fix: 交易安全审计修复 — 补偿平仓、中控同步、滚仓/趋势防护

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

lib/strategy/strategy_roll_monitor_lib.py

@@ -40,7 +40,8 @@ def check_roll_monitors(cfg: dict[str, Any]) -> None:
         _reconcile_roll_groups(conn, cfg)
         _check_pending_roll_legs(conn, cfg)
         conn.commit()
-    except Exception:
+    except Exception as e:
+        print(f"[roll_monitor] {e}", flush=True)
         try:
             conn.rollback()
         except Exception:
@@ -408,7 +409,19 @@ def _execute_pending_roll_leg(
         return
 
     oid = str(order.get("id") or "") if isinstance(order, dict) else ""
-    cfg["replace_tpsl"](ex_sym, direction, sl, tp0, mon)
+    try:
+        cfg["replace_tpsl"](ex_sym, direction, sl, tp0, mon)
+    except Exception as tpsl_err:
+        fe = cfg.get("friendly_error")
+        msg = fe(tpsl_err) if callable(fe) else str(tpsl_err)
+        conn.execute(
+            """UPDATE roll_legs SET status='error', exchange_order_id=?, fill_price=?, amount=?
+               WHERE id=? AND status='pending'""",
+            (oid, fill, float(amount), leg_id),
+        )
+        _notify_roll_fail(cfg, group, leg, mark, f"加仓成交但止盈止损更新失败: {msg}")
+        return
+
     conn.execute(
         """UPDATE roll_legs SET status='filled', fill_price=?, amount=?, exchange_order_id=?,
            new_stop_loss=? WHERE id=? AND status='pending'""",

lib/strategy/strategy_trend_register.py

@@ -244,7 +244,7 @@ def _row(cfg, row) -> dict:
     return cfg["row_to_dict"](row)
 
 
-def precheck_trend_start(cfg: dict, conn) -> tuple[bool, str]:
+def precheck_trend_start(cfg: dict, conn, *, symbol: str = "", direction: str = "long") -> tuple[bool, str]:
     m = _m(cfg)
     mode = getattr(m, "POSITION_SIZING_MODE", None) or "risk"
     try:
@@ -255,9 +255,41 @@ def precheck_trend_start(cfg: dict, conn) -> tuple[bool, str]:
             return False, src_msg
     except Exception:
         pass
-    now = m.app_now()
-    if not m.trading_day_reset_allows_new_open(now):
-        return False, f"北京时间 {cfg['reset_hour']}:00 前不允许持仓"
+    sym = (symbol or "").strip()
+    dir_l = (direction or "long").strip().lower()
+    if sym and dir_l in ("long", "short") and hasattr(m, "precheck_risk"):
+        ok_risk, risk_msg = m.precheck_risk(conn, sym, dir_l)
+        if not ok_risk:
+            return False, risk_msg
+    else:
+        now = m.app_now()
+        if not m.trading_day_reset_allows_new_open(now):
+            return False, f"北京时间 {cfg['reset_hour']}:00 前不允许持仓"
+        from lib.trade.account_risk_lib import account_risk_blocks_trading, position_limit_reached
+
+        ok_risk, risk_reason = account_risk_blocks_trading(
+            conn,
+            trading_day=m.get_trading_day(now),
+            now=now,
+            fmt_local_ms=getattr(m, "ms_to_app_local_str", lambda _x: ""),
+        )
+        if not ok_risk:
+            return False, risk_reason
+        reached, active_count, mx = position_limit_reached(
+            conn, max_active_positions=cfg["max_active_positions"]
+        )
+        if reached:
+            return False, f"已达最大持仓数（{active_count}/{mx}）"
+        from lib.trade.daily_open_limit_lib import check_daily_open_hard_limit
+
+        ok_daily, daily_reason, _opens = check_daily_open_hard_limit(
+            conn,
+            m.get_trading_day(now),
+            getattr(m, "DAILY_OPEN_HARD_LIMIT", 0),
+            cfg["reset_hour"],
+        )
+        if not ok_daily:
+            return False, daily_reason
     active = m.get_active_position_count(conn)
     if active >= cfg["max_active_positions"]:
         return (
@@ -1604,22 +1636,27 @@ def register_trend_routes(app: Flask, cfg: dict) -> None:
     def preview_trend_pullback():
         conn = get_db()
         init_strategy_tables(conn)
-        okp, msg = precheck_trend_start(cfg, conn)
-        if not okp:
-            conn.close()
-            flash(msg)
-            return _redirect_trend()
         m = _m(cfg)
-        ok_live, reason = m.ensure_exchange_live_ready()
-        if not ok_live:
-            conn.close()
-            flash(reason)
-            return _redirect_trend()
         payload, err = parse_trend_plan(cfg, request.form)
         if err:
             conn.close()
             flash(err)
             return _redirect_trend()
+        okp, msg = precheck_trend_start(
+            cfg,
+            conn,
+            symbol=str(payload.get("symbol") or ""),
+            direction=str(payload.get("direction") or "long"),
+        )
+        if not okp:
+            conn.close()
+            flash(msg)
+            return _redirect_trend()
+        ok_live, reason = m.ensure_exchange_live_ready()
+        if not ok_live:
+            conn.close()
+            flash(reason)
+            return _redirect_trend()
         pid = str(uuid.uuid4())
         exp_ms = int(time.time() * 1000) + cfg["preview_ttl"] * 1000
         created = m.app_now_str()
@@ -1678,7 +1715,12 @@ def register_trend_routes(app: Flask, cfg: dict) -> None:
             conn.close()
             flash("预览已过期或不存在，请重新生成预览")
             return _redirect_trend()
-        okp, msg = precheck_trend_start(cfg, conn)
+        okp, msg = precheck_trend_start(
+            cfg,
+            conn,
+            symbol=str(pr["symbol"] or ""),
+            direction=str(pr["direction"] or "long"),
+        )
         if not okp:
             conn.close()
             flash(msg)
@@ -1718,7 +1760,18 @@ def register_trend_routes(app: Flask, cfg: dict) -> None:
                 exchange_symbol, direction, first_amt, leverage, stop_loss=None, take_profit=None
             )
             fill1 = m.resolve_order_entry_price(o1, exchange_symbol, live_price)
-            trend_refresh_stop_only(cfg, exchange_symbol, direction, stop_loss)
+            try:
+                trend_refresh_stop_only(cfg, exchange_symbol, direction, stop_loss)
+            except Exception as sl_err:
+                from lib.strategy.strategy_trend_exchange import cancel_symbol_orders, trend_market_close
+
+                try:
+                    pos_qty = m.get_live_position_contracts(exchange_symbol, direction) or first_amt
+                    trend_market_close(cfg, exchange_symbol, direction, float(pos_qty), leverage)
+                    cancel_symbol_orders(cfg, exchange_symbol)
+                except Exception as close_err:
+                    print(f"[trend_start] compensating close failed: {close_err}", flush=True)
+                raise sl_err
         except Exception as e:
             conn.close()
             fe = getattr(m, "friendly_exchange_error", lambda x, **k: str(x))