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>
This commit is contained in:
dekun
2026-07-23 02:33:23 +08:00
parent 61e8da1e8b
commit 789ab43dbe
7 changed files with 347 additions and 61 deletions
+38 -1
View File
@@ -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