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feat(options): use premium profit RR instead of target index

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单独期权与中控改为盈亏比×权利金触发买一平仓,默认2;不达标等到期。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-11 10:34:14 +08:00
parent 3b56e15fb1
commit 5c3969674a
13 changed files with 494 additions and 194 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/options/options_dashboard_lib.py
+3
View File
@@ -72,11 +72,14 @@ def fetch_light_option_positions_for_dashboard(cfg: dict[str, Any]) -> list[dict
mon = tgt_map.get(str(row.get("inst_id") or ""))
if mon:
row["target_index"] = mon.get("target_index")
row["profit_rr"] = mon.get("profit_rr")
row["target_monitor_id"] = mon.get("id")
row["target_monitor"] = mon
hedge_target = hedge_target_map.get(str(row.get("inst_id") or ""))
if hedge_target:
row["hedge_plan_target"] = hedge_target
if hedge_target.get("oo_profit_rr") is not None and row.get("profit_rr") is None:
row["profit_rr"] = hedge_target.get("oo_profit_rr")
if not mon:
row["target_index"] = hedge_target.get("target_index")
rows.append(row)
lib/options/options_hub_lib.py
+2 -1
View File
@@ -38,14 +38,15 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
mon = tgt_map.get(str(p.get("inst_id") or ""))
if mon:
p["target_index"] = mon.get("target_index")
p["profit_rr"] = mon.get("profit_rr")
p["target_monitor_id"] = mon.get("id")
p["target_monitor"] = mon
hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
if hedge_target:
p["hedge_plan_target"] = hedge_target
if not mon:
# 中控卡片共用 target_index 只读展示；实际平仓仍由对冲计划监控处理。
p["target_index"] = hedge_target.get("target_index")
p["profit_rr"] = hedge_target.get("oo_profit_rr")
try:
from lib.instance.instance_dashboard_lib import (
_format_options_target,
lib/options/options_monitor_lib.py
+1
View File
@@ -455,6 +455,7 @@ def options_monitor_loop(
conn,
positions,
close_fn=target_close_fn,
bid_fn=ticker_bid_fn,
send_wechat=send_wechat,
account_label=account_label,
cfg={"send_wechat": send_wechat, "account_label": account_label},
lib/options/options_notify_lib.py
+19 -2
View File
@@ -55,6 +55,7 @@ def build_options_open_message(
premium_paid: Any = None,
open_quote: Any = None,
target_index: Any = None,
profit_rr: Any = None,
signal_note: str = "",
trade_id: Any = None,
) -> str:
@@ -73,7 +74,12 @@ def build_options_open_message(
f"权利金:{_fmt(premium_paid)} USDC",
]
)
if target_index is not None and str(target_index).strip() != "":
if profit_rr is not None and str(profit_rr).strip() != "":
try:
lines.append(f"盈亏比:×{float(profit_rr):g}(达标全平;不达标等到期)")
except (TypeError, ValueError):
lines.append(f"盈亏比:{profit_rr}")
elif target_index is not None and str(target_index).strip() != "":
try:
lines.append(f"目标指数:{float(target_index):g}")
except (TypeError, ValueError):
@@ -96,6 +102,7 @@ def build_options_close_message(
realized_pnl: Any = None,
close_quote: Any = None,
target_index: Any = None,
profit_rr: Any = None,
trigger_idx: Any = None,
trade_id: Any = None,
) -> str:
@@ -116,7 +123,12 @@ def build_options_close_message(
f"实现盈亏:{_fmt(realized_pnl, 4)} USDC",
]
)
if target_index is not None and str(target_index).strip() != "":
if profit_rr is not None and str(profit_rr).strip() != "":
try:
lines.append(f"盈亏比:×{float(profit_rr):g}")
except (TypeError, ValueError):
lines.append(f"盈亏比:{profit_rr}")
elif target_index is not None and str(target_index).strip() != "":
try:
lines.append(f"目标指数:{float(target_index):g}")
except (TypeError, ValueError):
@@ -141,6 +153,7 @@ def notify_options_open(
premium_paid: Any = None,
open_quote: Any = None,
target_index: Any = None,
profit_rr: Any = None,
signal_note: str = "",
) -> bool:
ensure_options_notify_columns(conn) if conn is not None else None
@@ -160,6 +173,7 @@ def notify_options_open(
premium_paid=premium_paid,
open_quote=open_quote,
target_index=target_index,
profit_rr=profit_rr,
signal_note=signal_note,
trade_id=trade_id,
)
@@ -196,6 +210,7 @@ def notify_options_close(
realized_pnl: Any = None,
close_quote: Any = None,
target_index: Any = None,
