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

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

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,