Show open-capacity labels, enlarge funds, move rules; WeCom on short funds.

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

backend/app/strategy/engine.py

@@ -17,6 +17,7 @@ from ..env_store import live_ready
 from .clock import can_open_new, window_key
 from .exits import check_expiry_close, check_exits, resolve_exit_target
 from .group import next_group_id
+from .open_capacity import assess_open_capacity, maybe_notify_funds_short
 
 logger = logging.getLogger(__name__)
 
@@ -101,6 +102,23 @@ class StrategyEngine:
             self._set_state(last_error=None)
             last_error = None
         allow_open = can_open_new(skip_weekends=skip_weekends)
+        try:
+            open_cap = assess_open_capacity(self.db)
+        except Exception:
+            logger.exception("assess_open_capacity failed")
+            open_cap = {
+                "perp_can_open": None,
+                "option_can_open": None,
+                "perp_label": f"永续{int(round(leverage))}x —",
+                "option_label": "期权 —",
+                "funds_ok": False,
+                "leverage": leverage,
+            }
+        if open_cap.get("perp_can_open") is False or open_cap.get("option_can_open") is False:
+            try:
+                maybe_notify_funds_short(open_cap)
+            except Exception:
+                pass
         return {
             "running": bool(row["running"]),
             "phase": row["phase"],
@@ -120,6 +138,7 @@ class StrategyEngine:
             "atm_open_offset_enabled": atm_off_on,
             "max_atm_open_offset": max_atm_off,
             "can_open": allow_open,
+            "open_capacity": open_cap,
             "last_error": last_error,
             "position": upl,
             "residuals": self.matcher.list_residual_options(pending_only=True),
@@ -593,6 +612,22 @@ class StrategyEngine:
             self._set_state(phase="open", last_error="有未平仓，禁止开下一组")
             return
 
+        try:
+            cap = assess_open_capacity(self.db)
+            if cap.get("perp_can_open") is False or cap.get("option_can_open") is False:
+                detail = (
+                    f"{cap.get('perp_label')} · {cap.get('option_label')}；"
+                    f"永续需≈{cap.get('perp_need_usdt')}U/有{cap.get('perp_have_usdt')}U，"
+                    f"期权需≈{cap.get('option_need_usdc')}U/有{cap.get('option_have_usdc')}U"
+                )
+                self._set_state(phase="wait_funds", last_error=f"资金不足，暂不可开新仓：{detail}")
+                maybe_notify_funds_short(cap)
+                return
+            if st["phase"] == "wait_funds":
+                self._set_state(phase="idle", last_error=None)
+        except Exception:
+            logger.exception("open capacity gate failed")
+
         self._set_state(phase="wait_signal")
         pick = await get_session().pick_for_open_async()
         if pick is None:

