99eb16dbd8
Narrow executing window to 15 minutes after the hour, show countdown when flat, run force_close before reconcile, and map 00:00 synced closes to 强制清仓 instead of 手动平仓. Co-authored-by: Cursor <cursoragent@cursor.com>
321 lines
9.1 KiB
Python
321 lines
9.1 KiB
Python
"""整点强制清仓(FORCE_CLOSE_*):UI 标识与持仓倒计时。"""
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from __future__ import annotations
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import os
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import time
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from datetime import datetime, timedelta
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from typing import Any, Optional
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from zoneinfo import ZoneInfo
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FORCE_CLOSE_RESULT = "强制清仓"
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FORCE_CLOSE_GRACE_MINUTES = 15
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def app_timezone_name() -> str:
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return (os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip() or "Asia/Shanghai"
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def normalize_force_close_bj_hour(value: Any) -> int:
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try:
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h = int(value)
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except (TypeError, ValueError):
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return 0
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return max(0, min(23, h))
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def _now_dt(*, now_ms: Optional[int] = None, tz_name: Optional[str] = None) -> datetime:
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tz = ZoneInfo(tz_name or app_timezone_name())
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if now_ms is None:
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return datetime.now(tz)
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return datetime.fromtimestamp(int(now_ms) / 1000, tz=tz)
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def force_close_hour_label(bj_hour: Any) -> str:
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return f"{normalize_force_close_bj_hour(bj_hour):02d}:00"
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def force_close_label(bj_hour: Any) -> str:
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return f"强制清仓 {force_close_hour_label(bj_hour)}"
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def is_force_close_active_hour(
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bj_hour: Any,
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*,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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) -> bool:
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"""当前是否处于整点强制清仓执行窗口(整点起 grace 分钟内)。"""
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return is_force_close_executing(
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bj_hour,
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now_ms=now_ms,
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tz_name=tz_name,
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grace_minutes=grace_minutes,
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)
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def is_force_close_executing(
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bj_hour: Any,
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*,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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) -> bool:
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hour = normalize_force_close_bj_hour(bj_hour)
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now = _now_dt(now_ms=now_ms, tz_name=tz_name)
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target = now.replace(hour=hour, minute=0, second=0, microsecond=0)
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if now < target:
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return False
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end = target + timedelta(minutes=max(1, int(grace_minutes)))
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return now < end
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def parse_closed_at_dt(
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closed_at: Any,
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*,
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tz_name: Optional[str] = None,
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) -> Optional[datetime]:
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if closed_at is None:
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return None
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text = str(closed_at).strip()
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if not text:
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return None
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tz = ZoneInfo(tz_name or app_timezone_name())
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for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M", "%Y-%m-%dT%H:%M:%S", "%Y-%m-%dT%H:%M"):
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try:
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return datetime.strptime(text, fmt).replace(tzinfo=tz)
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except ValueError:
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continue
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return None
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def is_close_at_force_close_window(
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closed_at: Any,
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bj_hour: Any,
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*,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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tz_name: Optional[str] = None,
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) -> bool:
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"""平仓时刻是否落在北京时间整点强制清仓窗口内。"""
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dt = parse_closed_at_dt(closed_at, tz_name=tz_name)
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if dt is None:
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return False
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hour = normalize_force_close_bj_hour(bj_hour)
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if dt.hour != hour:
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return False
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return dt.minute < max(1, int(grace_minutes))
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def infer_force_close_result(
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closed_at: Any,
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*,
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enabled: bool,
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bj_hour: Any,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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tz_name: Optional[str] = None,
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) -> Optional[str]:
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if not enabled:
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return None
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if is_close_at_force_close_window(
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closed_at, bj_hour, grace_minutes=grace_minutes, tz_name=tz_name
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):
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return FORCE_CLOSE_RESULT
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return None
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def coerce_force_close_result(
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result: Optional[str],
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closed_at: Any,
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*,
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enabled: bool,
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bj_hour: Any,
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miss_reason: Optional[str] = None,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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tz_name: Optional[str] = None,
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) -> tuple[str, str]:
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"""同步平仓归类:整点窗口内优先记为强制清仓。"""
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res = (result or "").strip()
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note = (miss_reason or "").strip()
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if res == FORCE_CLOSE_RESULT:
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return res, note
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fc = infer_force_close_result(
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closed_at,
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enabled=enabled,
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bj_hour=bj_hour,
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grace_minutes=grace_minutes,
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tz_name=tz_name,
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)
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if not fc:
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return res, note
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if not note:
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note = f"北京时间 {force_close_hour_label(bj_hour)} 整点风控清仓"
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return fc, note
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def apply_force_close_display_result(
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result: Optional[str],
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closed_at: Any,
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*,
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enabled: bool,
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bj_hour: Any,
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grace_minutes: int = FORCE_CLOSE_GRACE_MINUTES,
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tz_name: Optional[str] = None,
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) -> str:
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"""展示层:外部平仓/手动平仓若落在整点窗口,显示为强制清仓。"""
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res = (result or "").strip()
