Gate one-open-per-expiry by historical expiry_ymd across days.

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

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"
                 ),
             )

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）

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()

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"
                     ),
                 )

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")