 日冻结风控（四所实例共用）。"""
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from __future__ import annotations
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import os
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from datetime import datetime, timezone
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from typing import Any, Callable, Optional
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STATUS_NORMAL = "normal"
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STATUS_FREEZE_1H = "freeze_1h"
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STATUS_FREEZE_4H = "freeze_4h"
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STATUS_DAILY = "freeze_daily"
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STATUS_LABELS = {
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STATUS_NORMAL: "正常",
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STATUS_FREEZE_1H: "1h冻结",
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STATUS_FREEZE_4H: "4h冻结",
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STATUS_DAILY: "日冻结",
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}
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MOOD_ISSUE_OPTIONS = (
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"怕踏空",
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"报复开仓",
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"盈利飘了",
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"拿不住单",
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"扛单",
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"重仓违规",
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)
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EXTERNAL_CLOSE_RESULTS = frozenset({"外部平仓"})
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def _env_bool(key: str, default: bool = True) -> bool:
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raw = (os.getenv(key) or "").strip().lower()
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if not raw:
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return default
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return raw in ("1", "true", "yes", "on")
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def _env_hours(key: str, default: float) -> float:
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try:
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v = float(os.getenv(key, str(default)))
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except (TypeError, ValueError):
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v = default
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return max(0.0, v)
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def risk_control_enabled() -> bool:
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return _env_bool("RISK_CONTROL_ENABLED", True)
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def cooling_hours_manual() -> float:
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return _env_hours("RISK_COOLING_HOURS_MANUAL", 4.0)
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def cooling_hours_external() -> float:
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return _env_hours("RISK_COOLING_HOURS_EXTERNAL", 4.0)
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def cooling_hours_manual_journal() -> float:
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return _env_hours("RISK_COOLING_HOURS_MANUAL_JOURNAL", 1.0)
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def manual_close_daily_limit() -> int:
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try:
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return max(1, int(os.getenv("RISK_MANUAL_CLOSE_DAILY_LIMIT", "2")))
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except (TypeError, ValueError):
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return 2
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def mood_issues_daily_freeze_enabled() -> bool:
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return _env_bool("RISK_MOOD_ISSUES_DAILY_FREEZE", True)
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def ensure_account_risk_schema(conn) -> None:
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conn.execute(
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"""CREATE TABLE IF NOT EXISTS account_risk_state (
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id INTEGER PRIMARY KEY CHECK (id = 1),
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trading_day TEXT,
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manual_close_count INTEGER DEFAULT 0,
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cooloff_until_ms INTEGER,
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cooloff_hours INTEGER,
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daily_frozen INTEGER DEFAULT 0,
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pending_journal_trade_id INTEGER,
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last_close_at_ms INTEGER,
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updated_at TEXT
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)"""
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)
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row = conn.execute("SELECT id FROM account_risk_state WHERE id=1").fetchone()
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if not row:
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conn.execute(
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"INSERT INTO account_risk_state (id, trading_day, manual_close_count, daily_frozen) VALUES (1, '', 0, 0)"
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)
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def _row_get(row, key, default=None):
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if row is None:
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return default
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try:
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return row[key]
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except (KeyError, IndexError, TypeError):
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return default
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def _now_ms(now: Optional[datetime] = None) -> int:
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dt = now or datetime.now()
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if dt.tzinfo is None:
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return int(dt.replace(tzinfo=timezone.utc).timestamp() * 1000)
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return int(dt.timestamp() * 1000)
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def _ms_to_local_str(ms: Optional[int], fmt_local: Callable[[int], str]) -> Optional[str]:
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if ms is None:
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return None
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try:
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return fmt_local(int(ms))
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except Exception:
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return None
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def _load_state(conn):
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ensure_account_risk_schema(conn)
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return conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
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def _sync_trading_day(conn, trading_day: str, now: Optional[datetime] = None) -> Any:
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row = _load_state(conn)
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td = (trading_day or "").strip()
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stored = str(_row_get(row, "trading_day") or "").strip()
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if stored != td:
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conn.execute(
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"""UPDATE account_risk_state SET
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trading_day=?,
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manual_close_count=0,
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daily_frozen=0,
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updated_at=?
