Add long-straddle premium overlay to hub amp stats.

Configurable bilateral premium with exceed counts/ratios and settlement PnL for buying volatility.

Co-authored-by: Cursor <cursoragent@cursor.com>

docs/振幅统计说明.md

@@ -55,6 +55,24 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 
 ---
 
+## 买跨对照（赌波动）
+
+表单可填 **双边权利金（点）**，例如 `30`：
+
+| 汇总项 | 口径 |
+|--------|------|
+| 开→高超过 | `H−O > 权利金` 的天数与占比 |
+| 开→低超过 | `O−L > 权利金` 的天数与占比 |
+| \|涨跌\|超过 | `\|C−O\| > 权利金` 的天数与占比 |
+| 买跨盈亏 | 单日 `\|C−O\| − 权利金`，再看合计 / 日均 / 胜率 |
+
+- 方向：**买跨**（不是卖跨）  
+- 比较：严格 **`>`**（刚好等于权利金不算越过）  
+- 已算出日表后，改权利金会**本地重算对照**（不重拉 K 线）  
+- 空着或 ≤0：不显示买跨块  
+
+---
+
 ## 历史 Tab
 
 - 仅 **保存到历史** 后出现（不会一算就自动入库）  
@@ -80,3 +98,4 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 | 日期 | 说明 |
 |------|------|
 | 2026-07-23 | 首版上线说明 |
+| 2026-07-23 | 买跨对照：可设双边权利金、越过占比与收盘盈亏 |

lib/hub/amp_stats_lib.py

@@ -165,9 +165,74 @@ def compute_day_row(
     }
 
 
-def summarize_rows(rows: list[dict[str, Any]]) -> dict[str, Any]:
+def normalize_straddle_premium(raw: Any) -> Optional[float]:
+    """双边权利金(点数).空/≤0 表示不做跨式对照."""
+    if raw is None or raw == "":
+        return None
+    try:
+        v = float(raw)
+    except (TypeError, ValueError):
+        raise ValueError("双边权利金须为数字") from None
+    if v <= 0:
+        return None
+    return v
+
+
+def straddle_long_stats(rows: list[dict[str, Any]], premium: float) -> dict[str, Any]:
+    """买跨(赌波动):盈亏按收盘 |C−O| − 双边权利金;越过阈值用严格 >."""
+    prem = float(premium)
+    if prem <= 0:
+        raise ValueError("双边权利金须 > 0")
     if not rows:
         return {
+            "side": "long_straddle",
+            "premium": prem,
+            "sample_count": 0,
+            "up_exceed_days": 0,
+            "up_exceed_ratio": None,
+            "down_exceed_days": 0,
+            "down_exceed_ratio": None,
+            "abs_change_exceed_days": 0,
+            "abs_change_exceed_ratio": None,
+            "pnl_total": None,
+            "pnl_avg": None,
+            "win_days": 0,
+            "win_ratio": None,
+            "pnl_max": None,
+            "pnl_min": None,
+        }
+    n = len(rows)
+    up_ex = sum(1 for r in rows if float(r["up_points"]) > prem)
+    down_ex = sum(1 for r in rows if float(r["down_points"]) > prem)
+    abs_ex = sum(1 for r in rows if abs(float(r["change"])) > prem)
+    pnls = [abs(float(r["change"])) - prem for r in rows]
+    win = sum(1 for p in pnls if p > 0)
+    return {
+        "side": "long_straddle",
+        "premium": round(prem, 4),
+        "sample_count": n,
+        "up_exceed_days": up_ex,
+        "up_exceed_ratio": round(up_ex / n, 4),
+        "down_exceed_days": down_ex,
+        "down_exceed_ratio": round(down_ex / n, 4),
+        "abs_change_exceed_days": abs_ex,
+        "abs_change_exceed_ratio": round(abs_ex / n, 4),
+        "pnl_total": round(sum(pnls), 4),
+        "pnl_avg": round(statistics.fmean(pnls), 4),
+        "win_days": win,
+        "win_ratio": round(win / n, 4),
+        "pnl_max": round(max(pnls), 4),
+        "pnl_min": round(min(pnls), 4),
+    }
+
+
+def summarize_rows(
+    rows: list[dict[str, Any]],
+    *,
+    straddle_premium: Any = None,
+) -> dict[str, Any]:
+    if not rows:
+        out = {
             "sample_count": 0,
             "max_amplitude": None,
             "max_amplitude_day": None,
@@ -179,7 +244,12 @@ def summarize_rows(rows: list[dict[str, Any]]) -> dict[str, Any]:
             "avg_down_points": None,
             "up_day_ratio": None,
             "down_day_ratio": None,
+            "straddle": None,
         }
+        prem = normalize_straddle_premium(straddle_premium)
+        if prem is not None:
+            out["straddle"] = straddle_long_stats([], prem)
+        return out
     amps = [float(r["amplitude"]) for r in rows]
     ups = [float(r["up_points"]) for r in rows]
     downs = [float(r["down_points"]) for r in rows]
@@ -188,7 +258,7 @@ def summarize_rows(rows: list[dict[str, Any]]) -> dict[str, Any]:
     up_days = sum(1 for r in rows if float(r["change"]) > 0)
     down_days = sum(1 for r in rows if float(r["change"]) < 0)
     n = len(rows)
-    return {
+    out: dict[str, Any] = {
         "sample_count": n,
         "max_amplitude": round(max_amp, 4),
         "max_amplitude_day": max_amp_day,
@@ -200,7 +270,12 @@ def summarize_rows(rows: list[dict[str, Any]]) -> dict[str, Any]:
         "avg_down_points": round(statistics.fmean(downs), 4),
         "up_day_ratio": round(up_days / n, 4),
         "down_day_ratio": round(down_days / n, 4),
+        "straddle": None,
     }
+    prem = normalize_straddle_premium(straddle_premium)
+    if prem is not None:
+        out["straddle"] = straddle_long_stats(rows, prem)
+    return out
 