profit_rr: Any = None,
trigger_idx: Any = None,
force: bool = False,
) -> bool:
@@ -257,6 +272,7 @@ def notify_options_close(
realized_pnl=total_pnl,
close_quote=close_quote if close_quote is not None else head.get("close_quote"),
target_index=target_index,
profit_rr=profit_rr,
trigger_idx=trigger_idx,
trade_id=head.get("id") if len(rows) == 1 else None,
)
@@ -286,6 +302,7 @@ def notify_options_close(
realized_pnl=realized_pnl,
close_quote=close_quote,
target_index=target_index,
profit_rr=profit_rr,
trigger_idx=trigger_idx,
trade_id=trade_id,
)
lib/options/options_register.py
+61 -8
View File
@@ -646,6 +646,17 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
mode = (data.get("mode") or "budget_full").strip()
signal_note = (data.get("signal_note") or "").strip()
target_index = None
profit_rr = None
raw_rr = data.get("profit_rr")
if raw_rr is None or str(raw_rr).strip() == "":
raw_rr = data.get("oo_profit_rr")
if raw_rr is not None and str(raw_rr).strip() != "":
try:
profit_rr = float(raw_rr)
except (TypeError, ValueError):
return jsonify({"ok": False, "msg": "盈亏比无效"})
if profit_rr <= 0:
return jsonify({"ok": False, "msg": "盈亏比须大于 0"})
raw_target = data.get("target_index")
if raw_target is not None and str(raw_target).strip() != "":
try:
@@ -654,6 +665,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
return jsonify({"ok": False, "msg": "目标位无效"})
if target_index <= 0:
return jsonify({"ok": False, "msg": "目标位无效"})
# 未显式传目标时默认盈亏比 2
if profit_rr is None and target_index is None:
profit_rr = 2.0
if not inst_id:
return jsonify({"ok": False, "msg": "缺少 inst_id"})
q = cfg["quote_option_contract"](ex, inst_id)
@@ -820,13 +834,14 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
),
)
trade_id = int(cur.lastrowid)
if target_index is not None:
if profit_rr is not None or target_index is not None:
from lib.options.options_target_lib import upsert_target_monitor
target_mon = upsert_target_monitor(
conn,
inst_id=inst_id,
target_index=target_index,
profit_rr=profit_rr,
underlying=u,
opt_type=str(opt_type) if opt_type else None,
trade_id=trade_id,
@@ -854,6 +869,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
premium_paid=sizing.get("total_premium"),
open_quote=fill_px,
target_index=target_index,
profit_rr=profit_rr,
signal_note=signal_note,
)
finally:
@@ -969,11 +985,14 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
mon = tgt_map.get(inst)
if mon:
row["target_index"] = mon.get("target_index")
row["profit_rr"] = mon.get("profit_rr")
row["target_monitor_id"] = mon.get("id")
row["target_monitor"] = mon
hedge_target = hedge_target_map.get(inst)
if hedge_target:
row["hedge_plan_target"] = hedge_target
if hedge_target.get("oo_profit_rr") is not None:
row.setdefault("profit_rr", hedge_target.get("oo_profit_rr"))
try:
from lib.instance.instance_dashboard_lib import _resolve_options_source
@@ -1031,12 +1050,28 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
conn_h.close()
except Exception as e:
return jsonify({"ok": False, "msg": f"对冲托管校验失败: {e}"})
try:
target_index = float(data.get("target_index"))
except (TypeError, ValueError):
return jsonify({"ok": False, "msg": "目标位无效"})
if target_index <= 0:
return jsonify({"ok": False, "msg": "目标位无效"})
profit_rr = None
target_index = None
raw_rr = data.get("profit_rr")
if raw_rr is None or str(raw_rr).strip() == "":
raw_rr = data.get("oo_profit_rr")
if raw_rr is not None and str(raw_rr).strip() != "":
try:
profit_rr = float(raw_rr)
except (TypeError, ValueError):
return jsonify({"ok": False, "msg": "盈亏比无效"})
if profit_rr <= 0:
return jsonify({"ok": False, "msg": "盈亏比须大于 0"})
raw_tgt = data.get("target_index")
if raw_tgt is not None and str(raw_tgt).strip() != "":
try:
target_index = float(raw_tgt)
except (TypeError, ValueError):
return jsonify({"ok": False, "msg": "目标位无效"})
if target_index <= 0:
return jsonify({"ok": False, "msg": "目标位无效"})
if profit_rr is None and target_index is None:
profit_rr = 2.0
raw = cfg["fetch_option_positions"](ex)
if raw is None:
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
