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

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/strategy/engine.py

@@ -12,8 +12,8 @@ from .session import get_session
 from ..models.db import get_db
 from ..sim.ledger import Ledger
 from ..sim.matcher import Matcher
-from .clock import window_key
-from .exits import check_exits, resolve_exit_target
+from .clock import can_open_new, window_key
+from .exits import check_expiry_close, check_exits, resolve_exit_target
 from .group import next_group_id
 
 logger = logging.getLogger(__name__)
@@ -46,6 +46,7 @@ class StrategyEngine:
             initial_premium=float(upl.get("initial_premium") or 0),
         )
         rest_sec = self.ledger.get_setting_int("rest_seconds", s.rest_seconds)
+        skip_weekends = self.ledger.get_setting_bool("skip_weekends", s.skip_weekends)
         leverage = self.ledger.get_setting_float("leverage", s.leverage)
         min_hours = self.ledger.get_setting_float("min_option_hours", s.min_option_hours)
         min_opt_lev = self.ledger.get_setting_float(
@@ -59,6 +60,7 @@ class StrategyEngine:
         if last_error and "PriceResult" in str(last_error) and "__dict__" in str(last_error):
             self._set_state(last_error=None)
             last_error = None
+        allow_open = can_open_new(skip_weekends=skip_weekends)
         return {
             "running": bool(row["running"]),
             "phase": row["phase"],
@@ -67,6 +69,7 @@ class StrategyEngine:
             "rest_until_ms": rest_until,
             "rest_left_sec": rest_left,
             "rest_seconds": rest_sec,
+            "skip_weekends": skip_weekends,
             "exit_mode": exit_mode,
             "net_profit_target": net_target,
             "premium_exit_multiple": prem_mult,
@@ -74,7 +77,7 @@ class StrategyEngine:
             "leverage": leverage,
             "min_option_hours": min_hours,
             "min_option_leverage": min_opt_lev,
-            "can_open": True,
+            "can_open": allow_open,
             "last_error": last_error,
             "position": upl,
             "ledger": self.ledger.snapshot(),
@@ -97,9 +100,13 @@ class StrategyEngine:
 
     async def start(self) -> dict[str, Any]:
         self._set_state(running=1, last_error=None, phase="idle")
+        self.ensure_loop()
+        return self.state()
+
+    def ensure_loop(self) -> None:
+        """保证后台循环在跑（即使策略暂停，也要盯到期全平）。"""
         if self._task is None or self._task.done():
             self._task = asyncio.create_task(self._loop(), name="strategy-engine")
-        return self.state()
 
     async def emergency_close(self) -> dict[str, Any]:
         async with self._lock:
@@ -137,12 +144,73 @@ class StrategyEngine:
         )
         return len(rows)
 
