feat: 非交易时段禁开仓、移动保本与交易结果分类。

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

app.py

@@ -377,6 +377,8 @@ def init_db():
         set_setting("risk_percent", "1")
     if not get_setting("max_margin_pct"):
         set_setting("max_margin_pct", "30")
+    if not get_setting("trailing_be_tick_buffer"):
+        set_setting("trailing_be_tick_buffer", "2")
     if not get_setting("fee_source_mode"):
         set_setting("fee_source_mode", "ctp")
     set_setting("fee_source_mode", "ctp")
@@ -1654,6 +1656,12 @@ def settings():
             except ValueError:
                 flash("保证金比例无效")
                 return redirect(url_for("settings"))
+            try:
+                tb = int(float(request.form.get("trailing_be_tick_buffer", "2") or 2))
+                set_setting("trailing_be_tick_buffer", str(max(1, min(20, tb))))
+            except ValueError:
+                flash("移动保本缓冲无效")
+                return redirect(url_for("settings"))
             flash("交易模式已保存")
         elif action == "nav":
             items = {k: request.form.get(f"nav_{k}") == "on" for k in NAV_TOGGLES}
@@ -1694,6 +1702,7 @@ def settings():
         position_sizing_mode=get_setting("position_sizing_mode", "risk"),
         risk_percent=get_setting("risk_percent", "1"),
         max_margin_pct=get_setting("max_margin_pct", "30"),
+        trailing_be_tick_buffer=get_setting("trailing_be_tick_buffer", "2"),
         nav_items=get_nav_items(get_setting),
         nav_toggles=NAV_TOGGLES,
     )

install_trading.py

@@ -38,6 +38,7 @@ from sl_tp_guard import (
     place_monitor_exit_orders,
     reconcile_monitors_without_position,
     start_sl_tp_guard_worker,
+    write_manual_close_trade_log,
 )
 from risk.account_risk_lib import (
     assert_can_open,
@@ -61,6 +62,7 @@ from trading_context import (
     get_max_margin_pct,
     get_risk_percent,
     get_sizing_mode,
+    get_trailing_be_tick_buffer,
     get_trading_mode,
     trading_mode_label,
 )
@@ -375,6 +377,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 "tick_size": tick.get("tick_size"),
                 "can_close": True,
                 "pending_orders": pending_for_row,
+                "trailing_be": bool(mon.get("trailing_be")) if mon else False,
+                "trailing_r_locked": int(mon.get("trailing_r_locked") or 0) if mon else 0,
             })
         return rows
 