 
 def _parse_okx_candle_row(row: list) -> Optional[dict[str, Any]]:
@@ -312,6 +387,7 @@ def compute_amp_stats(
     start_hour: int = 16,
     period: str = "2m",
     custom_days: Any = None,
+    straddle_premium: Any = None,
     now: Optional[datetime] = None,
     fetch_fn: Optional[Callable[..., list[dict[str, Any]]]] = None,
 ) -> dict[str, Any]:
@@ -319,6 +395,7 @@ def compute_amp_stats(
     sh = int(start_hour)
     if sh < 0 or sh > 23:
         raise ValueError("起点须为 0-23 整点")
+    prem = normalize_straddle_premium(straddle_premium)
     sample_days = resolve_sample_days(period, custom_days)
     settlements = list_settlement_dates(sample_days=sample_days, now=now)
     if not settlements:
@@ -342,7 +419,7 @@ def compute_amp_stats(
             missing.append(d.isoformat())
             continue
         rows.append(row)
-    summary = summarize_rows(rows)
+    summary = summarize_rows(rows, straddle_premium=prem)
     period_label = period if period != "custom" else f"custom:{sample_days}"
     return {
         "ok": True,
@@ -353,6 +430,7 @@ def compute_amp_stats(
         "end_hour": END_HOUR,
         "period": period_label,
         "sample_days_requested": sample_days,
+        "straddle_premium": prem,
         "timeframe": TIMEFRAME,
         "price_source": price_source,
         "inst_id": inst_id,
@@ -398,6 +476,26 @@ def build_export_csv(payload: dict[str, Any]) -> str:
     w.writerow(["开→高最大", s.get("max_up_points"), "均值", s.get("avg_up_points")])
     w.writerow(["开→低最大", s.get("max_down_points"), "均值", s.get("avg_down_points")])
     w.writerow(["上涨窗占比", s.get("up_day_ratio"), "下跌窗占比", s.get("down_day_ratio")])
+    st = s.get("straddle") or {}
+    if st:
+        w.writerow([])
+        w.writerow(["【买跨对照·双边权利金】", st.get("premium")])
+        w.writerow(["开→高超过", st.get("up_exceed_days"), "占比", st.get("up_exceed_ratio")])
+        w.writerow(["开→低超过", st.get("down_exceed_days"), "占比", st.get("down_exceed_ratio")])
+        w.writerow(["|涨跌|超过", st.get("abs_change_exceed_days"), "占比", st.get("abs_change_exceed_ratio")])
+        w.writerow(
+            [
+                "买跨点数盈亏合计",
+                st.get("pnl_total"),
+                "日均",
+                st.get("pnl_avg"),
+                "赚钱天数",
+                st.get("win_days"),
+                "胜率",
+                st.get("win_ratio"),
+            ]
+        )
+        w.writerow(["单日最大赚", st.get("pnl_max"), "单日最大亏", st.get("pnl_min")])
     w.writerow([])
     w.writerow(["【日表明细】"])
     w.writerow(

