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>

lib/common/static/hedge_plan.js

@@ -324,8 +324,14 @@
     fillExpSelect($("hp-oo-exp-select"), d);
     renderListStrikes();
     renderTStrikes();
-    if (d.index_px && $("hp-target") && !$("hp-target").value) {
+    if (d.index_px) {
-      $("hp-target").value = d.index_px;
+      const idx = Number(d.index_px);
+      if ($("hp-target-up") && !$("hp-target-up").value) {
+        $("hp-target-up").value = String(Math.round(idx * 1.03));
+      }
+      if ($("hp-target-down") && !$("hp-target-down").value) {
+        $("hp-target-down").value = String(Math.round(idx * 0.97));
+      }
     }
   }
 
@@ -583,7 +589,8 @@
     if ($("hp-contracts")) $("hp-contracts").value = "";
     if ($("hp-tp")) $("hp-tp").value = "";
     if ($("hp-sl")) $("hp-sl").value = "";
-    if ($("hp-target")) $("hp-target").value = "";
+    if ($("hp-target-up")) $("hp-target-up").value = "";
+    if ($("hp-target-down")) $("hp-target-down").value = "";
     if ($("hp-sel-inst")) $("hp-sel-inst").textContent = "—";
     if ($("hp-premium-line")) $("hp-premium-line").textContent = "";
     if ($("hp-oo-sheets-a")) {
@@ -606,12 +613,16 @@
       let body;
       if (isOo) {
         if (!state.legA || !state.legB) throw new Error("请选用两条期权腿");
-        const target = Number(($("hp-target") && $("hp-target").value) || 0);
+        const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
-        if (!target) throw new Error("请填写目标价");
+        const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
+        if (!up || !down) throw new Error("请填写上破与下破目标价");
+        if (up <= down) throw new Error("上破目标价必须大于下破目标价");
         body = {
           plan_type: "options_options",
-          target_price: target,
+          target_price_up: up,
-          index_px: (state.chain && state.chain.index_px) || target,
+          target_price_down: down,
+          target_price: up,
+          index_px: (state.chain && state.chain.index_px) || (up + down) / 2,
           leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),
           leg_b: legPayload(state.legB, ooSheets("hp-oo-sheets-b")),
         };
@@ -862,6 +873,8 @@
       oo_expiry_loss: "期期到期亏损",
       oo_expiry_win: "期期到期盈利",
       target_win_leg: "期期平盈利腿",
+      target_up_win_leg: "期期上破·平盈利腿",
+      target_down_win_leg: "期期下破·平盈利腿",
       expiry: "到期",
       manual: "人工结束",
       partial_fail: "半腿失败",
@@ -930,7 +943,12 @@
           fmt(p.perp_size, 4) +
           "</div>";
       } else {
-        html += "<div><span class=\"muted\">目标价 S*</span> " + fmt(p.target_price) + "</div>";
+        html +=
+          "<div><span class=\"muted\">目标价</span> 上破 " +
+          fmt(p.target_price_up || p.target_price) +
+          " · 下破 " +
+          fmt(p.target_price_down || p.target_price) +
+          "</div>";
       }
       html +=
         "<div><span class=\"muted\">权利金合计</span> " +
@@ -1084,12 +1102,16 @@
       let body;
       if (isOo) {
         if (!state.legA || !state.legB) throw new Error("请选用两条期权腿");
-        const target = Number(($("hp-target") && $("hp-target").value) || 0);
+        const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
-        if (!target) throw new Error("请填写目标价");
+        const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
+        if (!up || !down) throw new Error("请填写上破与下破目标价");
+        if (up <= down) throw new Error("上破目标价必须大于下破目标价");
         body = {
           plan_type: "options_options",
           underlying: state.underlying,
-          target_price: target,
+          target_price_up: up,
+          target_price_down: down,
+          target_price: up,
           leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),
           leg_b: legPayload(state.legB, ooSheets("hp-oo-sheets-b")),
         };