@@ -535,19 +539,35 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                     break
             codes = ths_to_codes(sym)
             now_s = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+            if "trailing_be" in d:
+                trailing_be = 1 if d.get("trailing_be") else 0
+            elif mon:
+                trailing_be = int(mon.get("trailing_be") or 0)
+            else:
+                trailing_be = 0
+            ensure_monitor_order_columns(conn)
             if mon:
+                initial_sl = mon.get("initial_stop_loss")
+                if sl is not None and initial_sl is None:
+                    initial_sl = sl
                 conn.execute(
-                    """UPDATE trade_order_monitors SET stop_loss=?, take_profit=?, lots=?, entry_price=?
+                    """UPDATE trade_order_monitors SET stop_loss=?, take_profit=?, lots=?, entry_price=?,
+                       initial_stop_loss=?, trailing_be=?
                        WHERE id=?""",
-                    (sl, tp, lots, entry or mon.get("entry_price"), mon["id"]),
+                    (
+                        sl, tp, lots, entry or mon.get("entry_price"),
+                        initial_sl, trailing_be,
+                        mon["id"],
+                    ),
                 )
                 mid = mon["id"]
             else:
                 conn.execute(
                     """INSERT INTO trade_order_monitors (
                         symbol, symbol_name, market_code, direction, lots, entry_price,
-                        stop_loss, take_profit, open_time, monitor_type, status
+                        stop_loss, take_profit, initial_stop_loss, trailing_be,
-                    ) VALUES (?,?,?,?,?,?,?,?,?,?, 'active')""",
+                        open_time, monitor_type, status
+                    ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?, 'active')""",
                     (
                         sym,
                         codes.get("name", sym) if codes else sym,
@@ -557,6 +577,8 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                         entry,
                         sl,
                         tp,
+                        sl,
+                        trailing_be,
                         now_s,
                         "manual",
                     ),
@@ -667,21 +689,67 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
             conn.close()
             return jsonify({"ok": False, "error": "品种或价格无效"}), 400
         offset = "close_long" if direction == "long" else "close_short"
+        capital = _capital(conn)
+        mon = None
+        mid = int(d.get("monitor_id") or 0)
+        if mid:
+            row = conn.execute(
+                "SELECT * FROM trade_order_monitors WHERE id=? AND status='active'",
+                (mid,),
+            ).fetchone()
+            if row:
+                mon = dict(row)
+        if not mon:
+            for r in conn.execute(
+                "SELECT * FROM trade_order_monitors WHERE status='active'"
+            ).fetchall():
+                row = dict(r)
+                if row.get("direction") != direction:
+                    continue
+                if _match_ctp_symbol(sym, row.get("symbol") or ""):
+                    mon = row
+                    mid = int(row["id"])
+                    break
+        entry = float(mon.get("entry_price") or 0) if mon else 0.0
+        if entry <= 0:
+            for p in _ctp_positions(mode):
+                if int(p.get("lots") or 0) <= 0:
+                    continue
+                if (p.get("direction") or "long") != direction:
+                    continue
+                if _match_ctp_symbol(p.get("symbol") or "", sym):
+                    entry = float(p.get("avg_price") or price)
+                    break
         try:
             execute_order(
                 conn, mode=mode, offset=offset, symbol=sym, direction=direction,
                 lots=lots, price=price, settings=_settings_dict(),
+                order_type="market",
             )
-            if source == "program":
+            write_manual_close_trade_log(
-                mid = int(d.get("monitor_id") or 0)
+                conn,
-                if mid:
+                mon,
-                    conn.execute(
+                symbol=sym,
-                        "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                direction=direction,
-                        (mid,),
+                lots=lots,
-                    )
+                close_price=price,
+                entry_price=entry or price,
+                trading_mode=mode,
+                capital=capital,
+                stop_loss=float(mon["stop_loss"]) if mon and mon.get("stop_loss") is not None else None,
+                take_profit=float(mon["take_profit"]) if mon and mon.get("take_profit") is not None else None,
+                open_time=(mon.get("open_time") or "") if mon else "",
+                symbol_name=(mon.get("symbol_name") or "") if mon else "",
+                market_code=(mon.get("market_code") or "") if mon else "",
+            )
+            if mid:
+                conn.execute(
+                    "UPDATE trade_order_monitors SET status='closed' WHERE id=?",
+                    (mid,),
+                )
             conn.commit()
             conn.close()
-            return jsonify({"ok": True})
+            return jsonify({"ok": True, "message": "已平仓并记入交易记录（手动平仓）"})
         except ValueError as exc:
             conn.close()
             return jsonify({"ok": False, "error": str(exc)}), 400
@@ -830,6 +898,12 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         mode = get_trading_mode(get_setting)
         if offset.startswith("open"):
             _sync_trade_monitors_with_ctp(conn, mode)
+            if not is_trading_session():
+                conn.close()
+                return jsonify({"ok": False, "error": "不在交易时间段"}), 403
+            if d.get("trailing_be") and not d.get("stop_loss"):
+                conn.close()
+                return jsonify({"ok": False, "error": "开启移动保本须填写止损价"}), 400
             err = assert_can_open(conn, active_count=_effective_active_position_count(conn, mode))
             if err:
                 conn.close()
@@ -886,9 +960,13 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                 settings=_settings_dict(),
                 order_type=order_type,
             )
+            if offset.startswith("open") and d.get("trailing_be") and not d.get("stop_loss"):
+                conn.close()
+                return jsonify({"ok": False, "error": "开启移动保本须填写止损价"}), 400
             if offset.startswith("open"):
                 sl = d.get("stop_loss")
                 tp = d.get("take_profit")
+                trailing_be = 1 if d.get("trailing_be") else 0
                 import time
                 time.sleep(2.0)
                 actual_lots = lots
@@ -904,11 +982,14 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                         break
                 if has_pos:
                     codes = ths_to_codes(sym)
+                    sl_f = float(sl) if sl else None
+                    ensure_monitor_order_columns(conn)
                     conn.execute(
                         """INSERT INTO trade_order_monitors (
                             symbol, symbol_name, market_code, direction, lots, entry_price,
-                            stop_loss, take_profit, open_time, monitor_type, status
+                            stop_loss, take_profit, initial_stop_loss, trailing_be,
-                        ) VALUES (?,?,?,?,?,?,?,?,?,?, 'active')""",
+                            open_time, monitor_type, status
+                        ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?, 'active')""",
                         (
                             sym,
                             codes.get("name", sym) if codes else sym,
@@ -916,8 +997,10 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
                             direction,
                             actual_lots,
                             price,
-                            float(sl) if sl else None,
+                            sl_f,
                             float(tp) if tp else None,
+                            sl_f,
+                            trailing_be,
                             datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
                             "manual",
                         ),
@@ -1414,6 +1497,7 @@ def install_trading(app, *, login_required, require_nav, get_db, get_setting, se
         get_mode_fn=lambda: get_trading_mode(get_setting),
         init_tables_fn=_init_tables,
         get_capital_fn=_capital,
+        get_be_tick_buffer_fn=lambda: get_trailing_be_tick_buffer(get_setting),
         notify_fn=send_wechat_msg,
         interval=1,
     )