manual_trading_hub/amp_stats_routes.py

@@ -12,7 +12,10 @@ from lib.hub.amp_stats_lib import (
     build_export_csv,
     compute_amp_stats,
     export_filename,
+    normalize_straddle_premium,
     rows_page,
+    straddle_long_stats,
+    summarize_rows,
 )
 
 
@@ -21,6 +24,7 @@ class ComputeBody(BaseModel):
     start_hour: int = 16
     period: str = "2m"
     custom_days: Optional[int] = None
+    straddle_premium: Optional[float] = None
     page: int = 1
     page_size: int = 20
 
@@ -29,6 +33,13 @@ class SaveBody(BaseModel):
     result: dict[str, Any] = Field(default_factory=dict)
 
 
+class StraddleBody(BaseModel):
+    """已有日表上按权利金重算买跨对照(不拉 K 线)."""
+
+    rows: list[dict[str, Any]] = Field(default_factory=list)
+    straddle_premium: Optional[float] = None
+
+
 def create_amp_stats_router() -> APIRouter:
     router = APIRouter(prefix="/api/amp-stats", tags=["amp-stats"])
 
@@ -54,6 +65,7 @@ def create_amp_stats_router() -> APIRouter:
             "default_period": "2m",
             "timeframe": "1H",
             "metric_note": "振幅与距离均为点数:振幅=最高-最低=(开→高)+(开→低)",
+            "straddle_note": "买跨对照:双边权利金可设;越过用严格>;盈亏=|收-开|-权利金",
         }
 
     @router.post("/compute")
@@ -64,6 +76,7 @@ def create_amp_stats_router() -> APIRouter:
                 start_hour=body.start_hour,
                 period=body.period,
                 custom_days=body.custom_days,
+                straddle_premium=body.straddle_premium,
             )
         except ValueError as exc:
             raise HTTPException(status_code=400, detail=str(exc)) from exc
@@ -76,6 +89,20 @@ def create_amp_stats_router() -> APIRouter:
             "page": page,
         }
 
+    @router.post("/straddle")
+    def api_straddle(body: StraddleBody):
+        try:
+            prem = normalize_straddle_premium(body.straddle_premium)
+        except ValueError as exc:
+            raise HTTPException(status_code=400, detail=str(exc)) from exc
+        if prem is None:
+            return {"ok": True, "straddle": None}
+        try:
+            st = straddle_long_stats(body.rows or [], prem)
+        except ValueError as exc:
+            raise HTTPException(status_code=400, detail=str(exc)) from exc
+        return {"ok": True, "straddle": st}
+
     @router.get("/history")
     def api_history(symbol: str = "", limit: int = 50):
         return {"ok": True, "items": list_history(symbol=symbol, limit=limit)}
@@ -108,12 +135,21 @@ def create_amp_stats_router() -> APIRouter:
         start_hour: int = Query(default=16),
         period: str = Query(default="2m"),
         custom_days: Optional[int] = Query(default=None),
+        straddle_premium: Optional[float] = Query(default=None),
     ):
         if (history_id or "").strip():
             item = get_history(history_id.strip())
             if not item:
                 raise HTTPException(status_code=404, detail="历史不存在")
-            payload = item
+            payload = dict(item)
+            try:
+                prem = normalize_straddle_premium(straddle_premium)
+            except ValueError as exc:
+                raise HTTPException(status_code=400, detail=str(exc)) from exc
+            if prem is not None:
+                summary = summarize_rows(payload.get("rows") or [], straddle_premium=prem)
+                payload["summary"] = summary
+                payload["straddle_premium"] = prem
         else:
             try:
                 payload = compute_amp_stats(
@@ -121,6 +157,7 @@ def create_amp_stats_router() -> APIRouter:
                     start_hour=start_hour,
                     period=period,
                     custom_days=custom_days,
+                    straddle_premium=straddle_premium,
                 )
             except ValueError as exc:
                 raise HTTPException(status_code=400, detail=str(exc)) from exc

