Add 期期 close mode (全平/到期平) with scheme-C env toggle.

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

lib/hedge_plan/hedge_plan_db.py

@@ -72,6 +72,8 @@ def init_hedge_plan_tables(conn: sqlite3.Connection) -> None:
     )
     _ensure_column(conn, "hedge_plans", "target_price_up", "REAL")
     _ensure_column(conn, "hedge_plans", "target_price_down", "REAL")
+    # close_all=盈利腿平后清残腿;hold_expiry=残腿持有至到期(现状)
+    _ensure_column(conn, "hedge_plans", "oo_close_mode", "TEXT")
 
 
 def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:

lib/hedge_plan/hedge_plan_monitor_lib.py

@@ -92,6 +92,55 @@ def _notify_end_reload(cfg: dict[str, Any], conn: Any, plan_id: int) -> None:
         notify_plan_end(cfg, conn, plan)
 
 
+def resolve_oo_rest_close_mode(plan: dict[str, Any]) -> str:
+    """盈利腿平后另一腿:close_all(全平) / hold_expiry(到期平).
+
+    - 方案C关闭 → 强制到期平
+    - 计划未写 oo_close_mode(旧单) → 到期平,避免误清残腿
+    - 新开仓默认写入 close_all
+    """
+    if not _env_bool("HEDGE_PLAN_OO_CLOSE_MODE_ENABLED", True):
+        return "hold_expiry"
+    raw = plan.get("oo_close_mode")
+    if raw is None or str(raw).strip() == "":
+        return "hold_expiry"
+    v = str(raw).strip().lower()
+    if v in ("hold_expiry", "hold_to_expiry", "expiry", "到期平"):
+        return "hold_expiry"
+    return "close_all"
+
+
+def _oo_option_legs(legs: list[dict[str, Any]], *, statuses: tuple[str, ...]) -> list[dict[str, Any]]:
+    out = []
+    for x in legs:
+        if not str(x.get("leg_role") or "").startswith("option"):
+            continue
+        if str(x.get("status") or "") in statuses:
+            out.append(x)
+    return out
+
+
+def _finalize_oo_all_closed(
+    cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]], *, reason: str
+) -> dict[str, Any]:
+    closed_opts = _oo_option_legs(legs, statuses=("closed",))
+    total_opts = sum(float(x.get("realized_pnl") or 0) for x in closed_opts)
+    close_reason = reason or "oo_rest_closed"
+    bucket = "oo_target" if total_opts > 0 else "oo_expiry_loss"
+    update_plan(
+        conn,
+        int(plan["id"]),
+        status="closed",
+        close_reason=close_reason,
+        realized_pnl_options=round(total_opts, 4),
+        realized_pnl_total=round(total_opts, 4),
+        stats_bucket=bucket,
+        closed_at=_now(),
+    )
+    _notify_end_reload(cfg, conn, int(plan["id"]))
+    return {"plan_id": plan["id"], "close_reason": close_reason, "total": total_opts}
+
+
 def _tick_one(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> Optional[dict[str, Any]]:
     pt = plan.get("plan_type")
     legs = get_plan_legs(conn, int(plan["id"]))
@@ -101,6 +150,9 @@ def _tick_one(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> Optional[
         return r
     if pt == "options_options":
         r = _tick_oo_expiry(cfg, conn, plan, legs)
+        if r:
+            return r
+        r = _tick_oo_close_rest(cfg, conn, plan, legs)
         if r:
             return r
         return _tick_oo_target(cfg, conn, plan, legs)
@@ -232,10 +284,88 @@ def _tick_po(cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[di
     return {"plan_id": plan["id"], "close_reason": reason, "total": total}
 
