diff --git a/docs/更新文档.md b/docs/更新文档.md
index 590733d..1bbefaf 100644
--- a/docs/更新文档.md
+++ b/docs/更新文档.md
@@ -4,6 +4,25 @@
---
+## 2026-07-19 · 期期情景测算：盈亏配色 + 盈亏比(亏=全额保费)
+
+### 修改原因
+
+情景弹窗合计无红绿区分；需要一眼看盈亏，并按「最大亏损=权利金全亏」给出上破/下破盈亏比。
+
+### 修改的地方
+
+| 文件 | 改动摘要 |
+|------|----------|
+| `hedge_plan.js` | 合计/腿盈亏用 `hp-pnl-pos/neg`；摘要显示盈亏比 |
+| `hedge_plan_calc_lib.py` | summary 增加 `rr_at_up` / `rr_at_down` / `rr_risk_premium` |
+
+### 交付之后的验收
+
+正数为绿、负数为红；摘要可见「盈亏比 上破 x:1 / 下破 y:1（亏=全额保费）」。
+
+---
+
## 2026-07-19 · 修复期期「按张数」拆分：用同张数总张数 2n
### 修改原因
diff --git a/docs/系统说明.md b/docs/系统说明.md
index c116bf3..0f933f7 100644
--- a/docs/系统说明.md
+++ b/docs/系统说明.md
@@ -149,7 +149,8 @@
### 3.5 情景测算弹窗
测算不再占页面下方大块区域：点 **计算** 弹出结果，底部 **启动计划 / 取消**。
-取消只关窗；启动按当前参数真实下单（仍受门禁约束）。
+取消只关窗；启动按当前参数真实下单（仍受门禁约束）。
+期期弹窗：合计盈亏绿/红配色；摘要显示盈亏比（盈利÷全额保费，亏损按权利金全亏计）。
### 3.6 进行中 / 历史 / 统计
diff --git a/lib/common/static/hedge_plan.js b/lib/common/static/hedge_plan.js
index b7a8f45..9e9fef5 100644
--- a/lib/common/static/hedge_plan.js
+++ b/lib/common/static/hedge_plan.js
@@ -121,6 +121,24 @@
return '' + label + "";
}
+ function pnlClass(v) {
+ if (v == null || v === "") return "";
+ const n = Number(v);
+ if (Number.isNaN(n)) return "";
+ return n >= 0 ? "hp-pnl-pos" : "hp-pnl-neg";
+ }
+
+ function fmtPnlHtml(v, digits) {
+ if (v == null || v === "" || Number.isNaN(Number(v))) return "—";
+ const cls = pnlClass(v);
+ return '' + fmt(v, digits) + "";
+ }
+
+ function fmtRr(v) {
+ if (v == null || Number.isNaN(Number(v))) return "—";
+ return fmt(v, 2) + ":1";
+ }
+
function matchesMoneyFilter(c) {
const f = state.moneyFilter || "all";
if (f === "all") return true;
@@ -997,21 +1015,35 @@
if (summary) {
if (d.plan_type === "perp_options") {
summary.innerHTML =
- "止盈合计 " +
- fmt(s.tp_total) +
- " · 止损合计 " +
- fmt(s.sl_total) +
- " · 保费 " +
+ "止盈合计 " +
+ fmtPnlHtml(s.tp_total) +
+ " · 止损合计 " +
+ fmtPnlHtml(s.sl_total) +
+ " · 保费 " +
fmt(s.premium_paid) +
(s.hedge_ratio_at_sl != null ? " · 止损对冲率 " + fmt(s.hedge_ratio_at_sl) + "%" : "");
} else {
+ const upTot = s.at_target_up_total != null ? s.at_target_up_total : s.at_target_total;
+ const dnTot = s.at_target_down_total;
+ let rrLine = "";
+ if (s.rr_at_up != null || s.rr_at_down != null) {
+ rrLine =
+ " · 盈亏比 上破 " +
+ fmtRr(s.rr_at_up) +
+ (dnTot != null ? " / 下破 " + fmtRr(s.rr_at_down) : "") +
+ '（亏=全额保费 ' +
+ fmt(s.rr_risk_premium != null ? s.rr_risk_premium : s.premium_paid) +
+ "）";
+ }
summary.innerHTML =
- "目标价合计 " +
- fmt(s.at_target_total) +
- " · 到期现价 " +
