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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>
This commit is contained in:
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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lib/common/static/hedge_plan.js
+12 -8
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@@ -364,9 +364,11 @@
if (!(ratio > 0) || !(ratio < 1)) ratio = 0.7;
const splitBy = state.ooBiasSplitBy === "sheets" ? "sheets" : "budget";
const pair = costA + costB;
let nSame = pair > 0 ? Math.floor(budget / pair + 1e-12) : 0;
nSame = capByDepth(nSame, state.legA && state.legA.ask_sz);
nSame = capByDepth(nSame, state.legB && state.legB.ask_sz);
const nPair = pair > 0 ? Math.floor(budget / pair + 1e-12) : 0;
const nSame = Math.min(
capByDepth(nPair, state.legA && state.legA.ask_sz),
capByDepth(nPair, state.legB && state.legB.ask_sz)
);
let nA = 0;
let nB = 0;
@@ -381,12 +383,14 @@
let nCall = 0;
let nPut = 0;
if (splitBy === "sheets") {
if (nSame < 2) {
return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "同张数规模不足 2,无法按比例拆分" };
// 总张数 = 同张数两侧合计(每腿 n → 共 2n),再按比例拆
const total = nSame * 2;
if (total < 2) {
return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "同张数总规模不足 2,无法按比例拆分" };
}
let majorN = Math.round(nSame * ratio);
majorN = Math.max(1, Math.min(majorN, nSame - 1));
const minorN = nSame - majorN;
let majorN = Math.round(total * ratio);
majorN = Math.max(1, Math.min(majorN, total - 1));
const minorN = total - majorN;
nCall = majorIsCall ? majorN : minorN;
nPut = majorIsCall ? minorN : majorN;
} else {