@@ -1065,6 +1100,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
conn,
inst_id=inst_id,
target_index=target_index,
profit_rr=profit_rr,
underlying=str(underlying) if underlying else None,
opt_type=str(opt_type) if opt_type else None,
trade_id=trade_id,
@@ -1411,7 +1447,24 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
raw = cfg["fetch_option_positions"](ex)
if raw is None:
return []
return [cfg["format_position_row"](p) for p in raw]
rows = [cfg["format_position_row"](p) for p in raw]
try:
from lib.options.options_db import sum_open_premium_paid
conn = cfg["get_db"]()
try:
for row in rows:
inst = str(row.get("inst_id") or "")
if not inst:
continue
paid = sum_open_premium_paid(conn, inst)
if paid is not None:
row["premium_paid"] = paid
finally:
conn.close()
except Exception:
pass
return rows
def _sync(conn):
from lib.exchange.okx_options_lib import fetch_option_position_history
lib/options/options_target_lib.py
+176 -52
View File
@@ -1,11 +1,14 @@
"""期权目标位委托:指数目标价仅用于监控触发;触发后按买一限价平仓(无止损,到期结算)."""
"""期权目标委托:盈亏比×权利金触发后按买一限价平仓(无止损,到期结算).
兼容旧「目标指数」委托:无 profit_rr 时仍按指数到位触发.
"""
from __future__ import annotations
import sqlite3
import time
from typing import Any, Callable
from lib.options.options_db import init_options_tables
from lib.options.options_db import init_options_tables, sum_open_premium_paid
from lib.options.options_pricing_lib import close_ref_prices, fetch_option_mark_px
@@ -18,6 +21,18 @@ def _safe_float(v: Any) -> float | None:
return None
def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
names: set[str] = set()
for r in rows:
try:
names.add(str(r["name"]))
except (TypeError, KeyError, IndexError):
names.add(str(r[1]))
if col not in names:
conn.execute(f"ALTER TABLE {table} ADD COLUMN {col} {typedef}")
def _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None = None) -> tuple[float | None, float | None]:
from lib.exchange.okx_options_lib import option_fields_from_inst_id
@@ -63,21 +78,44 @@ def ensure_target_tables(conn: sqlite3.Connection) -> None:
ON options_target_monitors(status)
"""
)
# 盈亏比=目标盈利/权利金;如 2=盈利 2 倍权利金.有值时优先生效,target_index 可置 0
_ensure_column(conn, "options_target_monitors", "profit_rr", "REAL")
def target_hit(*, opt_type: str | None, index_px: float, target_index: float) -> bool:
"""Call:指数涨到/超过目标平仓;Put:指数跌到/低于目标平仓."""
"""旧逻辑:Call 指数≥目标;Put 指数≤目标."""
ot = (opt_type or "").strip().upper()
if ot == "P":
return index_px <= target_index
return index_px >= target_index
def profit_rr_hit(
*,
premium: float,
bid: float | None,
sheets: float,
ct_mult: float,
profit_rr: float,
) -> bool:
"""买一回收 − 权利金 ≥ 盈亏比 × 权利金."""
if premium <= 0 or profit_rr <= 0:
return False
if bid is None or float(bid) <= 0:
return False
if sheets <= 0 or ct_mult <= 0:
return False
recycle = float(bid) * float(sheets) * float(ct_mult)
pnl = recycle - float(premium)
return pnl + 1e-9 >= float(profit_rr) * float(premium)
def upsert_target_monitor(
conn: sqlite3.Connection,
*,
inst_id: str,
target_index: float,
target_index: float | None = None,
profit_rr: float | None = None,
underlying: str | None = None,
opt_type: str | None = None,
trade_id: int | None = None,
@@ -87,9 +125,18 @@ def upsert_target_monitor(
inst_id = (inst_id or "").strip()
if not inst_id:
return {"ok": False, "msg": "缺少 inst_id"}
if target_index is None or float(target_index) <= 0:
return {"ok": False, "msg": "目标位无效"}
target_index = float(target_index)
rr = _safe_float(profit_rr)
tgt = _safe_float(target_index)
if rr is not None and rr > 0:
tgt_store = float(tgt) if tgt is not None and tgt > 0 else 0.0
rr_store = float(rr)
elif tgt is not None and tgt > 0:
tgt_store = float(tgt)
rr_store = None
else:
return {"ok": False, "msg": "请填写盈亏比(相对权利金,默认2)"}
row = conn.execute(
"""
SELECT id FROM options_target_monitors
@@ -104,6 +151,7 @@ def upsert_target_monitor(
"""
UPDATE options_target_monitors
SET target_index = ?,
profit_rr = ?,
underlying = COALESCE(?, underlying),
opt_type = COALESCE(?, opt_type),
trade_id = COALESCE(?, trade_id),
@@ -115,14 +163,13 @@ def upsert_target_monitor(
triggered_at = NULL
WHERE id = ?
