Use daily open as perp-hedge entry and toggle buy-straddle vs perp overlays.

Amp-stats now prices premium from each day's open, and the form switches mutually between straddle and perpetual-options对照.

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

docs/振幅统计说明.md

@@ -58,6 +58,19 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 
 ---
 
+## 对照模式（买跨 / 永期二选一）
+
+表单 **对照模式** 切换：
+
+| 模式 | 表单 | 汇总块 | 日表末列 |
+|------|------|--------|----------|
+| 买跨双边 | 双边权利金、止盈点 | 买跨对照 | 收益 |
+| 永期对冲 | 目标盈利、杠杆、比例 | 永期对冲对照 | 永期盈亏 |
+
+同一时刻只计算 / 展示当前模式；切换后在已有日表上本地重算。
+
+---
+
 ## 买跨对照（赌波动）
 
 表单可填 **双边权利金（点）**，例如 `30`；旁边可填 **止盈点**（可空）：
@@ -86,14 +99,16 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 
 与中控 [永期对冲计算器](./永期对冲计算器.md) 同口径：**永续做多 1 币 + 买期权**（默认比例 **1:2**），在历史振幅日表上做对照。
 
-表单填：现价、目标盈利、永续杠杆、期权杠杆、比例（可改）。未填齐现价/目标/杠杆时不计算该块。
+表单填：目标盈利、永续杠杆、期权杠杆、比例（可改）。**入场价 = 当日开盘**，不再填现价。未填齐目标/杠杆时不计算该块。
 
 ```text
-单币权利金 = 现价 / 期权杠杆
-期权币数   = 1 × (期权比例 / 永续比例)
-权利金总额 = 期权币数 × 单币权利金
+单币权利金(日) = 当日开盘 / 期权杠杆
+期权币数       = 1 × (期权比例 / 永续比例)
+权利金总额(日) = 期权币数 × 单币权利金(日)
 ```
 
+推「所需点数」时，用样本 **开盘中位数** 作入场参照（汇总里展示的权利金中位同口径）。
+
 ### ① 所需点数达标
 
 复用计算器「由比例推点数」：
@@ -109,11 +124,11 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 
 | 日向 | 组合净利 |
 |------|----------|
-| 上涨 `涨跌≥0` | `涨跌 − 权利金 − 永续开平手续费(开→收)` |
-| 下跌 `涨跌<0` | `\|涨跌\|×(期权币数−1) − 权利金` |
+| 上涨 `涨跌≥0` | `涨跌 − 当日权利金 − 永续开平手续费(开→收)` |
+| 下跌 `涨跌<0` | `\|涨跌\|×(期权币数−1) − 当日权利金` |
 
 汇总：合计、日均、胜率、上涨日/下跌日盈亏小计、单日最大赚亏；日表 **永期盈亏** 列。  
-改永期参数 / 周末筛选会**本地重算**（不重拉 K 线）。权利金按表单现价固定，不按日开盘重估。
+改永期参数 / 周末筛选会**本地重算**（不重拉 K 线）。
 
 ---
 
@@ -146,3 +161,4 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 | 2026-07-23 | 周末筛选/标注、止盈点(≥)、日表收益列 |
 | 2026-07-23 | 长周期续拉 history K 线；收益列红绿着色 |
 | 2026-07-28 | 永期对冲对照：所需点数达标 + 按日组合盈亏 |
+| 2026-07-28 | 永期入场改按日开盘；买跨/永期对照模式二选一 |

lib/hub/amp_stats_lib.py

@@ -279,7 +279,7 @@ def enrich_rows_pnl(
                 change=float(item.get("change") or 0),
                 open_px=float(item.get("open") or 0),
                 close_px=float(item.get("close") or 0),
-                premium_total=float(hedge["premium_total"]),
+                option_leverage=float(hedge["option_leverage"]),
                 opt_coins=float(hedge["opt_coins"]),
             )
         else:
@@ -291,22 +291,21 @@ def enrich_rows_pnl(
 def normalize_perp_hedge_params(raw: Any) -> Optional[dict[str, float]]:
     """永期对冲对照参数.缺必填则返回 None(不做对照).
 