lib/common/static/instance_theme.css

@@ -3403,6 +3403,22 @@ html[data-theme="light"] .opt-be-dist-down {
   background: rgba(255, 255, 255, 0.03);
   font-size: 0.78rem;
 }
+.hedge-plan-page-wrap .hp-target-row {
+  display: flex;
+  flex-wrap: wrap;
+  gap: 10px;
+  align-items: center;
+  margin: 6px 0;
+}
+.hedge-plan-page-wrap .hp-target-row label {
+  display: inline-flex;
+  align-items: center;
+  gap: 6px;
+  font-size: 0.8rem;
+}
+.hedge-plan-page-wrap .hp-target-row input {
+  width: 110px;
+}
 .hedge-plan-page-wrap .hp-contracts-cell {
   max-width: 220px;
   overflow: hidden;

lib/hedge_plan/hedge_plan_calc_lib.py

@@ -223,12 +223,14 @@ def _hedge_ratio(opt_pnl: float, perp_pnl: float) -> Optional[float]:
 
 def build_options_options_preview(
     *,
-    target_price: float,
+    target_price: float | None = None,
+    target_price_up: float | None = None,
+    target_price_down: float | None = None,
     index_px: float,
     leg_a: dict[str, Any],
     leg_b: dict[str, Any],
 ) -> dict[str, Any]:
-    """期期情景:目标价 / 到期现价 / 到期两边."""
+    """期期情景:上破/下破目标价 / 到期现价 / 最大保费损耗."""
 
     def _leg_pnl(leg: dict[str, Any], spot: float) -> float:
         return option_expiry_pnl(
@@ -240,11 +242,25 @@ def build_options_options_preview(
             premium_paid=float(leg.get("premium_paid") or 0),
         )
 
+    # 兼容旧单目标:若未传上下目标则用 target_price 填两边
+    up = target_price_up if target_price_up is not None else target_price
+    down = target_price_down if target_price_down is not None else target_price
+    if up is None or down is None:
+        raise ValueError("缺少上破/下破目标价")
+    up_f = float(up)
+    down_f = float(down)
+
     prem = float(leg_a.get("premium_paid") or 0) + float(leg_b.get("premium_paid") or 0)
-    a_t = _leg_pnl(leg_a, target_price)
+    a_up = _leg_pnl(leg_a, up_f)
-    b_t = _leg_pnl(leg_b, target_price)
+    b_up = _leg_pnl(leg_b, up_f)
-    at_target = a_t + b_t
+    at_up = a_up + b_up
-    win_leg = "a" if a_t >= b_t else "b"
+    win_up = "a" if a_up >= b_up else "b"
+
+    a_dn = _leg_pnl(leg_a, down_f)
+    b_dn = _leg_pnl(leg_b, down_f)
+    at_dn = a_dn + b_dn
+    win_dn = "a" if a_dn >= b_dn else "b"
+
     a_flat = _leg_pnl(leg_a, index_px)
     b_flat = _leg_pnl(leg_b, index_px)
     flat_total = a_flat + b_flat
@@ -253,17 +269,30 @@ def build_options_options_preview(
     return {
         "plan_type": "options_options",
         "premium_paid": round(prem, 6),
-        "target_price": target_price,
+        "target_price": up_f,  # 兼容旧字段,取上破
-        "winner_at_target": win_leg,
+        "target_price_up": up_f,
+        "target_price_down": down_f,
+        "winner_at_up": win_up,
+        "winner_at_down": win_dn,
+        "winner_at_target": win_up,
         "scenarios": [
             {
-                "id": "target",
+                "id": "target_up",
-                "label": "到达目标价",
+                "label": "上破目标",
-                "spot": target_price,
+                "spot": up_f,
-                "leg_a_pnl": round(a_t, 4),
+                "leg_a_pnl": round(a_up, 4),
-                "leg_b_pnl": round(b_t, 4),
+                "leg_b_pnl": round(b_up, 4),
-                "total": round(at_target, 4),
+                "total": round(at_up, 4),
-                "note": f"盈利方≈腿{win_leg.upper()}(可平);亏损方默认到期",
+                "note": f"盈利方≈腿{win_up.upper()}(可平);亏损方默认到期",
+            },
+            {
+                "id": "target_down",
+                "label": "下破目标",
+                "spot": down_f,
+                "leg_a_pnl": round(a_dn, 4),
+                "leg_b_pnl": round(b_dn, 4),
+                "total": round(at_dn, 4),
+                "note": f"盈利方≈腿{win_dn.upper()}(可平);亏损方默认到期",
             },
             {
                 "id": "expiry_flat",
@@ -285,9 +314,11 @@ def build_options_options_preview(
             },
         ],
         "summary": {
-            "at_target_total": round(at_target, 4),
+            "at_target_up_total": round(at_up, 4),
+            "at_target_down_total": round(at_dn, 4),
+            "at_target_total": round(at_up, 4),
             "expiry_flat_total": round(expiry_loss, 4),
-            "premium_paid": round(prem, 4),
+            "premium_paid": round(prem, 6),
             "expiry_is_loss": flat_total <= 0,
         },
     }

