Fix daily risk and open count deduping by position slot.

Count each symbol+direction once per trading day; use realized loss for closed slots instead of summing duplicate monitor rows.

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

modules/risk/account_risk_lib.py

@@ -216,49 +216,109 @@ def _opened_in_trading_day(open_time: str, now: Optional[datetime] = None) -> bo
     return oms >= int(trading_day_start(now).timestamp() * 1000)
 
 
-def count_daily_opens(conn, now: Optional[datetime] = None) -> int:
+def _daily_open_slots(conn, now: Optional[datetime] = None) -> set[tuple[str, str]]:
-    rows = conn.execute(
+    """当日开仓槽位：按品种+方向去重（含已平），避免监控复活产生重复计数。"""
-        "SELECT open_time FROM trade_order_monitors "
+    slots: set[tuple[str, str]] = set()
+    for r in conn.execute(
+        "SELECT symbol, direction, open_time FROM trade_order_monitors "
         "WHERE open_time IS NOT NULL AND trim(open_time) <> ''"
-    ).fetchall()
+    ).fetchall():
-    return sum(1 for r in rows if _opened_in_trading_day(r["open_time"], now))
+        if not _opened_in_trading_day(r["open_time"], now):
+            continue
+        sym = (r["symbol"] or "").strip()
+        if sym:
+            slots.add(_position_slot_key(sym, r["direction"] or "long"))
+    return slots
+
+
+def count_daily_opens(conn, now: Optional[datetime] = None) -> int:
+    return len(_daily_open_slots(conn, now))
+
+
+def _risk_amount_for_monitor_row(r, equity: float) -> float:
+    from modules.core.contract_specs import calc_position_metrics
+
+    entry = float(r["entry_price"] or 0)
+    if entry <= 0:
+        return 0.0
+    lots = int(r["lots"] or 0)
+    if lots <= 0:
+        return 0.0
+    sl = float(r["stop_loss"] if r["stop_loss"] is not None else entry)
+    tp = float(r["take_profit"] if r["take_profit"] is not None else entry)
+    m = calc_position_metrics(
+        r["direction"] or "long",
+        entry,
+        sl,
+        tp,
+        lots,
+        entry,
+        equity,
+        r["symbol"] or "",
+    )
+    return float(m.get("risk_amount") or 0)
 
 
 def daily_trading_risk_used_pct(
     conn, equity: float, now: Optional[datetime] = None,
 ) -> Optional[float]:
+    """当日交易风险占权益（%）：每品种槽位只计一次。
+
+    - 仍持仓：按止损距离算风险金额（以损定仓口径）
+    - 已平仓：按当日已实现亏损计（pnl_net<0），不再重复累加历史监控行
+    """
     if equity <= 0:
         return None
-    from modules.core.contract_specs import calc_position_metrics
+    slots = _daily_open_slots(conn, now)
+    if not slots:
+        return 0.0
 
-    total = 0.0
+    active_risk: dict[tuple[str, str], float] = {}
-    rows = conn.execute(
+    for r in conn.execute(
         """SELECT symbol, direction, lots, entry_price, stop_loss, take_profit, open_time
            FROM trade_order_monitors
-           WHERE open_time IS NOT NULL AND trim(open_time) <> ''"""
+           WHERE status='active' AND open_time IS NOT NULL AND trim(open_time) <> ''"""
-    ).fetchall()
+    ).fetchall():
-    for r in rows:
         if not _opened_in_trading_day(r["open_time"], now):
             continue
-        entry = float(r["entry_price"] or 0)
+        key = _position_slot_key(r["symbol"], r["direction"])
-        if entry <= 0:
+        if key not in slots:
             continue
-        sl = float(r["stop_loss"] if r["stop_loss"] is not None else entry)
+        amt = _risk_amount_for_monitor_row(r, equity)
-        tp = float(r["take_profit"] if r["take_profit"] is not None else entry)
+        if amt > 0:
-        lots = int(r["lots"] or 0)
+            active_risk[key] = amt
-        if lots <= 0:
+
+    closed_risk: dict[tuple[str, str], float] = {}
+    for r in conn.execute(
+        """SELECT symbol, direction, pnl_net, open_time
+           FROM trade_logs
+           WHERE open_time IS NOT NULL AND trim(open_time) <> ''"""
+    ).fetchall():
+        if not _opened_in_trading_day(r["open_time"], now):
             continue
-        m = calc_position_metrics(
+        key = _position_slot_key(r["symbol"], r["direction"])
-            r["direction"] or "long",
+        if key not in slots or key in active_risk:
-            entry,
+            continue
-            sl,
+        loss = max(0.0, -float(r["pnl_net"] or 0))
-            tp,
+        if loss > 0:
-            lots,
+            closed_risk[key] = max(closed_risk.get(key, 0.0), loss)
-            entry,
+
-            equity,
+    for r in conn.execute(
-            r["symbol"] or "",
+        """SELECT symbol, direction, lots, entry_price, stop_loss, take_profit, open_time
-        )
+           FROM trade_order_monitors
-        total += float(m.get("risk_amount") or 0)
+           WHERE status='closed' AND open_time IS NOT NULL AND trim(open_time) <> ''
+           ORDER BY id DESC"""
+    ).fetchall():
+        if not _opened_in_trading_day(r["open_time"], now):
+            continue
+        key = _position_slot_key(r["symbol"], r["direction"])
+        if key not in slots or key in active_risk or key in closed_risk:
+            continue
+        amt = _risk_amount_for_monitor_row(r, equity)
+        if amt > 0:
+            closed_risk[key] = amt
+
+    total = sum(active_risk.values()) + sum(closed_risk.values())
     if total <= 0:
         return 0.0
     return round(total / equity * 100, 2)