 
+def _estimate_leg_close_pnl(leg: dict[str, Any], idx: Optional[float], bid: Optional[float]) -> float:
+    """残腿平仓盈亏估算:优先买一回收 − 权利金;无买一则用内在价值."""
+    premium = float(leg.get("premium") or 0)
+    sheets = float(leg.get("size") or 1)
+    ct = float(leg.get("ct_mult") or 0.01)
+    if bid is not None and float(bid) > 0:
+        return float(bid) * sheets * ct - premium
+    if idx is None:
+        return -premium
+    strike = _sf(leg.get("strike")) or 0
+    o = (leg.get("opt_type") or "").upper()
+    intrinsic = max(0.0, idx - strike) if o == "C" else max(0.0, strike - idx)
+    return intrinsic * sheets * ct - premium
+
+
+def _tick_oo_close_rest(
+    cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]]
+) -> Optional[dict[str, Any]]:
+    """盈利腿已平后:全平模式清残腿(无2×门控,买一失败则下轮重试)."""
+    if resolve_oo_rest_close_mode(plan) != "close_all":
+        return None
+    open_legs = _oo_option_legs(legs, statuses=("open",))
+    closed_legs = _oo_option_legs(legs, statuses=("closed",))
+    # 至少已平一条,且仍有残腿;避免双腿都还 open 时误清
+    if len(closed_legs) < 1 or len(open_legs) < 1:
+        return None
+    reason0 = str(plan.get("close_reason") or "")
+    allowed_reasons = (
+        "target_win_leg",
+        "target_up_win_leg",
+        "target_down_win_leg",
+        "oo_rest_closing",
+        "",
+    )
+    if reason0 not in allowed_reasons and not (
+        len(closed_legs) >= 1 and len(open_legs) == 1
+    ):
+        return None
+
+    idx = _index_px(cfg, str(plan.get("underlying") or "ETH"))
+    acted = False
+    for leg in list(open_legs):
+        close_r = _sell_option(
+            cfg, inst_id=str(leg.get("inst_id") or ""), sheets=float(leg.get("size") or 1)
+        )
+        if not close_r.get("ok"):
+            notify_hedge(
+                cfg,
+                build_hedge_alert_message(
+                    title="期期全平·残腿平仓失败(将重试)",
+                    plan_id=plan.get("id"),
+                    detail=str(close_r.get("msg") or close_r),
+                ),
+            )
+            update_plan(conn, int(plan["id"]), close_reason="oo_rest_closing")
+            return {"plan_id": plan["id"], "msg": "残腿平仓失败", "close": close_r, "retry": True}
+        bid = _sf(close_r.get("bid"))
+        pnl = _estimate_leg_close_pnl(leg, idx, bid)
+        conn.execute(
+            "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
+            ("closed", "oo_rest_close", _now(), round(pnl, 4), leg["id"]),
+        )
+        leg["status"] = "closed"
+        leg["realized_pnl"] = round(pnl, 4)
+        acted = True
+
+    if not acted:
+        return None
+    legs2 = get_plan_legs(conn, int(plan["id"]))
+    still_open = _oo_option_legs(legs2, statuses=("open", "hold_to_expiry"))
+    if still_open:
+        update_plan(conn, int(plan["id"]), close_reason="oo_rest_closing")
+        return {"plan_id": plan["id"], "msg": "残腿部分已平,继续重试", "remaining": len(still_open)}
+    return _finalize_oo_all_closed(
+        cfg, conn, plan, legs2, reason="oo_rest_closed"
+    )
+
+
 def _tick_oo_target(
     cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]]
 ) -> Optional[dict[str, Any]]:
-    """期期:触及上破或下破目标价时平盈利腿."""
+    """期期:触及上破或下破目标价时平盈利腿;按平仓模式处理另一腿."""
     idx = _index_px(cfg, str(plan.get("underlying") or "ETH"))
     if idx is None:
         return None
@@ -261,7 +391,7 @@ def _tick_oo_target(
         return None
     if not _env_bool("HEDGE_PLAN_OO_CLOSE_WINNER_ONLY", True):
         return None
-    open_legs = [x for x in legs if x.get("status") == "open" and str(x.get("leg_role") or "").startswith("option")]
+    open_legs = _oo_option_legs(legs, statuses=("open",))
     if len(open_legs) < 2:
         return None
     winners = []
@@ -292,17 +422,45 @@ def _tick_oo_target(
         "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
         ("closed", reason, _now(), best_pnl, best["id"]),
     )
+    rest_mode = resolve_oo_rest_close_mode(plan)
     update_plan(conn, int(plan["id"]), close_reason=reason)
     mid = dict(plan)
     mid["close_reason"] = reason
     mid["status"] = "active"
+    mid["oo_close_mode"] = rest_mode
     notify_plan_end(cfg, conn, mid)
+
+    # 全平:同轮尝试清残腿;失败则下轮 _tick_oo_close_rest 重试
+    if rest_mode == "close_all":
+        legs2 = get_plan_legs(conn, int(plan["id"]))
+        rest = _tick_oo_close_rest(cfg, conn, mid, legs2)
+        out = {
+            "plan_id": plan["id"],
+            "close_reason": reason,
+            "hit_side": hit_side,
+            "closed_leg": best.get("id"),
+            "index": idx,
+            "oo_close_mode": rest_mode,
+        }
+        if rest:
+            out["rest"] = rest
+        return out
+
+    # 到期平:显式标记残腿 hold_to_expiry
+    for leg in open_legs:
+        if int(leg.get("id") or 0) == int(best.get("id") or 0):
+            continue
+        conn.execute(
+            "UPDATE hedge_plan_legs SET status=? WHERE id=?",
+            ("hold_to_expiry", leg["id"]),
+        )
     return {
         "plan_id": plan["id"],
         "close_reason": reason,
         "hit_side": hit_side,
         "closed_leg": best.get("id"),
         "index": idx,
+        "oo_close_mode": rest_mode,
     }
 
