Add ratio-to-move-points mode for hub perpetual-options calculator.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+34
-13
@@ -1270,15 +1270,18 @@ class RollCalculatorBody(BaseModel):
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class PerpOptionsCalculatorBody(BaseModel):
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calc_mode: str = "size"
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base: str = "ETH"
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spot: float = Field(gt=0)
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capital_usdt: float = Field(gt=0)
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target_profit_u: float = Field(ge=0)
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move_mode: str = "points"
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move_value: float = Field(gt=0)
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move_value: float | None = None
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perp_leverage: float = Field(gt=0)
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option_leverage: float = Field(gt=0)
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ct_mult: float = Field(default=0.01, gt=0)
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ratio_perp: float = Field(default=1.0, gt=0)
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ratio_opt: float = Field(default=2.0, gt=0)
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class CompareOptionLegBody(BaseModel):
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@@ -1364,19 +1367,37 @@ def api_calculator_roll(body: RollCalculatorBody):
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@app.post("/api/calculator/perp-options")
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def api_calculator_perp_options(body: PerpOptionsCalculatorBody):
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from lib.hub.hub_perp_options_calc_lib import calc_perp_options_hedge
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from lib.hub.hub_perp_options_calc_lib import calc_perp_options
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data, err = calc_perp_options_hedge(
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base=body.base,
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spot=body.spot,
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capital_usdt=body.capital_usdt,
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target_profit_u=body.target_profit_u,
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move_mode=body.move_mode,
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move_value=body.move_value,
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perp_leverage=body.perp_leverage,
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option_leverage=body.option_leverage,
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ct_mult=body.ct_mult,
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)
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mode = (body.calc_mode or "size").strip().lower()
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if mode in ("points", "ratio", "move"):
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data, err = calc_perp_options(
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calc_mode="points",
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base=body.base,
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spot=body.spot,
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capital_usdt=body.capital_usdt,
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target_profit_u=body.target_profit_u,
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perp_leverage=body.perp_leverage,
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option_leverage=body.option_leverage,
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ct_mult=body.ct_mult,
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ratio_perp=body.ratio_perp,
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ratio_opt=body.ratio_opt,
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)
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else:
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if body.move_value is None or body.move_value <= 0:
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return JSONResponse({"ok": False, "msg": "请填写波动数值"}, status_code=400)
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data, err = calc_perp_options(
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calc_mode="size",
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base=body.base,
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spot=body.spot,
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capital_usdt=body.capital_usdt,
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target_profit_u=body.target_profit_u,
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move_mode=body.move_mode,
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move_value=body.move_value,
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perp_leverage=body.perp_leverage,
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option_leverage=body.option_leverage,
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ct_mult=body.ct_mult,
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)
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if err:
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return JSONResponse({"ok": False, "msg": err}, status_code=400)
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return {"ok": True, "data": data}
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@@ -575,6 +575,10 @@
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function renderPerpOptionsResult(data) {
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const box = $("calc-po-result");
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if (!box) return;
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if ((data.calc_mode || "size") === "points") {
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renderPerpOptionsPointsResult(data);
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return;
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}
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const a = data.case_a || {};
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const b = data.case_b || {};
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const capitalHint = data.capital_ok
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@@ -662,9 +666,124 @@
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"</div></section></div>";
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}
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function renderPerpOptionsPointsResult(data) {
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const box = $("calc-po-result");
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if (!box) return;
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const a = data.case_a || {};
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const b = data.case_b || {};
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const capitalHint = data.capital_ok
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? "资金充足(参考)"
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: "保证金高于交易资金(仅提示)";
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let caseB =
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'<section class="calc-po-case">' +
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"<h4>情景 B · 期权方向对</h4>" +
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'<div class="calc-summary">' +
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"<div><span>所需点数(期权净利=目标)</span><strong>" +
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fmt(b.move_points_opt_net, 4) +
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" · " +
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fmt(b.move_pct_opt_net, 4) +
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"%</strong></div>" +
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"<div><span>期权净利</span><strong class=\"" +
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pnlClass(b.opt_net_u) +
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'">' +
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fmtU(b.opt_net_u) +
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"</strong></div>" +
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"<div><span>此时组合净利</span><strong class=\"" +
