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

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>

lib/hedge_plan/hedge_plan_calc_lib.py

@@ -444,6 +444,7 @@ def _hedge_ratio(opt_pnl: float, perp_pnl: float) -> Optional[float]:
 
 def build_options_options_preview(
     *,
+    profit_rr: float | None = None,
     target_price: float | None = None,
     target_price_up: float | None = None,
     target_price_down: float | None = None,
@@ -451,7 +452,11 @@ def build_options_options_preview(
     leg_a: dict[str, Any],
     leg_b: dict[str, Any],
 ) -> dict[str, Any]:
-    """期期情景:上破/下破目标价 / 到期现价 / 最大保费损耗."""
+    """期期情景:盈亏比达标 / 到期现价 / 最大保费损耗.
+
+    profit_rr=2 表示目标盈利=2×权利金;中途不达标则等到期.
+    仍接受旧上破/下破参数仅作兼容测算.
+    """
 
     def _leg_pnl(leg: dict[str, Any], spot: float) -> float:
         return option_expiry_pnl(
@@ -463,15 +468,73 @@ def build_options_options_preview(
             premium_paid=float(leg.get("premium_paid") or 0),
         )
 
-    # 兼容旧单目标:若未传上下目标则用 target_price 填两边
+    prem = float(leg_a.get("premium_paid") or 0) + float(leg_b.get("premium_paid") or 0)
+    a_flat = _leg_pnl(leg_a, index_px)
+    b_flat = _leg_pnl(leg_b, index_px)
+    flat_total = a_flat + b_flat
+
+    rr = None
+    if profit_rr not in (None, ""):
+        try:
+            rr = float(profit_rr)
+        except (TypeError, ValueError):
+            rr = None
+    if rr is not None and rr > 0:
+        target_pnl = rr * prem
+        return {
+            "plan_type": "options_options",
+            "premium_paid": round(prem, 6),
+            "oo_profit_rr": round(rr, 4),
+            "target_profit": round(target_pnl, 4),
+            "scenarios": [
+                {
+                    "id": "rr_target",
+                    "label": f"盈亏比×{rr:g}",
+                    "spot": None,
+                    "leg_a_pnl": None,
+                    "leg_b_pnl": None,
+                    "total": round(target_pnl, 4),
+                    "note": f"两腿合计浮盈≥{rr:g}×权利金({round(prem, 4)})时全平;不达标等到期",
+                },
+                {
+                    "id": "expiry_flat",
+                    "label": "到期·现价(未达标)",
+                    "spot": index_px,
+                    "leg_a_pnl": round(a_flat, 4),
+                    "leg_b_pnl": round(b_flat, 4),
+                    "total": round(flat_total, 4),
+                    "note": "中途未达盈亏比则持有至到期结算",
+                },
+                {
+                    "id": "max_premium_loss",
+                    "label": "最大保费损耗",
+                    "spot": None,
+                    "leg_a_pnl": round(-float(leg_a.get("premium_paid") or 0), 4),
+                    "leg_b_pnl": round(-float(leg_b.get("premium_paid") or 0), 4),
+                    "total": round(-prem, 4),
+                    "note": "双腿权利金全部损失",
+                },
+            ],
+            "summary": {
+                "oo_profit_rr": round(rr, 4),
+                "target_profit": round(target_pnl, 4),
+                "at_target_total": round(target_pnl, 4),
+                "expiry_flat_total": round(flat_total, 4),
+                "premium_paid": round(prem, 6),
+                "expiry_is_loss": flat_total <= 0,
+                "rr_risk_premium": round(prem, 6),
+                "rr_target": round(rr, 4),
+            },
+        }
+
+    # 兼容旧上破/下破测算
     up = target_price_up if target_price_up is not None else target_price
     down = target_price_down if target_price_down is not None else target_price
     if up is None or down is None:
-        raise ValueError("缺少上破/下破目标价")
+        raise ValueError("请填写盈亏比(相对权利金,默认2)")
     up_f = float(up)
     down_f = float(down)
 
-    prem = float(leg_a.get("premium_paid") or 0) + float(leg_b.get("premium_paid") or 0)
     a_up = _leg_pnl(leg_a, up_f)
     b_up = _leg_pnl(leg_b, up_f)
     at_up = a_up + b_up
@@ -482,15 +545,10 @@ def build_options_options_preview(
     at_dn = a_dn + b_dn
     win_dn = "a" if a_dn >= b_dn else "b"
 
-    a_flat = _leg_pnl(leg_a, index_px)
-    b_flat = _leg_pnl(leg_b, index_px)
-    flat_total = a_flat + b_flat
-    expiry_loss = flat_total if flat_total <= 0 else flat_total
-
     return {
         "plan_type": "options_options",
         "premium_paid": round(prem, 6),
-        "target_price": up_f,  # 兼容旧字段,取上破
+        "target_price": up_f,
         "target_price_up": up_f,
         "target_price_down": down_f,
         "winner_at_up": win_up,
@@ -538,10 +596,9 @@ def build_options_options_preview(
             "at_target_up_total": round(at_up, 4),
             "at_target_down_total": round(at_dn, 4),
             "at_target_total": round(at_up, 4),
-            "expiry_flat_total": round(expiry_loss, 4),
+            "expiry_flat_total": round(flat_total, 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,