 

lib/hedge_plan/hedge_plan_notify_lib.py

@@ -81,6 +81,8 @@ def build_hedge_end_message(plan: dict[str, Any]) -> str:
         "target_win_leg": "期期已平盈利腿(中间态)",
         "target_up_win_leg": "期期上破·已平盈利腿",
         "target_down_win_leg": "期期下破·已平盈利腿",
+        "oo_rest_closing": "期期全平·清残腿中",
+        "oo_rest_closed": "期期全平·两腿已平",
         "oo_expiry_loss": "期期到期无盈利·总亏损",
         "oo_expiry_win": "期期到期仍盈利",
         "expiry": "到期收口",
@@ -150,14 +152,20 @@ def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> boo
         "target_win_leg",
         "target_up_win_leg",
         "target_down_win_leg",
+        "oo_rest_closing",
     ) and (plan.get("status") or "") != "closed":
         side = "上破" if "up" in str(plan.get("close_reason")) else (
             "下破" if "down" in str(plan.get("close_reason")) else "目标价"
         )
+        mode = (plan.get("oo_close_mode") or "").strip().lower()
+        if mode in ("close_all", "全平"):
+            rest_txt = "另一腿将全平(买一清残腿,无2×门控,失败重试)"
+        else:
+            rest_txt = "另一腿到期平(持有至到期结算)"
         notify_hedge(
             cfg,
             build_hedge_alert_message(
-                title=f"期期{side}已平盈利腿,亏损腿继续持有至到期",
+                title=f"期期{side}已平盈利腿 · {rest_txt}",
                 plan_id=plan.get("id"),
                 detail=(
                     f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"

lib/hedge_plan/hedge_plan_register.py

@@ -116,6 +116,20 @@ def _show_options_options() -> bool:
     return _env_bool("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", True)
 
