Revise strategy: TTM+ATM+leverage option pick, % exit, perp leverage/margin.

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

backend/app/strategy/clock.py

@@ -1,8 +1,8 @@
-"""业务窗时钟：16:00 开 → 08:00 停开；轮次与休息。"""
+"""日历日分组键（开仓时间窗已取消，由期权剩余时长约束）。"""
 
 from __future__ import annotations
 
-from datetime import datetime, timedelta
+from datetime import datetime
 from zoneinfo import ZoneInfo
 
 _SH = ZoneInfo("Asia/Shanghai")
@@ -12,28 +12,9 @@ def now_sh(now: datetime | None = None) -> datetime:
     return (now or datetime.now(tz=_SH)).astimezone(_SH)
 
 
-def parse_hhmm(s: str) -> tuple[int, int]:
-    parts = (s or "16:00").strip().split(":")
-    return int(parts[0]), int(parts[1]) if len(parts) > 1 else 0
-
-
 def window_key(now: datetime | None = None) -> str:
-    """
-    业务窗键：若当前 >= 当日 16:00，窗从今日 16:00 起，键=今日日期；
-    若 < 16:00，仍可能属于「昨日起的窗」（到今日 08:00），键=昨日。
-    """
-    n = now_sh(now)
-    open_h, open_m = 16, 0
-    stop_h, stop_m = 8, 0
-    today_open = n.replace(hour=open_h, minute=open_m, second=0, microsecond=0)
-    today_stop = n.replace(hour=stop_h, minute=stop_m, second=0, microsecond=0)
-    if n >= today_open:
-        return n.strftime("%Y%m%d")
-    if n < today_stop:
-        # 仍在昨 16:00 开启的窗内
-        return (n.date() - timedelta(days=1)).strftime("%Y%m%d")
-    # 08:00～16:00：不在开仓窗，键用「即将开始」的今日窗
-    return n.strftime("%Y%m%d")
+    """组号日期键：日历日 YYYYMMDD。"""
+    return now_sh(now).strftime("%Y%m%d")
 
 
 def can_open_new(
@@ -42,16 +23,8 @@ def can_open_new(
     open_hhmm: str = "16:00",
     stop_hhmm: str = "08:00",
 ) -> bool:
-    n = now_sh(now)
-    oh, om = parse_hhmm(open_hhmm)
-    sh, sm = parse_hhmm(stop_hhmm)
-    today_open = n.replace(hour=oh, minute=om, second=0, microsecond=0)
-    today_stop = n.replace(hour=sh, minute=sm, second=0, microsecond=0)
-    if n >= today_open:
-        return True
-    if n < today_stop:
-        return True
-    return False
+    """开仓窗已取消，始终允许（仍受期权剩余时长/杠杆筛选）。"""
+    return True
 
 
 def group_date_ymd(now: datetime | None = None) -> str: