风控规则
Live Risk: emergency pause
正常
data/admin/live_risk_config.json
global_pause=true blocks every automatic entry before the Alpaca adapter can submit an order.
Live Risk: daily loss limit
正常
live_engine entry gate
Block new entries when account equity is down 8.0% or more versus last_equity.
Live Risk: exposure and positions
正常
live_engine entry gate
Max total positions 0; max per account 4; max account exposure 2.0x equity.
Live Risk: fill reconciliation
正常
live_engine entry gate
Open orders block new entries until Alpaca fill/cancel state is reconciled.
止盈 / 止损
异常
Alpaca bracket order
买入同时提交止盈限价单和止损单，由 Alpaca 按实时价格托管。
最长持仓
异常
本地 time-exit 执行器 + Alpaca DAY market
持仓达到策略最长持有天数后，只在 09:30-16:00 ET 提交 Alpaca DAY market 市价平仓单；市场开盘时直接执行。
重复买入控制
正常
本地执行器状态文件
同一信号日同一股票只提交一次订单；策略最多同时持有 4 只。