manual_trading_hub/static/amp_stats.js

@@ -1,14 +1,14 @@
 /**
- * 中控振幅统计:OKX ETH/BTC 时段点数振幅.
+ * 中控振幅统计:OKX ETH/BTC 时段点数振幅 + 买跨对照.
  */
 (function () {
   const page = document.getElementById("page-amp-stats");
   if (!page) return;
 
-  let meta = null;
   let lastResult = null;
   let pageNo = 1;
   let bound = false;
+  let straddleTimer = null;
 
   const el = (id) => document.getElementById(id);
 
@@ -32,6 +32,21 @@
       .replace(/"/g, """);
   }
 
+  function pct(ratio) {
+    if (ratio == null || ratio === "") return "—";
+    const n = Number(ratio);
+    if (!Number.isFinite(n)) return "—";
+    return (n * 100).toFixed(1) + "%";
+  }
+
+  function readPremium() {
+    const raw = (el("amp-straddle-premium")?.value || "").trim();
+    if (!raw) return null;
+    const n = Number(raw);
+    if (!Number.isFinite(n) || n <= 0) return null;
+    return n;
+  }
+
   function setStatus(msg) {
     const s = el("amp-status");
     if (s) s.textContent = msg || "";
@@ -68,12 +83,19 @@
     }
   }
 
+  function pnlClass(v) {
+    const n = Number(v);
+    if (!Number.isFinite(n) || n === 0) return "";
+    return n > 0 ? "is-pos" : "is-neg";
+  }
+
   function renderSummary(summary, result) {
     const box = el("amp-summary");
     if (!box) return;
     const s = summary || {};
     if (!s.sample_count) {
       box.innerHTML = '<p class="amp-empty">暂无汇总</p>';
+      renderStraddle(null);
       return;
     }
     box.innerHTML =
@@ -87,6 +109,35 @@
       `<div><span class="amp-sum-k">涨/跌窗占比</span><span class="amp-sum-v">${esc(s.up_day_ratio)} / ${esc(s.down_day_ratio)}</span></div>` +
       `<div><span class="amp-sum-k">价源</span><span class="amp-sum-v">${esc(result && result.price_source)}</span></div>` +
       `</div>`;
+    renderStraddle(s.straddle);
+  }
+
+  function renderStraddle(st) {
+    const box = el("amp-straddle");
+    if (!box) return;
+    if (!st) {
+      box.innerHTML = '<p class="amp-empty">填写「买跨·双边权利金」后计算，可看越过天数与买跨点数盈亏</p>';
+      return;
+    }
+    const verdict =
+      st.pnl_total == null
+        ? "—"
+        : Number(st.pnl_total) > 0
+          ? "样本合计盈利"
+          : Number(st.pnl_total) < 0
+            ? "样本合计亏损"
+            : "样本合计持平";
+    box.innerHTML =
+      `<div class="amp-sum-grid">` +
+      `<div><span class="amp-sum-k">双边权利金</span><span class="amp-sum-v">${esc(st.premium)}</span></div>` +
+      `<div><span class="amp-sum-k">开→高超过</span><span class="amp-sum-v">${esc(st.up_exceed_days)} 天 · ${esc(pct(st.up_exceed_ratio))}</span></div>` +
+      `<div><span class="amp-sum-k">开→低超过</span><span class="amp-sum-v">${esc(st.down_exceed_days)} 天 · ${esc(pct(st.down_exceed_ratio))}</span></div>` +
+      `<div><span class="amp-sum-k">|涨跌|超过</span><span class="amp-sum-v">${esc(st.abs_change_exceed_days)} 天 · ${esc(pct(st.abs_change_exceed_ratio))}</span></div>` +
+      `<div><span class="amp-sum-k">买跨盈亏合计</span><span class="amp-sum-v ${pnlClass(st.pnl_total)}">${esc(st.pnl_total)} <small>(${esc(verdict)})</small></span></div>` +
+      `<div><span class="amp-sum-k">日均盈亏</span><span class="amp-sum-v ${pnlClass(st.pnl_avg)}">${esc(st.pnl_avg)}</span></div>` +
+      `<div><span class="amp-sum-k">赚钱天数/胜率</span><span class="amp-sum-v">${esc(st.win_days)} · ${esc(pct(st.win_ratio))}</span></div>` +
+      `<div><span class="amp-sum-k">单日最大赚/亏</span><span class="amp-sum-v">${esc(st.pnl_max)} / ${esc(st.pnl_min)}</span></div>` +
+      `</div>`;
   }
 