-    接受 dict 或带 spot/target_profit_u/perp_leverage/option_leverage 的对象字段.
+    入场价按日开盘;表单只需目标盈利/杠杆/比例.旧字段 spot 可忽略.
     """
     if raw is None or raw == "":
         return None
     if not isinstance(raw, dict):
         return None
-    spot = _safe_float(raw.get("spot"))
     target = _safe_float(raw.get("target_profit_u") if "target_profit_u" in raw else raw.get("target"))
     p_lev = _safe_float(raw.get("perp_leverage"))
     o_lev = _safe_float(raw.get("option_leverage"))
     rp = _safe_float(raw.get("ratio_perp"))
     ro = _safe_float(raw.get("ratio_opt"))
     ct = _safe_float(raw.get("ct_mult"))
-    if spot is None or target is None or p_lev is None or o_lev is None:
+    if target is None or p_lev is None or o_lev is None:
         return None
-    if spot <= 0 or target < 0 or p_lev <= 0 or o_lev <= 0:
+    if target < 0 or p_lev <= 0 or o_lev <= 0:
         return None
     if rp is None or rp <= 0:
         rp = 1.0
@@ -314,33 +313,38 @@ def normalize_perp_hedge_params(raw: Any) -> Optional[dict[str, float]]:
         ro = 2.0
     if ct is None or ct <= 0:
         ct = 0.01
-    prem_per_coin = spot / o_lev
     opt_coins = 1.0 * (ro / rp)
-    premium_total = opt_coins * prem_per_coin
     return {
-        "spot": spot,
         "target_profit_u": target,
         "perp_leverage": p_lev,
         "option_leverage": o_lev,
         "ratio_perp": rp,
         "ratio_opt": ro,
         "ct_mult": ct,
-        "prem_per_coin": prem_per_coin,
         "opt_coins": opt_coins,
         "opt_sheets": opt_coins / ct,
-        "premium_total": premium_total,
     }
 
 
+def perp_hedge_day_premium(*, open_px: float, option_leverage: float, opt_coins: float) -> float:
+    """单日权利金总额 = 开盘 / 期权杠杆 × 期权币数."""
+    o = float(open_px or 0)
+    lev = float(option_leverage or 0)
+    coins = float(opt_coins or 0)
+    if o <= 0 or lev <= 0 or coins < 0:
+        return 0.0
+    return coins * (o / lev)
+
+
 def perp_hedge_day_pnl(
     *,
     change: float,
     open_px: float,
     close_px: float,
-    premium_total: float,
+    option_leverage: float,
     opt_coins: float,
 ) -> float:
-    """单日组合净利(永续多1币 + 买期权).
+    """单日组合净利(永续多1币 + 买期权);入场/权利金按当日开盘.
 
     上涨: change − 权利金 − 永续开平手续费
     下跌: |change|×(opt_coins−1) − 权利金
@@ -348,7 +352,9 @@ def perp_hedge_day_pnl(
     from lib.trade.trade_fee_lib import estimate_roundtrip_fee_usdt
 
     chg = float(change or 0)
-    prem = float(premium_total or 0)
+    prem = perp_hedge_day_premium(
+        open_px=open_px, option_leverage=option_leverage, opt_coins=opt_coins
+    )
     coins = float(opt_coins or 0)
     if chg >= 0:
         fee = 0.0
@@ -363,54 +369,74 @@ def perp_hedge_stats(
     rows: list[dict[str, Any]],
     hedge: dict[str, float],
 ) -> dict[str, Any]:
-    """永期对冲:所需点数达标 + 按日组合盈亏汇总."""
+    """永期对冲:所需点数达标 + 按日组合盈亏汇总.
+
+    日盈亏权利金按当日开盘;推所需点数用样本开盘中位数作入场参照.
+    """
     from lib.hub.hub_perp_options_calc_lib import calc_perp_options_points
 
