diff --git a/backend/app/api/sim.py b/backend/app/api/sim.py
index acdd4d5..4a590aa 100644
--- a/backend/app/api/sim.py
+++ b/backend/app/api/sim.py
@@ -77,15 +77,15 @@ async def sim_open_group(
if one_expiry:
from ..strategy.clock import (
expiry_blocked_by_one_per_day,
- used_expiry_ymds_for_day,
+ used_expiry_ymds,
)
- used = used_expiry_ymds_for_day(get_db())
+ used = used_expiry_ymds(get_db())
if expiry_blocked_by_one_per_day(pick.pair.expiry_ymd, used, enabled=True):
raise HTTPException(
status_code=409,
detail=(
- f"同到期日一天只开一次：今日已用过 {pick.pair.expiry_ymd}，"
+ f"每个到期只开一次：已用过 {pick.pair.expiry_ymd}，"
"请等下一到期日"
),
)
diff --git a/backend/app/config.py b/backend/app/config.py
index bc58a24..1e9ca3d 100644
--- a/backend/app/config.py
+++ b/backend/app/config.py
@@ -67,7 +67,7 @@ class Settings(BaseSettings):
rest_seconds: int = 300
live_order_interval_sec: float = 1.0 # LIVE 私有下单/查单最小间隔（秒）
skip_weekends: bool = True # 上海时区周六日禁止新开仓（已有仓仍可平）
- # 同到期日一天只开一次：当日已开过某 expiry_ymd 后，平仓也不可再开同到期，只能开更远到期
+ # 每个到期只开一次（跨日）：历史上已开过某 expiry_ymd 后不可再开同到期，只能盯下一档
one_expiry_per_day: bool = True
leverage: float = 3.0 # 永续杠杆
# 永续保证金模式：cross=全仓（默认）| isolated=逐仓；期权仍固定 cash（OKX 逐仓/现金）
diff --git a/backend/app/strategy/clock.py b/backend/app/strategy/clock.py
index 6a42d42..1cec139 100644
--- a/backend/app/strategy/clock.py
+++ b/backend/app/strategy/clock.py
@@ -41,15 +41,15 @@ def group_date_ymd(now: datetime | None = None) -> str:
return window_key(now)
-def used_expiry_ymds_for_day(db: Any, now: datetime | None = None) -> set[str]:
+def used_expiry_ymds(db: Any, now: datetime | None = None) -> set[str]:
"""
- 上海日历日已开过的期权到期日（groups.expiry_ymd，YYMMDD）。
- 按当日组号 G-{YYYYMMDD}-% 统计；含已平仓，用于「同到期一天只开一次」。
+ 历史上已开过的期权到期日（groups.expiry_ymd，YYMMDD）。
+ 跨日历日：任一已开组（含已平仓）占用该到期后，不可再开同到期，只能盯下一档。
"""
- wkey = window_key(now)
+ _ = now
rows = db.fetchall(
- "SELECT DISTINCT expiry_ymd FROM groups WHERE group_id LIKE ?",
- (f"G-{wkey}-%",),
+ """SELECT DISTINCT expiry_ymd FROM groups
+ WHERE expiry_ymd IS NOT NULL AND TRIM(expiry_ymd) != ''"""
)
out: set[str] = set()
for r in rows or []:
@@ -59,6 +59,10 @@ def used_expiry_ymds_for_day(db: Any, now: datetime | None = None) -> set[str]:
return out
+# 兼容旧名（语义已改为跨日/历史到期占用）
+used_expiry_ymds_for_day = used_expiry_ymds
+
+
def pending_residual_expiry_ymds(db: Any) -> set[str]:
"""待到期结算的残留期权到期日（YYMMDD）；监控/下一组开仓应跳过这些档。"""
rows = db.fetchall(
@@ -79,7 +83,7 @@ def expiry_blocked_by_one_per_day(
*,
enabled: bool = True,
) -> bool:
- """开启时：候选到期已在当日用过则拦截。"""
+ """开启时：候选到期已在历史上用过则拦截。"""
if not enabled:
return False
y = str(expiry_ymd or "").strip()
diff --git a/backend/app/strategy/engine.py b/backend/app/strategy/engine.py
index 49a73fe..8f398d8 100644
--- a/backend/app/strategy/engine.py
+++ b/backend/app/strategy/engine.py
@@ -873,17 +873,17 @@ class StrategyEngine:
if pick is not None and one_expiry_per_day:
from .clock import (
expiry_blocked_by_one_per_day,
- used_expiry_ymds_for_day,
+ used_expiry_ymds,
)
- used = used_expiry_ymds_for_day(self.db)
+ used = used_expiry_ymds(self.db)
if expiry_blocked_by_one_per_day(