   function renderTable(pagePayload) {
@@ -135,12 +186,46 @@
     }
   }
 
+  async function applyStraddleOnly() {
+    if (!lastResult || !Array.isArray(lastResult.rows)) {
+      renderStraddle(null);
+      return;
+    }
+    const prem = readPremium();
+    if (prem == null) {
+      if (lastResult.summary) lastResult.summary.straddle = null;
+      lastResult.straddle_premium = null;
+      renderStraddle(null);
+      return;
+    }
+    try {
+      const data = await apiFetch("/api/amp-stats/straddle", {
+        method: "POST",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify({ rows: lastResult.rows, straddle_premium: prem }),
+      });
+      const st = data.straddle || null;
+      if (!lastResult.summary) lastResult.summary = {};
+      lastResult.summary.straddle = st;
+      lastResult.straddle_premium = prem;
+      renderStraddle(st);
+    } catch (e) {
+      setStatus(String(e && e.message ? e.message : e));
+    }
+  }
+
+  function scheduleStraddleRefresh() {
+    if (straddleTimer) clearTimeout(straddleTimer);
+    straddleTimer = setTimeout(() => void applyStraddleOnly(), 280);
+  }
+
   async function compute(resetPage) {
     if (resetPage) pageNo = 1;
     const symbol = el("amp-symbol")?.value || "eth";
     const startHour = Number(el("amp-start-hour")?.value || 16);
     const period = el("amp-period")?.value || "2m";
     const customDays = Number(el("amp-custom-days")?.value || 60);
+    const straddlePremium = readPremium();
     setStatus("计算中…(首次拉取 OKX K 线可能需数十秒)");
     try {
       const data = await apiFetch("/api/amp-stats/compute", {
@@ -151,6 +236,7 @@
           start_hour: startHour,
           period,
           custom_days: period === "custom" ? customDays : null,
+          straddle_premium: straddlePremium,
           page: pageNo,
           page_size: 20,
         }),
@@ -195,12 +281,14 @@
     const startHour = Number(el("amp-start-hour")?.value || 16);
     const period = el("amp-period")?.value || "2m";
     const customDays = Number(el("amp-custom-days")?.value || 60);
+    const prem = readPremium();
     const q = new URLSearchParams({
       symbol,
       start_hour: String(startHour),
       period,
     });
     if (period === "custom") q.set("custom_days", String(customDays));
+    if (prem != null) q.set("straddle_premium", String(prem));
     window.location.href = "/api/amp-stats/export?" + q.toString();
   }
 
@@ -234,7 +322,10 @@
         const id = card.getAttribute("data-id");
         card.querySelector(".amp-hist-view")?.addEventListener("click", () => void openHistory(id));
         card.querySelector(".amp-hist-dl")?.addEventListener("click", () => {
-          window.location.href = "/api/amp-stats/export?history_id=" + encodeURIComponent(id);
+          const prem = readPremium();
+          let url = "/api/amp-stats/export?history_id=" + encodeURIComponent(id);
+          if (prem != null) url += "&straddle_premium=" + encodeURIComponent(String(prem));
+          window.location.href = url;
         });
         card.querySelector(".amp-hist-del")?.addEventListener("click", async () => {
           if (!confirm("删除该历史记录?")) return;
@@ -255,6 +346,9 @@
       if (lastResult) {
         if (el("amp-symbol")) el("amp-symbol").value = lastResult.symbol || "eth";
         if (el("amp-start-hour")) el("amp-start-hour").value = String(lastResult.start_hour ?? 16);
+        if (lastResult.straddle_premium != null && el("amp-straddle-premium")) {
+          el("amp-straddle-premium").value = String(lastResult.straddle_premium);
+        }
         renderSummary(lastResult.summary, lastResult);
         const pagePayload = {
           page: 1,
@@ -266,6 +360,7 @@
         pageNo = 1;
         renderTable(pagePayload);
         setStatus("已载入历史 " + id);
+        void applyStraddleOnly();
       }
     } catch (e) {
       setStatus(String(e && e.message ? e.message : e));
@@ -283,6 +378,7 @@
     el("amp-btn-compute")?.addEventListener("click", () => void compute(true));
     el("amp-btn-save")?.addEventListener("click", () => void saveHistory());
     el("amp-btn-download")?.addEventListener("click", downloadCurrent);
+    el("amp-straddle-premium")?.addEventListener("input", scheduleStraddleRefresh);
     syncCustomDays();
   }
 
