Add one-expiry-per-day open rhythm gate (default on).

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

backend/app/api/settings.py

@@ -35,6 +35,7 @@ KEYS = (
     "rest_seconds",
     "live_order_interval_sec",
     "skip_weekends",
+    "one_expiry_per_day",
     "initial_equity",
     "leverage",
     "perp_margin_mode",
@@ -69,6 +70,7 @@ class StrategySettingsBody(BaseModel):
     rest_seconds: int | None = Field(default=None, ge=0, le=3600)
     live_order_interval_sec: float | None = Field(default=None, ge=0.2, le=30)
     skip_weekends: bool | None = None
+    one_expiry_per_day: bool | None = None
     initial_equity: float | None = Field(default=None, ge=1000, le=10_000_000)
     leverage: float | None = Field(default=None, ge=1, le=125)
     perp_margin_mode: str | None = Field(default=None, pattern="^(cross|isolated)$")
@@ -144,6 +146,10 @@ def _read_settings() -> dict:
         "skip_weekends": _as_bool(
             db.get_setting("skip_weekends", str(s.skip_weekends)), s.skip_weekends
         ),
+        "one_expiry_per_day": _as_bool(
+            db.get_setting("one_expiry_per_day", str(s.one_expiry_per_day)),
+            s.one_expiry_per_day,
+        ),
         "initial_equity": float(
             db.get_setting("initial_equity", str(s.initial_equity)) or s.initial_equity
         ),

backend/app/api/sim.py

@@ -59,7 +59,8 @@ async def sim_open_group(
     if ex.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)
+    ledger = Ledger()
+    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,
@@ -72,6 +73,22 @@ async def sim_open_group(
             status_code=409,
             detail="无合格期权：请检查剩余时长、ATM开仓偏差(若已开启)与杠杆(现价/卖一)",
         )
+    one_expiry = ledger.get_setting_bool("one_expiry_per_day", s.one_expiry_per_day)
+    if one_expiry:
+        from ..strategy.clock import (
+            expiry_blocked_by_one_per_day,
+            used_expiry_ymds_for_day,
+        )
+
+        used = used_expiry_ymds_for_day(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}，"
+                    "请等下一到期日"
+                ),
+            )
 
     force = (body.force_option_side if body else None) or None
     if force in ("call", "put"):

backend/app/config.py

@@ -67,6 +67,8 @@ 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
+    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）
     perp_margin_mode: str = "cross"

backend/app/models/db.py

@@ -232,6 +232,7 @@ class Database:
                 "rest_seconds": str(s.rest_seconds),
                 "live_order_interval_sec": str(s.live_order_interval_sec),
                 "skip_weekends": str(s.skip_weekends),
+                "one_expiry_per_day": str(s.one_expiry_per_day),
                 "max_rounds": str(s.max_rounds),
                 "leverage": str(s.leverage),
                 "perp_margin_mode": str(s.perp_margin_mode),

backend/app/strategy/clock.py

@@ -3,6 +3,7 @@
 from __future__ import annotations
 
 from datetime import datetime
+from typing import Any
 from zoneinfo import ZoneInfo
 
 _SH = ZoneInfo("Asia/Shanghai")
@@ -38,3 +39,34 @@ def can_open_new(
 
 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]:
+    """
+    上海日历日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」。
+    """
+    wkey = window_key(now)
+    rows = db.fetchall(
+        "SELECT DISTINCT expiry_ymd FROM groups WHERE group_id LIKE ?",
+        (f"G-{wkey}-%",),
+    )
+    out: set[str] = set()
+    for r in rows or []:
+        y = str(r["expiry_ymd"] or "").strip()
+        if y:
+            out.add(y)
+    return out
+
+
+def expiry_blocked_by_one_per_day(
+    expiry_ymd: str | None,
+    used: set[str],
+    *,
+    enabled: bool = True,
+) -> bool:
+    """开启时：候选到期已在当日用过则拦截。"""
+    if not enabled:
+        return False
+    y = str(expiry_ymd or "").strip()
+    return bool(y and y in used)

backend/app/strategy/engine.py

@@ -82,6 +82,9 @@ class StrategyEngine:
         )
         rest_sec = self.ledger.get_setting_int("rest_seconds", s.rest_seconds)
         skip_weekends = self.ledger.get_setting_bool("skip_weekends", s.skip_weekends)
+        one_expiry_per_day = self.ledger.get_setting_bool(
+            "one_expiry_per_day", s.one_expiry_per_day
+        )
         leverage = self.ledger.get_setting_float("leverage", s.leverage)
         perp_mm = str(
             self.ledger.get_setting_str("perp_margin_mode", s.perp_margin_mode)
@@ -213,6 +216,7 @@ class StrategyEngine:
             "rest_left_sec": rest_left,
             "rest_seconds": rest_sec,
             "skip_weekends": skip_weekends,
+            "one_expiry_per_day": one_expiry_per_day,
             "exit_mode": exit_mode,
             "net_profit_target": net_target,
             "premium_exit_multiple": prem_mult,
@@ -824,6 +828,27 @@ class StrategyEngine:
 
         self._set_state(phase="wait_signal")
         pick = await get_session().pick_for_open_async()
+        one_expiry_per_day = self.ledger.get_setting_bool(
+            "one_expiry_per_day", s.one_expiry_per_day
+        )
+        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 = used_expiry_ymds_for_day(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}，"
+                        "请等下一到期日"
+                    ),
+                )
+                return
         if pick is None:
             try:
                 from .open_capacity import assess_open_capacity, funds_gate_blocks

backend/app/strategy/session.py

@@ -295,7 +295,29 @@ class StrategySession:
             logger.info("no expiry with hours>=%.1f", min_hours)
             return None
 
