Add daily loss force-flatten at configurable equity limit

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

modules/trading/install.py

@@ -2463,6 +2463,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             conn,
             active_count=_effective_active_position_count(conn, mode),
             equity=capital,
+            mode=mode,
+            get_setting=get_setting,
         )
         margin_used = (
             ctp_account_margin_used(mode) if ctp_st.get("connected") else None
@@ -2496,6 +2498,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             conn,
             active_count=_effective_active_position_count(conn, mode),
             equity=capital,
+            mode=mode,
+            get_setting=get_setting,
         )
         syncing = bool(ctp_st.get("connected") or ctp_st.get("connecting"))
         payload = {
@@ -2858,6 +2862,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     conn, mode, ctp_connected=connected,
                 ),
                 equity=capital,
+                mode=mode,
+                get_setting=get_setting,
             )
             ctp_acc = _ctp_account(mode) if connected else {}
             bootstrap_live = position_hub.get_snapshot()
@@ -3270,7 +3276,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             execute_order(
                 conn, mode=mode, offset=offset, symbol=sym, direction=direction,
                 lots=lots, price=price, settings=_settings_dict(),
-                order_type="market",
+                order_type="market", urgency="stop_loss",
             )
             mark_close_pending(sym, direction)
             # 始终写本地记录：CTP 同步依赖内存开平配对，重启后或成交回报延迟时会漏记
@@ -3795,6 +3801,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 conn,
                 active_count=_effective_active_position_count(conn, mode),
                 equity=_capital(conn),
+                mode=mode,
+                get_setting=get_setting,
             )
             if err:
                 conn.close()
@@ -4099,6 +4107,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 conn,
                 active_count=_effective_active_position_count(conn, mode),
                 equity=capital,
+                mode=mode,
+                get_setting=get_setting,
             )
             conn.commit()
             ctp_acc = _ctp_account(mode) if ctp_st.get("connected") else {}
@@ -4227,7 +4237,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         conn = get_db()
         init_strategy_tables(conn)
         capital = _capital(conn)
-        err = assert_can_open(conn, equity=capital)
+        mode = get_trading_mode(get_setting)
+        err = assert_can_open(
+            conn, equity=capital, mode=mode, get_setting=get_setting,
+        )
         if err:
             conn.close()
             return jsonify({"ok": False, "error": err}), 403
@@ -4748,7 +4761,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             if int(plan["lots_open"] or 0) > 0:
                 execute_order(
                     conn, mode=mode, offset="close", symbol=plan["symbol"],
-                    direction=plan["direction"], lots=int(plan["lots_open"]), price=price, settings=_settings_dict(),
+                    direction=plan["direction"], lots=int(plan["lots_open"]), price=price,
+                    settings=_settings_dict(), order_type="market", urgency="stop_loss",
                 )
         except ValueError:
             pass
@@ -4787,6 +4801,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                         execute_order(
                             conn, mode=mode, offset="close", symbol=sym, direction=direction,
                             lots=int(plan["lots_open"] or 0), price=price, settings=_settings_dict(),
+                            order_type="market", urgency="stop_loss",
                         )
                     except ValueError:
                         pass
@@ -4901,6 +4916,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 conn,
                 active_count=_effective_active_position_count(conn, mode),
                 equity=_capital(conn),
+                mode=mode,
+                get_setting=get_setting,
             )
             if err:
                 _notify(False, err, entry=entry, sl=sl, tp=tp, lots=0)
@@ -5065,6 +5082,17 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         notify_fn=send_wechat_msg,
         interval=1,
     )
+    from modules.risk.daily_loss_guard import start_daily_loss_guard_worker
+
+    start_daily_loss_guard_worker(
+        db_path=DB_PATH,
+        get_mode_fn=lambda: get_trading_mode(get_setting),
+        init_tables_fn=_init_tables,
+        get_capital_fn=_capital,
+        get_setting_fn=get_setting,
+        notify_fn=send_wechat_msg,
+        interval=2,
+    )
     start_pending_order_worker(
         db_path=DB_PATH,
         get_mode_fn=lambda: get_trading_mode(get_setting),

modules/trading/sl_tp_guard.py

@@ -818,6 +818,12 @@ def _execute_local_close(
     direction = (mon.get("direction") or "long").strip().lower()
     if close_pending_active(sym, direction):
         return
+    try:
+        from modules.risk.account_risk_lib import should_skip_sl_tp_for_daily_loss
+        if should_skip_sl_tp_for_daily_loss(conn):
+            return
+    except Exception:
+        pass
     positions = ctp_list_positions(mode)
     pos = _find_position(positions, sym, direction)
     if not pos:
@@ -849,6 +855,7 @@ def _execute_local_close(
         lots=lots,
         price=mark,
         order_type="market",
+        urgency="stop_loss",
     )
     mark_close_pending(sym, direction)
     _close_all_monitors_for_symbol(conn, sym, direction)