""",
(target_index, underlying, opt_type, trade_id, sheets, int(row["id"])),
(tgt_store, rr_store, underlying, opt_type, trade_id, sheets, int(row["id"])),
)
mon_id = int(row["id"])
# 同一合约其他进行中的委托取消,避免双轨触发重复推送
conn.execute(
"""
UPDATE options_target_monitors
SET status = 'cancelled', message = '被新目标位覆盖'
SET status = 'cancelled', message = '被新目标委托覆盖'
WHERE inst_id = ? AND id != ? AND status IN ('active', 'closing')
""",
(inst_id, mon_id),
@@ -131,13 +178,21 @@ def upsert_target_monitor(
cur = conn.execute(
"""
INSERT INTO options_target_monitors
(inst_id, underlying, opt_type, target_index, trade_id, sheets, status)
VALUES (?, ?, ?, ?, ?, ?, 'active')
(inst_id, underlying, opt_type, target_index, profit_rr, trade_id, sheets, status)
VALUES (?, ?, ?, ?, ?, ?, ?, 'active')
""",
(inst_id, underlying, opt_type, target_index, trade_id, sheets),
(inst_id, underlying, opt_type, tgt_store, rr_store, trade_id, sheets),
)
mon_id = int(cur.lastrowid)
return {"ok": True, "id": mon_id, "inst_id": inst_id, "target_index": target_index}
out: dict[str, Any] = {
"ok": True,
"id": mon_id,
"inst_id": inst_id,
"target_index": tgt_store if tgt_store > 0 else None,
}
if rr_store is not None:
out["profit_rr"] = rr_store
return out
def cancel_target_monitor(conn: sqlite3.Connection, *, inst_id: str | None = None, monitor_id: int | None = None) -> int:
@@ -166,12 +221,19 @@ def cancel_target_monitor(conn: sqlite3.Connection, *, inst_id: str | None = Non
def _row_to_target(r: sqlite3.Row) -> dict[str, Any]:
tgt = _safe_float(r["target_index"])
rr = None
try:
rr = _safe_float(r["profit_rr"])
except (KeyError, IndexError):
rr = None
return {
"id": int(r["id"]),
"inst_id": r["inst_id"],
"underlying": r["underlying"],
"opt_type": r["opt_type"],
"target_index": _safe_float(r["target_index"]),
"target_index": tgt if tgt is not None and tgt > 0 else None,
"profit_rr": rr if rr is not None and rr > 0 else None,
"trade_id": r["trade_id"],
"sheets": r["sheets"],
"status": r["status"],
@@ -180,16 +242,16 @@ def _row_to_target(r: sqlite3.Row) -> dict[str, Any]:
}
_TARGET_SELECT = (
"SELECT id, inst_id, underlying, opt_type, target_index, profit_rr, trade_id, sheets, "
"status, message, created_at FROM options_target_monitors"
)
def list_active_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
ensure_target_tables(conn)
rows = conn.execute(
"""
SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
status, message, created_at
FROM options_target_monitors
WHERE status = 'active'
ORDER BY id DESC
"""
f"{_TARGET_SELECT} WHERE status = 'active' ORDER BY id DESC"
).fetchall()
return [_row_to_target(r) for r in rows]
@@ -198,13 +260,7 @@ def list_closing_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
"""已挂出平仓单、等待成交的目标(不再重复推送微信)."""