backend/app/strategy/open_capacity.py

@@ -0,0 +1,231 @@
+"""开仓资金可开判定：永续保证金 + 期权权利金。"""
+
+from __future__ import annotations
+
+import logging
+import time
+from typing import Any
+
+from ..config import get_settings
+from ..models.db import Database, get_db
+from ..sim.funds_wallets import SimFundsWallets
+from ..sim.ledger import Ledger
+
+logger = logging.getLogger(__name__)
+
+_live_bal_cache: dict[str, Any] = {"ts": 0.0, "data": None}
+_LIVE_BAL_TTL_SEC = 8.0
+
+_last_notify_key: str | None = None
+_last_notify_ms: float = 0.0
+_NOTIFY_DEDUP_SEC = 600.0  # 同状态 10 分钟内不重复推
+
+
+def _f(v: Any) -> float | None:
+    try:
+        if v is None or v == "":
+            return None
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _index_and_option_ask() -> tuple[float | None, float | None]:
+    """指数价 + 期权卖一粗估（取 Call/Put 卖一较大者，偏保守）。"""
+    try:
+        from .session import get_session
+
+        snap = get_session().snapshot()
+    except Exception:
+        return None, None
+    idx = _f(getattr(snap, "index_px", None))
+    if idx is None and snap.perp:
+        idx = _f(snap.perp.mark_px) or _f(snap.perp.ask) or _f(snap.perp.bid)
+    asks: list[float] = []
+    for leg in (snap.call, snap.put):
+        if leg is None:
+            continue
+        a = _f(leg.ask)
+        if a is not None and a > 0:
+            asks.append(a)
+    ask = max(asks) if asks else None
+    return idx, ask
+
+
+def _live_balances() -> dict[str, float | None]:
+    now = time.time()
+    if _live_bal_cache["data"] is not None and now - float(_live_bal_cache["ts"]) < _LIVE_BAL_TTL_SEC:
+        return dict(_live_bal_cache["data"])
+    out: dict[str, float | None] = {
+        "funding_usdt": None,
+        "trading_usdt": None,
+        "options_funding_usdc": None,
+        "options_trading_usdc": None,
+    }
+    try:
+        from ..live.okx_funds import OkxFundsClient
+
+        client = OkxFundsClient()
+        try:
+            bal = client.fetch_balances()
+            for k in out:
+                out[k] = _f(bal.get(k))
+        finally:
+            client.close()
+    except Exception as e:
+        logger.warning("open_capacity live balance failed: %s", e)
+    _live_bal_cache["ts"] = now
+    _live_bal_cache["data"] = dict(out)
+    return out
+
+
+def _sim_balances(db: Database) -> dict[str, float]:
+    w = SimFundsWallets(db).snapshot()
+    led = Ledger(db).snapshot()
+    avail = float(led.get("available") or 0)
+    funding = float(w.get("funding_usdt") or 0)
+    trading = float(w.get("trading_usdt") or 0)
+    opt_f = float(w.get("options_funding_usdc") or 0)
+    opt_t = float(w.get("options_trading_usdc") or 0)
+    # 钱包未播种时回退账本可用
+    usdt = funding + trading
+    if usdt < 1e-9:
+        usdt = avail
+    usdc = opt_f + opt_t
+    if usdc < 1e-9:
+        # SIM 早期权利金从账本扣；无 USDC 钱包时用可用资金估期权可开
+        usdc = avail
+    return {
+        "perp_usdt": usdt,
+        "option_usdc": usdc,
+        "ledger_available": avail,
+    }
+
+
+def assess_open_capacity(db: Database | None = None) -> dict[str, Any]:
+    """
+    返回永续/期权是否有足够资金开新仓。
+    - 永续：需 USDT >= 名义/杠杆
+    - 期权：需 USDC(或 SIM 回退可用) >= 卖一×名义×(1+费率)
+    """
+    db = db or get_db()
+    s = get_settings()
+    ledger = Ledger(db)
+    lev = float(ledger.get_setting_float("leverage", s.leverage) or 3)
+    if lev <= 0:
+        lev = 3.0
+    perp_qty = float(ledger.get_setting_float("perp_qty_eth", s.perp_qty_eth) or 1)
+    opt_qty = float(ledger.get_setting_float("option_qty_eth", s.option_qty_eth) or 2)
+    fee_rate = float(ledger.get_setting_float("fee_rate", s.fee_rate) or 0.0005)
+
+    idx, ask = _index_and_option_ask()
