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>
2026-08-08 11:20:11 +08:00
parent bf3441537e
commit 4585dba3c3
22 changed files with 1147 additions and 44 deletions
@@ -268,6 +268,16 @@ export type PlanState = {
  max_atm_open_offset?: number;
  fixed_direction_enabled?: boolean;
  fixed_perp_side?: "long" | "short";
+  semi_auto_enabled?: boolean;
+  semi_armed?: boolean;
+  semi_view_side?: "long" | "short";
+  semi_option_side?: "call" | "put";
+  semi_perp_side?: "long" | "short";
+  semi_option_move_points?: number;
+  semi_perp_exit_unit?: number;
+  semi_min_option_hours?: number;
+  semi_min_option_leverage?: number;
+  semi_net_exit_target?: number;
  can_open: boolean;
  open_capacity?: {
    leverage?: number;
@@ -404,6 +414,13 @@ export type StrategySettings = {
  max_atm_open_offset?: number;
  fixed_direction_enabled?: boolean;
  fixed_perp_side?: "long" | "short";
+  semi_auto_enabled?: boolean;
+  semi_armed?: boolean;
+  semi_view_side?: "long" | "short";
+  semi_option_move_points?: number;
+  semi_perp_exit_unit?: number;
+  semi_min_option_hours?: number;
+  semi_min_option_leverage?: number;
  close_bid_mark_max_pct?: number;
  residual_min_premium_pct?: number;
  residual_close_check_sec?: number;
@@ -28,6 +28,8 @@ const CLOSE_REASON_ZH: Record<string, string> = {
  premium_multiple: "权利金倍数达标·双腿全平",
  target_perp_only: "净盈利达标·只平永续(期权归档)",
  residual_premium_close: "残留期权·权利金回收中途平",
+  semi_target_points: "半自动·标的到点且组合净利>0·双腿全平",
+  semi_perp_exit: "半自动·净利基数达标·双腿全平",
  expiry: "到期结算",
  emergency: "紧急全平",
  manual: "手动平仓",
@@ -82,6 +82,7 @@ function fmtHoldDuration(openAtMs: number | null | undefined, now: number) {
 const PHASE_ZH: Record<string, string> = {
  idle: "空闲",
  wait_signal: "等待信号",
+  wait_human: "等待人工授权",
  opening: "开仓中",
  open: "持仓中",
  closing: "平仓中",
@@ -111,6 +112,12 @@ export default function PlanPage() {
  const [busy, setBusy] = useState("");
  const [residualBusy, setResidualBusy] = useState("");
  const [nowMs, setNowMs] = useState(() => Date.now());
+  const [semiView, setSemiView] = useState<"long" | "short">("long");
+  const [semiMove, setSemiMove] = useState(50);
+  const [semiExitU, setSemiExitU] = useState(5);
+  const [semiMinH, setSemiMinH] = useState(30);
+  const [semiMinLev, setSemiMinLev] = useState(100);
+  const [semiDirty, setSemiDirty] = useState(false);

  async function refresh() {
    try {
@@ -120,12 +127,71 @@ export default function PlanPage() {
      ]);
      setSnap(m);
      setPlan(p);
+      if (!semiDirty) {
+        setSemiView(p.semi_view_side === "short" ? "short" : "long");
+        setSemiMove(Number(p.semi_option_move_points ?? 50));
+        setSemiExitU(Number(p.semi_perp_exit_unit ?? 5));
+        setSemiMinH(Number(p.semi_min_option_hours ?? 30));
+        setSemiMinLev(Number(p.semi_min_option_leverage ?? 100));
+      }
      setErr("");
    } catch (e) {
      setErr(e instanceof Error ? e.message : String(e));
    }
  }

+  async function saveSemiParams() {
+    setBusy("semi-save");
+    setErr("");
+    try {
+      const p = await apiFetch<PlanState>("/api/plan/semi/params", {
+        method: "PUT",
+        body: JSON.stringify({
+          semi_view_side: semiView,
+          semi_option_move_points: semiMove,
+          semi_perp_exit_unit: semiExitU,
+          semi_min_option_hours: semiMinH,
+          semi_min_option_leverage: semiMinLev,
+        }),
+      });
+      setPlan(p);
+      setSemiDirty(false);
+    } catch (e) {
+      setErr(e instanceof Error ? e.message : String(e));
+    } finally {
+      setBusy("");
+    }
+  }
+