sl_tp_guard.py

@@ -37,8 +37,13 @@ _closing_lock = threading.Lock()
 MONITOR_ORDER_COLUMNS = (
     "ALTER TABLE trade_order_monitors ADD COLUMN sl_vt_order_id TEXT",
     "ALTER TABLE trade_order_monitors ADD COLUMN tp_vt_order_id TEXT",
+    "ALTER TABLE trade_order_monitors ADD COLUMN trailing_be INTEGER DEFAULT 0",
+    "ALTER TABLE trade_order_monitors ADD COLUMN initial_stop_loss REAL",
+    "ALTER TABLE trade_order_monitors ADD COLUMN trailing_r_locked INTEGER DEFAULT 0",
 )
 
+TRADE_RESULTS = ("止损", "止盈", "移动止盈", "保本止盈", "手动平仓")
+
 
 def ensure_monitor_order_columns(conn) -> None:
     for sql in MONITOR_ORDER_COLUMNS:
@@ -139,31 +144,55 @@ def _monitor_type_label(raw: str) -> str:
     return mapping.get(raw or "", raw or "程序监控")
 
 
-def _write_trade_log(
+def _result_for_close(mon: dict, reason: str) -> str:
+    """平仓结果：止损 / 止盈 / 移动止盈 / 保本止盈 / 手动平仓。"""
+    if reason == "manual":
+        return "手动平仓"
+    if reason == "take_profit":
+        return "止盈"
+    if not mon.get("trailing_be"):
+        return "止损"
+    locked = int(mon.get("trailing_r_locked") or 0)
+    if locked >= 2:
+        return "移动止盈"
+    if locked >= 1:
+        return "保本止盈"
+    return "止损"
+
+
+def write_trade_log(
     conn,
-    mon: dict,
     *,
+    symbol: str,
+    direction: str,
+    entry_price: float,
     close_price: float,
-    reason: str,
+    lots: float,
+    result: str,
     trading_mode: str,
+    stop_loss: Optional[float] = None,
+    take_profit: Optional[float] = None,
+    open_time: str = "",
+    symbol_name: str = "",
+    market_code: str = "",
+    sina_code: str = "",
+    monitor_type: str = "期货下单",
     capital: float = 0.0,
 ) -> None:
-    """止盈/止损触发平仓后写入 trade_logs。"""
+    """写入 trade_logs（程序平仓 / 手动平仓）。"""
-    sym = (mon.get("symbol") or "").strip()
+    sym = (symbol or "").strip()
-    direction = (mon.get("direction") or "long").strip().lower()
+    direction = (direction or "long").strip().lower()
-    entry = float(mon.get("entry_price") or close_price)
+    entry = float(entry_price or close_price)
-    sl_raw = mon.get("stop_loss")
+    sl = float(stop_loss) if stop_loss is not None else entry
-    tp_raw = mon.get("take_profit")
+    tp = float(take_profit) if take_profit is not None else entry
-    sl = float(sl_raw) if sl_raw is not None else entry
-    tp = float(tp_raw) if tp_raw is not None else entry
-    lots = float(mon.get("lots") or 1)
-    open_time = (mon.get("open_time") or "").strip()
     close_time = datetime.now(TZ).strftime("%Y-%m-%dT%H:%M")
 
