dekun
1b3a7f1bdc
Preserve trading state when CTP memory is empty, bootstrap equity/positions on page load, stabilize risk status from DB monitors, and remove app-layer manual close cooling periods. Co-authored-by: Cursor <cursoragent@cursor.com>
423 lines
14 KiB
Python
423 lines
14 KiB
Python
# Copyright (c) 2025-2026 马建军. All rights reserved.
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# 专有软件 — 未经授权禁止复制、传播、转售。
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# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
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# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
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"""账户冷静期 / 日冻结（自 crypto_monitor 复制并简化为单账户期货版）。"""
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from __future__ import annotations
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import os
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import sqlite3
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import time
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from datetime import datetime
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from typing import Any, Callable, Optional, TypeVar
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from zoneinfo import ZoneInfo
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T = TypeVar("T")
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STATUS_NORMAL = "normal"
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STATUS_FREEZE_1H = "freeze_1h"
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STATUS_FREEZE_4H = "freeze_4h"
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STATUS_DAILY = "freeze_daily"
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STATUS_FREEZE_POSITION = "freeze_position"
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STATUS_LABELS = {
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STATUS_NORMAL: "正常",
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STATUS_FREEZE_1H: "1h冻结",
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STATUS_FREEZE_4H: "4h冻结",
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STATUS_DAILY: "日冻结",
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STATUS_FREEZE_POSITION: "仓位上限冻结",
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}
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MOOD_ISSUE_OPTIONS = (
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"怕踏空", "报复开仓", "盈利飘了", "拿不住单", "扛单", "重仓违规",
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)
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CLOSE_SOURCE_USER = "user_instance"
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CLOSE_SOURCE_TREND_STOP = "user_trend_stop"
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def _app_tz():
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name = (os.getenv("APP_TIMEZONE") or "Asia/Shanghai").strip()
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try:
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return ZoneInfo(name)
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except Exception:
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return ZoneInfo("Asia/Shanghai")
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def risk_control_enabled() -> bool:
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raw = (os.getenv("RISK_CONTROL_ENABLED") or "true").strip().lower()
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return raw in ("1", "true", "yes", "on")
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def cooling_hours_manual() -> float:
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"""期货版不使用应用层冷静期（交易所自有规则），恒为 0。"""
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return 0.0
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def cooling_hours_manual_journal() -> float:
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return 0.0
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def manual_close_daily_limit() -> int:
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try:
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return max(1, int(os.getenv("RISK_MANUAL_CLOSE_DAILY_LIMIT", "2")))
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except (TypeError, ValueError):
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return 2
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def max_active_positions() -> int:
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try:
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return max(1, int(os.getenv("MAX_ACTIVE_POSITIONS", "1")))
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except (TypeError, ValueError):
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return 1
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def daily_position_limit() -> int:
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"""当日最多开仓次数（含已平）。"""
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try:
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return max(1, int(os.getenv("RISK_DAILY_POSITION_LIMIT", "5")))
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except (TypeError, ValueError):
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return 5
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def daily_trading_risk_pct_limit() -> float:
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"""当日累计止损风险占权益上限（%）。"""
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try:
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return max(0.1, float(os.getenv("RISK_DAILY_TRADING_RISK_PCT", "2")))
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except (TypeError, ValueError):
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return 2.0
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def trading_day_reset_hour() -> int:
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try:
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return max(0, min(23, int(os.getenv("TRADING_DAY_RESET_HOUR", "8"))))
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except (TypeError, ValueError):
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return 8
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_SCHEMA_READY = False
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def _db_retry(action: Callable[[], T], *, retries: int = 8, base_delay: float = 0.03) -> T:
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last: sqlite3.OperationalError | None = None
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for i in range(retries):
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try:
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return action()
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except sqlite3.OperationalError as exc:
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if "locked" not in str(exc).lower():
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raise
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last = exc
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time.sleep(base_delay * (2 ** i))
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if last is not None:
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raise last
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raise RuntimeError("db retry failed")
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def ensure_account_risk_schema(conn) -> None:
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global _SCHEMA_READY
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if _SCHEMA_READY:
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return
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conn.execute(
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"""CREATE TABLE IF NOT EXISTS account_risk_state (
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id INTEGER PRIMARY KEY CHECK (id = 1),
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trading_day TEXT,
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manual_close_count INTEGER DEFAULT 0,
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cooloff_until_ms INTEGER,
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cooloff_hours INTEGER,
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daily_frozen INTEGER DEFAULT 0,
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last_close_at_ms INTEGER,
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updated_at TEXT
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)"""
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)
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if not conn.execute("SELECT id FROM account_risk_state WHERE id=1").fetchone():
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conn.execute(
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"INSERT INTO account_risk_state (id, trading_day, manual_close_count, daily_frozen) VALUES (1, '', 0, 0)"
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)
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conn.commit()
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_SCHEMA_READY = True
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def _row_get(row, key, default=None):
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if row is None:
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return default
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try:
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return row[key]
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except (KeyError, IndexError, TypeError):
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return default
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def _now_ms(now: Optional[datetime] = None) -> int:
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dt = now or datetime.now(_app_tz())
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if dt.tzinfo is None:
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dt = dt.replace(tzinfo=_app_tz())
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return int(dt.timestamp() * 1000)
