Add one-expiry-per-day open rhythm gate (default on).
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user