-    points_data, points_err = calc_perp_options_points(
-        base="ETH",
-        spot=hedge["spot"],
-        capital_usdt=max(hedge["spot"] / hedge["perp_leverage"] * 2, 1000.0),
-        target_profit_u=hedge["target_profit_u"],
-        perp_leverage=hedge["perp_leverage"],
-        option_leverage=hedge["option_leverage"],
-        ratio_perp=hedge["ratio_perp"],
-        ratio_opt=hedge["ratio_opt"],
-        ct_mult=hedge["ct_mult"],
+    opens = [float(r.get("open") or 0) for r in (rows or []) if float(r.get("open") or 0) > 0]
+    spot_ref = statistics.median(opens) if opens else None
+    prem_ref = (
+        perp_hedge_day_premium(
+            open_px=spot_ref,
+            option_leverage=hedge["option_leverage"],
+            opt_coins=hedge["opt_coins"],
+        )
+        if spot_ref is not None
+        else None
     )
+    prem_per_coin_ref = (spot_ref / hedge["option_leverage"]) if spot_ref is not None else None
+
     move_a = None
     move_b = None
-    if points_data:
-        move_a = float((points_data.get("case_a") or {}).get("move_points") or 0) or None
-        mb = (points_data.get("case_b") or {}).get("move_points_portfolio")
-        move_b = float(mb) if mb is not None else None
+    points_err = None
+    if spot_ref is not None and spot_ref > 0:
+        points_data, points_err = calc_perp_options_points(
+            base="ETH",
+            spot=spot_ref,
+            capital_usdt=max(spot_ref / hedge["perp_leverage"] * 2, 1000.0),
+            target_profit_u=hedge["target_profit_u"],
+            perp_leverage=hedge["perp_leverage"],
+            option_leverage=hedge["option_leverage"],
+            ratio_perp=hedge["ratio_perp"],
+            ratio_opt=hedge["ratio_opt"],
+            ct_mult=hedge["ct_mult"],
+        )
+        if points_data:
+            move_a = float((points_data.get("case_a") or {}).get("move_points") or 0) or None
+            mb = (points_data.get("case_b") or {}).get("move_points_portfolio")
+            move_b = float(mb) if mb is not None else None
+    else:
+        points_err = "样本无有效开盘价,无法推所需点数"
 
-    # 使用已 enrich 的 perp_hedge_pnl;若无则当场补算
+    # 按日开盘重算盈亏(不沿用固定权利金)
     work: list[dict[str, Any]] = []
     for r in rows or []:
         item = dict(r)
-        if item.get("perp_hedge_pnl") is None:
-            item["perp_hedge_pnl"] = perp_hedge_day_pnl(
-                change=float(item.get("change") or 0),
-                open_px=float(item.get("open") or 0),
-                close_px=float(item.get("close") or 0),
-                premium_total=float(hedge["premium_total"]),
-                opt_coins=float(hedge["opt_coins"]),
-            )
+        item["perp_hedge_pnl"] = perp_hedge_day_pnl(
+            change=float(item.get("change") or 0),
+            open_px=float(item.get("open") or 0),
+            close_px=float(item.get("close") or 0),
+            option_leverage=float(hedge["option_leverage"]),
+            opt_coins=float(hedge["opt_coins"]),
+        )
         work.append(item)
     n = len(work)
     empty = {
         "enabled": True,
-        "spot": round(hedge["spot"], 4),
+        "entry": "open",
+        "spot": None if spot_ref is None else round(spot_ref, 4),
         "target_profit_u": round(hedge["target_profit_u"], 4),
         "perp_leverage": round(hedge["perp_leverage"], 4),
         "option_leverage": round(hedge["option_leverage"], 4),
         "ratio_perp": round(hedge["ratio_perp"], 4),
         "ratio_opt": round(hedge["ratio_opt"], 4),
         "ratio_label": f"{hedge['ratio_perp']:g}:{hedge['ratio_opt']:g}",
-        "prem_per_coin": round(hedge["prem_per_coin"], 4),
+        "prem_per_coin": None if prem_per_coin_ref is None else round(prem_per_coin_ref, 4),
         "opt_coins": round(hedge["opt_coins"], 4),
         "opt_sheets": round(hedge["opt_sheets"], 4),
-        "premium_total": round(hedge["premium_total"], 4),
+        "premium_total": None if prem_ref is None else round(prem_ref, 4),
         "move_a": None if move_a is None else round(move_a, 4),
         "move_b": None if move_b is None else round(move_b, 4),
         "points_error": points_err,
@@ -995,7 +1021,9 @@ def build_export_csv(payload: dict[str, Any]) -> str:
                 "【永期对冲对照】",
                 "比例",
                 ph.get("ratio_label"),
-                "现价",
+                "入场",
+                "按日开盘",
+                "推点数开盘中位",
                 ph.get("spot"),
                 "目标",
                 ph.get("target_profit_u"),
@@ -1003,9 +1031,9 @@ def build_export_csv(payload: dict[str, Any]) -> str:
         )
         w.writerow(
             [
-                "单币权利金",
+                "单币权利金(开盘中位)",
                 ph.get("prem_per_coin"),
-                "权利金总额",
+                "权利金总额(开盘中位)",
                 ph.get("premium_total"),
                 "期权币数",
                 ph.get("opt_coins"),

