修正期期盈亏比口径:按总权利金计算,残值按本合约
盈利腿触发改为盈利金额/总权利金;亏损腿残值20%仍相对该合约自身权利金。 Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -50,7 +50,7 @@ def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[
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if rr not in (None, ""):
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lines.extend(
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[
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f"🎯 盈亏比:{_fmt(rr)} (盈利金额/初始权利金)",
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f"🎯 盈亏比:{_fmt(rr)} (盈利金额/总权利金)",
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f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
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]
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)
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@@ -176,12 +176,12 @@ def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> boo
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side = "目标"
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mode = (plan.get("oo_close_mode") or "").strip().lower()
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if mode in ("close_all", "全平", "残值平"):
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rest_txt = "另一腿残值平(权利金≤初始20%且有买一,失败重试)"
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rest_txt = "另一腿残值平(本合约权利金≤20%且有买一,失败重试)"
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else:
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rest_txt = "另一腿到期平(持有至到期结算)"
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rr = plan.get("profit_rr")
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if rr not in (None, ""):
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detail = f"盈亏比 {_fmt(rr)} (盈利金额/初始权利金)"
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detail = f"盈亏比 {_fmt(rr)} (盈利金额/总权利金)"
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else:
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detail = (
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f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
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