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Fix 期期 sheets bias: split total 2n from same-sheets, not n.

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Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
2026-07-19 15:33:00 +08:00
parent e3cd2a75de
commit 7938628485
10 changed files with 54 additions and 26 deletions
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docs/对冲计划开发方案.md
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@@ -98,7 +98,7 @@
- **同张数**(默认):最大 `n` 使 `n×(cost_A+cost_B) ≤ B`,两腿均填 `n`
- **做多 / 做空**:须一 Call 一 Put;主:次默认 **7:3**(`HEDGE_PLAN_OO_BIAS_RATIO`,可改)
- 做多:主腿=Call;做空:主腿=Put
- 拆分口径 `HEDGE_PLAN_OO_BIAS_SPLIT_BY`:`budget`(默认,按权利金预算拆) / `sheets`(先算同张数 `n` 再按比例拆张数)
- 拆分口径 `HEDGE_PLAN_OO_BIAS_SPLIT_BY`:`budget`(默认,按权利金预算拆) / `sheets`(先按同张数得每腿 `n`,总张数 `2n` 再按比例拆到 Call/Put)
- 另受各自卖一深度上限约束
- 已移除页面「均分」;后端仍兼容旧 `split_budget` 入参(预算对半)