Harden strategy SoT: fail-closed funds gate, shared open pipeline, LIVE switch guards.

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

backend/app/api/settings.py

@@ -315,6 +315,32 @@ async def put_strategy_settings(
                 detail="有未平仓，无法切换永续保证金模式；请先平仓后再改",
             )
 
+    # 持仓中禁止改动会影响本组成交/出场的参数（基线：运行中无人工开平仓，策略锁定本组成交）
+    if Matcher(db).has_open_position():
+        locked_keys = (
+            "net_profit_target",
+            "exit_mode",
+            "premium_exit_multiple",
+            "perp_qty_eth",
+            "option_qty_eth",
+            "leverage",
+            "sizing_mode",
+            "risk_perp_unit",
+            "risk_option_unit",
+            "risk_exit_unit",
+            "risk_loss_mode",
+            "risk_loss_pct",
+            "risk_loss_usdt",
+            "risk_capital_source",
+            "risk_manual_capital_usdt",
+        )
+        hit = [k for k in locked_keys if k in data]
+        if hit:
+            raise HTTPException(
+                status_code=409,
+                detail=f"有未平仓，禁止修改本组成交相关参数：{', '.join(hit)}；请先平仓",
+            )
+
     # 以损定仓 ↔ 手动仓位互斥；开启以损定仓时强制 fixed_usdt，并忽略手填名义/出场
     sizing_mode = str(
         data.get(
@@ -458,6 +484,12 @@ async def put_runtime_settings(
                 status_code=400,
                 detail="切换到 LIVE 须在 confirm_live_phrase 传入 LIVE",
             )
+        secret = (s.auth_secret or "").strip()
+        if not secret or secret == "change-me-eth-hedge-sim-secret":
+            raise HTTPException(
+                status_code=400,
+                detail="切到 LIVE 前请在 .env 设置非默认 AUTH_SECRET",
+            )
 
     updates: dict[str, str] = {}
     if body.okx_api_key is not None and body.okx_api_key.strip():
@@ -495,6 +527,24 @@ async def put_runtime_settings(
                 detail="切到 LIVE 前请先配置完整币安 API Key/Secret",
             )
 
+    # 热切 LIVE：强制暂停策略（对齐冷启动护栏；运行中禁止人工开平仓基线）
+    if new_mode == "LIVE" and cur_mode != "LIVE":
+        db.execute(
+            "UPDATE strategy_state SET running=0, phase=?, last_error=? WHERE id=1",
+            ("paused", "已切换 LIVE，策略已强制暂停；确认就绪后再启动"),
+        )
+        try:
+            from ..strategy import get_engine
+
+            # 同步停循环标志（pause 为 async，此处只写状态）
+            get_engine()._set_state(
+                running=0,
+                phase="paused",
+                last_error="已切换 LIVE，策略已强制暂停；确认就绪后再启动",
+            )
+        except Exception:
+            pass
+
     try:
         from ..strategy import get_engine