Add weekend open skip, expiry force-close, and Chinese trade labels.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-25 10:28:33 +08:00
parent 826362b556
commit b50c134f5b
19 changed files with 525 additions and 52 deletions
+10 -5
View File
@@ -5,11 +5,12 @@ from typing import Annotated
from fastapi import APIRouter, Depends, HTTPException
from pydantic import BaseModel, Field
from ..config import get_settings
from ..market import get_gateway
from ..models.db import get_db
from ..sim.ledger import Ledger
from ..sim.matcher import Matcher
from ..strategy.clock import window_key
from ..strategy.clock import can_open_new, window_key
from ..strategy.group import next_group_id
from .auth import require_user
@@ -39,6 +40,13 @@ async def sim_open_group(
) -> dict:
if Matcher().has_open_position():
raise HTTPException(status_code=409, detail="有未平仓,禁止开下一组")
s = get_settings()
skip_weekends = Ledger().get_setting_bool("skip_weekends", s.skip_weekends)
if not can_open_new(skip_weekends=skip_weekends):
raise HTTPException(
status_code=409,
detail="周六/周日跳过开仓(上海时区)",
)
gw = get_gateway()
pick = await gw.pick_for_open_async()
if pick is None:
@@ -53,12 +61,9 @@ async def sim_open_group(
perp_side = "short" if force == "call" else "long"
bias = "manual_" + force
option_ask = pick.call_ask if force == "call" else pick.put_ask
from ..config import get_settings
from ..strategy.selection import option_leverage
from ..sim.ledger import Ledger as Led
s = get_settings()
min_lev = Led().get_setting_float("min_option_leverage", s.min_option_leverage)
min_lev = Ledger().get_setting_float("min_option_leverage", s.min_option_leverage)
lev = option_leverage(pick.underlying_px, option_ask)
if lev is None or lev < min_lev:
raise HTTPException(