+    margin_need = (float(idx) * perp_qty / lev) if idx and idx > 0 else None
+    premium_need = (
+        float(ask) * opt_qty * (1.0 + fee_rate) if ask is not None and ask > 0 else None
+    )
+
+    if s.is_sim:
+        bal = _sim_balances(db)
+        have_perp = float(bal["perp_usdt"])
+        have_opt = float(bal["option_usdc"])
+    else:
+        live = _live_balances()
+        # 永续用交易账户；若为空则合并资金账户（提示需划转但仍可显示）
+        t = live.get("trading_usdt")
+        f = live.get("funding_usdt")
+        if t is not None and t > 1e-9:
+            have_perp = float(t)
+        elif t is not None or f is not None:
+            have_perp = float(t or 0) + float(f or 0)
+        else:
+            have_perp = None
+        of_ = live.get("options_funding_usdc")
+        ot_ = live.get("options_trading_usdc")
+        if of_ is None and ot_ is None:
+            have_opt = None
+        else:
+            have_opt = float(of_ or 0) + float(ot_ or 0)
+
+    perp_ok: bool | None
+    if margin_need is None or have_perp is None:
+        perp_ok = None
+    else:
+        perp_ok = have_perp + 1e-9 >= margin_need
+
+    opt_ok: bool | None
+    if premium_need is None or have_opt is None:
+        opt_ok = None
+    else:
+        opt_ok = have_opt + 1e-9 >= premium_need
+
+    lev_i = int(round(lev)) if abs(lev - round(lev)) < 1e-9 else lev
+    if perp_ok is True:
+        perp_label = f"永续{lev_i}x 可开"
+    elif perp_ok is False:
+        perp_label = f"永续{lev_i}x 不可开"
+    else:
+        perp_label = f"永续{lev_i}x —"
+
+    if opt_ok is True:
+        opt_label = "期权可开"
+    elif opt_ok is False:
+        opt_label = "期权不可开"
+    else:
+        opt_label = "期权 —"
+
+    return {
+        "leverage": lev,
+        "perp_qty_eth": perp_qty,
+        "option_qty_eth": opt_qty,
+        "index_px": idx,
+        "option_ask": ask,
+        "perp_need_usdt": round(margin_need, 2) if margin_need is not None else None,
+        "option_need_usdc": round(premium_need, 2) if premium_need is not None else None,
+        "perp_have_usdt": round(have_perp, 2) if have_perp is not None else None,
+        "option_have_usdc": round(have_opt, 2) if have_opt is not None else None,
+        "perp_can_open": perp_ok,
+        "option_can_open": opt_ok,
+        "perp_label": perp_label,
+        "option_label": opt_label,
+        "funds_ok": (perp_ok is True and opt_ok is True),
+    }
+
+
+def maybe_notify_funds_short(cap: dict[str, Any] | None = None) -> None:
+    """资金不足时企业微信推送（去重）。"""
+    global _last_notify_key, _last_notify_ms
+    cap = cap or assess_open_capacity()
+    parts: list[str] = []
+    if cap.get("perp_can_open") is False:
+        parts.append(
+            f"永续不足：需约 {cap.get('perp_need_usdt')}U，现有 {cap.get('perp_have_usdt')}U"
+        )
+    if cap.get("option_can_open") is False:
+        parts.append(
+            f"期权不足：需约 {cap.get('option_need_usdc')}U，现有 {cap.get('option_have_usdc')}U"
+        )
+    if not parts:
+        return
+    key = "|".join(parts)
+    now = time.time()
+    if key == _last_notify_key and now - _last_notify_ms < _NOTIFY_DEDUP_SEC:
+        return
+    _last_notify_key = key
+    _last_notify_ms = now
+    try:
+        from ..notify import wecom
+
+        wecom.notify_async(
+            wecom.build_markdown(
+                tag=wecom.TAG_FAULT,
+                title="资金不足 · 无法开新仓",
+                lines=[
+                    f"**永续**: {cap.get('perp_label')}",
+                    f"**期权**: {cap.get('option_label')}",
+                    *[f"**详情**: {p}" for p in parts],
+                    "请划转/兑换后重试。",
+                ],
+            )
+        )
+    except Exception:
+        logger.exception("wecom funds notify failed")