@@ -291,6 +387,7 @@
       bind();
       setView("stats");
       setStatus("");
+      renderStraddle(null);
     },
   };
 })();

manual_trading_hub/static/app.css

@@ -10939,55 +10939,58 @@ html[data-theme="light"] .hub-logs-card-hint {
     min-height: 360px;
   }
 }
-
-/* —— 振幅统计 —— */
-.amp-view-tabs { display: flex; gap: 8px; margin: 0 0 12px; }
-.amp-view-tab {
-  min-height: 34px; padding: 6px 14px; border: 1px solid var(--border-soft);
-  border-radius: 8px; background: transparent; color: var(--muted); cursor: pointer;
-}
-.amp-view-tab.is-active { color: var(--text); border-color: var(--accent); background: rgba(0, 212, 255, 0.08); }
-.amp-panel { padding: 14px 16px 18px; }
-.amp-form {
-  display: grid; grid-template-columns: repeat(auto-fill, minmax(140px, 1fr));
-  gap: 10px 12px; align-items: end; margin-bottom: 8px;
-}
-.amp-field { display: flex; flex-direction: column; gap: 4px; font-size: 12px; color: var(--muted); }
-.amp-field select, .amp-field input {
-  min-height: 34px; padding: 6px 8px; border-radius: 8px;
-  border: 1px solid var(--border-soft); background: var(--panel-solid); color: var(--text);
-}
-.amp-actions { display: flex; flex-wrap: wrap; gap: 8px; align-items: center; }
-.amp-hint { font-size: 12px; color: var(--muted); margin: 4px 0 12px; }
-.amp-status { margin: 0 0 8px; }
-.amp-block-title { font-size: 14px; margin: 14px 0 8px; }
-.amp-sum-grid {
-  display: grid; grid-template-columns: repeat(auto-fill, minmax(180px, 1fr)); gap: 8px;
-}
-.amp-sum-grid > div {
-  border: 1px solid var(--border-soft); border-radius: 8px; padding: 8px 10px;
-  display: flex; flex-direction: column; gap: 2px;
-}
-.amp-sum-k { font-size: 11px; color: var(--muted); }
-.amp-sum-v { font-size: 14px; font-weight: 600; color: var(--text); }
-.amp-table-wrap { overflow-x: auto; }
-.amp-table { width: 100%; border-collapse: collapse; font-size: 12px; }
-.amp-table th, .amp-table td {
-  border-bottom: 1px solid var(--border-soft); padding: 7px 8px; text-align: right; white-space: nowrap;
-}
-.amp-table th:first-child, .amp-table td:first-child,
-.amp-table th:nth-child(2), .amp-table td:nth-child(2) { text-align: left; }
-.amp-pager { display: flex; align-items: center; gap: 10px; margin-top: 10px; }
-.amp-pager-meta { font-size: 12px; color: var(--muted); }
-.amp-empty { color: var(--muted); text-align: center; padding: 16px; }
-.amp-history-list { display: flex; flex-direction: column; gap: 10px; }
-.amp-hist-card {
-  display: flex; justify-content: space-between; gap: 12px; flex-wrap: wrap;
-  border: 1px solid var(--border-soft); border-radius: 10px; padding: 10px 12px;
-}
-.amp-hist-sub { font-size: 12px; color: var(--muted); margin-top: 4px; }
-.amp-hist-actions { display: flex; gap: 6px; align-items: center; }
-@media (max-width: 720px) {
