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

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-03 07:35:44 +08:00
parent 5c334a4d89
commit a10ecf7409
10 changed files with 49 additions and 44 deletions
+1 -1
View File
@@ -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 cashOKX 逐仓/现金)