manual_trading_hub/amp_stats_routes.py

@@ -103,7 +103,11 @@ def create_amp_stats_router() -> APIRouter:
             "timeframe": "1H",
             "metric_note": "振幅与距离均为点数:振幅=最高-最低=(开→高)+(开→低)",
             "straddle_note": "买跨:越过权利金用>;止盈≥触达用止盈点否则|涨跌|;收益=有效波动-权利金",
-            "perp_hedge_note": "永期对冲:永续多1币+买期权;比例默认1:2;达标与组合盈亏见文档",
+            "perp_hedge_note": "永期对冲:永续多1币+买期权;入场按日开盘;比例默认1:2;与买跨二选一对照",
+            "overlay_modes": [
+                {"key": "straddle", "label": "买跨双边"},
+                {"key": "perp", "label": "永期对冲"},
+            ],
         }
 
     @router.post("/compute")
@@ -198,7 +202,6 @@ def create_amp_stats_router() -> APIRouter:
         hedge_ct_mult: float = Query(default=0.01),
     ):
         hedge_q = {
-            "spot": hedge_spot,
             "target_profit_u": hedge_target,
             "perp_leverage": hedge_perp_lev,
             "option_leverage": hedge_opt_lev,
@@ -206,13 +209,14 @@ def create_amp_stats_router() -> APIRouter:
             "ratio_opt": hedge_ratio_opt,
             "ct_mult": hedge_ct_mult,
         }
+        hedge_q_ready = hedge_target is not None and hedge_perp_lev is not None and hedge_opt_lev is not None
         if (history_id or "").strip():
             item = get_history(history_id.strip())
             if not item:
                 raise HTTPException(status_code=404, detail="历史不存在")
             rows_all = item.get("rows_all") or item.get("rows") or []
             item_hedge = item.get("perp_hedge") if isinstance(item.get("perp_hedge"), dict) else None
-            use_hedge = hedge_q if hedge_spot is not None else item_hedge
+            use_hedge = hedge_q if hedge_q_ready else item_hedge
             try:
                 payload = reframe_amp_stats(
                     rows_all=rows_all,
@@ -246,7 +250,7 @@ def create_amp_stats_router() -> APIRouter:
                     straddle_premium=straddle_premium,
                     take_profit=take_profit,
                     weekend_filter=weekend_filter,
-                    perp_hedge=hedge_q,
+                    perp_hedge=hedge_q if hedge_q_ready else None,
                 )
             except ValueError as exc:
                 raise HTTPException(status_code=400, detail=str(exc)) from exc

manual_trading_hub/static/amp_stats.js

@@ -39,7 +39,22 @@
     return (n * 100).toFixed(1) + "%";
   }
 
+  function overlayMode() {
+    return el("amp-overlay-mode")?.value || "straddle";
+  }
+
+  function syncOverlayMode() {
+    const isPerp = overlayMode() === "perp";
+    page.querySelectorAll(".amp-overlay-straddle").forEach((n) => n.classList.toggle("hidden", isPerp));
+    page.querySelectorAll(".amp-overlay-perp").forEach((n) => n.classList.toggle("hidden", !isPerp));
+    el("amp-overlay-straddle-block")?.classList.toggle("hidden", isPerp);
+    el("amp-overlay-perp-block")?.classList.toggle("hidden", !isPerp);
+    const col = el("amp-col-pnl");
+    if (col) col.textContent = isPerp ? "永期盈亏" : "收益";
+  }
+
   function readPremium() {
+    if (overlayMode() !== "straddle") return null;
     const raw = (el("amp-straddle-premium")?.value || "").trim();
     if (!raw) return null;
     const n = Number(raw);
@@ -48,6 +63,7 @@
   }
 