pick.pair.expiry_ymd, used, enabled=True
):
self._set_state(
phase="idle",
last_error=(
- f"同到期日一天只开一次：今日已用过 {pick.pair.expiry_ymd}，"
+ f"每个到期只开一次：已用过 {pick.pair.expiry_ymd}，"
"请等下一到期日"
),
)
diff --git a/backend/app/strategy/session.py b/backend/app/strategy/session.py
index 60834b4..742fb8c 100644
--- a/backend/app/strategy/session.py
+++ b/backend/app/strategy/session.py
@@ -72,13 +72,13 @@ def _as_bool_setting(raw: str | None, default: bool) -> bool:
def _skip_expiry_ymds_for_next() -> set[str]:
"""
空仓选约/监控应跳过的到期日：
- - 当日已开过（one_expiry_per_day）
+ - 历史上已开过该到期（one_expiry_per_day，跨日）
- 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()
try:
from ..models.db import get_db
- from .clock import pending_residual_expiry_ymds, used_expiry_ymds_for_day
+ from .clock import pending_residual_expiry_ymds, used_expiry_ymds
s = get_settings()
db = get_db()
@@ -87,7 +87,7 @@ def _skip_expiry_ymds_for_next() -> set[str]:
s.one_expiry_per_day,
)
if one_exp_day:
- skip |= used_expiry_ymds_for_day(db)
+ skip |= used_expiry_ymds(db)
skip |= pending_residual_expiry_ymds(db)
except Exception:
logger.exception("skip-expiry lookup failed; continue without skip")
diff --git a/backend/tests/test_p1_p2_rules.py b/backend/tests/test_p1_p2_rules.py
index 4a65c41..2b72fee 100644
--- a/backend/tests/test_p1_p2_rules.py
+++ b/backend/tests/test_p1_p2_rules.py
@@ -152,22 +152,23 @@ def test_one_expiry_per_day(tmp_path, monkeypatch) -> None:
from app.models.db import Database
db = Database(tmp_path / "one_exp.db")
- day = datetime(2026, 8, 1, 12, 0, tzinfo=_SH)
+ # 日历已跨到 8.3，但 8.2 开过的 260803 仍须占用
+ day = datetime(2026, 8, 3, 0, 0, 2, tzinfo=_SH)
with db._lock:
+ db._conn.execute(
+ """INSERT INTO groups(group_id, status, expiry_ymd, open_at_ms)
+ VALUES ('G-20260802-01','closed','260803',1)"""
+ )
db._conn.execute(
"""INSERT INTO groups(group_id, status, expiry_ymd, open_at_ms)
VALUES ('G-20260801-01','closed','260802',1)"""
)
- db._conn.execute(
- """INSERT INTO groups(group_id, status, expiry_ymd, open_at_ms)
- VALUES ('G-20260731-01','closed','260801',1)"""
- )
db._conn.commit()
used = used_expiry_ymds_for_day(db, day)
- assert used == {"260802"}
- assert expiry_blocked_by_one_per_day("260802", used, enabled=True) is True
- assert expiry_blocked_by_one_per_day("260803", used, enabled=True) is False
- assert expiry_blocked_by_one_per_day("260802", used, enabled=False) is False
+ assert used == {"260803", "260802"}
+ assert expiry_blocked_by_one_per_day("260803", used, enabled=True) is True
+ assert expiry_blocked_by_one_per_day("260804", used, enabled=True) is False
+ assert expiry_blocked_by_one_per_day("260803", used, enabled=False) is False
db.close()
diff --git a/backend/tests/test_skip_expiry_next.py b/backend/tests/test_skip_expiry_next.py
index e8d7edb..b5cec47 100644
--- a/backend/tests/test_skip_expiry_next.py
+++ b/backend/tests/test_skip_expiry_next.py
@@ -1,11 +1,14 @@
-"""空仓选约：跳过当日已用到期与残留待结算到期。"""
+"""空仓选约：跳过历史上已用到期与残留待结算到期。"""
from __future__ import annotations
+from datetime import datetime
+from zoneinfo import ZoneInfo