lib/hedge_plan/hedge_plan_db.py

@@ -70,6 +70,20 @@ def init_hedge_plan_tables(conn: sqlite3.Connection) -> None:
     conn.execute(
         "CREATE INDEX IF NOT EXISTS idx_hedge_plan_legs_plan ON hedge_plan_legs(plan_id)"
     )
+    _ensure_column(conn, "hedge_plans", "target_price_up", "REAL")
+    _ensure_column(conn, "hedge_plans", "target_price_down", "REAL")
+
+
+def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
+    rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
+    names: set[str] = set()
+    for r in rows:
+        try:
+            names.add(str(r["name"]))
+        except (TypeError, KeyError, IndexError):
+            names.add(str(r[1]))
+    if col not in names:
+        conn.execute(f"ALTER TABLE {table} ADD COLUMN {col} {typedef}")
 
 
 def count_active_plans(conn: sqlite3.Connection, plan_type: Optional[str] = None) -> int:

lib/hedge_plan/hedge_plan_monitor_lib.py

@@ -235,12 +235,29 @@ def _tick_po(cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[di
 def _tick_oo_target(
     cfg: dict[str, Any], conn: Any, plan: dict[str, Any], legs: list[dict[str, Any]]
 ) -> Optional[dict[str, Any]]:
-    target = _sf(plan.get("target_price"))
+    """期期:触及上破或下破目标价时平盈利腿."""
     idx = _index_px(cfg, str(plan.get("underlying") or "ETH"))
-    if target is None or idx is None:
+    if idx is None:
         return None
-    near = abs(idx - target) / max(abs(target), 1.0) <= 0.002
+    up = _sf(plan.get("target_price_up"))
-    if not near:
+    down = _sf(plan.get("target_price_down"))
+    # 旧计划仅有单目标:两边都用它
+    legacy = _sf(plan.get("target_price"))
+    if up is None and legacy is not None:
+        up = legacy
+    if down is None and legacy is not None:
+        down = legacy
+    if up is None and down is None:
+        return None
+
+    hit_side: Optional[str] = None
+    # 上破:现价接近或超过上破目标
+    if up is not None and idx >= up * 0.998:
+        hit_side = "up"
+    # 下破:现价接近或低于下破目标
+    elif down is not None and idx <= down * 1.002:
+        hit_side = "down"
+    if not hit_side:
         return None
     if not _env_bool("HEDGE_PLAN_OO_CLOSE_WINNER_ONLY", True):
         return None
@@ -270,16 +287,23 @@ def _tick_oo_target(
             ),
         )
         return {"plan_id": plan["id"], "msg": "平盈利腿失败", "close": close_r}
+    reason = "target_up_win_leg" if hit_side == "up" else "target_down_win_leg"
     conn.execute(
         "UPDATE hedge_plan_legs SET status=?, close_reason=?, closed_at=?, realized_pnl=? WHERE id=?",
-        ("closed", "target_win_leg", _now(), best_pnl, best["id"]),
+        ("closed", reason, _now(), best_pnl, best["id"]),
     )
-    update_plan(conn, int(plan["id"]), close_reason="target_win_leg")
+    update_plan(conn, int(plan["id"]), close_reason=reason)
     mid = dict(plan)
-    mid["close_reason"] = "target_win_leg"
+    mid["close_reason"] = reason
     mid["status"] = "active"
     notify_plan_end(cfg, conn, mid)
-    return {"plan_id": plan["id"], "close_reason": "target_win_leg", "closed_leg": best.get("id")}
+    return {
+        "plan_id": plan["id"],
+        "close_reason": reason,
+        "hit_side": hit_side,
+        "closed_leg": best.get("id"),
+        "index": idx,
+    }
 