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def trading_day_label(now: Optional[datetime] = None) -> str:
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dt = now or datetime.now(_app_tz())
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if dt.hour < trading_day_reset_hour():
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from datetime import timedelta
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dt = dt - timedelta(days=1)
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return dt.date().isoformat()
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def trading_day_start(now: Optional[datetime] = None) -> datetime:
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dt = now or datetime.now(_app_tz())
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if dt.tzinfo is None:
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dt = dt.replace(tzinfo=_app_tz())
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reset_h = trading_day_reset_hour()
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start = dt.replace(hour=reset_h, minute=0, second=0, microsecond=0)
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if dt.hour < reset_h:
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from datetime import timedelta
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start = start - timedelta(days=1)
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return start
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def _parse_open_time_ms(open_time: str) -> Optional[int]:
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s = (open_time or "").strip().replace("T", " ")[:19]
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if not s:
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return None
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try:
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dt = datetime.strptime(s, "%Y-%m-%d %H:%M:%S")
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if dt.tzinfo is None:
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dt = dt.replace(tzinfo=_app_tz())
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return int(dt.timestamp() * 1000)
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except ValueError:
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try:
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dt = datetime.strptime(s[:10], "%Y-%m-%d").replace(tzinfo=_app_tz())
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return int(dt.timestamp() * 1000)
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except ValueError:
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return None
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def _opened_in_trading_day(open_time: str, now: Optional[datetime] = None) -> bool:
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oms = _parse_open_time_ms(open_time)
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if oms is None:
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return False
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return oms >= int(trading_day_start(now).timestamp() * 1000)
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def count_daily_opens(conn, now: Optional[datetime] = None) -> int:
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rows = conn.execute(
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"SELECT open_time FROM trade_order_monitors "
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"WHERE open_time IS NOT NULL AND trim(open_time) <> ''"
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).fetchall()
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return sum(1 for r in rows if _opened_in_trading_day(r["open_time"], now))
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def daily_trading_risk_used_pct(
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conn, equity: float, now: Optional[datetime] = None,
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) -> Optional[float]:
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if equity <= 0:
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return None
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from contract_specs import calc_position_metrics
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total = 0.0
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rows = conn.execute(
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"""SELECT symbol, direction, lots, entry_price, stop_loss, take_profit, open_time
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FROM trade_order_monitors
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WHERE open_time IS NOT NULL AND trim(open_time) <> ''"""
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).fetchall()
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for r in rows:
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if not _opened_in_trading_day(r["open_time"], now):
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continue
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entry = float(r["entry_price"] or 0)
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if entry <= 0:
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continue
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sl = float(r["stop_loss"] if r["stop_loss"] is not None else entry)
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tp = float(r["take_profit"] if r["take_profit"] is not None else entry)
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lots = int(r["lots"] or 0)
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if lots <= 0:
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continue
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m = calc_position_metrics(
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r["direction"] or "long",
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entry,
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sl,
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tp,
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lots,
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entry,
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equity,
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r["symbol"] or "",
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)
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total += float(m.get("risk_amount") or 0)
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if total <= 0:
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return 0.0
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return round(total / equity * 100, 2)
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def count_active_trade_monitors(conn) -> int:
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try:
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n = conn.execute(
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"SELECT COUNT(*) FROM trade_order_monitors WHERE status='active'"
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).fetchone()[0]
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return int(n or 0)
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except Exception:
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return 0
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def parse_mood_issues(raw: Any) -> list[str]:
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if raw is None:
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return []
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if isinstance(raw, (list, tuple)):
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parts = [str(x).strip() for x in raw if str(x).strip()]
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else:
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parts = [x.strip() for x in str(raw).split(",") if x.strip()]
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return [p for p in parts if p in MOOD_ISSUE_OPTIONS]
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def on_user_initiated_close(conn, *, trading_day: str, now: Optional[datetime] = None) -> None:
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if not risk_control_enabled():
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return
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ensure_account_risk_schema(conn)
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row = conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
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td = (trading_day or trading_day_label(now)).strip()
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stored = str(_row_get(row, "trading_day") or "")
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count = int(_row_get(row, "manual_close_count") or 0)
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if stored != td:
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count = 0
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count += 1
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close_ms = _now_ms(now)
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if count >= manual_close_daily_limit():
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conn.execute(
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"""UPDATE account_risk_state SET trading_day=?, manual_close_count=?,
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daily_frozen=1, cooloff_until_ms=NULL, cooloff_hours=NULL,
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last_close_at_ms=?, updated_at=? WHERE id=1""",
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(td, count, close_ms, datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
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)
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return
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conn.execute(
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"""UPDATE account_risk_state SET trading_day=?, manual_close_count=?,