-    codes = ths_to_codes(sym) or {}
+    if not sina_code or not market_code:
-    sina_code = codes.get("sina_code") or ""
+        codes = ths_to_codes(sym) or {}
-    symbol_name = mon.get("symbol_name") or sym
+        sina_code = sina_code or codes.get("sina_code") or ""
-    market_code = mon.get("market_code") or codes.get("market_code") or ""
+        market_code = market_code or codes.get("market_code") or ""
+    if not symbol_name:
+        symbol_name = sym
 
     metrics = calc_position_metrics(
         direction, entry, sl, tp, lots, close_price, capital, sym,
@@ -173,7 +202,6 @@ def _write_trade_log(
         sym, entry, close_price, lots, open_time, close_time, trading_mode=trading_mode,
     )
     pnl_net = round(pnl - fee, 2)
-    result = "止盈" if reason == "take_profit" else "止损"
 
     try:
         from app import holding_to_minutes
@@ -192,11 +220,11 @@ def _write_trade_log(
             symbol_name,
             market_code,
             sina_code,
-            _monitor_type_label(mon.get("monitor_type") or ""),
+            monitor_type,
             direction,
             entry,
-            sl_raw if sl_raw is not None else sl,
+            stop_loss if stop_loss is not None else sl,
-            tp_raw if tp_raw is not None else tp,
+            take_profit if take_profit is not None else tp,
             close_price,
             lots,
             metrics.get("margin"),
@@ -206,14 +234,169 @@ def _write_trade_log(
             pnl,
             fee,
             pnl_net,
-            result,
+            result if result in TRADE_RESULTS else "手动平仓",
         ),
     )
     try:
         from stats_engine import refresh_stats_cache
         refresh_stats_cache(conn, capital)
     except Exception as exc:
-        logger.debug("stats refresh after SL/TP close: %s", exc)
+        logger.debug("stats refresh after close: %s", exc)
+
+
+def _write_trade_log(
+    conn,
+    mon: dict,
+    *,
+    close_price: float,
+    reason: str,
+    trading_mode: str,
+    capital: float = 0.0,
+) -> None:
+    sym = (mon.get("symbol") or "").strip()
+    sl_raw = mon.get("stop_loss")
+    tp_raw = mon.get("take_profit")
+    initial_sl = mon.get("initial_stop_loss")
+    write_trade_log(
+        conn,
+        symbol=sym,
+        direction=mon.get("direction") or "long",
+        entry_price=float(mon.get("entry_price") or close_price),
+        close_price=close_price,
+        lots=float(mon.get("lots") or 1),
+        result=_result_for_close(mon, reason),
+        trading_mode=trading_mode,
+        stop_loss=float(initial_sl) if initial_sl is not None else (
+            float(sl_raw) if sl_raw is not None else None
+        ),
+        take_profit=float(tp_raw) if tp_raw is not None else None,
+        open_time=(mon.get("open_time") or "").strip(),
+        symbol_name=mon.get("symbol_name") or sym,
+        market_code=mon.get("market_code") or "",
+        monitor_type=_monitor_type_label(mon.get("monitor_type") or ""),
+        capital=capital,
+    )
+
+
+def write_manual_close_trade_log(
+    conn,
+    mon: Optional[dict],
+    *,
+    symbol: str,
+    direction: str,
+    lots: float,
+    close_price: float,
+    entry_price: float,
+    trading_mode: str,
+    capital: float = 0.0,
+    stop_loss: Optional[float] = None,
+    take_profit: Optional[float] = None,
+    open_time: str = "",
+    symbol_name: str = "",
+    market_code: str = "",
+) -> None:
+    """程序内点击平仓按钮 → 手动平仓。"""