ensure_target_tables(conn)
rows = conn.execute(
"""
SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
status, message, created_at
FROM options_target_monitors
WHERE status = 'closing'
ORDER BY id DESC
"""
f"{_TARGET_SELECT} WHERE status = 'closing' ORDER BY id DESC"
).fetchall()
return [_row_to_target(r) for r in rows]
@@ -286,23 +342,23 @@ def close_option_by_bid_depth(
inst_id,
sheets=sheets,
require_recycle_gate=True,
signal_note="目标位平仓",
signal_note="盈亏比平仓",
)
def _notify_target_close(
cfg: dict[str, Any] | None,
send_wechat: Callable[[str], None] | None,
*,
account_label: str,
inst_id: str,
target: float,
idx: float,
target: float | None,
profit_rr: float | None,
idx: float | None,
result: dict[str, Any],
conn: Any = None,
) -> None:
"""目标位平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
"""目标平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
if result.get("fully_closed") or result.get("already_flat"):
if cfg is not None:
try:
@@ -312,12 +368,13 @@ def _notify_target_close(
cfg,
conn,
inst_id=inst_id,
reason="目标位平仓",
reason="盈亏比平仓" if profit_rr else "目标位平仓",
sheets=result.get("submitted_sheets"),
premium_received=result.get("premium_received"),
close_quote=result.get("locked_bid_px") or result.get("bid"),
target_index=target,
trigger_idx=idx,
profit_rr=profit_rr,
)
return
except Exception:
@@ -325,14 +382,20 @@ def _notify_target_close(
if not send_wechat:
return
try:
if profit_rr is not None and profit_rr > 0:
rule = f"盈亏比×{profit_rr:g}"
elif target is not None:
rule = f"目标指数:{target:g}"
else:
rule = "目标委托"
send_wechat(
"\n".join(
[
"【OKX期权·目标位平仓】",
"【OKX期权·盈亏比平仓】" if profit_rr else "【OKX期权·目标位平仓】",
f"账户:{account_label}",
f"合约:{inst_id}",
f"目标指数:{target:g}",
f"触发指数:{idx:g}",
rule,
f"触发指数:{idx:g}" if idx is not None else "触发指数:—",
f"提交张数:{result.get('submitted_sheets') or '—'}",
f"预估收回:{result.get('premium_received') if result.get('premium_received') is not None else '—'} USDC",
f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
@@ -354,18 +417,77 @@ def _result_fully_done(result: dict[str, Any]) -> bool:
return False
def _monitor_should_close(
conn: sqlite3.Connection,
mon: dict[str, Any],
pos: dict[str, Any],
*,
bid_fn: Callable[[str], float | None] | None,
index_fn: Callable[[dict[str, Any]], float | None] | None,
) -> tuple[bool, float | None]:
"""返回 (是否触发, 当前指数)."""
inst_id = str(mon.get("inst_id") or "")
rr = _safe_float(mon.get("profit_rr"))
if index_fn is not None:
idx = index_fn(pos)
else:
idx = _safe_float(pos.get("idx_px") or pos.get("idxPx"))
if rr is not None and rr > 0:
premium = sum_open_premium_paid(conn, inst_id)
if premium is None or premium <= 0:
premium = _safe_float(pos.get("premium_paid"))
sheets = _safe_float(mon.get("sheets"))
if sheets is None or sheets <= 0:
sheets = _safe_float(pos.get("pos") or pos.get("avail_pos") or pos.get("availPos"))
ct = _safe_float(pos.get("ct_mult") or pos.get("ctMult")) or 0.01
bid = None
if bid_fn is not None:
try:
bid = bid_fn(inst_id)
except Exception:
bid = None
if bid is None:
bid = _safe_float(pos.get("bid_px") or pos.get("bidPx") or pos.get("bid"))
preview = pos.get("close_preview") if isinstance(pos.get("close_preview"), dict) else {}
if bid is None:
bid = _safe_float(preview.get("bid") or preview.get("best_bid"))
if premium is None or sheets is None:
return False, idx
return (
profit_rr_hit(
premium=float(premium),
bid=bid,
sheets=float(sheets),
ct_mult=float(ct),
profit_rr=float(rr),
),
idx,
)
target = _safe_float(mon.get("target_index"))
if target is None or target <= 0 or idx is None:
return False, idx
opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
return (
target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target),
idx,
)
def run_options_target_closes(
conn: sqlite3.Connection,
positions: list[dict[str, Any]],
*,
close_fn: Callable[[str], dict[str, Any]],
index_fn: Callable[[dict[str, Any]], float | None] | None = None,
bid_fn: Callable[[str], float | None] | None = None,
send_wechat: Callable[[str], None] | None = None,
account_label: str = "OKX期权",
cfg: dict[str, Any] | None = None,
) -> int:
"""
扫描 active 目标委托;指数到位后限价平仓.
