Add daily loss force-flatten at configurable equity limit

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

modules/web/static/css/trade.css

@@ -49,6 +49,7 @@
 .trade-action-row .btn-open{padding:.65rem .75rem;font-size:.9rem;width:100%}
 .trade-action-row .btn-open:disabled{opacity:.45;cursor:not-allowed;filter:grayscale(.25)}
 .trade-action-row .btn-open.btn-session-off{background:var(--text-muted);border-color:var(--text-muted)}
+.trade-action-row .btn-open.btn-risk-off{background:var(--text-muted);border-color:var(--text-muted);opacity:.72;cursor:not-allowed}
 .trailing-be-toggle{display:flex;align-items:center;gap:.4rem;font-size:.78rem;color:var(--text-label);margin-bottom:.45rem;cursor:pointer;user-select:none}
 .trailing-be-toggle input{width:auto;margin:0}
 .trailing-be-hint{font-size:.72rem;margin:0;color:var(--text-muted)}

modules/web/static/js/dashboard.js

@@ -453,9 +453,22 @@
         var dailyRiskLim = lim.daily_trading_risk_pct_limit != null
             ? lim.daily_trading_risk_pct_limit
             : st.daily_trading_risk_pct_limit;
+        var slipBuf = lim.daily_loss_slippage_buffer_pct != null
+            ? lim.daily_loss_slippage_buffer_pct
+            : st.daily_loss_slippage_buffer_pct;
+        var dailyRiskCap = lim.daily_loss_total_cap_pct != null
+            ? lim.daily_loss_total_cap_pct
+            : st.daily_loss_total_cap_pct;
         var dailyRiskText = dailyRiskUsed != null ? fmtNum(dailyRiskUsed) + '%' : '—';
         if (dailyRiskLim != null && dailyRiskUsed != null) {
             dailyRiskText += ' / ' + fmtNum(dailyRiskLim) + '%';
+            if (slipBuf != null) {
+                dailyRiskText += '（+滑点' + fmtNum(slipBuf) + '%';
+                if (dailyRiskCap != null) {
+                    dailyRiskText += '，合计≤' + fmtNum(dailyRiskCap) + '%';
+                }
+                dailyRiskText += '）';
+            }
         } else if (dailyRiskLim != null) {
             dailyRiskText += ' / ' + fmtNum(dailyRiskLim) + '%';
         }
@@ -489,7 +502,7 @@
             },
             { label: '持仓限制', value: active + ' / ' + (maxPos != null ? maxPos : '—') },
             { label: '日持仓限制', value: dailyOpens + ' / ' + (dailyPosLim != null ? dailyPosLim : '—') },
-            { label: '日交易风险', value: dailyRiskText },
+            { label: '日亏损风控', value: dailyRiskText },
             { label: '手动平仓次数', value: manualCnt + ' / ' + (manualLim != null ? manualLim : '—') },
             {
                 label: '综合保证金占比',

modules/web/static/js/trade.js

@@ -28,6 +28,7 @@
     var lastCtpLoginBanAt = 0;
     var ctpReconnecting = false;
     var ctpConnectInflight = false;
+    var lastRiskStatus = null;
     var isTradingSession = false;
     var hasSlTpMonitoring = false;
     var ctpConnected = false;
@@ -313,6 +314,7 @@
         }
         var riskBadge = document.getElementById('risk-badge');
         if (riskBadge && data.risk_status) {
+            lastRiskStatus = data.risk_status;
             riskBadge.textContent = data.risk_status.status_label || '';
             riskBadge.className = 'badge ' + (data.risk_status.can_trade ? 'profit' : 'loss');
         }
@@ -396,9 +398,13 @@
     function updateSessionUi() {
         var btnOpen = document.getElementById('btn-open');
         var sessionHint = document.getElementById('session-hint');
+        var canTrade = !lastRiskStatus || lastRiskStatus.can_trade !== false;
         if (btnOpen) {
-            btnOpen.disabled = !isTradingSession;
+            var blocked = !isTradingSession || !canTrade;
+            btnOpen.disabled = blocked;
             btnOpen.classList.toggle('btn-session-off', !isTradingSession);
+            btnOpen.classList.toggle('btn-risk-off', isTradingSession && !canTrade);
+            btnOpen.textContent = (isTradingSession && !canTrade) ? '风控' : '开仓';
         }
         if (sessionHint) {
             sessionHint.hidden = !!isTradingSession;

modules/web/templates/settings.html

@@ -253,12 +253,21 @@
                     <label>开仓挂单超时（分钟）</label>
                     <input name="pending_order_timeout_min" type="number" step="1" min="1" max="60" value="{{ pending_order_timeout_min }}">
                 </div>
+                <div class="field">
+                    <label>日亏损强平线（%权益）</label>
+                    <input name="daily_loss_force_close_pct" type="number" step="0.1" min="0.1" max="50" value="{{ daily_loss_force_close_pct }}">
+                </div>
+                <div class="field">
+                    <label>强平滑点预留（%权益）</label>
+                    <input name="daily_loss_slippage_buffer_pct" type="number" step="0.1" min="0" max="20" value="{{ daily_loss_slippage_buffer_pct }}">
+                </div>
             </div>
             <button type="submit" class="btn-primary" style="margin-top:.75rem">保存交易设置</button>
             <p class="hint" style="margin-top:.75rem;margin-bottom:0">
                 单仓保证金上限（默认 30%）用于<strong>新开仓</strong>校验与最大手数估算；综合保证金上限（默认 50%）在单仓模式下为滚仓合计上限、多仓模式下为全部持仓合计上限。固定金额计仓时<strong>先按止损算手数，再按单仓上限收紧</strong>。
                 <strong>移动保本</strong>：达 1R 后止损移至开仓价 ± N 跳。
                 <strong>挂单超时</strong>：限价开仓未成交时，超过设定分钟数自动向柜台撤单（1~60 分钟）。
+                <strong>日亏损强平</strong>：当日亏损（已实现+浮亏）达「强平线」占权益比例时，无条件平掉全部持仓并当日禁止开仓；「滑点预留」为强平执行额外允许的最大亏损占权益比例（默认 2%+1%=3% 合计上限）。
                 <span class="text-muted">{{ small_account_margin_rec.label }}。</span>
                 CTP 账号与前置在下方「CTP 连接」中配置。
             </p>