+    if mon:
+        write_trade_log(
+            conn,
+            symbol=(mon.get("symbol") or symbol).strip(),
+            direction=mon.get("direction") or direction,
+            entry_price=float(mon.get("entry_price") or entry_price),
+            close_price=close_price,
+            lots=float(mon.get("lots") or lots),
+            result="手动平仓",
+            trading_mode=trading_mode,
+            stop_loss=float(mon["initial_stop_loss"]) if mon.get("initial_stop_loss") is not None else (
+                float(mon["stop_loss"]) if mon.get("stop_loss") is not None else stop_loss
+            ),
+            take_profit=float(mon["take_profit"]) if mon.get("take_profit") is not None else take_profit,
+            open_time=(mon.get("open_time") or open_time).strip(),
+            symbol_name=mon.get("symbol_name") or symbol_name,
+            market_code=mon.get("market_code") or market_code,
+            monitor_type=_monitor_type_label(mon.get("monitor_type") or ""),
+            capital=capital,
+        )
+        return
+    write_trade_log(
+        conn,
+        symbol=symbol,
+        direction=direction,
+        entry_price=entry_price,
+        close_price=close_price,
+        lots=lots,
+        result="手动平仓",
+        trading_mode=trading_mode,
+        stop_loss=stop_loss,
+        take_profit=take_profit,
+        open_time=open_time,
+        symbol_name=symbol_name,
+        market_code=market_code,
+        capital=capital,
+    )
+
+
+def _update_trailing_stop_loss(
+    conn,
+    mon: dict,
+    mark: float,
+    *,
+    be_tick_mult: int,
+) -> dict:
+    """达 1R 移保本（开仓±N跳），达 2R 移 1R，依次类推。"""
+    if not mon.get("trailing_be"):
+        return mon
+    entry = float(mon.get("entry_price") or 0)
+    initial_sl = mon.get("initial_stop_loss")
+    if initial_sl is None:
+        initial_sl = mon.get("stop_loss")
+    try:
+        initial_sl_f = float(initial_sl) if initial_sl is not None else None
+    except (TypeError, ValueError):
+        return mon
+    if not entry or initial_sl_f is None:
+        return mon
+
+    direction = (mon.get("direction") or "long").strip().lower()
+    sym = (mon.get("symbol") or "").strip()
+    tick = _tick_size(sym)
+    r = abs(entry - initial_sl_f)
+    if r < tick * 0.5:
+        return mon
+
+    profit_r = (mark - entry) / r if direction == "long" else (entry - mark) / r
+    if profit_r < 1.0:
+        return mon
+
+    level = int(profit_r)
+    locked = int(mon.get("trailing_r_locked") or 0)
+    if level <= locked:
+        return mon
+
+    if level == 1:
+        new_sl = entry + be_tick_mult * tick if direction == "long" else entry - be_tick_mult * tick
+    else:
+        new_sl = entry + (level - 1) * r if direction == "long" else entry - (level - 1) * r
+    new_sl = round(new_sl, 4)
+
+    try:
+        current_sl = float(mon.get("stop_loss") or 0)
+    except (TypeError, ValueError):
+        current_sl = 0.0
+    if direction == "long" and new_sl <= current_sl + tick * 0.01:
+        return mon
+    if direction == "short" and new_sl >= current_sl - tick * 0.01:
+        return mon
+
+    mid = mon.get("id")
+    conn.execute(
+        "UPDATE trade_order_monitors SET stop_loss=?, trailing_r_locked=? WHERE id=?",
+        (new_sl, level, mid),
+    )
+    conn.commit()
+    mon["stop_loss"] = new_sl
+    mon["trailing_r_locked"] = level
+    logger.info("移动保本 monitor=%s %dR 止损→%s", mid, level, new_sl)
+    return mon
 