扫描 active 目标委托;盈亏比达标(或旧指数到位)后限价平仓.
状态先 commit 再推微信,避免 sync 失败回滚导致同一笔反复推送.
未完全成交进入 closing,仅重试平仓不再推送.
返回本次新触发(并推送)的条数.
@@ -412,7 +534,7 @@ def run_options_target_closes(
status="triggered",
trigger_idx=idx,
close_ord_id=result.get("close_ord_id"),
message="目标位限价平仓完成",
message="盈亏比限价平仓完成",
)
_commit_monitor(conn)
continue
@@ -429,8 +551,7 @@ def run_options_target_closes(
triggered = 0
for mon in list_active_targets(conn):
inst_id = str(mon.get("inst_id") or "")
target = _safe_float(mon.get("target_index"))
if not inst_id or target is None:
if not inst_id:
continue
if inst_id in hedge_managed:
mark_monitor(
@@ -444,17 +565,15 @@ def run_options_target_closes(
pos = pos_by_inst.get(inst_id)
if not pos:
continue
if index_fn is not None:
idx = index_fn(pos)
else:
idx = _safe_float(pos.get("idx_px") or pos.get("idxPx"))
if idx is None:
continue
opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
if not target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target):
should, idx = _monitor_should_close(
conn, mon, pos, bid_fn=bid_fn, index_fn=index_fn
)
if not should:
continue
result = close_fn(inst_id)
rr = _safe_float(mon.get("profit_rr"))
target = _safe_float(mon.get("target_index"))
if result.get("already_flat"):
mark_monitor(conn, int(mon["id"]), status="expired", trigger_idx=idx, message="持仓已平")
_commit_monitor(conn)
@@ -472,15 +591,19 @@ def run_options_target_closes(
done = _result_fully_done(result)
status = "triggered" if done else "closing"
hit_msg = (
"盈亏比达标限价平仓"
if (rr is not None and rr > 0)
else "目标位触发限价平仓"
)
mark_monitor(
conn,
int(mon["id"]),
status=status,
trigger_idx=idx,
close_ord_id=result.get("close_ord_id"),
message="目标位触发限价平仓" if done else "目标位已挂买一限价,等待成交",
message=hit_msg if done else "已挂买一限价,等待成交",
)
# 关键:先落库,再推送——否则后续 sync 异常回滚会让同一笔反复推微信
_commit_monitor(conn)
triggered += 1
_notify_target_close(
@@ -489,6 +612,7 @@ def run_options_target_closes(
account_label=account_label,
inst_id=inst_id,
target=target,
profit_rr=rr,
idx=idx,
result=result,
conn=conn,
lib/options/templates/options_panel.html
+7 -9
View File
@@ -107,17 +107,15 @@
</div>
<div class="options-estimate-row">
<div class="opt-est-main">
<label class="btn-secondary opt-order-chip" for="opt-target-idx">目标位(指数)</label>
<input type="number" id="opt-target-idx" class="opt-target-idx" step="0.1" min="0" placeholder="达价限价平仓"
<label class="btn-secondary opt-order-chip" for="opt-profit-rr" title="目标盈利=盈亏比×权利金;例2=赚满2倍权利金后全平">盈亏比</label>
<input type="number" id="opt-profit-rr" class="opt-target-idx" step="0.1" min="0.1" value="2" placeholder="默认2"
autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other">
<span class="k">预计价值</span>
<span id="opt-est-value" class="v">—</span>
<span class="k">盈利</span>
<span class="k">目标盈利</span>
<span id="opt-est-profit" class="v">—</span>
<span class="k">目标杠杆</span>
<span id="opt-est-leverage" class="v" title="目标位名义价值÷权利金">—</span>
<span class="k">需回收</span>
<span id="opt-est-value" class="v" title="权利金+目标盈利">—</span>
</div>
<span class="muted opt-est-note">目标价=监控指数;到位后按买一限价平仓;无止损,到期即止损</span>
<span class="muted opt-est-note">按买一浮盈达盈亏比×权利金后限价全平;不达标等到期;无止损</span>
</div>
<div class="form-row options-order-mode-row">
<div class="opt-size-mode-bar">
@@ -324,4 +322,4 @@
</div>
</div>
<script src="/static/options_expiry_countdown.js?v=1"></script>
<script src="/static/options_panel.js?v=54"></script>
<script src="/static/options_panel.js?v=55"></script>