接入 SimNow 模拟盘与期货下单、策略及品种推荐功能。

新增 vnpy CTP 桥接、以损定仓/固定张数、趋势回调与滚仓策略、按资金推荐品种及交易风控；模拟盘走 SimNow，实盘预留期货公司配置。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-24 10:04:37 +08:00
parent 9c0e5d9c57
commit 6e423eebfb
30 changed files with 2789 additions and 60 deletions
@@ -0,0 +1,271 @@
+"""账户冷静期 / 日冻结（自 crypto_monitor 复制并简化为单账户期货版）。"""
+from __future__ import annotations
+
+import os
+from datetime import datetime
+from typing import Any, Optional
+from zoneinfo import ZoneInfo
+
+STATUS_NORMAL = "normal"
+STATUS_FREEZE_1H = "freeze_1h"
+STATUS_FREEZE_4H = "freeze_4h"
+STATUS_DAILY = "freeze_daily"
+STATUS_FREEZE_POSITION = "freeze_position"
+
+STATUS_LABELS = {
+    STATUS_NORMAL: "正常",
+    STATUS_FREEZE_1H: "1h冻结",
+    STATUS_FREEZE_4H: "4h冻结",
+    STATUS_DAILY: "日冻结",
+    STATUS_FREEZE_POSITION: "仓位上限冻结",
+}
+
+MOOD_ISSUE_OPTIONS = (
+    "怕踏空", "报复开仓", "盈利飘了", "拿不住单", "扛单", "重仓违规",
+)
+
+CLOSE_SOURCE_USER = "user_instance"
+CLOSE_SOURCE_TREND_STOP = "user_trend_stop"
+
+
+def _app_tz():
+    name = (os.getenv("APP_TIMEZONE") or "Asia/Shanghai").strip()
+    try:
+        return ZoneInfo(name)
+    except Exception:
+        return ZoneInfo("Asia/Shanghai")
+
+
+def risk_control_enabled() -> bool:
+    raw = (os.getenv("RISK_CONTROL_ENABLED") or "true").strip().lower()
+    return raw in ("1", "true", "yes", "on")
+
+
+def cooling_hours_manual() -> float:
+    try:
+        return max(0.0, float(os.getenv("RISK_COOLING_HOURS_MANUAL", "4")))
+    except (TypeError, ValueError):
+        return 4.0
+
+
+def cooling_hours_manual_journal() -> float:
+    try:
+        return max(0.0, float(os.getenv("RISK_COOLING_HOURS_MANUAL_JOURNAL", "1")))
+    except (TypeError, ValueError):
+        return 1.0
+
+
+def manual_close_daily_limit() -> int:
+    try:
+        return max(1, int(os.getenv("RISK_MANUAL_CLOSE_DAILY_LIMIT", "2")))
+    except (TypeError, ValueError):
+        return 2
+
+
+def max_active_positions() -> int:
+    try:
+        return max(1, int(os.getenv("MAX_ACTIVE_POSITIONS", "1")))
+    except (TypeError, ValueError):
+        return 1
+
+
+def trading_day_reset_hour() -> int:
+    try:
+        return max(0, min(23, int(os.getenv("TRADING_DAY_RESET_HOUR", "8"))))
+    except (TypeError, ValueError):
+        return 8
+
+
+def ensure_account_risk_schema(conn) -> None:
+    conn.execute(
+        """CREATE TABLE IF NOT EXISTS account_risk_state (
+            id INTEGER PRIMARY KEY CHECK (id = 1),
+            trading_day TEXT,
+            manual_close_count INTEGER DEFAULT 0,
+            cooloff_until_ms INTEGER,
+            cooloff_hours INTEGER,
+            daily_frozen INTEGER DEFAULT 0,
+            last_close_at_ms INTEGER,
+            updated_at TEXT
+        )"""
+    )
+    if not conn.execute("SELECT id FROM account_risk_state WHERE id=1").fetchone():
+        conn.execute(
+            "INSERT INTO account_risk_state (id, trading_day, manual_close_count, daily_frozen) VALUES (1, '', 0, 0)"
+        )
+
+
+def _row_get(row, key, default=None):
+    if row is None:
+        return default
+    try:
+        return row[key]
+    except (KeyError, IndexError, TypeError):
+        return default
+
+
+def _now_ms(now: Optional[datetime] = None) -> int:
+    dt = now or datetime.now(_app_tz())
+    if dt.tzinfo is None:
+        dt = dt.replace(tzinfo=_app_tz())
+    return int(dt.timestamp() * 1000)
+
+
+def trading_day_label(now: Optional[datetime] = None) -> str:
+    dt = now or datetime.now(_app_tz())
+    if dt.hour < trading_day_reset_hour():
+        from datetime import timedelta
+        dt = dt - timedelta(days=1)
+    return dt.date().isoformat()
+
+
+def count_active_trade_monitors(conn) -> int:
+    try:
+        n = conn.execute(
+            "SELECT COUNT(*) FROM trade_order_monitors WHERE status='active'"
+        ).fetchone()[0]
+        return int(n or 0)
+    except Exception:
+        return 0
+
+
+def parse_mood_issues(raw: Any) -> list[str]:
+    if raw is None:
+        return []
+    if isinstance(raw, (list, tuple)):
+        parts = [str(x).strip() for x in raw if str(x).strip()]
+    else:
+        parts = [x.strip() for x in str(raw).split(",") if x.strip()]
+    return [p for p in parts if p in MOOD_ISSUE_OPTIONS]
+
+
+def on_user_initiated_close(conn, *, trading_day: str, now: Optional[datetime] = None) -> None:
+    if not risk_control_enabled():
+        return
+    ensure_account_risk_schema(conn)
+    row = conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
+    td = (trading_day or trading_day_label(now)).strip()
+    stored = str(_row_get(row, "trading_day") or "")
+    count = int(_row_get(row, "manual_close_count") or 0)
+    if stored != td:
+        count = 0
