"""半自动:人工定方向/目标并授权 → 机器盯开盯平 → 平完停等人工。""" from __future__ import annotations import json from dataclasses import dataclass from typing import Any from ..config import get_settings from ..sim.ledger import Ledger PHASE_WAIT_HUMAN = "wait_human" REASON_POINTS = "semi_target_points" REASON_PERP_NET = "semi_perp_exit" TRADE_LOCK_KEY = "semi_trade_lock" def is_semi_auto(ledger: Ledger | None = None) -> bool: led = ledger or Ledger() s = get_settings() return bool( led.get_setting_bool("semi_auto_enabled", s.semi_auto_enabled) ) def is_armed(ledger: Ledger | None = None) -> bool: led = ledger or Ledger() return bool(led.get_setting_bool("semi_armed", False)) def set_armed(db: Any, armed: bool) -> None: db.set_setting("semi_armed", "true" if armed else "false") def clear_armed_if_flat(db: Any, *, has_open_position: bool) -> None: """进程重启等:无仓时清授权,避免陈旧 armed 自动开仓。""" if not has_open_position: set_armed(db, False) def read_trade_lock(ledger: Ledger | None = None) -> dict[str, Any] | None: led = ledger or Ledger() raw = led.get_setting_str(TRADE_LOCK_KEY, "") or "" raw = str(raw).strip() if not raw: return None try: data = json.loads(raw) except Exception: return None if not isinstance(data, dict) or not data.get("group_id"): return None return data def lock_trade_params( db: Any, *, group_id: str, view_side: str, option_move_points: float, perp_exit_unit: float, ) -> None: payload = { "group_id": str(group_id), "view_side": "short" if view_side == "short" else "long", "option_move_points": float(option_move_points), "perp_exit_unit": float(perp_exit_unit), } db.set_setting(TRADE_LOCK_KEY, json.dumps(payload, ensure_ascii=False)) def clear_trade_lock(db: Any) -> None: db.set_setting(TRADE_LOCK_KEY, "") def read_semi_params( ledger: Ledger | None = None, *, group_id: str | None = None, ) -> dict[str, Any]: led = ledger or Ledger() s = get_settings() view = str( led.get_setting_str("semi_view_side", s.semi_view_side) or s.semi_view_side ).strip().lower() if view not in ("long", "short"): view = "long" move = float( led.get_setting_float( "semi_option_move_points", s.semi_option_move_points ) or s.semi_option_move_points ) exit_unit = float( led.get_setting_float("semi_perp_exit_unit", s.semi_perp_exit_unit) or s.semi_perp_exit_unit ) # 持仓中优先用开仓时锁定的出场参数 lock = read_trade_lock(led) if lock and group_id and str(lock.get("group_id")) == str(group_id): view = str(lock.get("view_side") or view).strip().lower() if view not in ("long", "short"): view = "long" try: move = float(lock.get("option_move_points", move)) exit_unit = float(lock.get("perp_exit_unit", exit_unit)) except (TypeError, ValueError): pass return { "enabled": is_semi_auto(led), "armed": is_armed(led), "view_side": view, # 看法多 → Call+永续空;看法空 → Put+永续多 "option_side": "call" if view == "long" else "put", "perp_side": "short" if view == "long" else "long", "option_move_points": move, "perp_exit_unit": exit_unit, "min_option_hours": float( led.get_setting_float( "semi_min_option_hours", s.semi_min_option_hours ) or s.semi_min_option_hours ), "min_option_leverage": float( led.get_setting_float( "semi_min_option_leverage", s.semi_min_option_leverage ) or s.semi_min_option_leverage ), "trade_locked": bool(lock and group_id and str(lock.get("group_id")) == str(group_id)), } @dataclass(slots=True) class SemiExitDecision: should_close: bool reason: str = "" detail: str = "" target_index: float | None = None net_target: float | None = None def check_semi_exits( *, net_pnl: float, entry_index: float | None, index_px: float | None, view_side: str, option_move_points: float, perp_exit_unit: float, risk_k: float = 1.0, ) -> SemiExitDecision: """ 顺方向:标的波动达到目标点 且 组合净利>0 → 全平。 逆方向兑现:组合净利 ≥ 永续出场基数×k → 全平。 流动性在 close_group 内再验;平仓顺序已是先期权后永续。 """ view = (view_side or "long").strip().lower() if view not in ("long", "short"): view = "long" move = max(0.0, float(option_move_points)) k = float(risk_k) if risk_k and risk_k > 0 else 1.0 net_tgt = max(0.0, float(perp_exit_unit)) * k net = float(net_pnl) # 逆方向 / 对冲兑现:净利达标即可离场(不必等点位) if net_tgt > 0 and net + 1e-9 >= net_tgt: return SemiExitDecision( True, REASON_PERP_NET, f"半自动·净利≥{net_tgt:.2f}U(基数×k)", net_target=net_tgt, ) if entry_index is None or index_px is None: return SemiExitDecision(False, "", "缺指数") entry = float(entry_index) idx = float(index_px) if entry <= 0 or idx <= 0 or move <= 0: return SemiExitDecision(False, "", "点位无效") if view == "long": target_idx = entry + move hit = idx + 1e-9 >= target_idx else: target_idx = entry - move hit = idx - 1e-9 <= target_idx if hit and net > 0: return SemiExitDecision( True, REASON_POINTS, f"半自动·标的到{target_idx:.2f}且组合净利>0", target_index=target_idx, net_target=0.0, ) if hit and net <= 0: return SemiExitDecision( False, "", f"已到点位{target_idx:.2f}但组合净利≤0({net:.2f}),继续持有", target_index=target_idx, ) return SemiExitDecision( False, "", f"未到点位(目标{target_idx:.2f})", target_index=target_idx, net_target=net_tgt, )