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>

tests/test_hedge_plan_calc.py

@@ -72,9 +72,25 @@ class TestHedgePlanCalc(unittest.TestCase):
     def test_oo_expiry_loss_flag(self):
         a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
         b = {"opt_type": "P", "strike": 3100, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
-        p = build_options_options_preview(target_price=3500, index_px=3200, leg_a=a, leg_b=b)
+        p = build_options_options_preview(
+            target_price_up=3500,
+            target_price_down=3000,
+            index_px=3200,
+            leg_a=a,
+            leg_b=b,
+        )
         self.assertEqual(p["summary"]["premium_paid"], 10)
         self.assertTrue(p["summary"]["expiry_is_loss"])
+        self.assertEqual(len(p["scenarios"]), 4)
+        self.assertEqual(p["scenarios"][0]["id"], "target_up")
+        self.assertEqual(p["scenarios"][1]["id"], "target_down")
+
+    def test_oo_legacy_single_target_still_works(self):
+        a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
+        b = {"opt_type": "P", "strike": 3100, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
+        p = build_options_options_preview(target_price=3500, index_px=3200, leg_a=a, leg_b=b)
+        self.assertEqual(p["target_price_up"], 3500)
+        self.assertEqual(p["target_price_down"], 3500)
 
     def test_perp_short_pnl(self):
         self.assertEqual(

tests/test_hedge_plan_orders.py

@@ -148,6 +148,8 @@ class TestHedgePlanOrderPath(unittest.TestCase):
         }
         body = {
             "target_price": 1900,
+            "target_price_up": 1950,
+            "target_price_down": 1750,
             "leg_a": {"inst_id": "A", "sheets": 1},
             "leg_b": {"inst_id": "B", "sheets": 1},
         }