Let semi-auto reopen nearest expiry; ignore one-expiry-per-day.

Far quarterly skips were masking usable near OTM quotes like 260810.

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

backend/app/strategy/engine.py

@@ -1186,7 +1186,12 @@ class StrategyEngine:
         one_expiry_per_day = self.ledger.get_setting_bool(
             "one_expiry_per_day", s.one_expiry_per_day
         )
-        if pick is not None and one_expiry_per_day:
+        # 半自动人工授权：允许同到期再开；全自动仍受一日一到期约束
+        if (
+            pick is not None
+            and one_expiry_per_day
+            and not is_semi_auto(self.ledger)
+        ):
             from .clock import (
                 expiry_blocked_by_one_per_day,
                 used_expiry_ymds,

backend/app/strategy/session.py

@@ -89,10 +89,10 @@ def _as_bool_setting(raw: str | None, default: bool) -> bool:
     return str(raw).strip().lower() in ("1", "true", "yes", "on")
 
 
-def _skip_expiry_ymds_for_next() -> set[str]:
+def _skip_expiry_ymds_for_next(*, include_used: bool = True) -> set[str]:
     """
     空仓选约/监控应跳过的到期日：
-    - 历史上已开过该到期（one_expiry_per_day，跨日）
+    - 历史上已开过该到期（one_expiry_per_day，跨日）；半自动可关
     - 仍有待结算残留期权的到期档（该档已「完成」开平，盯下一档）
     """
     skip: set[str] = set()
@@ -102,12 +102,13 @@ def _skip_expiry_ymds_for_next() -> set[str]:
 
         s = get_settings()
         db = get_db()
-        one_exp_day = _as_bool_setting(
-            db.get_setting("one_expiry_per_day", str(s.one_expiry_per_day)),
-            s.one_expiry_per_day,
-        )
-        if one_exp_day:
-            skip |= used_expiry_ymds(db)
+        if include_used:
+            one_exp_day = _as_bool_setting(
+                db.get_setting("one_expiry_per_day", str(s.one_expiry_per_day)),
+                s.one_expiry_per_day,
+            )
+            if one_exp_day:
+                skip |= used_expiry_ymds(db)
         skip |= pending_residual_expiry_ymds(db)
     except Exception:
         logger.exception("skip-expiry lookup failed; continue without skip")
@@ -765,14 +766,25 @@ class StrategySession:
             self._last_pick_fail = f"无剩余≥{min_hours:g}h 的到期"
             return None
 
-        skip_expiries = _skip_expiry_ymds_for_next()
+        # 半自动：人工授权可重复开同到期，不受 one_expiry_per_day 挡住；
+        # 仍跳过有残余腿的到期。全自动保持原「一日一到期」。
+        skip_expiries = _skip_expiry_ymds_for_next(include_used=not semi_on)
+        first_skip = ""
         last_skip = ""
 