   function readTakeProfit() {
+    if (overlayMode() !== "straddle") return null;
     const raw = (el("amp-take-profit")?.value || "").trim();
     if (!raw) return null;
     const n = Number(raw);
@@ -67,14 +83,13 @@
   }
 
   function readPerpHedge() {
-    const spot = readNum("amp-hedge-spot");
+    if (overlayMode() !== "perp") return null;
     const target = readNum("amp-hedge-target");
     const perpLev = readNum("amp-hedge-perp-lev");
     const optLev = readNum("amp-hedge-opt-lev");
-    if (spot == null || target == null || perpLev == null || optLev == null) return null;
-    if (spot <= 0 || target < 0 || perpLev <= 0 || optLev <= 0) return null;
+    if (target == null || perpLev == null || optLev == null) return null;
+    if (target < 0 || perpLev <= 0 || optLev <= 0) return null;
     return {
-      spot,
       target_profit_u: target,
       perp_leverage: perpLev,
       option_leverage: optLev,
@@ -130,6 +145,7 @@
     const box = el("amp-summary");
     if (!box) return;
     const s = summary || {};
+    syncOverlayMode();
     if (!s.sample_count) {
       box.innerHTML = '<p class="amp-empty">暂无汇总</p>';
       renderStraddle(null);
@@ -147,8 +163,13 @@
       `<div><span class="amp-sum-k">涨/跌窗占比</span><span class="amp-sum-v">${esc(s.up_day_ratio)} / ${esc(s.down_day_ratio)}</span></div>` +
       `<div><span class="amp-sum-k">价源</span><span class="amp-sum-v">${esc(result && result.price_source)}</span></div>` +
       `</div>`;
-    renderStraddle(s.straddle);
-    renderPerpHedge(s.perp_hedge);
+    if (overlayMode() === "perp") {
+      renderStraddle(null);
+      renderPerpHedge(s.perp_hedge);
+    } else {
+      renderPerpHedge(null);
+      renderStraddle(s.straddle);
+    }
   }
 
