dekun
87 lines
2.9 KiB
Python
87 lines
2.9 KiB
Python
"""对冲计划与单独期权开仓互斥门控.
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默认开启:有进行中对冲计划时禁止单独开期权;有纯期权持仓时禁止启动对冲计划.
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关闭 HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE 后两边可同时开.
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"""
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from __future__ import annotations
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import os
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from typing import Any, Callable, Optional
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def _env_bool(key: str, default: bool = False) -> bool:
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v = (os.getenv(key) or "").strip().lower()
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if not v:
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return default
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return v in ("1", "true", "yes", "on")
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def mutual_exclusive_enabled() -> bool:
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return _env_bool("HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE", True)
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def block_standalone_option_open_msg(conn: Any) -> Optional[str]:
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"""若应拦截单独开期权,返回中文原因;否则 None."""
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if not mutual_exclusive_enabled():
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return None
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try:
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from lib.hedge_plan.hedge_plan_db import count_active_plans, init_hedge_plan_tables
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init_hedge_plan_tables(conn)
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if count_active_plans(conn) > 0:
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return "存在进行中对冲计划,禁止单独开期权(可在 env「对冲与期权互斥门控」关闭)"
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except Exception:
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return "互斥门控校验失败,暂禁止单独开期权"
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return None
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def _pos_nonzero(raw: dict[str, Any]) -> bool:
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try:
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return abs(float(raw.get("pos") or 0)) > 1e-12
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except (TypeError, ValueError):
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return False
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def has_standalone_option_position(conn: Any, raw_positions: list[dict[str, Any]] | None) -> bool:
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"""交易所期权持仓中,是否存在未挂在进行中对冲计划腿上的仓位."""
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if not raw_positions:
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return False
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from lib.instance.instance_dashboard_lib import _resolve_options_source
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for p in raw_positions:
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if not isinstance(p, dict) or not _pos_nonzero(p):
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continue
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inst = str(p.get("instId") or p.get("inst_id") or "").strip()
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if not inst:
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continue
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source, _, _ = _resolve_options_source(conn, inst)
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if source == "option":
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return True
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return False
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def block_hedge_plan_start_msg(
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conn: Any,
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*,
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fetch_positions: Optional[Callable[[Any], Any]] = None,
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exchange: Any = None,
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raw_positions: list[dict[str, Any]] | None = None,
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) -> Optional[str]:
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"""若应拦截启动对冲计划,返回中文原因;否则 None."""
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if not mutual_exclusive_enabled():
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return None
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rows = raw_positions
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if rows is None:
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if fetch_positions is None or exchange is None:
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return None
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try:
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rows = fetch_positions(exchange) or []
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except Exception:
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return "获取期权持仓失败,暂禁止启动对冲计划"
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try:
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if has_standalone_option_position(conn, rows):
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return "存在单独期权持仓,禁止启动对冲计划(可在 env「对冲与期权互斥门控」关闭)"
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except Exception:
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return "互斥门控校验失败,暂禁止启动对冲计划"
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return None
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