 
 def _sl_triggered(direction: str, sl: float, mark: float, tick: float) -> bool:
@@ -359,14 +542,14 @@ def _execute_local_close(
     )
     conn.execute("UPDATE trade_order_monitors SET status='closed' WHERE id=?", (mon["id"],))
     conn.commit()
-    label = "止盈" if reason == "take_profit" else "止损"
+    result_label = _result_for_close(mon, reason)
     logger.info(
-        "止盈止损本地触发 monitor=%s reason=%s %s %s %d手 @%s",
+        "止盈止损本地触发 monitor=%s result=%s %s %s %d手 @%s",
-        mon.get("id"), reason, sym, direction, lots, mark,
+        mon.get("id"), result_label, sym, direction, lots, mark,
     )
     if notify_fn:
         try:
-            notify_fn(f"{label}平仓 {sym} {direction} {lots}手 @{mark}，已记入交易记录")
+            notify_fn(f"{result_label} {sym} {direction} {lots}手 @{mark}，已记入交易记录")
         except Exception as exc:
             logger.debug("SL/TP notify failed: %s", exc)
 
@@ -377,6 +560,7 @@ def check_monitors_locally(
     *,
     capital: float = 0.0,
     notify_fn: Callable[[str], None] | None = None,
+    be_tick_mult: int = 2,
 ) -> int:
     """扫描 active 监控，本地比对行情；触发止盈/止损（含跳空穿透）后立刻市价平仓并记交易记录。"""
     ensure_monitor_order_columns(conn)
@@ -417,6 +601,13 @@ def check_monitors_locally(
             continue
 
         tick = _tick_size(sym)
+        if mon.get("trailing_be"):
+            mon = _update_trailing_stop_loss(conn, mon, mark, be_tick_mult=be_tick_mult)
+            try:
+                sl_f = float(mon["stop_loss"]) if mon.get("stop_loss") is not None else sl_f
+            except (TypeError, ValueError):
+                pass
+
         reason = None
         if tp_f is not None and _tp_triggered(direction, tp_f, mark, tick):
             reason = "take_profit"
@@ -507,6 +698,7 @@ def start_sl_tp_guard_worker(
     get_mode_fn: Callable[[], str],
     init_tables_fn: Callable | None = None,
     get_capital_fn: Callable | None = None,
+    get_be_tick_buffer_fn: Callable[[], int] | None = None,
     notify_fn: Callable[[str], None] | None = None,
     interval: int = CHECK_INTERVAL_SEC,
 ) -> None:
@@ -547,6 +739,9 @@ def start_sl_tp_guard_worker(
                             mode,
                             capital=capital,
                             notify_fn=notify_fn,
+                            be_tick_mult=(
+                                get_be_tick_buffer_fn() if get_be_tick_buffer_fn else 2
+                            ),
                         )
                         if n:
                             logger.info("止盈止损本地监控: 触发平仓 %d 笔", n)

static/css/trade.css

@@ -32,7 +32,11 @@
 .market-hint{font-size:.7rem;margin-top:.25rem}
 .trade-action-row{display:flex;flex-direction:column;gap:.45rem;margin:.85rem 0 .55rem}
 .trade-action-row .btn-open{padding:.65rem .75rem;font-size:.9rem;width:100%}
-.trade-action-row .btn-open:disabled{opacity:.65;cursor:wait}
+.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)}
+.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}
+.session-hint{font-size:.72rem;margin:.35rem 0 0;text-align:center}
 .trade-order-msg{font-size:.82rem;text-align:center;margin:0;padding:.35rem}
 .trade-order-msg.ok{color:var(--profit)}
 .trade-order-msg.err{color:var(--loss)}