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daily_frozen=0, cooloff_until_ms=NULL, cooloff_hours=NULL,
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last_close_at_ms=?, updated_at=? WHERE id=1""",
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(td, count, close_ms, datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
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)
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def on_mood_journal_freeze(conn, *, trading_day: str) -> None:
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if not risk_control_enabled():
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return
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ensure_account_risk_schema(conn)
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td = (trading_day or trading_day_label()).strip()
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conn.execute(
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"UPDATE account_risk_state SET trading_day=?, daily_frozen=1, updated_at=? WHERE id=1",
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(td, datetime.now().strftime("%Y-%m-%d %H:%M:%S")),
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)
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def reduce_cooloff_after_journal(conn, *, trading_day: str, now: Optional[datetime] = None) -> None:
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"""期货版无应用层冷静期，保留空实现兼容旧复盘钩子。"""
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del conn, trading_day, now
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return
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def get_risk_status(
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conn,
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*,
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now: Optional[datetime] = None,
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active_count: Optional[int] = None,
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equity: Optional[float] = None,
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) -> dict:
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def _load() -> dict:
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ensure_account_risk_schema(conn)
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row = conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
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td = trading_day_label(now)
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stored = str(_row_get(row, "trading_day") or "")
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if stored != td:
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conn.execute(
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"UPDATE account_risk_state SET trading_day=?, manual_close_count=0, daily_frozen=0 WHERE id=1 AND trading_day<>?",
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(td, td),
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)
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conn.commit()
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row = conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()
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now_ms = _now_ms(now)
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daily = int(_row_get(row, "daily_frozen") or 0) == 1
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until = _row_get(row, "cooloff_until_ms")
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if until:
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conn.execute(
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"UPDATE account_risk_state SET cooloff_until_ms=NULL, cooloff_hours=NULL WHERE id=1"
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)
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conn.commit()
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active = count_active_trade_monitors(conn) if active_count is None else int(active_count)
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mx = max_active_positions()
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pos_limit = active >= mx
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daily_opens = count_daily_opens(conn, now)
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daily_pos_lim = daily_position_limit()
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daily_open_limit = daily_opens >= daily_pos_lim
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daily_risk_used: Optional[float] = None
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daily_risk_lim = daily_trading_risk_pct_limit()
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daily_risk_limit_hit = False
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if equity and float(equity) > 0:
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daily_risk_used = daily_trading_risk_used_pct(conn, float(equity), now)
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if daily_risk_used is not None and daily_risk_used >= daily_risk_lim:
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daily_risk_limit_hit = True
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base = {
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"active_count": active,
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"max_active_positions": mx,
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"daily_open_count": daily_opens,
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"daily_position_limit": daily_pos_lim,
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"daily_risk_used_pct": daily_risk_used,
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"daily_trading_risk_pct_limit": daily_risk_lim,
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}
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if daily:
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return {
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**base,
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"status": STATUS_DAILY,
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"status_label": STATUS_LABELS[STATUS_DAILY],
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"can_trade": False,
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"can_roll": False,
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"reason": "当日日冻结，禁止新开仓",
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}
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if daily_risk_limit_hit:
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return {
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**base,
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"status": STATUS_DAILY,
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"status_label": STATUS_LABELS[STATUS_DAILY],
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"can_trade": False,
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"can_roll": pos_limit,
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"reason": f"已达日交易风险上限 {daily_risk_used:.2f}%/{daily_risk_lim:.2f}%",
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}
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if daily_open_limit:
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return {
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**base,
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"status": STATUS_DAILY,
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"status_label": STATUS_LABELS[STATUS_DAILY],
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"can_trade": False,
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"can_roll": pos_limit,
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"reason": f"已达日持仓上限 {daily_opens}/{daily_pos_lim}",
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}
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if pos_limit:
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return {
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**base,
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"status": STATUS_FREEZE_POSITION,
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"status_label": STATUS_LABELS[STATUS_FREEZE_POSITION],
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"can_trade": False,
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"can_roll": True,
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"reason": f"已达仓位上限 {active}/{mx}",
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}
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return {
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**base,
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"status": STATUS_NORMAL,
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"status_label": STATUS_LABELS[STATUS_NORMAL],
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"can_trade": True,
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"can_roll": True,
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"reason": "可新开仓",
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}
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return _db_retry(_load)
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def assert_can_open(
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conn,
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*,
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active_count: Optional[int] = None,
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equity: Optional[float] = None,
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) -> Optional[str]:
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rs = get_risk_status(conn, active_count=active_count, equity=equity)
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if not rs.get("can_trade"):
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return rs.get("reason") or "当前不可开仓"
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return None
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