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feat(hedge): replace OO breakout targets with premium profit RR

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期期改用盈亏比×权利金止盈(默认2);不达标持有至到期。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-11 10:21:47 +08:00
parent 860ebef4a7
commit 3b56e15fb1
12 changed files with 433 additions and 133 deletions
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lib/common/static/hedge_plan.js
+60 -49
View File
@@ -1165,14 +1165,9 @@
fillExpSelect($("hp-oo-exp-select"), d);
renderListStrikes();
renderTStrikes();
if (d.index_px) {
const idx = Number(d.index_px);
if ($("hp-target-up") && !$("hp-target-up").value) {
$("hp-target-up").value = String(Math.round(idx * 1.03));
}
if ($("hp-target-down") && !$("hp-target-down").value) {
$("hp-target-down").value = String(Math.round(idx * 0.97));
}
// 期期盈亏比默认 2,不再用指数自动填上破/下破
if ($("hp-oo-rr") && !$("hp-oo-rr").value) {
$("hp-oo-rr").value = "2";
}
}
@@ -1581,8 +1576,7 @@
if ($("hp-contracts")) $("hp-contracts").value = "";
if ($("hp-tp")) $("hp-tp").value = "";
if ($("hp-sl")) $("hp-sl").value = "";
if ($("hp-target-up")) $("hp-target-up").value = "";
if ($("hp-target-down")) $("hp-target-down").value = "";
if ($("hp-oo-rr")) $("hp-oo-rr").value = "2";
if ($("hp-sel-inst")) $("hp-sel-inst").textContent = "—";
if ($("hp-premium-line")) $("hp-premium-line").textContent = "";
if ($("hp-oo-sheets-a")) {
@@ -1618,16 +1612,12 @@
if (!matchesOoMoneyFilter(state.legA) || !matchesOoMoneyFilter(state.legB)) {
throw new Error("期期两腿须为平值或虚值,不可选实值");
}
const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
if (!up || !down) throw new Error("请填写上破与下破目标价");
if (up <= down) throw new Error("上破目标价必须大于下破目标价");
const rr = numInput("hp-oo-rr", 2);
if (!(rr > 0)) throw new Error("请填写盈亏比(相对权利金,默认2)");
body = {
plan_type: "options_options",
target_price_up: up,
target_price_down: down,
target_price: up,
index_px: indexPx() || (up + down) / 2,
oo_profit_rr: rr,
index_px: indexPx() || 0,
leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),
leg_b: legPayload(state.legB, ooSheets("hp-oo-sheets-b")),
};
@@ -1719,28 +1709,44 @@
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) : "") +
'<span class="muted">（亏=全额保费 ' +
fmt(s.rr_risk_premium != null ? s.rr_risk_premium : s.premium_paid) +
"）</span>";
const rr = s.oo_profit_rr != null ? s.oo_profit_rr : s.rr_target;
const tgt = s.target_profit != null ? s.target_profit : s.at_target_total;
if (rr != null) {
summary.innerHTML =
"盈亏比 ×" +
fmt(rr, 2) +
" · 目标盈利 " +
fmtPnlHtml(tgt) +
" · 到期现价 " +
fmtPnlHtml(s.expiry_flat_total) +
" · 保费 " +
fmt(s.premium_paid) +
'<span class="muted">（达标全平;不达标等到期）</span>' +
(s.expiry_is_loss ? " · 到期现价情景为亏" : "");
} 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) : "") +
'<span class="muted">（亏=全额保费 ' +
fmt(s.rr_risk_premium != null ? s.rr_risk_premium : s.premium_paid) +
"）</span>";
}
summary.innerHTML =
"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)" : "");
}
summary.innerHTML =
"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)" : "");
}
}
if (!tbody) return;
@@ -2057,8 +2063,7 @@
"hp-tp",
"hp-sl",
"hp-sheets",
"hp-target-up",
"hp-target-down",
"hp-oo-rr",
]);
if ($("hp-preview-btn"))
$("hp-preview-btn").addEventListener("click", function () {
@@ -2171,6 +2176,9 @@
if (p.plan_type === "perp_options") {
return "止盈 " + fmt(p.tp) + " · 止损 " + fmt(p.sl);
}
if (p.oo_profit_rr != null && Number(p.oo_profit_rr) > 0) {
return "盈亏比 ×" + fmt(p.oo_profit_rr, 2) + "（达标全平）";
}
return "上破 " + fmt(p.target_price_up || p.target_price) + " · 下破 " + fmt(p.target_price_down || p.target_price);
}
@@ -2330,6 +2338,8 @@
target_win_leg: "期期平盈利腿",
target_up_win_leg: "期期上破·平盈利腿",
target_down_win_leg: "期期下破·平盈利腿",
oo_rr_target: "期期盈亏比达标",
oo_rr_closing: "期期盈亏比平仓中",
oo_rest_closing: "期期全平·清残腿中",
oo_rest_closed: "期期全平·两腿已平",
orphaned_after_tp: "止盈后持有至到期",
@@ -2404,6 +2414,11 @@
"x · 张数 " +
fmt(p.perp_size, 4) +
"</div>";
} else if (p.oo_profit_rr != null && Number(p.oo_profit_rr) > 0) {
html +=
"<div><span class=\"muted\">盈亏比</span> ×" +
fmt(p.oo_profit_rr, 2) +
"（浮盈达标全平;不达标等到期）</div>";
} else {
html +=
"<div><span class=\"muted\">目标价</span> 上破 " +
@@ -2626,17 +2641,13 @@
if (!matchesOoMoneyFilter(state.legA) || !matchesOoMoneyFilter(state.legB)) {
throw new Error("期期两腿须为平值或虚值,不可选实值");
}
const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
if (!up || !down) throw new Error("请填写上破与下破目标价");
if (up <= down) throw new Error("上破目标价必须大于下破目标价");
const rr = numInput("hp-oo-rr", 2);
if (!(rr > 0)) throw new Error("请填写盈亏比(相对权利金,默认2)");
body = {
plan_type: "options_options",
underlying: state.underlying,
target_price_up: up,
target_price_down: down,
target_price: up,
index_px: indexPx() || (up + down) / 2,
oo_profit_rr: rr,
index_px: indexPx() || 0,
oo_close_mode: state.ooCloseModeEnabled ? state.ooCloseMode : "hold_expiry",
oo_sheets_mode: state.ooSheetsMode || "same_sheets",
leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),
lib/common/static/options_review.js
+2
View File
@@ -76,6 +76,8 @@
target_win_leg: "期期平盈利腿",
target_up_win_leg: "期期上破·平盈利腿",
target_down_win_leg: "期期下破·平盈利腿",
oo_rr_target: "期期盈亏比达标",
oo_rr_closing: "期期盈亏比平仓中",
oo_rest_closing: "期期全平·清残腿中",
oo_rest_closed: "期期全平·两腿已平",
orphaned_after_tp: "止盈后持有至到期",