Add 永期半自动: human arm, machine open/close, then stop.

Settings toggle, Plan panel, Fleet monitor, exit locks and armed TOCTOU gates; docs and dual audits.

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

backend/app/strategy/semi_auto.py

@@ -0,0 +1,211 @@
+"""半自动：人工定方向/目标并授权 → 机器盯开盯平 → 平完停等人工。"""
+
+from __future__ import annotations
+
+import json
+from dataclasses import dataclass
+from typing import Any
+
+from ..config import get_settings
+from ..sim.ledger import Ledger
+
+PHASE_WAIT_HUMAN = "wait_human"
+REASON_POINTS = "semi_target_points"
+REASON_PERP_NET = "semi_perp_exit"
+TRADE_LOCK_KEY = "semi_trade_lock"
+
+
+def is_semi_auto(ledger: Ledger | None = None) -> bool:
+    led = ledger or Ledger()
+    s = get_settings()
+    return bool(
+        led.get_setting_bool("semi_auto_enabled", s.semi_auto_enabled)
+    )
+
+
+def is_armed(ledger: Ledger | None = None) -> bool:
+    led = ledger or Ledger()
+    return bool(led.get_setting_bool("semi_armed", False))
+
+
+def set_armed(db: Any, armed: bool) -> None:
+    db.set_setting("semi_armed", "true" if armed else "false")
+
+
+def clear_armed_if_flat(db: Any, *, has_open_position: bool) -> None:
+    """进程重启等：无仓时清授权，避免陈旧 armed 自动开仓。"""
+    if not has_open_position:
+        set_armed(db, False)
+
+
+def read_trade_lock(ledger: Ledger | None = None) -> dict[str, Any] | None:
+    led = ledger or Ledger()
+    raw = led.get_setting_str(TRADE_LOCK_KEY, "") or ""
+    raw = str(raw).strip()
+    if not raw:
+        return None
+    try:
+        data = json.loads(raw)
+    except Exception:
+        return None
+    if not isinstance(data, dict) or not data.get("group_id"):
+        return None
+    return data
+
+
+def lock_trade_params(
+    db: Any,
+    *,
+    group_id: str,
+    view_side: str,
+    option_move_points: float,
+    perp_exit_unit: float,
+) -> None:
+    payload = {
+        "group_id": str(group_id),
+        "view_side": "short" if view_side == "short" else "long",
+        "option_move_points": float(option_move_points),
+        "perp_exit_unit": float(perp_exit_unit),
+    }
+    db.set_setting(TRADE_LOCK_KEY, json.dumps(payload, ensure_ascii=False))
+
+
+def clear_trade_lock(db: Any) -> None:
+    db.set_setting(TRADE_LOCK_KEY, "")
+
+
+def read_semi_params(
+    ledger: Ledger | None = None,
+    *,
+    group_id: str | None = None,
+) -> dict[str, Any]:
+    led = ledger or Ledger()
+    s = get_settings()
+    view = str(
+        led.get_setting_str("semi_view_side", s.semi_view_side) or s.semi_view_side
+    ).strip().lower()
+    if view not in ("long", "short"):
+        view = "long"
+    move = float(
+        led.get_setting_float(
+            "semi_option_move_points", s.semi_option_move_points
+        )
+        or s.semi_option_move_points
+    )
+    exit_unit = float(
+        led.get_setting_float("semi_perp_exit_unit", s.semi_perp_exit_unit)
+        or s.semi_perp_exit_unit
+    )
+    # 持仓中优先用开仓时锁定的出场参数
+    lock = read_trade_lock(led)
+    if lock and group_id and str(lock.get("group_id")) == str(group_id):
+        view = str(lock.get("view_side") or view).strip().lower()
+        if view not in ("long", "short"):
+            view = "long"
+        try:
+            move = float(lock.get("option_move_points", move))
+            exit_unit = float(lock.get("perp_exit_unit", exit_unit))
+        except (TypeError, ValueError):
+            pass
+    return {
+        "enabled": is_semi_auto(led),
+        "armed": is_armed(led),
+        "view_side": view,
+        # 看法多 → Call+永续空；看法空 → Put+永续多
+        "option_side": "call" if view == "long" else "put",
+        "perp_side": "short" if view == "long" else "long",
+        "option_move_points": move,
+        "perp_exit_unit": exit_unit,
+        "min_option_hours": float(
+            led.get_setting_float(
+                "semi_min_option_hours", s.semi_min_option_hours
+            )
+            or s.semi_min_option_hours
+        ),
+        "min_option_leverage": float(
+            led.get_setting_float(
+                "semi_min_option_leverage", s.semi_min_option_leverage
+            )
+            or s.semi_min_option_leverage
+        ),
+        "trade_locked": bool(lock and group_id and str(lock.get("group_id")) == str(group_id)),
+    }
+
+
+@dataclass(slots=True)
+class SemiExitDecision:
+    should_close: bool
+    reason: str = ""
+    detail: str = ""
+    target_index: float | None = None
+    net_target: float | None = None
+
+
+def check_semi_exits(
+    *,
+    net_pnl: float,
+    entry_index: float | None,
+    index_px: float | None,
+    view_side: str,
+    option_move_points: float,
+    perp_exit_unit: float,
+    risk_k: float = 1.0,
+) -> SemiExitDecision:
+    """
+    顺方向：标的波动达到目标点 且 组合净利>0 → 全平。
+    逆方向兑现：组合净利 ≥ 永续出场基数×k → 全平。
+    流动性在 close_group 内再验；平仓顺序已是先期权后永续。
+    """
+    view = (view_side or "long").strip().lower()
+    if view not in ("long", "short"):
+        view = "long"
+    move = max(0.0, float(option_move_points))
+    k = float(risk_k) if risk_k and risk_k > 0 else 1.0
+    net_tgt = max(0.0, float(perp_exit_unit)) * k
+    net = float(net_pnl)
+
+    # 逆方向 / 对冲兑现：净利达标即可离场（不必等点位）
+    if net_tgt > 0 and net + 1e-9 >= net_tgt:
+        return SemiExitDecision(
+            True,
+            REASON_PERP_NET,
+            f"半自动·净利≥{net_tgt:.2f}U（基数×k）",
+            net_target=net_tgt,
+        )
+
+    if entry_index is None or index_px is None:
+        return SemiExitDecision(False, "", "缺指数")
+    entry = float(entry_index)
+    idx = float(index_px)
+    if entry <= 0 or idx <= 0 or move <= 0:
+        return SemiExitDecision(False, "", "点位无效")
+
+    if view == "long":
+        target_idx = entry + move
+        hit = idx + 1e-9 >= target_idx
+    else:
+        target_idx = entry - move
+        hit = idx - 1e-9 <= target_idx
+
+    if hit and net > 0:
+        return SemiExitDecision(
+            True,
+            REASON_POINTS,
+            f"半自动·标的到{target_idx:.2f}且组合净利>0",
+            target_index=target_idx,
+            net_target=0.0,
+        )
+    if hit and net <= 0:
+        return SemiExitDecision(
+            False,
+            "",
+            f"已到点位{target_idx:.2f}但组合净利≤0（{net:.2f}），继续持有",
+            target_index=target_idx,
+        )
+    return SemiExitDecision(
+        False,
+        "",
+        f"未到点位（目标{target_idx:.2f}）",
+        target_index=target_idx,
+        net_target=net_tgt,
+    )