-  .amp-form { grid-template-columns: 1fr 1fr; }
-  .amp-actions { grid-column: 1 / -1; }
+
+/* —— 振幅统计 —— */
+.amp-view-tabs { display: flex; gap: 8px; margin: 0 0 12px; }
+.amp-view-tab {
+  min-height: 34px; padding: 6px 14px; border: 1px solid var(--border-soft);
+  border-radius: 8px; background: transparent; color: var(--muted); cursor: pointer;
+}
+.amp-view-tab.is-active { color: var(--text); border-color: var(--accent); background: rgba(0, 212, 255, 0.08); }
+.amp-panel { padding: 14px 16px 18px; }
+.amp-form {
+  display: grid; grid-template-columns: repeat(auto-fill, minmax(140px, 1fr));
+  gap: 10px 12px; align-items: end; margin-bottom: 8px;
+}
+.amp-field { display: flex; flex-direction: column; gap: 4px; font-size: 12px; color: var(--muted); }
+.amp-field select, .amp-field input {
+  min-height: 34px; padding: 6px 8px; border-radius: 8px;
+  border: 1px solid var(--border-soft); background: var(--panel-solid); color: var(--text);
+}
+.amp-actions { display: flex; flex-wrap: wrap; gap: 8px; align-items: center; }
+.amp-hint { font-size: 12px; color: var(--muted); margin: 4px 0 12px; }
+.amp-status { margin: 0 0 8px; }
+.amp-block-title { font-size: 14px; margin: 14px 0 8px; }
+.amp-sum-grid {
+  display: grid; grid-template-columns: repeat(auto-fill, minmax(180px, 1fr)); gap: 8px;
+}
+.amp-sum-grid > div {
+  border: 1px solid var(--border-soft); border-radius: 8px; padding: 8px 10px;
+  display: flex; flex-direction: column; gap: 2px;
+}
+.amp-sum-k { font-size: 11px; color: var(--muted); }
+.amp-sum-v { font-size: 14px; font-weight: 600; color: var(--text); }
+.amp-sum-v.is-pos { color: var(--green); }
+.amp-sum-v.is-neg { color: var(--red); }
+.amp-straddle { margin-bottom: 4px; }
+.amp-table-wrap { overflow-x: auto; }
+.amp-table { width: 100%; border-collapse: collapse; font-size: 12px; }
+.amp-table th, .amp-table td {
+  border-bottom: 1px solid var(--border-soft); padding: 7px 8px; text-align: right; white-space: nowrap;
+}
+.amp-table th:first-child, .amp-table td:first-child,
+.amp-table th:nth-child(2), .amp-table td:nth-child(2) { text-align: left; }
+.amp-pager { display: flex; align-items: center; gap: 10px; margin-top: 10px; }
+.amp-pager-meta { font-size: 12px; color: var(--muted); }
+.amp-empty { color: var(--muted); text-align: center; padding: 16px; }
+.amp-history-list { display: flex; flex-direction: column; gap: 10px; }
+.amp-hist-card {
+  display: flex; justify-content: space-between; gap: 12px; flex-wrap: wrap;
+  border: 1px solid var(--border-soft); border-radius: 10px; padding: 10px 12px;
+}
+.amp-hist-sub { font-size: 12px; color: var(--muted); margin-top: 4px; }
+.amp-hist-actions { display: flex; gap: 6px; align-items: center; }
+@media (max-width: 720px) {
+  .amp-form { grid-template-columns: 1fr 1fr; }
+  .amp-actions { grid-column: 1 / -1; }
 }

