Gate one-open-per-expiry by historical expiry_ymd across days.
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -41,15 +41,15 @@ def group_date_ymd(now: datetime | None = None) -> str:
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return window_key(now)
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def used_expiry_ymds_for_day(db: Any, now: datetime | None = None) -> set[str]:
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def used_expiry_ymds(db: Any, now: datetime | None = None) -> set[str]:
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"""
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上海日历日已开过的期权到期日(groups.expiry_ymd,YYMMDD)。
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按当日组号 G-{YYYYMMDD}-% 统计;含已平仓,用于「同到期一天只开一次」。
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历史上已开过的期权到期日(groups.expiry_ymd,YYMMDD)。
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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。
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"""
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wkey = window_key(now)
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_ = now
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rows = db.fetchall(
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"SELECT DISTINCT expiry_ymd FROM groups WHERE group_id LIKE ?",
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(f"G-{wkey}-%",),
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"""SELECT DISTINCT expiry_ymd FROM groups
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WHERE expiry_ymd IS NOT NULL AND TRIM(expiry_ymd) != ''"""
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)
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out: set[str] = set()
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for r in rows or []:
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@@ -59,6 +59,10 @@ def used_expiry_ymds_for_day(db: Any, now: datetime | None = None) -> set[str]:
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return out
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# 兼容旧名(语义已改为跨日/历史到期占用)
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used_expiry_ymds_for_day = used_expiry_ymds
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def pending_residual_expiry_ymds(db: Any) -> set[str]:
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"""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。"""
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rows = db.fetchall(
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@@ -79,7 +83,7 @@ def expiry_blocked_by_one_per_day(
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*,
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enabled: bool = True,
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) -> bool:
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"""开启时:候选到期已在当日用过则拦截。"""
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"""开启时:候选到期已在历史上用过则拦截。"""
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if not enabled:
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return False
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y = str(expiry_ymd or "").strip()
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