   function renderStraddle(st) {
@@ -189,7 +210,7 @@
     if (!box) return;
     if (!ph) {
       box.innerHTML =
-        '<p class="amp-empty">填写「永期·现价 / 目标 / 杠杆」后计算；对照所需点数达标天数与组合盈亏（永续多1币+买期权）</p>';
+        '<p class="amp-empty">填写「目标 / 杠杆」后计算；入场按日开盘；对照所需点数达标与组合盈亏（永续多1币+买期权）</p>';
       return;
     }
     const err =
@@ -198,8 +219,9 @@
         : "";
     box.innerHTML =
       `<div class="amp-sum-grid">` +
+      `<div><span class="amp-sum-k">入场</span><span class="amp-sum-v">按日开盘 · 推点数中位 ${esc(ph.spot)}</span></div>` +
       `<div><span class="amp-sum-k">比例 / 期权仓</span><span class="amp-sum-v">${esc(ph.ratio_label)} · ${esc(ph.opt_coins)} 币</span></div>` +
-      `<div><span class="amp-sum-k">单币/总权利金</span><span class="amp-sum-v">${esc(ph.prem_per_coin)} / ${esc(ph.premium_total)}</span></div>` +
+      `<div><span class="amp-sum-k">单币/总权利金(中位)</span><span class="amp-sum-v">${esc(ph.prem_per_coin)} / ${esc(ph.premium_total)}</span></div>` +
       `<div><span class="amp-sum-k">A所需点数(永续对)</span><span class="amp-sum-v">${esc(ph.move_a)}</span></div>` +
       `<div><span class="amp-sum-k">A达标</span><span class="amp-sum-v">${esc(ph.hit_a_days)} 天 · ${esc(pct(ph.hit_a_ratio))}</span></div>` +
       `<div><span class="amp-sum-k">B所需点数(组合)</span><span class="amp-sum-v">${esc(ph.move_b)}</span></div>` +
@@ -225,20 +247,19 @@
     const body = el("amp-table-body");
     const pager = el("amp-pager");
     if (!body) return;
+    const isPerp = overlayMode() === "perp";
+    syncOverlayMode();
     const rows = (pagePayload && pagePayload.rows) || [];
     if (!rows.length) {
-      body.innerHTML = '<tr><td colspan="12" class="amp-empty">暂无数据</td></tr>';
+      body.innerHTML = '<tr><td colspan="11" class="amp-empty">暂无数据</td></tr>';
     } else {
       body.innerHTML = rows
         .map((r) => {
-          const profit =
-            r.profit == null || r.profit === ""
+          const pnlVal = isPerp ? r.perp_hedge_pnl : r.profit;
+          const pnlCell =
+            pnlVal == null || pnlVal === ""
               ? "—"
-              : `<span class="amp-pnl ${pnlClass(r.profit)}">${esc(r.profit)}</span>`;
-          const hedgePnl =
-            r.perp_hedge_pnl == null || r.perp_hedge_pnl === ""
-              ? "—"
-              : `<span class="amp-pnl ${pnlClass(r.perp_hedge_pnl)}">${esc(r.perp_hedge_pnl)}</span>`;
+              : `<span class="amp-pnl ${pnlClass(pnlVal)}">${esc(pnlVal)}</span>`;
           const trClass = r.is_weekend ? ' class="amp-row-weekend"' : "";
           return (
             `<tr${trClass}>` +
@@ -252,8 +273,7 @@
             `<td>${esc(r.down_points)}</td>` +
             `<td><strong>${esc(r.amplitude)}</strong></td>` +
             `<td>${esc(r.change)}</td>` +
-            `<td>${profit}</td>` +
-            `<td>${hedgePnl}</td>` +
+            `<td>${pnlCell}</td>` +
             `</tr>`
           );
         })
@@ -389,7 +409,6 @@
   function appendHedgeQuery(q) {
     const h = readPerpHedge();
     if (!h) return;
-    q.set("hedge_spot", String(h.spot));
     q.set("hedge_target", String(h.target_profit_u));
     q.set("hedge_perp_lev", String(h.perp_leverage));
     q.set("hedge_opt_lev", String(h.option_leverage));
@@ -493,13 +512,16 @@
         }
         const h = lastResult.perp_hedge;
         if (h && typeof h === "object") {
-          if (h.spot != null && el("amp-hedge-spot")) el("amp-hedge-spot").value = String(h.spot);
+          if (el("amp-overlay-mode")) el("amp-overlay-mode").value = "perp";
           if (h.target_profit_u != null && el("amp-hedge-target")) el("amp-hedge-target").value = String(h.target_profit_u);
           if (h.perp_leverage != null && el("amp-hedge-perp-lev")) el("amp-hedge-perp-lev").value = String(h.perp_leverage);
           if (h.option_leverage != null && el("amp-hedge-opt-lev")) el("amp-hedge-opt-lev").value = String(h.option_leverage);
           if (h.ratio_perp != null && el("amp-hedge-ratio-perp")) el("amp-hedge-ratio-perp").value = String(h.ratio_perp);
           if (h.ratio_opt != null && el("amp-hedge-ratio-opt")) el("amp-hedge-ratio-opt").value = String(h.ratio_opt);
+        } else if (lastResult.straddle_premium != null && el("amp-overlay-mode")) {
+          el("amp-overlay-mode").value = "straddle";
         }
+        syncOverlayMode();
         pageNo = 1;
         setStatus("已载入历史 " + id);
         await reframe(true);
@@ -520,10 +542,13 @@
     el("amp-btn-compute")?.addEventListener("click", () => void compute(true));
     el("amp-btn-save")?.addEventListener("click", () => void saveHistory());
     el("amp-btn-download")?.addEventListener("click", downloadCurrent);
+    el("amp-overlay-mode")?.addEventListener("change", () => {
+      syncOverlayMode();
+      void reframe(true);
+    });
     el("amp-straddle-premium")?.addEventListener("input", scheduleReframe);
     el("amp-take-profit")?.addEventListener("input", scheduleReframe);
     [
-      "amp-hedge-spot",
       "amp-hedge-target",
       "amp-hedge-perp-lev",
       "amp-hedge-opt-lev",
@@ -532,6 +557,7 @@
     ].forEach((id) => el(id)?.addEventListener("input", scheduleReframe));
     el("amp-weekend-filter")?.addEventListener("change", () => void reframe(true));
     syncCustomDays();
+    syncOverlayMode();
   }
 