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pnlClass(b.portfolio_net_at_opt_target_u) +
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'">' +
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fmtU(b.portfolio_net_at_opt_target_u) +
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"</strong></div>";
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if (b.move_points_portfolio != null) {
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caseB +=
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"<div><span>所需点数(组合净利=目标)</span><strong>" +
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fmt(b.move_points_portfolio, 4) +
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" · " +
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fmt(b.move_pct_portfolio, 4) +
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"%</strong></div>" +
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"<div><span>组合净利</span><strong class=\"" +
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pnlClass(b.portfolio_net_u) +
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'">' +
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fmtU(b.portfolio_net_u) +
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"</strong></div>" +
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"<div><span>此时期权净利</span><strong class=\"" +
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pnlClass(b.opt_net_at_portfolio_target_u) +
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'">' +
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fmtU(b.opt_net_at_portfolio_target_u) +
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"</strong></div>";
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} else if (b.portfolio_error) {
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caseB +=
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'<div class="calc-field-span2"><span>组合达目标</span><strong class="calc-market-err">' +
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esc(b.portfolio_error) +
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"</strong></div>";
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}
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caseB += "</div></section>";
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box.classList.remove("hidden");
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box.innerHTML =
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'<div class="calc-summary">' +
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"<div><span>标的</span><strong>" +
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esc(data.base || "—") +
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" · 比例 " +
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esc(data.ratio_label || "—") +
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"</strong></div>" +
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"<div><span>仓位</span><strong>永续 " +
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fmtTrim(data.perp_coins, 4) +
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" 币 / 期权 " +
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fmtTrim(data.opt_coins, 4) +
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" 币(" +
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fmtTrim(data.opt_sheets, 2) +
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" 张)</strong></div>" +
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"<div><span>单币权利金</span><strong>" +
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fmt(data.prem_per_coin, 4) +
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"U</strong></div>" +
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"<div><span>权利金总额</span><strong>" +
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fmt(data.premium_total_u, 4) +
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"U</strong></div>" +
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"<div><span>目标盈利</span><strong>" +
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fmt(data.target_profit_u, 2) +
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"U</strong></div>" +
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"<div><span>永续保证金</span><strong>" +
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fmt(data.perp_margin_u, 2) +
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"U</strong></div>" +
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"<div><span>开仓参考</span><strong>" +
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esc(capitalHint) +
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"</strong></div>" +
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"</div>" +
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'<div class="calc-po-cases">' +
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'<section class="calc-po-case">' +
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"<h4>情景 A · 永续方向对</h4>" +
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'<div class="calc-summary">' +
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"<div><span>所需波动点数</span><strong>" +
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fmt(a.move_points, 4) +
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" · " +
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fmt(a.move_pct, 4) +
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"%</strong></div>" +
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"<div><span>永续盈亏</span><strong class=\"" +
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pnlClass(a.perp_pnl_u) +
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'">' +
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fmtU(a.perp_pnl_u) +
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"</strong></div>" +
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"<div><span>权利金(全亏)</span><strong>" +
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fmt(a.premium_u, 4) +
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"U</strong></div>" +
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"<div><span>手续费</span><strong>" +
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fmt(a.fee_u, 4) +
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"U</strong></div>" +
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"<div><span>净利</span><strong class=\"" +
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pnlClass(a.net_u) +
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'">' +
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fmtU(a.net_u) +
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"</strong></div>" +
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"</div></section>" +
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caseB +
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"</div>";
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}
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async function submitPerpOptions(e) {
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e.preventDefault();
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const calcMode = ($("calc-po-calc-mode") && $("calc-po-calc-mode").value) || "size";
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const body = {
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calc_mode: calcMode,
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base: ($("calc-po-base") && $("calc-po-base").value) || "ETH",
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spot: num("calc-po-spot"),
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capital_usdt: num("calc-po-capital"),
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@@ -674,6 +793,8 @@
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perp_leverage: num("calc-po-perp-lev"),
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option_leverage: num("calc-po-opt-lev"),
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ct_mult: num("calc-po-ct-mult") || 0.01,
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ratio_perp: num("calc-po-ratio-perp") || 1,
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ratio_opt: num("calc-po-ratio-opt") || 2,
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};
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try {
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const r = await fetch("/api/calculator/perp-options", {
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@@ -699,6 +820,22 @@
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if (lab) lab.textContent = mode === "pct" ? "波动率 %" : "波动点数";
