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>

tests/test_options_target_lib.py

@@ -1,4 +1,4 @@
-"""期权目标位委托单元测试."""
+"""期权目标委托单元测试(盈亏比 + 旧指数兼容)."""
 from __future__ import annotations
 
 import sqlite3
@@ -8,6 +8,7 @@ from lib.options.options_target_lib import (
     ensure_target_tables,
     list_active_targets,
     list_closing_targets,
+    profit_rr_hit,
     run_options_target_closes,
     target_hit,
     upsert_target_monitor,
@@ -21,7 +22,67 @@ class OptionsTargetLibTests(unittest.TestCase):
         self.assertTrue(target_hit(opt_type="P", index_px=1800, target_index=1850))
         self.assertFalse(target_hit(opt_type="P", index_px=1900, target_index=1850))
 
-    def test_upsert_and_trigger_close(self):
+    def test_profit_rr_hit(self):
+        # premium=10, rr=2 → need pnl≥20 → recycle≥30 → bid*sheets*ct ≥30
+        self.assertTrue(
+            profit_rr_hit(premium=10, bid=30, sheets=1, ct_mult=1, profit_rr=2)
+        )
+        self.assertFalse(
+            profit_rr_hit(premium=10, bid=29.9, sheets=1, ct_mult=1, profit_rr=2)
+        )
+        self.assertFalse(
+            profit_rr_hit(premium=10, bid=None, sheets=1, ct_mult=1, profit_rr=2)
+        )
+
+    def test_upsert_rr_and_trigger_close(self):
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        ensure_target_tables(conn)
+        out = upsert_target_monitor(
+            conn,
+            inst_id="ETH-USD_UM-260717-1900-C",
+            profit_rr=2,
+            opt_type="C",
+            sheets=1,
+        )
+        self.assertTrue(out["ok"])
+        self.assertEqual(out.get("profit_rr"), 2.0)
+        self.assertEqual(len(list_active_targets(conn)), 1)
+
+        closed = []
+
+        def close_fn(inst_id: str):
+            closed.append(inst_id)
+            return {
+                "ok": True,
+                "submitted_sheets": 1,
+                "premium_received": 30.0,
+                "close_ord_id": "oid1",
+                "fully_closed": True,
+                "remaining_sheets": 0,
+            }
+
+        # bid=30, ct=1 → pnl=20 ≥ 2*10; premium 来自持仓字段
+        n = run_options_target_closes(
+            conn,
+            [
+                {
+                    "inst_id": "ETH-USD_UM-260717-1900-C",
+                    "idx_px": 1885,
+                    "opt_type": "C",
+                    "pos": 1,
+                    "ct_mult": 1,
+                    "premium_paid": 10,
+                }
+            ],
+            close_fn=close_fn,
+            bid_fn=lambda _i: 30.0,
+        )
+        self.assertEqual(n, 1)
+        self.assertEqual(closed, ["ETH-USD_UM-260717-1900-C"])
+        self.assertEqual(len(list_active_targets(conn)), 0)
+
+    def test_upsert_and_trigger_close_legacy_index(self):
         conn = sqlite3.connect(":memory:")
         conn.row_factory = sqlite3.Row
         ensure_target_tables(conn)
@@ -107,7 +168,6 @@ class OptionsTargetLibTests(unittest.TestCase):
         self.assertEqual(len(list_active_targets(conn)), 0)
         self.assertEqual(len(list_closing_targets(conn)), 1)
 
-        # 模拟后续 sync 异常也不会再推:closing 重试静默
         n2 = run_options_target_closes(
             conn,
             pos,
@@ -120,7 +180,6 @@ class OptionsTargetLibTests(unittest.TestCase):
         self.assertEqual(len(list_closing_targets(conn)), 0)
 
     def test_commit_before_wechat_survives_later_rollback(self):
-        """状态在推送前已 commit,外层异常回滚不应让委托回到 active."""
         conn = sqlite3.connect(":memory:")
         conn.row_factory = sqlite3.Row
         ensure_target_tables(conn)
@@ -149,12 +208,10 @@ class OptionsTargetLibTests(unittest.TestCase):
             close_fn=close_fn,
             send_wechat=notices.append,
         )
-        # 模拟 loop 后续 sync 抛错后 close 未再 commit —— 但 status 已提前 commit
         conn.rollback()
         self.assertEqual(len(notices), 1)
         self.assertEqual(len(list_active_targets(conn)), 0)
 
-        # 下一轮不应再次触发推送
         n2 = run_options_target_closes(
             conn,
             [{"inst_id": "ETH-USD_UM-260715-1870-P", "idx_px": 1860, "opt_type": "P"}],