- fmt(s.expiry_flat_total) +
- " · 保费 " +
+ "上破 " +
+ fmtPnlHtml(upTot) +
+ (dnTot != null ? " · 下破 " + fmtPnlHtml(dnTot) : "") +
+ " · 到期现价 " +
+ fmtPnlHtml(s.expiry_flat_total) +
+ " · 保费 " +
fmt(s.premium_paid) +
+ rrLine +
(s.expiry_is_loss ? " · 到期无盈利(记总亏损)" : "");
}
}
@@ -1021,11 +1053,11 @@
const tr = document.createElement("tr");
let mid;
if (sc.perp_pnl != null) {
- mid = "永续 " + fmt(sc.perp_pnl);
+ mid = "永续 " + fmtPnlHtml(sc.perp_pnl);
} else {
- mid = "A " + fmt(sc.leg_a_pnl) + " / B " + fmt(sc.leg_b_pnl);
+ mid = "A " + fmtPnlHtml(sc.leg_a_pnl) + " / B " + fmtPnlHtml(sc.leg_b_pnl);
}
- const optCol = sc.options_pnl != null ? fmt(sc.options_pnl) : "—";
+ const optCol = sc.options_pnl != null ? fmtPnlHtml(sc.options_pnl) : "—";
tr.innerHTML =
"| " +
(sc.label || sc.id) +
@@ -1035,9 +1067,9 @@
mid +
" | " +
optCol +
- " | " +
- fmt(sc.total) +
- " | " +
+ " | " +
+ fmtPnlHtml(sc.total) +
+ " | " +
(sc.note || "") +
" | ";
tbody.appendChild(tr);
diff --git a/lib/hedge_plan/hedge_plan_calc_lib.py b/lib/hedge_plan/hedge_plan_calc_lib.py
index 2d8d91d..e508c21 100644
--- a/lib/hedge_plan/hedge_plan_calc_lib.py
+++ b/lib/hedge_plan/hedge_plan_calc_lib.py
@@ -541,6 +541,10 @@ def build_options_options_preview(
"expiry_flat_total": round(expiry_loss, 4),
"premium_paid": round(prem, 6),
"expiry_is_loss": flat_total <= 0,
+ # 盈亏比:盈利/全亏保费(风险=权利金全损)
+ "rr_risk_premium": round(prem, 6),
+ "rr_at_up": round(at_up / prem, 4) if prem > 0 else None,
+ "rr_at_down": round(at_dn / prem, 4) if prem > 0 else None,
},
}
diff --git a/lib/hedge_plan/templates/hedge_plan_panel.html b/lib/hedge_plan/templates/hedge_plan_panel.html
index c59694f..0dbfa90 100644
--- a/lib/hedge_plan/templates/hedge_plan_panel.html
+++ b/lib/hedge_plan/templates/hedge_plan_panel.html
@@ -301,4 +301,4 @@
-
+
diff --git a/tests/test_hedge_plan_calc.py b/tests/test_hedge_plan_calc.py
index 6bf1724..b3a4836 100644
--- a/tests/test_hedge_plan_calc.py
+++ b/tests/test_hedge_plan_calc.py
@@ -110,6 +110,9 @@ class TestHedgePlanCalc(unittest.TestCase):
)
self.assertEqual(p["summary"]["premium_paid"], 10)
self.assertTrue(p["summary"]["expiry_is_loss"])
+ self.assertEqual(p["summary"]["rr_risk_premium"], 10)
+ self.assertIsNotNone(p["summary"]["rr_at_up"])
+ self.assertAlmostEqual(p["summary"]["rr_at_up"], p["summary"]["at_target_up_total"] / 10, places=4)
self.assertEqual(len(p["scenarios"]), 4)
self.assertEqual(p["scenarios"][0]["id"], "target_up")
self.assertEqual(p["scenarios"][1]["id"], "target_down")