diff --git a/backend/app/api/settings.py b/backend/app/api/settings.py
index 312e80b..d5154e1 100644
--- a/backend/app/api/settings.py
+++ b/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
),
diff --git a/backend/app/api/sim.py b/backend/app/api/sim.py
index 7ffc26b..f966a9c 100644
--- a/backend/app/api/sim.py
+++ b/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"):
diff --git a/backend/app/config.py b/backend/app/config.py
index 04089e6..45e3c6f 100644
--- a/backend/app/config.py
+++ b/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"
diff --git a/backend/app/models/db.py b/backend/app/models/db.py
index 2892439..6d1d8ef 100644
--- a/backend/app/models/db.py
+++ b/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),
diff --git a/backend/app/strategy/clock.py b/backend/app/strategy/clock.py
index ed91a94..fc491ac 100644
--- a/backend/app/strategy/clock.py
+++ b/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)
diff --git a/backend/app/strategy/engine.py b/backend/app/strategy/engine.py
index 5efe660..0bcfb6e 100644
--- a/backend/app/strategy/engine.py
+++ b/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
diff --git a/backend/app/strategy/session.py b/backend/app/strategy/session.py
index 1185c69..2b51f84 100644
--- a/backend/app/strategy/session.py
+++ b/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,
diff --git a/backend/tests/test_p1_p2_rules.py b/backend/tests/test_p1_p2_rules.py
index 9d6abc1..4a65c41 100644
--- a/backend/tests/test_p1_p2_rules.py
+++ b/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)
diff --git a/frontend/src/api/client.ts b/frontend/src/api/client.ts
index 10f5c11..1f73ada 100644
--- a/frontend/src/api/client.ts
+++ b/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";
diff --git a/frontend/src/pages/Plan.tsx b/frontend/src/pages/Plan.tsx
index 7cba7a4..6068ccb 100644
--- a/frontend/src/pages/Plan.tsx
+++ b/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"
+ : ""}
平仓
@@ -306,6 +309,9 @@ export default function PlanPage() {
节奏
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"
+ : ""}
diff --git a/frontend/src/pages/Settings.tsx b/frontend/src/pages/Settings.tsx
index 14b82e9..29c3d23 100644
--- a/frontend/src/pages/Settings.tsx
+++ b/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() {
+
+
+
+
+ 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）。
+
+