+    def _position_expiry_ms(self, upl: dict[str, Any]) -> int | None:
+        raw = upl.get("expiry_ms")
+        if raw is not None:
+            try:
+                return int(raw)
+            except (TypeError, ValueError):
+                pass
+        ymd = upl.get("expiry_ymd")
+        if ymd:
+            try:
+                from ..exchange.okx.parse import expiry_ms_from_ymd
+
+                return int(expiry_ms_from_ymd(str(ymd)))
+            except Exception:
+                return None
+        return None
+
+    async def _close_open_position(
+        self,
+        *,
+        reason: str,
+        bypass_liquidity: bool,
+        pending_close: bool,
+    ) -> None:
+        if not pending_close:
+            self._set_state(phase="closing", last_error=None)
+        r = await asyncio.to_thread(
+            self.matcher.close_group,
+            reason=reason,
+            bypass_liquidity=bypass_liquidity,
+        )
+        if r.ok:
+            self._after_close()
+        elif r.liquidity_wait and not bypass_liquidity:
+            self._set_state(phase="liquidity_wait", last_error=r.detail)
+        else:
+            self._set_state(phase="closing", last_error=r.detail)
+
+    async def _maybe_expiry_close(self) -> bool:
+        """若持仓已到期则强制全平。返回是否触发到期平仓。"""
+        pos = self.matcher.current_position()
+        if pos.get("status") != "open":
+            return False
+        upl = self.matcher.unrealized()
+        expired = check_expiry_close(expiry_ms=self._position_expiry_ms(upl))
+        if not expired.should_close:
+            return False
+        st = self.db.fetchone("SELECT * FROM strategy_state WHERE id=1")
+        assert st is not None
+        pending = st["phase"] in ("liquidity_wait", "closing")
+        await self._close_open_position(
+            reason="expiry",
+            bypass_liquidity=True,
+            pending_close=pending,
+        )
+        return True
+
     async def _loop(self) -> None:
         logger.info("strategy engine loop started")
         while True:
             try:
                 row = self.db.fetchone("SELECT running FROM strategy_state WHERE id=1")
-                if not row or not int(row["running"]):
+                running = bool(row and int(row["running"]))
+                if not running:
+                    # 暂停时仍执行到期全平，避免拖过期
+                    async with self._lock:
+                        await self._maybe_expiry_close()
                     await asyncio.sleep(1)
                     continue
                 async with self._lock:
@@ -180,6 +248,7 @@ class StrategyEngine:
         # 有未平仓：只盯平仓，绝不开下一组
         if pos.get("status") == "open":
             upl = self.matcher.unrealized()
+            expired = check_expiry_close(expiry_ms=self._position_expiry_ms(upl))
             decision = check_exits(
                 net_pnl=float(upl.get("net_pnl") or 0),
                 exit_mode=exit_mode,
@@ -188,19 +257,18 @@ class StrategyEngine:
                 initial_premium=float(upl.get("initial_premium") or 0),
             )
             pending_close = st["phase"] in ("liquidity_wait", "closing")
-            if decision.should_close or pending_close:
-                reason = decision.reason or "liquidity_retry"
-                if not pending_close:
-                    self._set_state(phase="closing", last_error=None)
-                r = await asyncio.to_thread(
-                    self.matcher.close_group, reason=reason, bypass_liquidity=False
-                )
-                if r.ok:
-                    self._after_close()
-                elif r.liquidity_wait:
-                    self._set_state(phase="liquidity_wait", last_error=r.detail)
+            if expired.should_close or decision.should_close or pending_close:
+                if expired.should_close:
+                    reason = "expiry"
+                    bypass = True
                 else:
-                    self._set_state(phase="closing", last_error=r.detail)
+                    reason = decision.reason or "liquidity_retry"
+                    bypass = False
+                await self._close_open_position(
+                    reason=reason,
+                    bypass_liquidity=bypass,
+                    pending_close=pending_close,
+                )
             else:
                 self._set_state(phase="open", last_error=None)
             return
@@ -214,10 +282,21 @@ class StrategyEngine:
         assert st is not None
         if st["phase"] in ("paused",):
             return
+
         # 旧「轮次停开」状态：自动恢复为空闲以便继续
         if st["phase"] in ("stopped", "outside_window"):
             self._set_state(phase="idle")
 
+        skip_weekends = self.ledger.get_setting_bool("skip_weekends", s.skip_weekends)
+        if not can_open_new(skip_weekends=skip_weekends):
+            self._set_state(
+                phase="weekend_skip",
+                last_error="周六/周日跳过开仓（上海时区）；持仓仍可平仓",
+            )
+            return
+        if st["phase"] == "weekend_skip":
+            self._set_state(phase="idle", last_error=None)
+
         # 双保险：账本仍显示有仓则不开
         if self.matcher.has_open_position():
             self._set_state(phase="open", last_error="有未平仓，禁止开下一组")
@@ -265,6 +344,6 @@ def get_engine() -> StrategyEngine:
     return _engine
 
 
-def set_engine(e: StrategyEngine | None) -> None:
+def set_engine(engine: StrategyEngine | None) -> None:
     global _engine
-    _engine = e
+    _engine = engine