+  async function armSemi(armed: boolean) {
+    setBusy(armed ? "semi-arm" : "semi-disarm");
+    setErr("");
+    try {
+      if (semiDirty) {
+        await apiFetch<PlanState>("/api/plan/semi/params", {
+          method: "PUT",
+          body: JSON.stringify({
+            semi_view_side: semiView,
+            semi_option_move_points: semiMove,
+            semi_perp_exit_unit: semiExitU,
+            semi_min_option_hours: semiMinH,
+            semi_min_option_leverage: semiMinLev,
+          }),
+        });
+        setSemiDirty(false);
+      }
+      const p = await apiFetch<PlanState>("/api/plan/semi/arm", {
+        method: "POST",
+        body: JSON.stringify({ armed }),
+      });
+      setPlan(p);
+    } catch (e) {
+      setErr(e instanceof Error ? e.message : String(e));
+    } finally {
+      setBusy("");
+    }
+  }
+
  useEffect(() => {
    refresh();
    const t = window.setInterval(refresh, 1500);
@@ -171,26 +237,36 @@ export default function PlanPage() {
  }

  const bias = snap?.ask_compare?.bias;
-  const biasTag =
-    bias === "strike_below_spot" ||
-    bias === "call_ask_gt_put" ||
-    bias === "fixed_short_call" ? (
+  const pos = plan?.position;
+  const open = !!pos?.has_position;
+  // 持仓中展示本组成交方向，勿用监控 ATM 的实时盘口信号（会漂）
+  const heldOpt = String(pos?.option_side || "").toLowerCase();
+  const heldPerp = String(pos?.perp_side || "").toLowerCase();
+  const biasTag = open ? (
+    heldOpt === "call" || heldPerp === "short" ? (
      <span className="tag up">买 Call + 永续空</span>
-    ) : bias === "strike_above_spot" ||
-      bias === "put_ask_gt_call" ||
-      bias === "fixed_long_put" ? (
+    ) : heldOpt === "put" || heldPerp === "long" ? (
      <span className="tag down">买 Put + 永续多</span>
    ) : (
-      <span className="tag">等待 / 相等</span>
-    );
+      <span className="tag">持仓中</span>
+    )
+  ) : bias === "strike_below_spot" ||
+    bias === "call_ask_gt_put" ||
+    bias === "fixed_short_call" ? (
+    <span className="tag up">买 Call + 永续空</span>
+  ) : bias === "strike_above_spot" ||
+    bias === "put_ask_gt_call" ||
+    bias === "fixed_long_put" ? (
+    <span className="tag down">买 Put + 永续多</span>
+  ) : (
+    <span className="tag">等待 / 相等</span>
+  );

-  const pos = plan?.position;
  const isOo =
    plan?.hedge_mode === "option_option" ||
    snap?.hedge_mode === "option_option" ||
    pos?.hedge_mode === "option_option" ||
    !!pos?.option2_inst_id;
-  const open = !!pos?.has_position;
  const exitMode = plan?.exit_mode ?? "fixed_usdt";
  const riskBased =
    plan?.risk_based === true || plan?.sizing_mode === "risk_based";
@@ -488,6 +564,135 @@ export default function PlanPage() {
        {busy ? <span className="meta">{busy}…</span> : null}
      </div>

+      {plan?.semi_auto_enabled && !isOo ? (
+        <section className="card plan-semi-card" aria-label="半自动本单">
+          <h3 className="plan-panel-title">半自动 · 本单</h3>
+          <p className="meta" style={{ marginTop: 0 }}>
+            人工定方向与目标 → 授权后机器盯选约/开平 → 平完停，再授权下一单。选约：≥剩余时长与杠杆、实值或平值。顺向：开仓指数±点数且组合净利&gt;0；逆向兑现：净利≥基数×k。平仓先期权后永续。
+          </p>
+          <div className="settings-fields" style={{ marginTop: 8 }}>
+            <div className="field">
+              <label htmlFor="semiView">方向（看法）</label>
+              <select
+                id="semiView"
+                className="mono"
+                disabled={open || !!busy || !!plan.semi_armed}
+                value={semiView}
+                onChange={(e) => {
+                  setSemiView(e.target.value === "short" ? "short" : "long");
