条件单未触发至周四23:00自动取消，下发/取消/开仓均推企业微信。

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

lib/options/options_cond_order_lib.py

@@ -4,10 +4,11 @@ from __future__ import annotations
 import json
 import sqlite3
 import time
+from datetime import datetime, timedelta, timezone
 from typing import Any
 
 # armed:待命穿越; triggering:已穿越等偏离区内开仓; open:持仓中;
-# done:终态(leave_up/leave_down/cancel/closed)
+# done:终态(leave_up/leave_down/cancel/timeout/closed)
 ACTIVE_STATUSES = ("armed", "triggering", "open")
 
 
@@ -87,6 +88,78 @@ def _now() -> str:
         return time.strftime("%Y-%m-%d %H:%M:%S")
 
 
+def _notify_cond(
+    send_wechat: Any,
+    *,
+    title: str,
+    order: dict[str, Any],
+    account_label: str = "",
+    extra: list[str] | None = None,
+) -> None:
+    if not callable(send_wechat) or not order:
+        return
+    try:
+        lines = [
+            title,
+            f"账户:{account_label or 'OKX期权'}",
+            f"单号:{order.get('hub_order_id') or '—'}",
+            f"标的:{order.get('underlying') or '—'} {order.get('opt_type') or '—'}",
+            f"触发价:{order.get('trigger_px') if order.get('trigger_px') is not None else '—'}",
+        ]
+        for line in extra or []:
+            if line:
+                lines.append(line)
+        send_wechat("\n".join(lines))
+    except Exception:
+        pass
+
+
+def next_thursday_2300(created_at: Any) -> datetime | None:
+    """下发后第一个周四 23:00(业务时区).周四 23:00 之后下发的顺延到下周四."""
+    from lib.options.options_time_lib import options_app_tz, options_wall_clock_to_ms
+
+    ms = options_wall_clock_to_ms(created_at)
+    if ms is None:
+        return None
+    tz = options_app_tz()
+    dt = datetime.fromtimestamp(ms / 1000.0, tz=timezone.utc).astimezone(tz)
+    days = (3 - dt.weekday()) % 7
+    cand = dt.replace(hour=23, minute=0, second=0, microsecond=0) + timedelta(days=days)
+    if cand <= dt:
+        cand += timedelta(days=7)
+    return cand
+
+
+def expire_untriggered_cond_orders(
+    conn: sqlite3.Connection,
+    *,
+    send_wechat: Any = None,
+    account_label: str = "",
+    now: datetime | None = None,
+) -> int:
+    """仅取消仍待命(未触发)的条件单;持仓/触发中不动."""
+    from lib.options.options_time_lib import options_app_tz
+
+    now_dt = now or datetime.now(options_app_tz())
+    n = 0
+    for order in list_cond_orders(conn, active_only=True):
+        if str(order.get("status") or "") != "armed":
+            continue
+        deadline = next_thursday_2300(order.get("created_at"))
+        if deadline is None or now_dt < deadline:
+            continue
+        _end_order(
+            conn,
+            order,
+            end_reason="timeout",
+            message="周四23:00未触发自动取消",
+            send_wechat=send_wechat,
+            account_label=account_label,
+        )
+        n += 1
+    return n
+
+
 def _row_to_dict(row: sqlite3.Row | None) -> dict[str, Any] | None:
     if row is None:
         return None
@@ -156,7 +229,13 @@ def machine_has_option_position(cfg: dict[str, Any], ex: Any) -> bool:
     return count_live_option_positions(raw) > 0
 
 
-def create_cond_order(conn: sqlite3.Connection, payload: dict[str, Any]) -> dict[str, Any]:
+def create_cond_order(
+    conn: sqlite3.Connection,
+    payload: dict[str, Any],
+    *,
+    send_wechat: Any = None,
+    account_label: str = "",
+) -> dict[str, Any]:
     """接收中控下发;同机仅允许一张活跃条件单."""
     ensure_cond_order_table(conn)
     hub_order_id = (payload.get("hub_order_id") or "").strip()
@@ -224,6 +303,18 @@ def create_cond_order(conn: sqlite3.Connection, payload: dict[str, Any]) -> dict
     )
     conn.commit()
     order = get_cond_order_by_hub_id(conn, hub_order_id)
+    _notify_cond(
+        send_wechat,
+        title="【OKX期权·条件单下发】",
+        order=order or {},
+        account_label=account_label,
+        extra=[
+            f"方向:{'Put 上穿' if opt_type == 'P' else 'Call 下穿'}",
+            f"偏离:{deviation_pct:g}%",
+            f"最短到期:{float(min_expiry_hours):g}h",
+            "状态:待命",
+        ],
+    )
     return {"ok": True, "msg": "条件单已 armed", "order": order}
 
 
@@ -435,20 +526,20 @@ def _end_order(
                 "leave_up": "上破偏离区结束",
                 "leave_down": "下破偏离区结束",
                 "cancel": "中控取消",
+                "timeout": "周四23:00未触发自动取消",
                 "closed": "出场完成",
             }
-            lines = [
-                "【OKX期权·条件单结束】",
-                f"账户:{account_label or 'OKX期权'}",
-                f"单号:{order.get('hub_order_id')}",
-                f"标的:{order.get('underlying')} {order.get('opt_type')}",
-                f"触发价:{order.get('trigger_px')}",
-                f"原因:{reason_map.get(end_reason, end_reason)}",
-                f"说明:{message}",
-            ]
-            if index_px is not None:
-                lines.append(f"当前指数:{index_px:g}")
-            send_wechat("\n".join(lines))
+            _notify_cond(
+                send_wechat,
+                title="【OKX期权·条件单结束】",
+                order=order,
+                account_label=account_label,
+                extra=[
+                    f"原因:{reason_map.get(end_reason, end_reason)}",
+                    f"说明:{message}",
+                ]
+                + ([f"当前指数:{index_px:g}"] if index_px is not None else []),
+            )
         except Exception:
             pass
 
@@ -583,8 +674,11 @@ def run_cond_orders_tick(
     send_wechat: Any = None,
     account_label: str = "",
 ) -> None:
-    """监控循环单步:穿越/偏离区/开仓/出场收尾."""
+    """监控循环单步:周四未触发取消 / 穿越 / 偏离区 / 开仓 / 出场收尾."""
     ensure_cond_order_table(conn)
+    expire_untriggered_cond_orders(
+        conn, send_wechat=send_wechat, account_label=account_label
+    )
     ex = cfg.get("exchange_options")
     if ex is None:
         return
@@ -747,8 +841,18 @@ def _tick_one(
             ),
         )
         conn.commit()
-        # 确保出场规则挂上
-        order2 = get_cond_order_by_hub_id(conn, order["hub_order_id"]) or order
+        opened = get_cond_order_by_hub_id(conn, order["hub_order_id"]) or order
+        _notify_cond(
+            send_wechat,
+            title="【OKX期权·条件单开仓】",
+            order=opened,
+            account_label=account_label,
+            extra=[
+                f"合约:{inst_id}",
+                f"说明:已开仓 {inst_id}",
+            ],
+        )
+        order2 = opened
         order2["opened_inst_id"] = inst_id
         _apply_exit_to_position(
             conn,