docs/更新说明.md

@@ -5,6 +5,16 @@
 
 ---
 
+## 2026-07-29 — 权益杠杆可开判定 + 资金不足微信推送
+
+### 变更
+
+1. 计划页「权益 / 杠杆」改为 **永续Nx 可开 / 期权可开**（绿）或 **不可开**（红）；按保证金与权利金估算对比可用资金。  
+2. 资金不足时企业微信推送（10 分钟去重）；策略开仓前拦截并进入 `wait_funds`。  
+3. 「规则说明」移到启动策略按钮上方；顶栏资金数字加大显示。
+
+---
+
 ## 2026-07-29 — 顶栏对齐 crypto_monitor：标题在上、资金卡同宽
 
 ### 变更

frontend/src/api/client.ts

@@ -233,6 +233,18 @@ export type PlanState = {
   atm_open_offset_enabled?: boolean;
   max_atm_open_offset?: number;
   can_open: boolean;
+  open_capacity?: {
+    leverage?: number;
+    perp_can_open?: boolean | null;
+    option_can_open?: boolean | null;
+    perp_label?: string;
+    option_label?: string;
+    funds_ok?: boolean;
+    perp_need_usdt?: number | null;
+    option_need_usdc?: number | null;
+    perp_have_usdt?: number | null;
+    option_have_usdc?: number | null;
+  };
   last_error: string | null;
   show_manual_trade_buttons?: boolean;
   position: {

frontend/src/components/FundsBar.tsx

@@ -31,7 +31,6 @@ function pnlClass(n: number | null | undefined) {
 
 export default function FundsBar() {
   const [s, setS] = useState<FundsSummary | null>(null);
-  const [rulesOpen, setRulesOpen] = useState(false);
 
   const load = useCallback(() => {
     apiFetch<FundsSummary>("/api/funds/summary")
@@ -49,10 +48,6 @@ export default function FundsBar() {
 
   if (!s?.ok) return null;
 
-  const rulesText = `行情 ${s.exchange || "OKX"} · ${
-    s.perp_inst_id || "ETH-USDT-SWAP"
-  } · 目标平仓(双腿/远虚只平永续) · 未达标则到期结算`;
-
   return (
     <div className="funds-bar-shell">
       <div className="funds-bar-inner">
@@ -83,50 +78,33 @@ export default function FundsBar() {
                 : "—"}
             </div>
           </div>
-          <div className="funds-item">
+          <div className="funds-item funds-item--money">
             <div className="funds-label">总资金</div>
             <div className="funds-value mono">{fmtU(s.total_funds)}</div>
           </div>
-          <div className="funds-item">
+          <div className="funds-item funds-item--money">
             <div className="funds-label">资金账户</div>
             <div className="funds-value mono">{fmtU(s.funding_usdt)}</div>
           </div>
-          <div className="funds-item">
+          <div className="funds-item funds-item--money">
             <div className="funds-label">交易账户</div>
             <div className="funds-value mono">{fmtU(s.trading_usdt)}</div>
           </div>
-          <div className="funds-item">
+          <div className="funds-item funds-item--money">
             <div className="funds-label">期权资金账户</div>
             <div className="funds-value mono">{s.options_funding_label}</div>
           </div>
-          <div className="funds-item">
+          <div className="funds-item funds-item--money">
             <div className="funds-label">期权交易账户</div>
             <div className="funds-value mono">{s.options_trading_label}</div>
           </div>
-          <div className="funds-item funds-item--pnl">
+          <div className="funds-item funds-item--pnl funds-item--money">
             <div className="funds-label">实时盈亏</div>
             <div className={`funds-value mono ${pnlClass(s.realtime_pnl)}`}>
               {s.realtime_pnl == null ? "—" : fmtU(s.realtime_pnl)}
             </div>
           </div>
         </div>
-
-        <div className="funds-rules">
-          <button
-            type="button"
-            className="funds-rules-toggle"
-            aria-expanded={rulesOpen}
-            onClick={() => setRulesOpen((v) => !v)}
-          >
-            <span>规则说明</span>
-            <span className="funds-rules-chevron" aria-hidden>
-              {rulesOpen ? "▾" : "▸"}
-            </span>
-          </button>
-          {rulesOpen ? (
-            <p className="funds-rules-body meta">{rulesText}</p>
-          ) : null}
-        </div>
       </div>
     </div>
   );

frontend/src/pages/Plan.tsx

@@ -80,6 +80,7 @@ const PHASE_ZH: Record<string, string> = {
   outside_window: "窗外",
   liquidity_wait: "流动性等待",
   weekend_skip: "周末跳过",
+  wait_funds: "资金不足",
 };
 
 export default function PlanPage() {
@@ -213,6 +214,16 @@ export default function PlanPage() {
 