manual_trading_hub/static/index.html

@@ -16,7 +16,7 @@
   <link rel="preconnect" href="https://fonts.gstatic.com" crossorigin />
   <link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" media="print" onload="this.media='all'" />
   <noscript><link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" /></noscript>
-      <link rel="stylesheet" href="/assets/app.css?v=20260723-amp-stats" />
+      <link rel="stylesheet" href="/assets/app.css?v=20260723-amp-straddle" />
   <link rel="stylesheet" href="/assets/trade_stats_calendar.css?v=4" />
   <link rel="stylesheet" href="/assets/account_risk_badge.css?v=4" />
   <script src="/assets/account_risk_badge.js?v=4"></script>
@@ -1051,6 +1051,10 @@
             <span>自定义天数</span>
             <input id="amp-custom-days" type="number" min="7" max="400" value="60" />
           </label>
+          <label class="amp-field">
+            <span>买跨·双边权利金(点)</span>
+            <input id="amp-straddle-premium" type="number" min="0" step="any" placeholder="如 30" />
+          </label>
           <div class="amp-actions">
             <button type="button" id="amp-btn-compute" class="primary">计算</button>
             <button type="button" id="amp-btn-save" class="ghost">保存到历史</button>
@@ -1058,9 +1062,11 @@
           </div>
         </div>
         <p id="amp-status" class="toolbar-meta amp-status"></p>
-        <p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低(均为点数).未到 16:00 的当日不入样.</p>
+        <p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低(均为点数).未到 16:00 的当日不入样.买跨对照:越过用严格 &gt;;盈亏=|收−开|−双边权利金.</p>
         <h3 class="amp-block-title">汇总</h3>
         <div id="amp-summary" class="amp-summary"></div>
+        <h3 class="amp-block-title">买跨对照</h3>
+        <div id="amp-straddle" class="amp-summary amp-straddle"></div>
         <h3 class="amp-block-title">日表明细</h3>
         <div class="amp-table-wrap">
           <table class="amp-table">
@@ -1490,7 +1496,7 @@
   <script src="/assets/funds.js?v=20260717-funds-scroll-fix"></script>
   <script src="/assets/dashboard.js?v=20260720-dash-sl-tp"></script>
   <script src="/assets/strategy.js?v=9"></script>
-  <script src="/assets/amp_stats.js?v=1"></script>
+  <script src="/assets/amp_stats.js?v=2"></script>
   <script src="/assets/help.js?v=1"></script>
   <script src="/assets/logs.js?v=1"></script>
   <script src="/assets/ai_review_render.js?v=3"></script>

tests/test_amp_stats_lib.py

@@ -87,6 +87,32 @@ class AmpStatsLibTests(unittest.TestCase):
         self.assertEqual(s["max_amplitude_day"], "2026-07-02")
         self.assertEqual(s["max_up_points"], 500)
         self.assertEqual(s["max_down_points"], 200)
+        self.assertIsNone(s["straddle"])
+
+    def test_long_straddle_stats(self):
+        rows = [
+            # |chg|=40>30 win+10; up=40>30; down=10
+            {"up_points": 40, "down_points": 10, "change": 40, "amplitude": 50, "settlement_day": "2026-07-01"},
+            # |chg|=10 lose-20; up=5; down=35>30
+            {"up_points": 5, "down_points": 35, "change": -10, "amplitude": 40, "settlement_day": "2026-07-02"},
+            # |chg|=30 not >30 lose-30; boundary
+            {"up_points": 30, "down_points": 30, "change": 30, "amplitude": 60, "settlement_day": "2026-07-03"},
+        ]
+        s = summarize_rows(rows, straddle_premium=30)
+        st = s["straddle"]
+        self.assertEqual(st["side"], "long_straddle")
+        self.assertEqual(st["premium"], 30)
+        self.assertEqual(st["up_exceed_days"], 1)  # only 40
+        self.assertEqual(st["down_exceed_days"], 1)  # only 35
+        self.assertEqual(st["abs_change_exceed_days"], 1)  # only 40
+        self.assertAlmostEqual(st["pnl_total"], 40 - 30 + 10 - 30 + 30 - 30)
+        self.assertEqual(st["win_days"], 1)
+        self.assertEqual(st["win_ratio"], round(1 / 3, 4))
+        csv_text = build_export_csv(
+            {"exchange": "okx", "symbol_label": "ETH", "summary": s, "rows": rows, "start_hour": 22, "end_hour": 16}
+        )
+        self.assertIn("买跨对照", csv_text)
+        self.assertIn("买跨点数盈亏合计", csv_text)
 
     def test_compute_with_mock_fetch(self):
         now = datetime(2026, 7, 22, 18, 0, tzinfo=TZ)