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

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
+3 -3
View File
@@ -173,7 +173,7 @@ class TestHedgePlanCalc(unittest.TestCase):
self.assertTrue(s["ok"])
def test_suggest_oo_short_bias_sheets(self):
# same n=5; short → put major 4 / call minor 1 (round 5*0.7=4)
# 同张数 n=5 → 总张数 10; short → put 7 / call 3
s = suggest_oo_sheets(
mode="short_bias",
budget_usdc=10,
@@ -187,8 +187,8 @@ class TestHedgePlanCalc(unittest.TestCase):
bias_ratio=0.7,
)
self.assertEqual(s["mode"], "short_bias")
self.assertEqual(s["sheets_a"], 1)
self.assertEqual(s["sheets_b"], 4)
self.assertEqual(s["sheets_a"], 3)
self.assertEqual(s["sheets_b"], 7)
def test_suggest_oo_bias_requires_call_put(self):
s = suggest_oo_sheets(