 
 def _tick_oo_expiry(

lib/hedge_plan/hedge_plan_notify_lib.py

@@ -48,7 +48,8 @@ def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[
     else:
         lines.extend(
             [
-                f"🎯 目标价 S*:{_fmt(plan.get('target_price'))}",
+                f"🎯 上破:{_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
+                f"｜下破:{_fmt(plan.get('target_price_down') or plan.get('target_price'))}",
                 f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
             ]
         )
@@ -78,6 +79,8 @@ def build_hedge_end_message(plan: dict[str, Any]) -> str:
         "perp_tp": "永续止盈(期权默认不平)",
         "perp_sl": "永续止损(期权强制平)",
         "target_win_leg": "期期已平盈利腿(中间态)",
+        "target_up_win_leg": "期期上破·已平盈利腿",
+        "target_down_win_leg": "期期下破·已平盈利腿",
         "oo_expiry_loss": "期期到期无盈利·总亏损",
         "oo_expiry_win": "期期到期仍盈利",
         "expiry": "到期收口",
@@ -143,13 +146,23 @@ def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> boo
     if int(plan.get("wechat_end_sent") or 0):
         return False
     # 中间态 target_win_leg 不算正式结束推送(用告警)
-    if (plan.get("close_reason") or "") == "target_win_leg" and (plan.get("status") or "") != "closed":
+    if (plan.get("close_reason") or "") in (
+        "target_win_leg",
+        "target_up_win_leg",
+        "target_down_win_leg",
+    ) and (plan.get("status") or "") != "closed":
+        side = "上破" if "up" in str(plan.get("close_reason")) else (
+            "下破" if "down" in str(plan.get("close_reason")) else "目标价"
+        )
         notify_hedge(
             cfg,
             build_hedge_alert_message(
-                title="期期已平盈利腿,亏损腿继续持有至到期",
+                title=f"期期{side}已平盈利腿,亏损腿继续持有至到期",
                 plan_id=plan.get("id"),
-                detail=f"目标价 {_fmt(plan.get('target_price'))}",
+                detail=(
+                    f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
+                    f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
+                ),
             ),
         )
         return True

lib/hedge_plan/hedge_plan_orders_lib.py

@@ -382,8 +382,20 @@ def validate_start_body(plan_type: str, body: dict[str, Any]) -> Optional[str]:
         b = body.get("leg_b") or {}
         if not a.get("inst_id") or not b.get("inst_id"):
             return "请选用两条期权腿"
-        if body.get("target_price") in (None, ""):
+        up = body.get("target_price_up")
-            return "缺少目标价"
+        down = body.get("target_price_down")
+        legacy = body.get("target_price")
+        if up in (None, "") and legacy not in (None, ""):
+            up = legacy
+        if down in (None, "") and legacy not in (None, ""):
+            down = legacy
+        if up in (None, "") or down in (None, ""):
+            return "请填写上破与下破目标价"
+        try:
+            if float(up) <= float(down):
+                return "上破目标价必须大于下破目标价"
+        except (TypeError, ValueError):
+            return "目标价无效"
         return None
     return "未知计划类型"
 

lib/hedge_plan/hedge_plan_register.py

@@ -269,7 +269,21 @@ def _persist_oo(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
                 "plan_type": "options_options",
                 "status": "active",
                 "underlying": str(body.get("underlying") or "ETH").upper(),
-                "target_price": float(body.get("target_price") or 0),
+                "target_price": float(
+                    body.get("target_price_up")
+                    or body.get("target_price")
+                    or 0
+                ),
+                "target_price_up": float(
+                    body.get("target_price_up")
+                    or body.get("target_price")
+                    or 0
+                ),
+                "target_price_down": float(
+                    body.get("target_price_down")
+                    or body.get("target_price")
+                    or 0
+                ),
                 "sizing_mode_at_open": load_position_sizing_mode(),
                 "premium_total": premium,
                 "opened_at": result.get("opened_at"),
@@ -610,8 +624,20 @@ def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
 
