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>
This commit is contained in:
dekun
2026-07-28 14:31:17 +08:00
parent d049c5d317
commit 2ce67da8e8
6 changed files with 191 additions and 97 deletions
+8 -4
View File
@@ -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