dekun
91 lines
2.5 KiB
Python
91 lines
2.5 KiB
Python
"""日历日分组键；可选周末跳过开仓（上海时区）。"""
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from __future__ import annotations
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from datetime import datetime
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from typing import Any
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from zoneinfo import ZoneInfo
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_SH = ZoneInfo("Asia/Shanghai")
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def now_sh(now: datetime | None = None) -> datetime:
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return (now or datetime.now(tz=_SH)).astimezone(_SH)
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def window_key(now: datetime | None = None) -> str:
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"""组号日期键：日历日 YYYYMMDD。"""
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return now_sh(now).strftime("%Y%m%d")
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def is_weekend(now: datetime | None = None) -> bool:
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"""上海时区：周六=5、周日=6。"""
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return now_sh(now).weekday() >= 5
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def can_open_new(
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now: datetime | None = None,
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*,
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skip_weekends: bool = True,
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open_hhmm: str = "16:00",
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stop_hhmm: str = "08:00",
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) -> bool:
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"""是否允许新开仓。开仓窗已取消；可选跳过周六日。持仓平仓不受此限制。"""
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_ = open_hhmm, stop_hhmm
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if skip_weekends and is_weekend(now):
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return False
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return True
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def group_date_ymd(now: datetime | None = None) -> str:
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return window_key(now)
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def used_expiry_ymds(db: Any, now: datetime | None = None) -> set[str]:
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"""
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历史上已开过的期权到期日（groups.expiry_ymd，YYMMDD）。
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跨日历日：任一已开组（含已平仓）占用该到期后，不可再开同到期，只能盯下一档。
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"""
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_ = now
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rows = db.fetchall(
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"""SELECT DISTINCT expiry_ymd FROM groups
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WHERE expiry_ymd IS NOT NULL AND TRIM(expiry_ymd) != ''"""
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)
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out: set[str] = set()
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for r in rows or []:
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y = str(r["expiry_ymd"] or "").strip()
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if y:
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out.add(y)
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return out
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# 兼容旧名（语义已改为跨日/历史到期占用）
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used_expiry_ymds_for_day = used_expiry_ymds
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def pending_residual_expiry_ymds(db: Any) -> set[str]:
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"""待到期结算的残留期权到期日（YYMMDD）；监控/下一组开仓应跳过这些档。"""
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rows = db.fetchall(
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"""SELECT DISTINCT expiry_ymd FROM residual_options
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WHERE status='pending' AND expiry_ymd IS NOT NULL AND TRIM(expiry_ymd) != ''"""
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)
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out: set[str] = set()
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for r in rows or []:
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y = str(r["expiry_ymd"] or "").strip()
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if y:
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out.add(y)
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return out
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def expiry_blocked_by_one_per_day(
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expiry_ymd: str | None,
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used: set[str],
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*,
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enabled: bool = True,
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) -> bool:
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"""开启时：候选到期已在历史上用过则拦截。"""
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if not enabled:
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return False
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y = str(expiry_ymd or "").strip()
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return bool(y and y in used)
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