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if res == FORCE_CLOSE_RESULT:
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return res
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fc = infer_force_close_result(
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closed_at,
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enabled=enabled,
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bj_hour=bj_hour,
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grace_minutes=grace_minutes,
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tz_name=tz_name,
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)
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if fc and (res in ("", "外部平仓", "手动平仓") or res.startswith("外部平仓")):
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return fc
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return res
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def compute_next_force_close_at_ms(
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*,
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bj_hour: Any,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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) -> Optional[int]:
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"""下一次强制清仓时刻(北京时间整点)的 epoch 毫秒。"""
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hour = normalize_force_close_bj_hour(bj_hour)
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now = _now_dt(now_ms=now_ms, tz_name=tz_name)
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target = now.replace(hour=hour, minute=0, second=0, microsecond=0)
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if now >= target:
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target += timedelta(days=1)
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return int(target.timestamp() * 1000)
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def force_close_remaining_seconds(
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close_at_ms: Any,
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*,
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now_ms: Optional[int] = None,
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) -> Optional[int]:
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try:
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close_at = int(close_at_ms)
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except (TypeError, ValueError):
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return None
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now = int(now_ms if now_ms is not None else time.time() * 1000)
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return max(0, int((close_at - now) / 1000))
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def format_force_close_countdown(seconds: Any, *, active: bool = False) -> str:
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if active:
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return "执行中"
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try:
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sec = max(0, int(seconds))
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except (TypeError, ValueError):
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return "--:--:--"
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h = sec // 3600
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m = (sec % 3600) // 60
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s = sec % 60
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return f"{h:02d}:{m:02d}:{s:02d}"
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def build_force_close_state(
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enabled: bool,
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bj_hour: Any,
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*,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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has_active_positions: Optional[bool] = None,
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) -> dict[str, Any]:
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"""实例级强制清仓状态(模板 / API 共用)。"""
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if not enabled:
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return {
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"enabled": False,
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"bj_hour": normalize_force_close_bj_hour(bj_hour),
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"hour_label": force_close_hour_label(bj_hour),
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"label": force_close_label(bj_hour),
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"next_at_ms": None,
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"remaining_sec": None,
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"countdown": "",
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"active": False,
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}
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hour = normalize_force_close_bj_hour(bj_hour)
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executing = is_force_close_executing(hour, now_ms=now_ms, tz_name=tz_name)
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active = executing and (has_active_positions is not False)
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next_at_ms = compute_next_force_close_at_ms(bj_hour=hour, now_ms=now_ms, tz_name=tz_name)
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rem = force_close_remaining_seconds(next_at_ms, now_ms=now_ms) if next_at_ms else None
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return {
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"enabled": True,
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"bj_hour": hour,
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"hour_label": force_close_hour_label(hour),
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"label": force_close_label(hour),
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"next_at_ms": next_at_ms,
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"remaining_sec": rem,
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"countdown": format_force_close_countdown(rem, active=active),
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"active": active,
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}
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def force_close_template_context(
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enabled: bool,
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bj_hour: Any,
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*,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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has_active_positions: Optional[bool] = None,
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) -> dict[str, dict[str, Any]]:
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return {
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"force_close": build_force_close_state(
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enabled,
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bj_hour,
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now_ms=now_ms,
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tz_name=tz_name,
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has_active_positions=has_active_positions,
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)
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}
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def apply_force_close_to_payload(
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payload: dict[str, Any],
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*,
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enabled: bool,
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bj_hour: Any,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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) -> None:
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"""为 active 持仓 JSON 附加整点强制清仓倒计时。"""
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state = build_force_close_state(
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enabled,
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bj_hour,
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now_ms=now_ms,
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tz_name=tz_name,
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has_active_positions=True,
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)
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payload["force_close_enabled"] = bool(state["enabled"])
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payload["force_close_bj_hour"] = state["bj_hour"]
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payload["force_close_at_ms"] = state["next_at_ms"]
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payload["force_close_label"] = state["label"] if state["enabled"] else ""
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payload["force_close_remaining_sec"] = state["remaining_sec"]
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payload["force_close_countdown"] = state["countdown"]
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payload["force_close_active"] = bool(state["active"])
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def enrich_orders_force_close(
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orders: list[dict[str, Any]],
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enabled: bool,
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bj_hour: Any,
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*,
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now_ms: Optional[int] = None,
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tz_name: Optional[str] = None,
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) -> None:
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if not enabled or not orders:
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return
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for item in orders:
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if isinstance(item, dict):
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apply_force_close_to_payload(
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item,
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enabled=enabled,
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bj_hour=bj_hour,
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now_ms=now_ms,
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tz_name=tz_name,
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)
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