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}
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function syncPoCalcMode() {
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const mode = ($("calc-po-calc-mode") && $("calc-po-calc-mode").value) || "size";
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const points = mode === "points";
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page.querySelectorAll(".calc-po-size-only").forEach(function (el) {
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el.classList.toggle("hidden", points);
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});
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page.querySelectorAll(".calc-po-points-only").forEach(function (el) {
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el.classList.toggle("hidden", !points);
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});
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const moveInput = $("calc-po-move");
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if (moveInput) {
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if (points) moveInput.removeAttribute("required");
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else moveInput.setAttribute("required", "required");
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}
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}
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function applyCalcTab(tab) {
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const t = tab === "roll" || tab === "po" ? tab : "trend";
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const layout = page.querySelector(".calc-layout");
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@@ -739,6 +876,7 @@
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const poForm = $("calc-po-form");
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const dirSel = $("calc-trend-direction");
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const poMode = $("calc-po-move-mode");
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const poCalcMode = $("calc-po-calc-mode");
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if (trendForm) trendForm.addEventListener("submit", submitTrend);
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if (rollForm) rollForm.addEventListener("submit", submitRoll);
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if (poForm) poForm.addEventListener("submit", submitPerpOptions);
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@@ -750,6 +888,10 @@
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poMode.addEventListener("change", syncPoMoveLabel);
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syncPoMoveLabel();
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}
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if (poCalcMode) {
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poCalcMode.addEventListener("change", syncPoCalcMode);
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syncPoCalcMode();
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}
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bindRollLegsUI();
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bindMarket("calc-trend");
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bindMarket("calc-roll");
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@@ -966,9 +966,16 @@
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<div class="calc-pane-split">
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<div class="calc-input-panel">
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<h2>永期对冲计算器</h2>
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<p class="calc-hint">永续固定 1 币;单币权利金 = 现价 / 期权杠杆;权利金按全亏;只扣永续开平手续费(各 0.05%).主要反推期权开仓币数/张数.</p>
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<p class="calc-hint">永续固定 1 币;单币权利金 = 现价 / 期权杠杆;权利金按全亏;只扣永续开平手续费(各 0.05%).「推仓位」由波动反推期权数量;「推点数」按永续:期权比例反推达目标盈利所需波动.</p>
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<form id="calc-po-form" class="calc-form">
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<div class="calc-form-grid">
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<label class="calc-field">
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<span>测算模式</span>
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<select id="calc-po-calc-mode">
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<option value="size" selected>由波动推期权仓位</option>
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<option value="points">由比例推波动点数</option>
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</select>
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</label>
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<label class="calc-field">
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<span>币种</span>
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<select id="calc-po-base">
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@@ -988,16 +995,24 @@
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<span>目标盈利 (U)</span>
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<input id="calc-po-target" type="number" min="0" step="any" value="15" required />
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</label>
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<label class="calc-field">
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<label class="calc-field calc-po-size-only">
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<span>波动模式</span>
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<select id="calc-po-move-mode">
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<option value="points" selected>波动点数</option>
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<option value="pct">波动率 %</option>
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</select>
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</label>
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<label class="calc-field">
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<label class="calc-field calc-po-size-only">
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<span id="calc-po-move-label">波动点数</span>
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<input id="calc-po-move" type="number" min="0" step="any" value="50" required />
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<input id="calc-po-move" type="number" min="0" step="any" value="50" />
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</label>
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<label class="calc-field calc-po-points-only hidden">
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<span>永续比例</span>
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<input id="calc-po-ratio-perp" type="number" min="0.01" step="any" value="1" />
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</label>
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<label class="calc-field calc-po-points-only hidden">
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<span>期权比例</span>
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<input id="calc-po-ratio-opt" type="number" min="0.01" step="any" value="2" />
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</label>
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<label class="calc-field">
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<span>永续杠杆</span>
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@@ -1740,7 +1755,7 @@
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<script src="/assets/chart_draw.js?v=20260720-option-day-1600"></script>
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<script src="/assets/chart.js?v=20260720-option-day-1600"></script>
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<script src="/assets/plan.js?v=20260720-autofill"></script>
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<script src="/assets/calculator.js?v=20260728-po-calc"></script>
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<script src="/assets/calculator.js?v=20260728-po-points"></script>
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<script src="/assets/compare.js?v=20260723-compare"></script>
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<script src="/assets/trade_stats_calendar.js?v=3"></script>
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<script src="/assets/archive.js?v=20260724-opt-archive"></script>
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