static/js/trade.js

@@ -116,6 +116,18 @@
         }
     }
 
+    function updateSessionUi() {
+        var btnOpen = document.getElementById('btn-open');
+        var sessionHint = document.getElementById('session-hint');
+        if (btnOpen) {
+            btnOpen.disabled = !isTradingSession;
+            btnOpen.classList.toggle('btn-session-off', !isTradingSession);
+        }
+        if (sessionHint) {
+            sessionHint.hidden = !!isTradingSession;
+        }
+    }
+
     function entryPrice() {
         if (priceType === 'market') return lastQuotePrice;
         return parseFloat(priceInput && priceInput.value) || 0;
@@ -330,7 +342,17 @@
             return;
         }
         var lots = effectiveLots();
+        var trailingBeEl = document.getElementById('trailing-be');
         if (offset === 'open') {
+            if (!isTradingSession) {
+                showOrderMsg('不在交易时间段', false);
+                return;
+            }
+            var trailingOn = !!(trailingBeEl && trailingBeEl.checked);
+            if (trailingOn && !(slInput && slInput.value)) {
+                showOrderMsg('开启移动保本须填写止损价', false);
+                return;
+            }
             if (isRiskMode() && lots <= 0) {
                 showOrderMsg('请填写止损，系统将自动计算手数', false);
                 return;
@@ -359,7 +381,8 @@
             price: price,
             order_type: priceType,
             stop_loss: slInput && slInput.value ? parseFloat(slInput.value) : null,
-            take_profit: tpInput && tpInput.value ? parseFloat(tpInput.value) : null
+            take_profit: tpInput && tpInput.value ? parseFloat(tpInput.value) : null,
+            trailing_be: !!(trailingBeEl && trailingBeEl.checked)
         };
         fetch('/api/trade/order', {
             method: 'POST',
@@ -379,8 +402,8 @@
             showOrderMsg('网络错误，请重试', false);
         }).finally(function () {
             if (btnOpen) {
-                btnOpen.disabled = false;
                 btnOpen.textContent = '开仓';
+                updateSessionUi();
             }
         });
     }
@@ -471,7 +494,9 @@
             '<div class="pos-card-meta">来源 <strong>' + (row.source_label || 'CTP') + '</strong> · 柜台浮盈' +
             (slTpBtn ? ' · ' + slTpBtn : '') +
             (row.sl_order_active ? ' · <span class="text-profit">止损监控中</span>' : '') +
-            (row.tp_order_active ? ' · <span class="text-profit">止盈监控中</span>' : '') + '</div>' +
+            (row.tp_order_active ? ' · <span class="text-profit">止盈监控中</span>' : '') +
+            (row.trailing_be ? ' · <span class="text-accent">移动保本' +
+                (row.trailing_r_locked ? '(锁' + row.trailing_r_locked + 'R)' : '') + '</span>' : '') + '</div>' +
             '<div class="pos-metrics">' +
             '<div class="cell"><label>持仓均价</label><div>' + fmtNum(row.entry_price) + '</div></div>' +
             '<div class="cell"><label>当前价格</label><div>' + (row.current_price != null ? fmtNum(row.current_price) : '--') + '</div></div>' +
@@ -646,6 +671,7 @@
                     return row.stop_loss != null || row.take_profit != null;
                 });
                 schedulePositionPoll();
+                updateSessionUi();
                 if (!connected) {
                     if (connecting) {
                         list.innerHTML = '<div class="empty-hint">CTP 连接中，请稍候…</div>';
@@ -794,6 +820,7 @@
         document.addEventListener('visibilitychange', function () {
             if (document.visibilityState === 'visible') pollPositions();
         });
+        updateSessionUi();
         scheduleQuote();
     });
 })();

