feat(options): use premium profit RR instead of target index
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>
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@@ -55,6 +55,7 @@ def build_options_open_message(
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premium_paid: Any = None,
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open_quote: Any = None,
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target_index: Any = None,
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profit_rr: Any = None,
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signal_note: str = "",
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trade_id: Any = None,
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) -> str:
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@@ -73,7 +74,12 @@ def build_options_open_message(
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f"权利金:{_fmt(premium_paid)} USDC",
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]
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)
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if target_index is not None and str(target_index).strip() != "":
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if profit_rr is not None and str(profit_rr).strip() != "":
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try:
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lines.append(f"盈亏比:×{float(profit_rr):g}(达标全平;不达标等到期)")
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except (TypeError, ValueError):
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lines.append(f"盈亏比:{profit_rr}")
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elif target_index is not None and str(target_index).strip() != "":
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try:
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lines.append(f"目标指数:{float(target_index):g}")
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except (TypeError, ValueError):
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@@ -96,6 +102,7 @@ def build_options_close_message(
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realized_pnl: Any = None,
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close_quote: Any = None,
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target_index: Any = None,
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profit_rr: Any = None,
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trigger_idx: Any = None,
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trade_id: Any = None,
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) -> str:
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@@ -116,7 +123,12 @@ def build_options_close_message(
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f"实现盈亏:{_fmt(realized_pnl, 4)} USDC",
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]
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)
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if target_index is not None and str(target_index).strip() != "":
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if profit_rr is not None and str(profit_rr).strip() != "":
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try:
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lines.append(f"盈亏比:×{float(profit_rr):g}")
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except (TypeError, ValueError):
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lines.append(f"盈亏比:{profit_rr}")
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elif target_index is not None and str(target_index).strip() != "":
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try:
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lines.append(f"目标指数:{float(target_index):g}")
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except (TypeError, ValueError):
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@@ -141,6 +153,7 @@ def notify_options_open(
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premium_paid: Any = None,
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open_quote: Any = None,
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target_index: Any = None,
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profit_rr: Any = None,
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signal_note: str = "",
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) -> bool:
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ensure_options_notify_columns(conn) if conn is not None else None
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@@ -160,6 +173,7 @@ def notify_options_open(
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premium_paid=premium_paid,
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open_quote=open_quote,
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target_index=target_index,
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profit_rr=profit_rr,
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signal_note=signal_note,
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trade_id=trade_id,
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)
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@@ -196,6 +210,7 @@ def notify_options_close(
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realized_pnl: Any = None,
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close_quote: Any = None,
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target_index: Any = None,
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profit_rr: Any = None,
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trigger_idx: Any = None,
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force: bool = False,
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) -> bool:
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@@ -257,6 +272,7 @@ def notify_options_close(
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realized_pnl=total_pnl,
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close_quote=close_quote if close_quote is not None else head.get("close_quote"),
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target_index=target_index,
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profit_rr=profit_rr,
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trigger_idx=trigger_idx,
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trade_id=head.get("id") if len(rows) == 1 else None,
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)
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@@ -286,6 +302,7 @@ def notify_options_close(
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realized_pnl=realized_pnl,
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close_quote=close_quote,
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target_index=target_index,
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profit_rr=profit_rr,
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trigger_idx=trigger_idx,
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trade_id=trade_id,
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)
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