Use bid1-only option closes with hard-disabled market exits.

Manual close checks liquidity only; target auto still requires 2x recycle hold once, then reuses the shared bid1 executor. Add /options/guide doc and update hedge-plan refs.

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

tests/test_options_close_gate_lib.py

@@ -3,7 +3,12 @@ from __future__ import annotations
 
 import unittest
 
-from lib.options.options_close_gate_lib import clear_close_gate, update_close_gate
+from lib.options.options_close_gate_lib import (
+    clear_close_gate,
+    is_close_gate_passed,
+    mark_close_gate_passed,
+    update_close_gate,
+)
 
 
 class OptionsCloseGateTests(unittest.TestCase):
@@ -38,6 +43,22 @@ class OptionsCloseGateTests(unittest.TestCase):
         self.assertFalse(g_again["ready"])
         self.assertAlmostEqual(g_again["held_seconds"], 0.0)
 
+    def test_passed_latches_after_ready(self):
+        update_close_gate("ETH-Y", recycle_usdc=20.0, premium_paid=10.0, now=1000.0)
+        g_ready = update_close_gate("ETH-Y", recycle_usdc=21.0, premium_paid=10.0, now=1120.0)
+        self.assertTrue(g_ready["ready"])
+        self.assertTrue(g_ready["passed"])
+        self.assertTrue(is_close_gate_passed("ETH-Y"))
+        # 后续回收跌破 2×:计时重置,但 passed 仍保留供续批只验流动性
+        g_drop = update_close_gate("ETH-Y", recycle_usdc=5.0, premium_paid=10.0, now=1130.0)
+        self.assertFalse(g_drop["recycle_ok"])
+        self.assertTrue(g_drop["passed"])
+        self.assertFalse(g_drop["auto_close_blocked"])
+
+    def test_mark_passed_manual(self):
+        mark_close_gate_passed("ETH-Z")
+        self.assertTrue(is_close_gate_passed("ETH-Z"))
+
 
 if __name__ == "__main__":
     unittest.main()

tests/test_options_pricing.py

@@ -185,11 +185,13 @@ def test_format_quote_liquidity():
 def test_estimate_close_by_bids_full_depth():
     from lib.options.options_pricing_lib import estimate_close_by_bids
 
+    # 多档估算需显式 max_levels;默认只估买一
     out = estimate_close_by_bids(
         [{"px": 12.3, "sz": 2}, {"px": 12.1, "sz": 3}],
         4,
         ct_mult=0.01,
         premium_paid=0.4,
+        max_levels=5,
     )
     assert out["covered_sheets"] == 4
     assert out["uncovered_sheets"] == 0
@@ -199,6 +201,16 @@ def test_estimate_close_by_bids_full_depth():
     assert out["estimated_pnl_ratio_pct"] == 22.0
     assert [x["sheets"] for x in out["levels"]] == [2, 2]
 
+    bid1 = estimate_close_by_bids(
+        [{"px": 12.3, "sz": 2}, {"px": 12.1, "sz": 3}],
+        4,
+        ct_mult=0.01,
+        premium_paid=0.4,
+    )
+    assert bid1["covered_sheets"] == 2
+    assert bid1["uncovered_sheets"] == 2
+    assert [x["sheets"] for x in bid1["levels"]] == [2]
+
 
 def test_estimate_close_by_bids_partial_depth():
     from lib.options.options_pricing_lib import estimate_close_by_bids