Files
crypto_monitor/daily_open_limit_lib.py
T
dekun 24a86a710c feat: add per-account daily open hard limit across all exchanges
Enforce optional DAILY_OPEN_HARD_LIMIT in precheck_risk and can_trade, keep AI alerts at DAILY_OPEN_ALERT_THRESHOLD, and document env setup for all four instances.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-09 15:46:18 +08:00

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"""单日开仓次数:软提醒阈值 + 硬上限(四所实例共用)。"""
from __future__ import annotations
import os
from typing import Any, Optional
def parse_daily_open_alert_threshold(raw: Any = None, *, default: int = 5) -> int:
"""AI 克制提醒阈值;至少 1。"""
try:
v = int(raw if raw is not None and str(raw).strip() != "" else default)
except (TypeError, ValueError):
v = default
return max(1, v)
def parse_daily_open_hard_limit(raw: Any = None, *, default: int = 0) -> int:
"""硬上限;0 表示不启用。至少 0。"""
try:
v = int(raw if raw is not None and str(raw).strip() != "" else default)
except (TypeError, ValueError):
v = default
return max(0, v)
def load_daily_open_limits_from_env(
env: Optional[dict[str, str]] = None,
) -> tuple[int, int]:
"""从环境变量读取 (alert_threshold, hard_limit)。"""
src = env if env is not None else os.environ
alert = parse_daily_open_alert_threshold(src.get("DAILY_OPEN_ALERT_THRESHOLD"))
hard = parse_daily_open_hard_limit(src.get("DAILY_OPEN_HARD_LIMIT"))
return alert, hard
def count_opens_for_trading_day(conn, trading_day: str) -> int:
"""本交易日已成功写入 order_monitors 的开仓次数。"""
td = (trading_day or "").strip()
if not td:
return 0
row = conn.execute(
"SELECT COUNT(*) FROM order_monitors WHERE session_date=?",
(td,),
).fetchone()
return int(row[0] if row else 0)
def daily_open_hard_limit_blocks(opens_today: int, hard_limit: int) -> bool:
return int(hard_limit) > 0 and int(opens_today) >= int(hard_limit)
def hard_limit_block_reason(opens_today: int, hard_limit: int, reset_hour: int) -> str:
return (
f"本交易日开仓次数已达上限({int(opens_today)}/{int(hard_limit)}),"
f"次日北京时间 {int(reset_hour)}:00 后恢复"
)
def check_daily_open_hard_limit(
conn,
trading_day: str,
hard_limit: int,
reset_hour: int,
) -> tuple[bool, str, int]:
"""返回 (允许继续开仓, 拒绝原因, 当日已开次数)。"""
opens_today = count_opens_for_trading_day(conn, trading_day)
if daily_open_hard_limit_blocks(opens_today, hard_limit):
return False, hard_limit_block_reason(opens_today, hard_limit, reset_hour), opens_today
return True, "", opens_today
def can_trade_new_open(
*,
time_allows: bool,
active_count: int,
max_active_positions: int,
opens_today: int,
hard_limit: int,
extra_blocks: bool = False,
) -> bool:
if extra_blocks:
return False
if not time_allows:
return False
if int(active_count) >= int(max_active_positions):
return False
if daily_open_hard_limit_blocks(opens_today, hard_limit):
return False
return True
def should_send_daily_open_alert(before: int, after: int, alert_threshold: int) -> bool:
return int(before) < int(alert_threshold) <= int(after)
def build_daily_open_alert_prompt(
trading_day: str,
opens_after: int,
alert_threshold: int,
*,
hard_limit: int = 0,
detail_line: str = "",
) -> str:
hard_txt = (
f"硬上限 {hard_limit} 次(已达后将禁止新开仓直至下一交易日)。"
if int(hard_limit) > 0
else "未配置单日硬上限。"
)
extra = f" {detail_line}" if detail_line else ""
return (
f"用户在北京时间交易日 {trading_day} 已累计开仓 {opens_after}"
f"AI 提醒阈值 {alert_threshold}{hard_txt}"
f"{extra}"
f"用户自述“上头了”。请给克制提醒。"
)
def format_daily_open_counter_line(
opens_today: int,
alert_threshold: int,
hard_limit: int,
) -> str:
if int(hard_limit) > 0:
return (
f"📅 当日开仓次数:{int(opens_today)} / 硬上限 {int(hard_limit)}"
f"AI 提醒阈值 {int(alert_threshold)}"
)
return (
f"📅 当日开仓次数:{int(opens_today)} / AI 提醒阈值 {int(alert_threshold)}"
)
def format_daily_open_summary_short(
opens_today: int,
alert_threshold: int,
hard_limit: int,
) -> str:
if int(hard_limit) > 0:
return f"本交易日累计开仓:{int(opens_today)}(硬上限 {int(hard_limit)},提醒 {int(alert_threshold)}"
return f"本交易日累计开仓:{int(opens_today)}(提醒阈值 {int(alert_threshold)}"