   window.hubAmpStatsPage = {
@@ -539,6 +565,7 @@
       bind();
       setView("stats");
       setStatus("");
+      syncOverlayMode();
       renderStraddle(null);
       renderPerpHedge(null);
     },

manual_trading_hub/static/index.html

@@ -1265,34 +1265,37 @@
             </select>
           </label>
           <label class="amp-field">
+            <span>对照模式</span>
+            <select id="amp-overlay-mode">
+              <option value="straddle" selected>买跨双边</option>
+              <option value="perp">永期对冲</option>
+            </select>
+          </label>
+          <label class="amp-field amp-overlay-straddle">
             <span>买跨·双边权利金(点)</span>
             <input id="amp-straddle-premium" type="number" min="0" step="any" placeholder="如 30" />
           </label>
-          <label class="amp-field">
+          <label class="amp-field amp-overlay-straddle">
             <span>止盈点(点)</span>
             <input id="amp-take-profit" type="number" min="0" step="any" placeholder="空=按涨跌" />
           </label>
-          <label class="amp-field">
-            <span>永期·现价</span>
-            <input id="amp-hedge-spot" type="number" min="0" step="any" placeholder="如 1800" />
-          </label>
-          <label class="amp-field">
+          <label class="amp-field amp-overlay-perp hidden">
             <span>永期·目标盈利(U)</span>
             <input id="amp-hedge-target" type="number" min="0" step="any" value="15" />
           </label>
-          <label class="amp-field">
+          <label class="amp-field amp-overlay-perp hidden">
             <span>永期·永续杠杆</span>
             <input id="amp-hedge-perp-lev" type="number" min="0.01" step="any" value="10" />
           </label>
-          <label class="amp-field">
+          <label class="amp-field amp-overlay-perp hidden">
             <span>永期·期权杠杆</span>
             <input id="amp-hedge-opt-lev" type="number" min="0.01" step="any" value="100" />
           </label>
-          <label class="amp-field">
+          <label class="amp-field amp-overlay-perp hidden">
             <span>永期·永续比例</span>
             <input id="amp-hedge-ratio-perp" type="number" min="0.01" step="any" value="1" />
           </label>
-          <label class="amp-field">
+          <label class="amp-field amp-overlay-perp hidden">
             <span>永期·期权比例</span>
             <input id="amp-hedge-ratio-opt" type="number" min="0.01" step="any" value="2" />
           </label>
@@ -1303,24 +1306,28 @@
           </div>
         </div>
         <p id="amp-status" class="toolbar-meta amp-status"></p>
-        <p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低.买跨收益=有效波动−权利金.永期对冲=永续多1币+买期权(默认1:2),对照所需点数达标与组合盈亏.周末按结算日标注/筛选.</p>
+        <p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低.对照模式二选一:买跨收益=有效波动−权利金;永期对冲=永续多1币+买期权(默认1:2),入场/权利金按日开盘.周末按结算日标注/筛选.</p>
         <h3 class="amp-block-title">汇总</h3>
         <div id="amp-summary" class="amp-summary"></div>
-        <h3 class="amp-block-title">买跨对照</h3>
-        <div id="amp-straddle" class="amp-summary amp-straddle"></div>
-        <h3 class="amp-block-title">永期对冲对照</h3>
-        <div id="amp-perp-hedge" class="amp-summary amp-perp-hedge"></div>
+        <div id="amp-overlay-straddle-block">
+          <h3 class="amp-block-title">买跨对照</h3>
+          <div id="amp-straddle" class="amp-summary amp-straddle"></div>
+        </div>
+        <div id="amp-overlay-perp-block" class="hidden">
+          <h3 class="amp-block-title">永期对冲对照</h3>
+          <div id="amp-perp-hedge" class="amp-summary amp-perp-hedge"></div>
+        </div>
         <h3 class="amp-block-title">日表明细</h3>
         <div class="amp-table-wrap">
           <table class="amp-table">
             <thead>
               <tr>
                 <th>结算日</th><th>窗起点</th><th>开</th><th>高</th><th>低</th><th>收</th>
-                <th>开→高</th><th>开→低</th><th>振幅</th><th>涨跌</th><th>收益</th><th>永期盈亏</th>
+                <th>开→高</th><th>开→低</th><th>振幅</th><th>涨跌</th><th id="amp-col-pnl">收益</th>
               </tr>
             </thead>
             <tbody id="amp-table-body">
-              <tr><td colspan="12" class="amp-empty">点击「计算」加载</td></tr>
+              <tr><td colspan="11" class="amp-empty">点击「计算」加载</td></tr>
             </tbody>
           </table>
         </div>