templates/records.html

@@ -84,6 +84,8 @@
                             <span class="cell-readonly cell-edit-hide">
                                 {% if t.result == '止盈' %}<span class="badge profit">{{ t.result }}</span>
                                 {% elif t.result == '止损' %}<span class="badge loss">{{ t.result }}</span>
+                                {% elif t.result == '移动止盈' %}<span class="badge profit">{{ t.result }}</span>
+                                {% elif t.result == '保本止盈' %}<span class="badge profit">{{ t.result }}</span>
                                 {% elif t.result == '手动平仓' %}<span class="badge result-manual">{{ t.result }}</span>
                                 {% else %}<span class="badge result-external">{{ t.result }}</span>{% endif %}
                                 {% if t.verified %}<span class="badge active" style="margin-left:.25rem">已核对</span>{% endif %}
@@ -92,8 +94,8 @@
                                 <option value="手动平仓" {% if t.result=='手动平仓' %}selected{% endif %}>手动平仓</option>
                                 <option value="止盈" {% if t.result=='止盈' %}selected{% endif %}>止盈</option>
                                 <option value="止损" {% if t.result=='止损' %}selected{% endif %}>止损</option>
-                                <option value="外部平仓" {% if t.result=='外部平仓' %}selected{% endif %}>外部平仓</option>
+                                <option value="移动止盈" {% if t.result=='移动止盈' %}selected{% endif %}>移动止盈</option>
-                                <option value="时间平仓" {% if t.result=='时间平仓' %}selected{% endif %}>时间平仓</option>
+                                <option value="保本止盈" {% if t.result=='保本止盈' %}selected{% endif %}>保本止盈</option>
                             </select>
                         </td>
                         <td>

templates/settings.html

@@ -67,10 +67,14 @@
                     <label>保证金占用上限（%）</label>
                     <input name="max_margin_pct" type="number" step="1" min="1" max="100" value="{{ max_margin_pct }}">
                 </div>
+                <div class="field">
+                    <label>移动保本缓冲（最小变动价位倍数）</label>
+                    <input name="trailing_be_tick_buffer" type="number" step="1" min="1" max="20" value="{{ trailing_be_tick_buffer }}">
+                </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">
-                保证金上限用于开仓校验与品种最大手数估算（默认 30%）。在 <code>.env</code> 配置 <code>SIMNOW_USER</code>，于「持仓监控」连接 CTP；权益与行情优先来自柜台。
+                保证金上限用于开仓校验与品种最大手数估算（默认 30%）。<strong>移动保本</strong>：达 1R 后止损移至开仓价 ± N 跳（玉米 N=2 即 +2 点，棉花 N=2 即 +10 点）；达 2R 移至 1R，依次类推。在 <code>.env</code> 配置 <code>SIMNOW_USER</code>，于「持仓监控」连接 CTP。
             </p>
         </form>
     </div>

templates/trade.html

@@ -81,7 +81,12 @@
                     </div>
 
                     <div class="trade-action-row">
+                        <label class="trailing-be-toggle">
+                            <input type="checkbox" id="trailing-be" checked>
+                            <span>移动保本</span>
+                        </label>
                         <button type="button" class="btn-primary btn-open" id="btn-open">开仓</button>
+                        <p class="hint session-hint text-muted" id="session-hint" hidden>不在交易时间段</p>
                         <p class="trade-order-msg" id="order-msg" hidden></p>
                     </div>
 

trading_context.py

@@ -32,6 +32,14 @@ def get_max_margin_pct(get_setting: Callable[[str, str], str]) -> float:
         return 30.0
 
 
+def get_trailing_be_tick_buffer(get_setting: Callable[[str, str], str]) -> int:
+    """移动保本：止损移至开仓价 ± N 个最小变动价位（默认 2）。"""
+    try:
+        return max(1, min(20, int(float(get_setting("trailing_be_tick_buffer", "2") or 2))))
+    except (TypeError, ValueError):
+        return 2
+
+
 def get_account_capital(conn, get_setting: Callable[[str, str], str]) -> float:
     """优先 SimNow/期货公司 CTP 权益；未连接时用设置中的参考资金。"""
     del conn