 
+def _oo_close_mode_enabled() -> bool:
+    return _env_bool("HEDGE_PLAN_OO_CLOSE_MODE_ENABLED", True)
+
+
+def _normalize_oo_close_mode(raw: Any) -> str:
+    """方案C关闭时强制 hold_expiry;开启时默认 close_all."""
+    if not _oo_close_mode_enabled():
+        return "hold_expiry"
+    v = str(raw or "close_all").strip().lower()
+    if v in ("hold_expiry", "hold_to_expiry", "expiry", "到期平"):
+        return "hold_expiry"
+    return "close_all"
+
+
 def _live_order() -> bool:
     return _env_bool("HEDGE_PLAN_LIVE_ORDER", False)
 
@@ -155,6 +169,13 @@ def _gates_dict(cfg: dict[str, Any], plan_type: str) -> dict[str, Any]:
     )
 
 
+def _gates_public(cfg: dict[str, Any], plan_type: str) -> dict[str, Any]:
+    g = _gates_dict(cfg, plan_type)
+    g["oo_close_mode_enabled"] = _oo_close_mode_enabled()
+    g["oo_close_mode_default"] = "close_all" if _oo_close_mode_enabled() else "hold_expiry"
+    return g
+
+
 def _maybe_start_monitor(cfg: dict[str, Any]) -> None:
     if not _hedge_enabled():
         return
@@ -298,6 +319,7 @@ def _persist_oo(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
                 ),
                 "sizing_mode_at_open": load_position_sizing_mode(),
                 "premium_total": premium,
+                "oo_close_mode": _normalize_oo_close_mode(body.get("oo_close_mode")),
                 "opened_at": result.get("opened_at"),
             },
         )
@@ -347,7 +369,7 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
     @lr
     def api_hedge_gates():
         plan_type = (request.args.get("plan_type") or "perp_options").strip()
-        return jsonify({"ok": True, **_gates_dict(cfg, plan_type)})
+        return jsonify({"ok": True, **_gates_public(cfg, plan_type)})
 
     @app.route("/api/hedge-plan/market")
     @lr

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -4,6 +4,7 @@
      data-options-enabled="{{ '1' if options_enabled else '0' }}"
      data-show-perp="{{ '1' if hedge_plan_show_perp_options | default(true) else '0' }}"
      data-show-oo="{{ '1' if hedge_plan_show_options_options | default(true) else '0' }}"
+     data-oo-close-mode-enabled="{{ '1' if hedge_plan_oo_close_mode_enabled | default(true) else '0' }}"
      data-sizing-mode="{{ position_sizing_mode | default('risk') }}"
      data-is-full-margin="{{ '1' if position_sizing_mode == 'full_margin' else '0' }}">
   {% if not hedge_plan_enabled %}
@@ -143,6 +144,12 @@
           <button type="button" class="btn-secondary hp-oo-size-mode active" data-oo-size="same_sheets">同张数</button>
           <button type="button" class="btn-secondary hp-oo-size-mode" data-oo-size="split_budget">均分预算</button>
         </div>
+        <div class="form-row hp-oo-size-row" id="hp-oo-close-mode-row">
+          <span class="muted" title="仅控制盈利腿平掉后的另一腿">平仓模式</span>
+          <button type="button" class="btn-secondary hp-oo-close-mode active" data-oo-close="close_all">全平</button>
+          <button type="button" class="btn-secondary hp-oo-close-mode" data-oo-close="hold_expiry">到期平</button>
+        </div>
+        <p class="muted" id="hp-oo-close-mode-hint">盈利腿平后:全平=立刻买一清另一腿(无2×,失败重试);到期平=另一腿持有至到期</p>
         <p class="muted" id="hp-oo-budget-line"></p>
         <div id="hp-oo-legs" class="hp-oo-legs">
           <div class="hp-oo-leg-row" data-leg="a">
@@ -270,4 +277,4 @@
     </div>
   </div>
 </div>
-<script src="/static/hedge_plan.js?v=15"></script>
+<script src="/static/hedge_plan.js?v=16"></script>