+        def _note_skip(msg: str) -> None:
+            nonlocal first_skip, last_skip
+            last_skip = msg
+            if not first_skip:
+                first_skip = msg
+
         for ymd in eligible:
             if ymd in skip_expiries:
+                _note_skip(f"{ymd} 有残余期权（跳过该到期）")
                 logger.info(
-                    "skip expiry=%s: used today and/or residual pending",
+                    "skip expiry=%s: residual pending (semi=%s)",
                     ymd,
+                    semi_on,
                 )
                 continue
             pair = select_option_pair(
@@ -785,7 +797,7 @@ class StrategySession:
             )
             if pair is None:
                 if semi_on and semi_mny == "otm":
-                    last_skip = (
+                    _note_skip(
                         f"{ymd} 无{opt_side_hint or '?'}虚值"
                         f"（偏离≤{float(semi_otm_off or 0):g}）"
                     )
@@ -797,7 +809,7 @@ class StrategySession:
                         underlying,
                     )
                 else:
-                    last_skip = f"{ymd} 无合格行权价"
+                    _note_skip(f"{ymd} 无合格行权价")
                 continue
             if fixed_on:
                 from .selection import is_otm
@@ -809,13 +821,13 @@ class StrategySession:
                         strike=pair.strike,
                         mark_px=underlying,
                     ):
-                        last_skip = f"{ymd} K{pair.strike:g} 非虚值"
+                        _note_skip(f"{ymd} K{pair.strike:g} 非虚值")
                         continue
                     if (
                         atm_open_offset(pair.strike, underlying)
                         > float(semi_otm_off or 0) + 1e-9
                     ):
-                        last_skip = (
+                        _note_skip(
                             f"{ymd} K{pair.strike:g} 偏离>"
                             f"{float(semi_otm_off or 0):g}"
                         )
@@ -828,7 +840,7 @@ class StrategySession:
                     strike=pair.strike,
                     mark_px=underlying,
                 ):
-                    last_skip = f"{ymd} K{pair.strike:g} 非实值/平值"
+                    _note_skip(f"{ymd} K{pair.strike:g} 非实值/平值")
                     logger.info(
                         "skip expiry=%s strike=%.0f not ITM/ATM for %s mark=%.2f",
                         ymd,
@@ -845,7 +857,7 @@ class StrategySession:
                     max_offset=max_atm_off,
                     enabled=atm_off_on,
                 ):
-                    last_skip = f"{ymd} ATM偏离{offset:.1f}>{max_atm_off:g}"
+                    _note_skip(f"{ymd} ATM偏离{offset:.1f}>{max_atm_off:g}")
                     logger.info(
                         "skip expiry=%s strike=%.0f atm_offset=%.1f > max=%.1f",
                         ymd,
@@ -878,13 +890,13 @@ class StrategySession:
                 need = "Call" if (opt_side_hint == "call") else (
                     "Put" if opt_side_hint == "put" else "Call/Put"
                 )
-                last_skip = f"{ymd} K{pair.strike:g} 缺{need}卖一"
+                _note_skip(f"{ymd} K{pair.strike:g} 缺{need}卖一")
                 continue
             opt_ask = sig.call_ask if sig.option_side == "call" else sig.put_ask
             lev = option_leverage(underlying, opt_ask)
             hours_left = hours_until_expiry(ymd, expiry_ms=pair.expiry_ms)
             if lev is None or lev + 1e-9 < min_lev:
-                last_skip = (
+                _note_skip(
                     f"{ymd} {sig.option_side.upper()}@{pair.strike:g} "
                     f"杠杆{(f'{lev:.0f}x' if lev else 'n/a')}<{min_lev:g}x"
                 )
@@ -921,14 +933,16 @@ class StrategySession:
                 underlying_px=underlying,
                 hedge_mode="perp_option",
             )
-        if last_skip:
+        # 报最近到期（列表最前）的原因，避免只显示远月 261225 造成误会
+        why = first_skip or last_skip
+        if why:
             hint = ""
             if semi_on:
                 hint = (
                     f"（半自动{opt_side_hint or '?'}·"
                     f"{semi_mny or '?'}·≥{min_lev:g}x·≥{min_hours:g}h）"
                 )
-            self._last_pick_fail = f"最近跳过: {last_skip}{hint}"
+            self._last_pick_fail = f"{why}{hint}"
         else:
             self._last_pick_fail = "合格到期均被跳过（一日一到期/残余等）"
         return None

docs/半自动说明.md

@@ -49,6 +49,8 @@
 **以损定仓（半自动）**：系统设置 `sizing_mode=risk_based` 时，开仓前用**盘口卖一**估算单位成本 → 预算反推 k →  
 `期权量 = 期权单位 × k`，`永续量 = 永续单位 × k`（配比不变）。首页「半自动 · 本单」下方按当前报价档卖一实时预览开仓量。
 
+选约到期与报价列表一致：取剩余 ≥ 最短 h 的**最近**到期。半自动**不受**全自动「一日一到期」限制（仍可跳过有残余腿的到期）。
+
 ---
 
 ## 3. 出场