       {err ? <div className="err">{err}</div> : null}
 
+      <div className="plan-rules-fold">
+        <details>
+          <summary>规则说明</summary>
+          <p className="meta plan-rules-body">
+            行情 {String(plan?.exchange || "okx").toUpperCase()} · ETH-USDT-SWAP ·
+            目标平仓(双腿/远虚只平永续) · 未达标则到期结算
+          </p>
+        </details>
+      </div>
+
       <div className="plan-actions">
         <button
           className={plan?.running ? "btn btn-running" : "btn"}
@@ -318,9 +329,41 @@ export default function PlanPage() {
               </div>
               <div className="kv">
                 <span>权益 / 杠杆</span>
-                <span className="mono">
+                <span className="open-cap-row">
-                  {fmt(plan?.ledger?.equity)} / 可用 {fmt(plan?.ledger?.available)} ·{" "}
+                  <span
-                  {fmt(plan?.leverage, 0)}x
+                    className={
+                      plan?.open_capacity?.perp_can_open === true
+                        ? "open-cap-ok"
+                        : plan?.open_capacity?.perp_can_open === false
+                          ? "open-cap-bad"
+                          : "mono"
+                    }
+                    title={
+                      plan?.open_capacity?.perp_need_usdt != null
+                        ? `需≈${plan.open_capacity.perp_need_usdt}U / 有${plan.open_capacity.perp_have_usdt ?? "—"}U`
+                        : undefined
+                    }
+                  >
+                    {plan?.open_capacity?.perp_label ||
+                      `永续${fmt(plan?.leverage, 0)}x —`}
+                  </span>
+                  <span className="open-cap-sep">·</span>
+                  <span
+                    className={
+                      plan?.open_capacity?.option_can_open === true
+                        ? "open-cap-ok"
+                        : plan?.open_capacity?.option_can_open === false
+                          ? "open-cap-bad"
+                          : "mono"
+                    }
+                    title={
+                      plan?.open_capacity?.option_need_usdc != null
+                        ? `需≈${plan.open_capacity.option_need_usdc}U / 有${plan.open_capacity.option_have_usdc ?? "—"}U`
+                        : undefined
+                    }
+                  >
+                    {plan?.open_capacity?.option_label || "期权 —"}
+                  </span>
                 </span>
               </div>
               <div className="kv">

frontend/src/styles/app.css

@@ -232,6 +232,16 @@ input {
   white-space: nowrap;
 }
 
+.funds-item--money .funds-value {
+  font-size: 16px;
+  font-weight: 700;
+  letter-spacing: 0.01em;
+}
+
+.funds-item--money .funds-label {
+  font-size: 12px;
+}
+
 .funds-item--pnl .funds-value {
   font-variant-numeric: tabular-nums;
 }
@@ -271,6 +281,55 @@ input {
   color: var(--muted);
 }
 
+.plan-rules-fold {
+  margin: 0 0 10px;
+}
+
+.plan-rules-fold details {
+  border: 1px solid var(--line);
+  border-radius: 8px;
+  background: var(--bg-panel);
+  padding: 8px 12px;
+}
+
+.plan-rules-fold summary {
+  cursor: pointer;
+  color: var(--muted);
+  font-size: 13px;
+  user-select: none;
+}
+
+.plan-rules-fold summary:hover {
+  color: var(--text);
+}
+
+.plan-rules-body {
+  margin: 8px 0 0;
+  line-height: 1.45;
+}
+
+.open-cap-row {
+  display: inline-flex;
+  flex-wrap: wrap;
+  align-items: center;
+  gap: 6px;
+  font-weight: 700;
+  font-size: 14px;
+}
+
+.open-cap-sep {
+  color: var(--muted);
+  font-weight: 500;
+}
+
+.open-cap-ok {
+  color: #0ecb81;
+}
+
+.open-cap-bad {
+  color: #f6465d;
+}
+
 .topnav {
   display: none;
 }