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WHERE id=1""",
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(td, (now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S")),
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)
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row = _load_state(conn)
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return row
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def _set_cooloff(
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conn,
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*,
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trading_day: str,
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close_at_ms: int,
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hours: float,
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now: Optional[datetime] = None,
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) -> None:
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_sync_trading_day(conn, trading_day, now=now)
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h = max(0.0, float(hours))
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until_ms = int(close_at_ms + h * 3600 * 1000)
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conn.execute(
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"""UPDATE account_risk_state SET
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cooloff_until_ms=?,
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cooloff_hours=?,
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last_close_at_ms=?,
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updated_at=?
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WHERE id=1""",
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(
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until_ms,
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int(h) if h == int(h) else int(round(h)),
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int(close_at_ms),
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(now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),
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),
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)
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def _set_daily_frozen(conn, *, trading_day: str, now: Optional[datetime] = None) -> None:
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_sync_trading_day(conn, trading_day, now=now)
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conn.execute(
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"""UPDATE account_risk_state SET daily_frozen=1, updated_at=? WHERE id=1""",
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((now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),),
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)
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def parse_mood_issues(raw: Any) -> list[str]:
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if raw is None:
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return []
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if isinstance(raw, (list, tuple)):
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parts = [str(x).strip() for x in raw if str(x).strip()]
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else:
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parts = [x.strip() for x in str(raw).split(",") if x.strip()]
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return [p for p in parts if p in MOOD_ISSUE_OPTIONS]
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def on_manual_close(
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conn,
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*,
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trade_record_id: int,
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closed_at_ms: Optional[int],
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trading_day: str,
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now: Optional[datetime] = None,
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) -> None:
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if not risk_control_enabled():
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return
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row = _sync_trading_day(conn, trading_day, now=now)
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count = int(_row_get(row, "manual_close_count") or 0) + 1
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close_ms = int(closed_at_ms) if closed_at_ms else _now_ms(now)
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conn.execute(
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"""UPDATE account_risk_state SET
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manual_close_count=?,
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pending_journal_trade_id=?,
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updated_at=?
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WHERE id=1""",
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(count, int(trade_record_id), (now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S")),
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)
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if count >= manual_close_daily_limit():
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_set_daily_frozen(conn, trading_day=trading_day, now=now)
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return
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_set_cooloff(
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conn,
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trading_day=trading_day,
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close_at_ms=close_ms,
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hours=cooling_hours_manual(),
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now=now,
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)
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def on_external_close(
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conn,
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*,
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closed_at_ms: Optional[int],
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trading_day: str,
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now: Optional[datetime] = None,
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) -> None:
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if not risk_control_enabled():
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return
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close_ms = int(closed_at_ms) if closed_at_ms else _now_ms(now)
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_set_cooloff(
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conn,
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trading_day=trading_day,
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close_at_ms=close_ms,
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hours=cooling_hours_external(),
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now=now,
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)
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conn.execute(
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"UPDATE account_risk_state SET pending_journal_trade_id=NULL, updated_at=? WHERE id=1",
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((now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),),
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)
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def on_journal_saved(
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conn,
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*,
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early_exit_trigger: str,
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early_exit_note: str,
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mood_issues_raw: Any,
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trading_day: str,
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now: Optional[datetime] = None,
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) -> None:
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if not risk_control_enabled():
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return
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row = _sync_trading_day(conn, trading_day, now=now)
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mood_list = parse_mood_issues(mood_issues_raw)
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if mood_issues_daily_freeze_enabled() and mood_list:
