Label night-session products and hide day-only symbols at night.
Mark tradable varieties with a night tag; during 21:00-02:30 filter out index futures and other products without night sessions from symbol picker and recommend list. Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -14,7 +14,7 @@ from typing import Callable, Optional
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from contract_specs import get_contract_spec
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from fee_specs import calc_fee_breakdown
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from recommend_trend import analyze_product_daily, sort_recommend_by_trend
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from symbols import PRODUCTS, product_category
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from symbols import PRODUCTS, product_category, product_has_night_session
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logger = logging.getLogger(__name__)
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@@ -74,6 +74,7 @@ def assess_product_for_capital(
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"margin_one_lot": None,
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"max_lots": 0,
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"risk_one_lot_1pct": None,
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"has_night_session": product_has_night_session(product),
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}
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margin_one = p * mult * margin_rate
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@@ -125,6 +126,7 @@ def assess_product_for_capital(
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"roundtrip_fee_one_lot": fee_info["total_fee"],
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"status": status,
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"status_label": label,
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"has_night_session": product_has_night_session(product),
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}
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@@ -167,6 +169,7 @@ def list_product_recommendations(
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"status_label": "计算失败",
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"main_code": "",
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"max_lots": 0,
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"has_night_session": product_has_night_session(product),
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}
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with ThreadPoolExecutor(max_workers=10) as pool:
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