+
from app.strategy.clock import (
expiry_blocked_by_one_per_day,
pending_residual_expiry_ymds,
- used_expiry_ymds_for_day,
+ used_expiry_ymds,
)
@@ -22,32 +25,29 @@ class _FakeDB:
def fetchall(self, sql: str, params: tuple = ()) -> list[dict]:
s = " ".join(sql.split()).lower()
if "from groups" in s:
- like = params[0] if params else ""
- prefix = like.replace("%", "")
return [
r
for r in self._groups
- if str(r.get("group_id", "")).startswith(prefix)
+ if str(r.get("expiry_ymd") or "").strip()
]
if "from residual_options" in s:
return [r for r in self._residuals if r.get("status") == "pending"]
return []
-def test_used_expiry_ymds_for_day() -> None:
+def test_used_expiry_ymds_across_calendar_days() -> None:
+ """8.2 开过 260803 后，8.3 零点仍须拦截同到期。"""
db = _FakeDB(
groups=[
{"group_id": "G-20260802-01", "expiry_ymd": "260803"},
{"group_id": "G-20260801-01", "expiry_ymd": "260802"},
]
)
- from datetime import datetime
- from zoneinfo import ZoneInfo
-
- now = datetime(2026, 8, 2, 12, 0, tzinfo=ZoneInfo("Asia/Shanghai"))
- assert used_expiry_ymds_for_day(db, now) == {"260803"}
- assert expiry_blocked_by_one_per_day("260803", {"260803"}, enabled=True)
- assert not expiry_blocked_by_one_per_day("260804", {"260803"}, enabled=True)
+ now_aug3 = datetime(2026, 8, 3, 0, 0, 2, tzinfo=ZoneInfo("Asia/Shanghai"))
+ used = used_expiry_ymds(db, now_aug3)
+ assert used == {"260803", "260802"}
+ assert expiry_blocked_by_one_per_day("260803", used, enabled=True)
+ assert not expiry_blocked_by_one_per_day("260804", used, enabled=True)
def test_pending_residual_expiry_ymds() -> None:
diff --git a/docs/策略说明.md b/docs/策略说明.md
index fd8ed84..70f57e8 100644
--- a/docs/策略说明.md
+++ b/docs/策略说明.md
@@ -160,7 +160,7 @@ claim 开仓槽 status=opening
|------|------|------|
| `min_option_hours` | 12 | 过滤过近到期 |
| `min_option_leverage` | 100 | 权利金不能太贵 |
-| `one_expiry_per_day` | true | 同到期日一天只开一次 |
+| `one_expiry_per_day` | true | 每个到期只开一次（跨日，按 expiry_ymd 历史占用） |
| `fixed_direction_enabled` | false | 固定方向 |
| `fixed_perp_side` | long | long→Put / short→Call |
| `atm_open_offset_enabled` | false | ATM 偏差开关 |
diff --git a/frontend/src/pages/Plan.tsx b/frontend/src/pages/Plan.tsx
index 1a097f5..9fc47ab 100644
--- a/frontend/src/pages/Plan.tsx
+++ b/frontend/src/pages/Plan.tsx
@@ -302,7 +302,7 @@ export default function PlanPage() {
{fmt(plan?.min_option_leverage, 0)}x · {atmRule}
{plan?.skip_weekends ? " · 周末跳过开仓" : ""}
{plan?.one_expiry_per_day !== false
- ? " · 同到期日一天只开一次"
+ ? " · 每个到期只开一次"
: ""}
@@ -313,7 +313,7 @@ export default function PlanPage() {
节奏
组间休息 {plan?.rest_seconds ?? "—"}s · 可开判定看交易账户
{plan?.one_expiry_per_day !== false
- ? " · 同到期平仓后改开下一到期"
+ ? " · 同到期用过后改开下一到期"
: ""}
diff --git a/frontend/src/pages/Settings.tsx b/frontend/src/pages/Settings.tsx
index a47c322..707ef0a 100644
--- a/frontend/src/pages/Settings.tsx
+++ b/frontend/src/pages/Settings.tsx
@@ -1230,7 +1230,7 @@ export default function SettingsPage() {
- 开启后：当日已开过某到期日（如 0802）并平仓后，不能再开同到期，只能开下一到期（如 0803）。
+ 开启后：历史上已开过某到期日（如 0803）后，不论今天还是明天都不能再开同到期，只能监控/开下一到期（如 0804）。