+        used_expiries: set[str] = set()
+        one_exp_day = bool(s.one_expiry_per_day)
+        try:
+            from ..models.db import get_db
+            from .clock import used_expiry_ymds_for_day
+
+            db = get_db()
+            one_exp_day = _as_bool_setting(
+                db.get_setting("one_expiry_per_day", str(s.one_expiry_per_day)),
+                s.one_expiry_per_day,
+            )
+            if one_exp_day:
+                used_expiries = used_expiry_ymds_for_day(db)
+        except Exception:
+            logger.exception("one_expiry_per_day lookup failed; continue without skip")
+
         for ymd in eligible:
+            if one_exp_day and ymd in used_expiries:
+                logger.info(
+                    "skip expiry=%s: already used today (one_expiry_per_day)",
+                    ymd,
+                )
+                continue
             pair = select_option_pair(
                 contracts,
                 mark_px=underlying,

backend/tests/test_p1_p2_rules.py

@@ -3,7 +3,12 @@ from zoneinfo import ZoneInfo
 
 from app.sim.liquidity import bid_mark_ok
 from app.sim.pricing import option_fill, perp_fill
-from app.strategy.clock import can_open_new, window_key
+from app.strategy.clock import (
+    can_open_new,
+    expiry_blocked_by_one_per_day,
+    used_expiry_ymds_for_day,
+    window_key,
+)
 from app.strategy.exits import check_expiry_close, check_exits
 from app.strategy.signal import decide
 
@@ -142,6 +147,30 @@ def test_window_weekend_skip() -> None:
     assert window_key(fri) == "20260724"
 
 
+def test_one_expiry_per_day(tmp_path, monkeypatch) -> None:
+    monkeypatch.setenv("MODE", "SIM")
+    from app.models.db import Database
+
+    db = Database(tmp_path / "one_exp.db")
+    day = datetime(2026, 8, 1, 12, 0, tzinfo=_SH)
+    with db._lock:
+        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 expiry_blocked_by_one_per_day("260802", 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("260802", used, enabled=False) is False
+    db.close()
+
+
 def test_bid_mark_deviation_30pct() -> None:
     # |7-10|/10 = 30% → 允许（≤30%）
     ok, _ = bid_mark_ok(bid=7.0, mark=10.0, max_dev_pct=30)

frontend/src/api/client.ts

@@ -225,6 +225,7 @@ export type PlanState = {
   rest_left_sec: number;
   rest_seconds: number;
   skip_weekends?: boolean;
+  one_expiry_per_day?: boolean;
   exit_move_pct?: number;
   exit_mode: "fixed_usdt" | "premium_multiple";
   net_profit_target: number;
@@ -315,6 +316,7 @@ export type StrategySettings = {
   rest_seconds: number;
   live_order_interval_sec?: number;
   skip_weekends?: boolean;
+  one_expiry_per_day?: boolean;
   initial_equity?: number;
   leverage?: number;
   perp_margin_mode?: "cross" | "isolated";

frontend/src/pages/Plan.tsx

@@ -298,6 +298,9 @@ export default function PlanPage() {
               {fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
               {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"
+                : ""}
             </p>
             <p>
               <span className="plan-rules-k">平仓</span>
@@ -306,6 +309,9 @@ export default function PlanPage() {
             <p>
               <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"
+                : ""}
             </p>
           </div>
         </details>

frontend/src/pages/Settings.tsx

@@ -73,6 +73,7 @@ export default function SettingsPage() {
   const [rest, setRest] = useState(300);
   const [orderInterval, setOrderInterval] = useState(1);
   const [skipWeekends, setSkipWeekends] = useState(true);
+  const [oneExpiryPerDay, setOneExpiryPerDay] = useState(true);
   const [leverage, setLeverage] = useState(3);
   const [perpMarginMode, setPerpMarginMode] = useState<"cross" | "isolated">(
     "cross",
@@ -180,6 +181,7 @@ export default function SettingsPage() {
         setRest(s.rest_seconds);
         setOrderInterval(s.live_order_interval_sec ?? 1);
         setSkipWeekends(s.skip_weekends !== false);
+        setOneExpiryPerDay(s.one_expiry_per_day !== false);
         setLeverage(s.leverage ?? 3);
         setPerpMarginMode(
           s.perp_margin_mode === "isolated" ? "isolated" : "cross",
@@ -344,6 +346,7 @@ export default function SettingsPage() {
         rest_seconds: rest,
         live_order_interval_sec: orderInterval,
         skip_weekends: skipWeekends,
+        one_expiry_per_day: oneExpiryPerDay,
         leverage,
         perp_margin_mode: perpMarginMode,
         min_option_hours: minHours,
@@ -1167,6 +1170,25 @@ export default function SettingsPage() {
                       <option value="0">关闭</option>
                     </select>
                   </div>
+                  <div className="field">
+                    <label htmlFor="oneExpDay">
+                      同到期日一天只开一次（节奏）
+                    </label>
+                    <select
+                      id="oneExpDay"
+                      className="mono"
+                      value={oneExpiryPerDay ? "1" : "0"}
+                      onChange={(e) =>
+                        setOneExpiryPerDay(e.target.value === "1")
+                      }
+                    >
+                      <option value="1">开启（推荐）</option>
+                      <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）。
+                    </p>
+                  </div>
                   <div className="field">
                     <label htmlFor="fee">手续费率</label>
                     <input