Support dual breakout targets for options-options hedges.
Replace single S* with up/down targets across UI, preview, persist, monitor, and alerts so ranging breakouts can close the winner either way. Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -269,7 +269,21 @@ def _persist_oo(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
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"plan_type": "options_options",
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"status": "active",
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"underlying": str(body.get("underlying") or "ETH").upper(),
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"target_price": float(body.get("target_price") or 0),
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"target_price": float(
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body.get("target_price_up")
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or body.get("target_price")
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or 0
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),
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"target_price_up": float(
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body.get("target_price_up")
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or body.get("target_price")
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or 0
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),
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"target_price_down": float(
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body.get("target_price_down")
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or body.get("target_price")
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or 0
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),
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"sizing_mode_at_open": load_position_sizing_mode(),
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"premium_total": premium,
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"opened_at": result.get("opened_at"),
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@@ -610,8 +624,20 @@ def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
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def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
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target = float(body["target_price"])
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index_px = float(body.get("index_px") or target)
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up = body.get("target_price_up")
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down = body.get("target_price_down")
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legacy = body.get("target_price")
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if up in (None, "") and legacy not in (None, ""):
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up = legacy
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if down in (None, "") and legacy not in (None, ""):
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down = legacy
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if up in (None, "") or down in (None, ""):
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raise ValueError("请填写上破与下破目标价")
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up_f = float(up)
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down_f = float(down)
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if up_f <= down_f:
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raise ValueError("上破目标价必须大于下破目标价")
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index_px = float(body.get("index_px") or ((up_f + down_f) / 2))
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leg_a = body.get("leg_a") or {}
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leg_b = body.get("leg_b") or {}
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for name, leg in (("leg_a", leg_a), ("leg_b", leg_b)):
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@@ -626,7 +652,8 @@ def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
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if leg.get("premium_paid") is None:
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raise ValueError(f"缺少 {name} 权利金")
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return build_options_options_preview(
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target_price=target,
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target_price_up=up_f,
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target_price_down=down_f,
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index_px=index_px,
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leg_a=leg_a,
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leg_b=leg_b,
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