Add weekend open skip, expiry force-close, and Chinese trade labels.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -19,6 +19,7 @@ KEYS = (
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"net_profit_target",
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"premium_exit_multiple",
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"rest_seconds",
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"skip_weekends",
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"initial_equity",
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"leverage",
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"min_option_hours",
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@@ -36,6 +37,7 @@ class StrategySettingsBody(BaseModel):
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net_profit_target: float | None = Field(default=None, ge=0.1, le=1_000_000)
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premium_exit_multiple: float | None = Field(default=None, ge=0.1, le=100)
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rest_seconds: int | None = Field(default=None, ge=0, le=3600)
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skip_weekends: bool | None = None
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initial_equity: float | None = Field(default=None, ge=1000)
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leverage: float | None = Field(default=None, ge=1, le=125)
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min_option_hours: float | None = Field(default=None, ge=1, le=720)
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@@ -45,6 +47,12 @@ class StrategySettingsBody(BaseModel):
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option_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
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def _as_bool(raw: str | None, default: bool) -> bool:
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if raw is None or raw == "":
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return default
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return str(raw).strip().lower() in ("1", "true", "yes", "on")
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def _read_settings() -> dict:
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db = get_db()
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s = get_settings()
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@@ -68,6 +76,9 @@ def _read_settings() -> dict:
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"rest_seconds": int(
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float(db.get_setting("rest_seconds", str(s.rest_seconds)) or s.rest_seconds)
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),
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"skip_weekends": _as_bool(
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db.get_setting("skip_weekends", str(s.skip_weekends)), s.skip_weekends
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),
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"initial_equity": float(
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db.get_setting("initial_equity", str(s.initial_equity)) or s.initial_equity
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),
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+10
-5
@@ -5,11 +5,12 @@ from typing import Annotated
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from fastapi import APIRouter, Depends, HTTPException
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from pydantic import BaseModel, Field
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from ..config import get_settings
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from ..market import get_gateway
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from ..models.db import get_db
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from ..sim.ledger import Ledger
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from ..sim.matcher import Matcher
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from ..strategy.clock import window_key
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from ..strategy.clock import can_open_new, window_key
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from ..strategy.group import next_group_id
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from .auth import require_user
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@@ -39,6 +40,13 @@ async def sim_open_group(
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) -> dict:
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if Matcher().has_open_position():
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raise HTTPException(status_code=409, detail="有未平仓,禁止开下一组")
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s = get_settings()
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skip_weekends = Ledger().get_setting_bool("skip_weekends", s.skip_weekends)
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if not can_open_new(skip_weekends=skip_weekends):
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raise HTTPException(
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status_code=409,
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detail="周六/周日跳过开仓(上海时区)",
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)
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gw = get_gateway()
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pick = await gw.pick_for_open_async()
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if pick is None:
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@@ -53,12 +61,9 @@ async def sim_open_group(
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perp_side = "short" if force == "call" else "long"
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bias = "manual_" + force
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option_ask = pick.call_ask if force == "call" else pick.put_ask
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from ..config import get_settings
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from ..strategy.selection import option_leverage
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from ..sim.ledger import Ledger as Led
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s = get_settings()
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min_lev = Led().get_setting_float("min_option_leverage", s.min_option_leverage)
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min_lev = Ledger().get_setting_float("min_option_leverage", s.min_option_leverage)
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lev = option_leverage(pick.underlying_px, option_ask)
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if lev is None or lev < min_lev:
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raise HTTPException(
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