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

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

backend/tests/test_auto_usdc.py

@@ -103,3 +103,24 @@ def test_reserve_perp_margin() -> None:
 
     assert r["acted"] is True
     assert wallets.convert.call_args.kwargs["amount"] == 50.0
+
+
+def test_force_does_not_bypass_cooldown() -> None:
+    import app.strategy.auto_usdc as m
+    import time
+
+    m._last_attempt_ts = time.time()
+    cap = {
+        "option_need_usdc": 100.0,
+        "option_have_usdc": 0.0,
+        "perp_need_usdt": 10.0,
+        "perp_have_usdt": 500.0,
+        "option_can_open": False,
+    }
+    with (
+        patch("app.strategy.auto_usdc._is_okx", return_value=True),
+        patch("app.strategy.auto_usdc.assess_open_capacity", return_value=cap),
+    ):
+        r = ensure_okx_trading_usdc(db=MagicMock(), cap=cap, force=True)
+    assert r["acted"] is False
+    assert "冷却" in r["detail"]

backend/tests/test_funds_gate.py

@@ -0,0 +1,47 @@
+"""资金门 fail-closed 测试。"""
+
+from __future__ import annotations
+
+from app.strategy.open_capacity import funds_gate_blocks
+
+
+def test_funds_gate_blocks_none() -> None:
+    blocked, msg = funds_gate_blocks(
+        {
+            "perp_can_open": True,
+            "option_can_open": None,
+            "perp_label": "a",
+            "option_label": "b",
+        }
+    )
+    assert blocked is True
+    assert "未知" in msg or "拒绝" in msg
+
+
+def test_funds_gate_blocks_false() -> None:
+    blocked, msg = funds_gate_blocks(
+        {
+            "perp_can_open": True,
+            "option_can_open": False,
+            "perp_label": "永续可开",
+            "option_label": "期权不可开",
+            "perp_need_usdt": 1,
+            "perp_have_usdt": 10,
+            "option_need_usdc": 100,
+            "option_have_usdc": 1,
+        }
+    )
+    assert blocked is True
+    assert "不可开" in msg or "不足" in msg
+
+
+def test_funds_gate_ok_only_when_both_true() -> None:
+    blocked, _ = funds_gate_blocks(
+        {
+            "perp_can_open": True,
+            "option_can_open": True,
+            "perp_label": "永续可开",
+            "option_label": "期权可开",
+        }
+    )
+    assert blocked is False