+                  setSemiDirty(true);
+                }}
+              >
+                <option value="long">多 · 买 Call + 永续空</option>
+                <option value="short">空 · 买 Put + 永续多</option>
+              </select>
+            </div>
+            <div className="field">
+              <label htmlFor="semiMove">期权出场 · 波动点数</label>
+              <input
+                id="semiMove"
+                className="mono"
+                type="number"
+                step="1"
+                min="1"
+                disabled={open || !!busy || !!plan.semi_armed}
+                value={semiMove}
+                onChange={(e) => {
+                  setSemiMove(Number(e.target.value));
+                  setSemiDirty(true);
+                }}
+              />
+            </div>
+            <div className="field">
+              <label htmlFor="semiExitU">净利出场基数（U，×k）</label>
+              <input
+                id="semiExitU"
+                className="mono"
+                type="number"
+                step="0.1"
+                min="0.1"
+                disabled={open || !!busy || !!plan.semi_armed}
+                value={semiExitU}
+                onChange={(e) => {
+                  setSemiExitU(Number(e.target.value));
+                  setSemiDirty(true);
+                }}
+              />
+            </div>
+            <div className="field">
+              <label htmlFor="semiMinH">选约 · 最短剩余（h）</label>
+              <input
+                id="semiMinH"
+                className="mono"
+                type="number"
+                step="1"
+                min="1"
+                disabled={open || !!busy || !!plan.semi_armed}
+                value={semiMinH}
+                onChange={(e) => {
+                  setSemiMinH(Number(e.target.value));
+                  setSemiDirty(true);
+                }}
+              />
+            </div>
+            <div className="field">
+              <label htmlFor="semiMinLev">选约 · 最低杠杆</label>
+              <input
+                id="semiMinLev"
+                className="mono"
+                type="number"
+                step="1"
+                min="1"
+                disabled={open || !!busy || !!plan.semi_armed}
+                value={semiMinLev}
+                onChange={(e) => {
+                  setSemiMinLev(Number(e.target.value));
+                  setSemiDirty(true);
+                }}
+              />
+            </div>
+          </div>
+          <div className="mono meta" style={{ marginTop: 8 }}>
+            {(() => {
+              const idx = snap?.index_px;
+              if (idx == null || !Number.isFinite(Number(idx))) {
+                return `目标净利≈${fmt(plan.semi_net_exit_target ?? semiExitU, 2)}U · 指数 —`;
+              }
+              const n = Number(idx);
+              const tgt =
+                semiView === "long" ? n + Number(semiMove) : n - Number(semiMove);
+              return `指数 ${fmtExPx("index", n)} → 到点 ${fmtExPx("index", tgt)} · 净利目标≈${fmt(plan.semi_net_exit_target ?? semiExitU, 2)}U · ${plan.semi_armed ? "已授权盯开" : "未授权"}`;
+            })()}
+          </div>
+          <div className="plan-actions" style={{ marginTop: 10, paddingTop: 0 }}>
+            <button
+              className="btn ghost"
+              type="button"
+              disabled={open || !!busy || !semiDirty}
+              onClick={() => void saveSemiParams()}
+            >
+              保存本单参数
+            </button>
+            <button
+              className="btn"
+              type="button"
+              disabled={open || !!busy || !!plan.semi_armed}
