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）。
+    历史上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」。
+    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 ?",
+        """SELECT DISTINCT expiry_ymd FROM groups
-        (f"G-{wkey}-%",),
+           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")

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 used == {"260803", "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 True
-    assert expiry_blocked_by_one_per_day("260803", used, enabled=True) is False
+    assert expiry_blocked_by_one_per_day("260804", used, enabled=True) is False
-    assert expiry_blocked_by_one_per_day("260802", used, enabled=False) is False
+    assert expiry_blocked_by_one_per_day("260803", used, enabled=False) is False
     db.close()
 
 

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
+    now_aug3 = datetime(2026, 8, 3, 0, 0, 2, tzinfo=ZoneInfo("Asia/Shanghai"))
-    from zoneinfo import ZoneInfo
+    used = used_expiry_ymds(db, now_aug3)
-
+    assert used == {"260803", "260802"}
-    now = datetime(2026, 8, 2, 12, 0, tzinfo=ZoneInfo("Asia/Shanghai"))
+    assert expiry_blocked_by_one_per_day("260803", used, enabled=True)
-    assert used_expiry_ymds_for_day(db, now) == {"260803"}
+    assert not expiry_blocked_by_one_per_day("260804", used, enabled=True)
-    assert expiry_blocked_by_one_per_day("260803", {"260803"}, enabled=True)
-    assert not expiry_blocked_by_one_per_day("260804", {"260803"}, enabled=True)
 
 
 def test_pending_residual_expiry_ymds() -> None:

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 |

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"
                 : ""}
             </p>
             <p>
@@ -313,7 +313,7 @@ export default function PlanPage() {
               <span className="plan-rules-k">节奏</span>
               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"
                 : ""}
             </p>
           </div>

frontend/src/pages/Settings.tsx

@@ -1230,7 +1230,7 @@ export default function SettingsPage() {
                   </div>
                   <div className="field">
                     <label htmlFor="oneExpDay">
-                      同到期日一天只开一次（节奏）
+                      每个到期只开一次（跨日）
                     </label>
                     <select
                       id="oneExpDay"
@@ -1244,7 +1244,7 @@ export default function SettingsPage() {
                       <option value="0">关闭</option>
                     </select>
                     <p className="hint" style={{ margin: "0.35rem 0 0" }}>
-                      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）。
                     </p>
                   </div>
                   <div className="field">