Show hedge targets in options monitoring

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-17 07:15:00 +08:00
parent 6e6cb7caac
commit 8f71dbe874
8 changed files with 150 additions and 10 deletions
@@ -205,6 +205,45 @@ def attach_legs_to_plans(conn: sqlite3.Connection, plans: list[dict[str, Any]])
    return out


+def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
+    """返回由进行中「期期对冲」托管的期权目标位，仅供期权页只读展示。
+
+    这些目标由 hedge_plan_monitor_lib 执行，绝不能写入 options_target_monitors，
+    否则两套监控会同时尝试平掉同一条期权腿。
+    """
+    rows = conn.execute(
+        """
+        SELECT p.id AS plan_id, p.underlying, p.target_price_up, p.target_price_down,
+               l.inst_id, l.opt_type
+        FROM hedge_plans p
+        JOIN hedge_plan_legs l ON l.plan_id = p.id
+        WHERE p.plan_type = 'options_options'
+          AND p.status IN ('opening', 'active', 'partial')
+          AND l.status = 'open'
+          AND l.inst_id IS NOT NULL
+          AND l.inst_id != ''
+        ORDER BY p.id DESC, l.id DESC
+        """
+    ).fetchall()
+    out: dict[str, dict[str, Any]] = {}
+    for raw in rows:
+        row = dict(raw)
+        inst_id = str(row.get("inst_id") or "")
+        opt_type = str(row.get("opt_type") or "").upper()
+        target = row.get("target_price_up") if opt_type == "C" else row.get("target_price_down")
+        target_f = _sf(target)
+        if not inst_id or target_f is None or target_f <= 0 or inst_id in out:
+            continue
+        out[inst_id] = {
+            "plan_id": int(row["plan_id"]),
+            "underlying": row.get("underlying"),
+            "opt_type": opt_type,
+            "target_index": target_f,
+            "managed_by": "hedge_plan",
+        }
+    return out
+
+
 def _sf(v: Any) -> Optional[float]:
    try:
        if v is None or v == "":