+              onClick={() => void armSemi(true)}
+            >
+              授权开下一单
+            </button>
+            <button
+              className="btn ghost"
+              type="button"
+              disabled={open || !!busy || !plan.semi_armed}
+              onClick={() => void armSemi(false)}
+            >
+              取消授权
+            </button>
+          </div>
+        </section>
+      ) : null}
+
      <div className="plan-shell">
        <div className="plan-board">
          <div className="card plan-strategy">
@@ -89,6 +89,7 @@ export default function SettingsPage() {
  const [perpQty, setPerpQty] = useState(1);
  const [optQty, setOptQty] = useState(2);
  const [showManualTrade, setShowManualTrade] = useState(false);
+  const [semiAutoOn, setSemiAutoOn] = useState(false);
  const [sizingMode, setSizingMode] = useState<"manual" | "risk_based">("manual");
  const [riskLeverageBasis, setRiskLeverageBasis] = useState<
    "actual" | "selection"
@@ -214,6 +215,7 @@ export default function SettingsPage() {
        setPerpQty(s.perp_qty_eth ?? 1);
        setOptQty(s.option_qty_eth ?? 2);
        setShowManualTrade(s.show_manual_trade_buttons === true);
+        setSemiAutoOn(s.semi_auto_enabled === true);
        setSizingMode(s.sizing_mode === "risk_based" ? "risk_based" : "manual");
        setRiskLeverageBasis(
          s.risk_leverage_basis === "actual" ? "actual" : "selection",
@@ -393,6 +395,7 @@ export default function SettingsPage() {
        close_bid_mark_max_pct: closeDevPct,
        residual_min_premium_pct: residualMinPremPct,
        show_manual_trade_buttons: showManualTrade,
+        semi_auto_enabled: oo ? false : semiAutoOn,
        sizing_mode: oo ? "risk_based" : sizingMode,
        risk_leverage_basis: riskLeverageBasis,
        risk_loss_mode: oo ? "percent" : riskLossMode,
@@ -1582,6 +1585,22 @@ export default function SettingsPage() {
              <section className="settings-section">
                <h3>节奏与费用</h3>
                <div className="settings-fields">
+                  {!isOo ? (
+                    <div className="field">
+                      <label htmlFor="semiAuto">半自动模式</label>
+                      <select
+                        id="semiAuto"
+                        className="mono"
+                        value={semiAutoOn ? "on" : "off"}
+                        onChange={(e) =>
+                          setSemiAutoOn(e.target.value === "on")
+                        }
+                      >
+                        <option value="off">关闭（全自动循环）</option>
+                        <option value="on">开启（首页授权单笔）</option>
+                      </select>
+                    </div>
+                  ) : null}
                  <div className="field">
                    <label htmlFor="rest">轮间休息秒数</label>
                    <input
@@ -1770,6 +1789,9 @@ export default function SettingsPage() {
                ) : null}
                {stratSub === "pace" ? (
                  <>
+                    <li>
+                      半自动：开启后首页出现本单面板；人工定方向/目标并「授权开下一单」，机器盯选约→开→平；平完停，不自动连开。期期不可用。
+                    </li>
                    <li>
                      实盘下单最小间隔：LIVE 私有下单/查单间隔，默认 1s。范围
                      0.2–30。
@@ -459,6 +459,15 @@ input {
  margin-bottom: 12px;
 }

+.plan-semi-card {
+  margin-bottom: 12px;
+  border-color: rgba(94, 200, 255, 0.35);
+}
+
+.plan-semi-card .plan-panel-title {
+  color: #5ec8ff;
+}
+
@media (max-width: 900px) {
  .app-container {
    padding: 0 12px calc(72px + env(safe-area-inset-bottom, 0px));