+    count += 1
+    close_ms = _now_ms(now)
+    if count >= manual_close_daily_limit():
+        conn.execute(
+            """UPDATE account_risk_state SET trading_day=?, manual_close_count=?,
+               daily_frozen=1, cooloff_until_ms=NULL, last_close_at_ms=?, updated_at=? WHERE id=1""",
+            (td, count, close_ms, datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
+        )
+        return
+    until = close_ms + int(cooling_hours_manual() * 3600 * 1000)
+    conn.execute(
+        """UPDATE account_risk_state SET trading_day=?, manual_close_count=?,
+           daily_frozen=0, cooloff_until_ms=?, cooloff_hours=?, last_close_at_ms=?, updated_at=? WHERE id=1""",
+        (td, count, until, int(cooling_hours_manual()), close_ms, datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
+    )
+
+
+def on_mood_journal_freeze(conn, *, trading_day: str) -> None:
+    if not risk_control_enabled():
+        return
+    ensure_account_risk_schema(conn)
+    td = (trading_day or trading_day_label()).strip()
+    conn.execute(
+        "UPDATE account_risk_state SET trading_day=?, daily_frozen=1, updated_at=? WHERE id=1",
+        (td, datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
+    )
+
+
+def reduce_cooloff_after_journal(conn, *, trading_day: str, now: Optional[datetime] = None) -> None:
+    """复盘手动平仓说明后，4h 冷静期降为 1h。"""
+    if not risk_control_enabled():
+        return
+    ensure_account_risk_schema(conn)
+    row = conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
+    if int(_row_get(row, "daily_frozen") or 0):
+        return
+    until = _row_get(row, "cooloff_until_ms")
+    if not until:
+        return
+    now_ms = _now_ms(now)
+    if int(until) <= now_ms:
+        return
+    last = int(_row_get(row, "last_close_at_ms") or now_ms)
+    journal_ms = int(cooling_hours_manual_journal() * 3600 * 1000)
+    new_until = max(now_ms, last + journal_ms)
+    conn.execute(
+        """UPDATE account_risk_state SET cooloff_until_ms=?, cooloff_hours=?, updated_at=? WHERE id=1""",
+        (new_until, int(cooling_hours_manual_journal()), datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
+    )
+
+
+def get_risk_status(conn, *, now: Optional[datetime] = None) -> dict:
+    ensure_account_risk_schema(conn)
+    row = conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
+    td = trading_day_label(now)
+    stored = str(_row_get(row, "trading_day") or "")
+    if stored != td:
+        conn.execute(
+            "UPDATE account_risk_state SET trading_day=?, manual_close_count=0, daily_frozen=0 WHERE id=1 AND trading_day<>?",
+            (td, td),
+        )
+        row = conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
+
+    now_ms = _now_ms(now)
+    daily = int(_row_get(row, "daily_frozen") or 0) == 1
+    until = _row_get(row, "cooloff_until_ms")
+    active = count_active_trade_monitors(conn)
+    mx = max_active_positions()
+    pos_limit = active >= mx
+
+    if daily:
+        return {
+            "status": STATUS_DAILY,
+            "status_label": STATUS_LABELS[STATUS_DAILY],
+            "can_trade": False,
+            "can_roll": False,
+            "reason": "当日日冻结，禁止新开仓",
+            "active_count": active,
+            "max_active_positions": mx,
+        }
+    if until and int(until) > now_ms:
+        rem = int((int(until) - now_ms) / 1000)
+        hours = float(_row_get(row, "cooloff_hours") or cooling_hours_manual())
+        st = STATUS_FREEZE_1H if hours <= cooling_hours_manual_journal() + 0.01 else STATUS_FREEZE_4H
+        return {
+            "status": st,
+            "status_label": STATUS_LABELS[st],
+            "can_trade": False,
+            "can_roll": pos_limit,
+            "reason": f"冷静期中，剩余约 {rem // 3600}h {(rem % 3600) // 60}m",
+            "freeze_remaining_sec": rem,
+            "active_count": active,
+            "max_active_positions": mx,
+        }
+    if pos_limit:
+        return {
+            "status": STATUS_FREEZE_POSITION,
+            "status_label": STATUS_LABELS[STATUS_FREEZE_POSITION],
+            "can_trade": False,
+            "can_roll": True,
+            "reason": f"已达仓位上限 {active}/{mx}",
+            "active_count": active,
+            "max_active_positions": mx,
+        }
+    return {
+        "status": STATUS_NORMAL,
+        "status_label": STATUS_LABELS[STATUS_NORMAL],
+        "can_trade": True,
+        "can_roll": True,
+        "reason": "可新开仓",
+        "active_count": active,
+        "max_active_positions": mx,
+    }
+
+
+def assert_can_open(conn) -> Optional[str]:
+    rs = get_risk_status(conn)
+    if not rs.get("can_trade"):
+        return rs.get("reason") or "当前不可开仓"
+    return None