 
 def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
-    target = float(body["target_price"])
+    up = body.get("target_price_up")
-    index_px = float(body.get("index_px") or target)
+    down = body.get("target_price_down")
+    legacy = body.get("target_price")
+    if up in (None, "") and legacy not in (None, ""):
+        up = legacy
+    if down in (None, "") and legacy not in (None, ""):
+        down = legacy
+    if up in (None, "") or down in (None, ""):
+        raise ValueError("请填写上破与下破目标价")
+    up_f = float(up)
+    down_f = float(down)
+    if up_f <= down_f:
+        raise ValueError("上破目标价必须大于下破目标价")
+    index_px = float(body.get("index_px") or ((up_f + down_f) / 2))
     leg_a = body.get("leg_a") or {}
     leg_b = body.get("leg_b") or {}
     for name, leg in (("leg_a", leg_a), ("leg_b", leg_b)):
@@ -626,7 +652,8 @@ def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
         if leg.get("premium_paid") is None:
             raise ValueError(f"缺少 {name} 权利金")
     return build_options_options_preview(
-        target_price=target,
+        target_price_up=up_f,
+        target_price_down=down_f,
         index_px=index_px,
         leg_a=leg_a,
         leg_b=leg_b,

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -118,11 +118,14 @@
         <div class="form-row hp-uly-row">
           <button type="button" class="btn-secondary hp-uly-btn-oo active" data-uly="ETH">ETH</button>
           <button type="button" class="btn-secondary hp-uly-btn-oo" data-uly="BTC">BTC</button>
-          <label>目标价 S* <input type="number" step="any" id="hp-target" /></label>
+        </div>
+        <div class="form-row hp-target-row">
+          <label>上破目标 <input type="number" step="any" id="hp-target-up" placeholder="向上突破" /></label>
+          <label>下破目标 <input type="number" step="any" id="hp-target-down" placeholder="向下突破" /></label>
         </div>
         <div id="hp-oo-index" class="muted hp-quote-line"></div>
         <div id="hp-oo-bal-line" class="muted hp-quote-line"></div>
-        <p class="muted hp-unit-hint">单位说明:目标价=指数价(USD) · 张数=<strong>期权张</strong>(整张) · 权利金结算币=USDC</p>
+        <p class="muted hp-unit-hint">震荡突破:设上下两个目标价(USD)；触达任一侧重平盈利腿。张数=<strong>期权张</strong> · 权利金=USDC</p>
         <div id="hp-oo-legs" class="hp-oo-legs">
           <div class="hp-oo-leg-row" data-leg="a">
             <div class="muted" id="hp-oo-leg-a-info">腿A: 尚未选用</div>
@@ -186,7 +189,7 @@
             </tr>
           </thead>
           <tbody id="hp-result-tbody-oo">
-            <tr><td colspan="6" class="muted">选用两腿并填目标价后点计算</td></tr>
+            <tr><td colspan="6" class="muted">选用两腿并填上破/下破目标后点计算</td></tr>
           </tbody>
         </table>
       </div>
@@ -230,4 +233,4 @@
     </div>
   </div>
 </div>
-<script src="/static/hedge_plan.js?v=11"></script>
+<script src="/static/hedge_plan.js?v=12"></script>

lib/instance/templates/embed_shell.html

@@ -7,7 +7,7 @@
     <link rel="stylesheet" href="/static/instance_theme_early.css?v=4">
     <link rel="stylesheet" href="/static/account_risk_badge.css?v=4">
     <link rel="stylesheet" href="/static/instance_page.css?v=6">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=89">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=90">
     <script src="/static/account_risk_badge.js?v=4"></script>
     <meta name="theme-color" content="#0b0d14">
     <title>{{ exchange_display }} · 加密货币 | 交易监控复盘系统</title>

lib/instance/templates/index.html

@@ -17,7 +17,7 @@
     <link rel="manifest" href="/static/icons/manifest.webmanifest">
     <title>{{ exchange_display }} · 加密货币 | 交易监控复盘系统</title>
     <link rel="stylesheet" href="/static/instance_page.css?v=3">
-    <link rel="stylesheet" href="/static/instance_theme.css?v=89">
+    <link rel="stylesheet" href="/static/instance_theme.css?v=90">
 
 </head>
 <body

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},
         }