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
+15
View File
@@ -1,5 +1,6 @@
from __future__ import annotations
import time
from dataclasses import dataclass
EXIT_MODE_FIXED = "fixed_usdt"
@@ -28,6 +29,20 @@ def resolve_exit_target(
return float(net_profit_target), EXIT_MODE_FIXED
def check_expiry_close(
*,
expiry_ms: int | None,
now_ms: int | None = None,
) -> ExitDecision:
"""期权到期时刻(含)→ 强制全平。"""
if expiry_ms is None:
return ExitDecision(False, "", 0.0)
now = int(time.time() * 1000) if now_ms is None else int(now_ms)
if now >= int(expiry_ms):
return ExitDecision(True, "expiry", 0.0)
return ExitDecision(False, "", 0.0)
def check_exits(
*,
net_pnl: float,