tests/test_amp_stats_lib.py

@@ -95,7 +95,7 @@ class AmpStatsLibTests(unittest.TestCase):
     def test_perp_hedge_hit_and_pnl(self):
         from lib.hub.amp_stats_lib import perp_hedge_day_pnl
 
-        # spot=1800 optLev=100 → prem/coin=18; 1:2 → premium=36
+        # 开盘=1800 optLev=100 → prem/coin=18; 1:2 → premium=36
         # A move ≈ 52.83; B portfolio move = 51
         rows = [
             {"open": 1800, "close": 1860, "change": 60, "up_points": 60, "down_points": 0, "amplitude": 60, "settlement_day": "2026-07-01"},
@@ -103,7 +103,6 @@ class AmpStatsLibTests(unittest.TestCase):
             {"open": 1800, "close": 1820, "change": 20, "up_points": 20, "down_points": 0, "amplitude": 20, "settlement_day": "2026-07-03"},
         ]
         hedge = {
-            "spot": 1800,
             "target_profit_u": 15,
             "perp_leverage": 10,
             "option_leverage": 100,
@@ -114,19 +113,31 @@ class AmpStatsLibTests(unittest.TestCase):
         s = summarize_rows(rows, perp_hedge=hedge)
         ph = s["perp_hedge"]
         self.assertIsNotNone(ph)
+        self.assertEqual(ph["entry"], "open")
+        self.assertEqual(ph["spot"], 1800.0)
         self.assertEqual(ph["opt_coins"], 2.0)
         self.assertEqual(ph["premium_total"], 36.0)
         self.assertAlmostEqual(ph["move_b"], 51.0, places=4)
         self.assertEqual(ph["hit_a_days"], 1)  # only +60
         self.assertEqual(ph["hit_b_days"], 1)  # only -60
-        # up day pnl = 60 - 36 - fee
-        up_pnl = perp_hedge_day_pnl(change=60, open_px=1800, close_px=1860, premium_total=36, opt_coins=2)
-        down_pnl = perp_hedge_day_pnl(change=-60, open_px=1800, close_px=1740, premium_total=36, opt_coins=2)
+        up_pnl = perp_hedge_day_pnl(
+            change=60, open_px=1800, close_px=1860, option_leverage=100, opt_coins=2
+        )
+        down_pnl = perp_hedge_day_pnl(
+            change=-60, open_px=1800, close_px=1740, option_leverage=100, opt_coins=2
+        )
         self.assertAlmostEqual(down_pnl, 60 * (2 - 1) - 36, places=4)  # 24
         self.assertAlmostEqual(ph["down_pnl_total"], down_pnl, places=4)
         self.assertGreater(up_pnl, 0)
         self.assertEqual(ph["up_days"], 2)
         self.assertEqual(ph["down_days"], 1)
+
+        # 不同开盘 → 不同权利金
+        hi_open_pnl = perp_hedge_day_pnl(
+            change=-60, open_px=2000, close_px=1940, option_leverage=100, opt_coins=2
+        )
+        self.assertAlmostEqual(hi_open_pnl, 60 - 40, places=4)  # prem=40
+
         csv_text = build_export_csv(
             {
                 "exchange": "okx",
@@ -139,6 +150,7 @@ class AmpStatsLibTests(unittest.TestCase):
         )
         self.assertIn("永期对冲对照", csv_text)
         self.assertIn("永期盈亏", csv_text)
+        self.assertIn("按日开盘", csv_text)
 
     def test_long_straddle_stats(self):
         rows = [