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_set_daily_frozen(conn, trading_day=trading_day, now=now)
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conn.execute(
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"UPDATE account_risk_state SET pending_journal_trade_id=NULL, updated_at=? WHERE id=1",
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((now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),),
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)
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return
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pending = _row_get(row, "pending_journal_trade_id")
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trigger = (early_exit_trigger or "").strip()
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note = (early_exit_note or "").strip()
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if pending and trigger == "手动平仓" and note:
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last_close_ms = _row_get(row, "last_close_at_ms")
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base_ms = int(last_close_ms) if last_close_ms else _now_ms(now)
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_set_cooloff(
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conn,
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trading_day=trading_day,
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close_at_ms=base_ms,
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hours=cooling_hours_manual_journal(),
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now=now,
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)
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conn.execute(
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"UPDATE account_risk_state SET pending_journal_trade_id=NULL, updated_at=? WHERE id=1",
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((now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),),
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)
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def compute_account_risk_status(
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conn,
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*,
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trading_day: str,
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now: Optional[datetime] = None,
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fmt_local_ms: Optional[Callable[[int], str]] = None,
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) -> dict[str, Any]:
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if not risk_control_enabled():
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return {
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"enabled": False,
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"status": STATUS_NORMAL,
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"status_label": STATUS_LABELS[STATUS_NORMAL],
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"can_trade": True,
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"reason": "",
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"cooloff_until_ms": None,
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"cooloff_until": None,
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"manual_close_count": 0,
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"daily_frozen": False,
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}
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row = _sync_trading_day(conn, trading_day, now=now)
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now_ms = _now_ms(now)
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daily_frozen = int(_row_get(row, "daily_frozen") or 0) == 1
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cooloff_until_ms = _row_get(row, "cooloff_until_ms")
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try:
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cooloff_until_ms = int(cooloff_until_ms) if cooloff_until_ms is not None else None
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except (TypeError, ValueError):
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cooloff_until_ms = None
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cooloff_hours = _row_get(row, "cooloff_hours")
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manual_close_count = int(_row_get(row, "manual_close_count") or 0)
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status = STATUS_NORMAL
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reason = ""
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if daily_frozen:
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status = STATUS_DAILY
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reason = f"账户今日已冻结（手动平仓 {manual_close_count} 次或复盘情绪标签）"
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elif cooloff_until_ms is not None and cooloff_until_ms > now_ms:
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h = int(cooloff_hours or cooling_hours_manual())
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status = STATUS_FREEZE_1H if h <= 1 else STATUS_FREEZE_4H
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until_str = _ms_to_local_str(cooloff_until_ms, fmt_local_ms) if fmt_local_ms else None
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label = STATUS_LABELS[status]
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reason = f"账户{label}中"
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if until_str:
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reason += f"，至 {until_str}"
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can_trade = status == STATUS_NORMAL
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return {
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"enabled": True,
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"status": status,
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"status_label": STATUS_LABELS[status],
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"can_trade": can_trade,
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"reason": reason,
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"cooloff_until_ms": cooloff_until_ms if cooloff_until_ms and cooloff_until_ms > now_ms else None,
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"cooloff_until": _ms_to_local_str(cooloff_until_ms, fmt_local_ms)
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if fmt_local_ms and cooloff_until_ms and cooloff_until_ms > now_ms
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else None,
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"manual_close_count": manual_close_count,
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"daily_frozen": daily_frozen,
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"pending_journal_trade_id": _row_get(row, "pending_journal_trade_id"),
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}
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def account_risk_blocks_trading(
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conn,
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*,
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trading_day: str,
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now: Optional[datetime] = None,
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fmt_local_ms: Optional[Callable[[int], str]] = None,
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) -> tuple[bool, str]:
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"""返回 (允许交易, 拒绝原因)。"""
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st = compute_account_risk_status(
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conn, trading_day=trading_day, now=now, fmt_local_ms=fmt_local_ms
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)
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if st.get("can_trade"):
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return True, ""
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return False, str(st.get("reason") or STATUS_LABELS.get(st.get("status"), "账户冻结"))
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def should_apply_external_close_risk(result: str) -> bool:
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return (result or "").strip() in EXTERNAL_CLOSE_RESULTS
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def insert_trade_record_id(conn) -> int:
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row = conn.execute("SELECT last_insert_rowid()").fetchone()
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return int(row[0] if row else 0)
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