Add ratio-to-move-points mode for hub perpetual-options calculator.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-28 12:47:17 +08:00
parent 4bcf88b5cb
commit a908dccaba
5 changed files with 485 additions and 62 deletions
+142
View File
@@ -575,6 +575,10 @@
function renderPerpOptionsResult(data) {
const box = $("calc-po-result");
if (!box) return;
if ((data.calc_mode || "size") === "points") {
renderPerpOptionsPointsResult(data);
return;
}
const a = data.case_a || {};
const b = data.case_b || {};
const capitalHint = data.capital_ok
@@ -662,9 +666,124 @@
"</div></section></div>";
}
function renderPerpOptionsPointsResult(data) {
const box = $("calc-po-result");
if (!box) return;
const a = data.case_a || {};
const b = data.case_b || {};
const capitalHint = data.capital_ok
? "资金充足(参考)"
: "保证金高于交易资金(仅提示)";
let caseB =
'<section class="calc-po-case">' +
"<h4>情景 B · 期权方向对</h4>" +
'<div class="calc-summary">' +
"<div><span>所需点数(期权净利=目标)</span><strong>" +
fmt(b.move_points_opt_net, 4) +
" · " +
fmt(b.move_pct_opt_net, 4) +
"%</strong></div>" +
"<div><span>期权净利</span><strong class=\"" +
pnlClass(b.opt_net_u) +
'">' +
fmtU(b.opt_net_u) +
"</strong></div>" +
"<div><span>此时组合净利</span><strong class=\"" +
pnlClass(b.portfolio_net_at_opt_target_u) +
'">' +
fmtU(b.portfolio_net_at_opt_target_u) +
"</strong></div>";
if (b.move_points_portfolio != null) {
caseB +=
"<div><span>所需点数(组合净利=目标)</span><strong>" +
fmt(b.move_points_portfolio, 4) +
" · " +
fmt(b.move_pct_portfolio, 4) +
"%</strong></div>" +
"<div><span>组合净利</span><strong class=\"" +
pnlClass(b.portfolio_net_u) +
'">' +
fmtU(b.portfolio_net_u) +
"</strong></div>" +
"<div><span>此时期权净利</span><strong class=\"" +
pnlClass(b.opt_net_at_portfolio_target_u) +
'">' +
fmtU(b.opt_net_at_portfolio_target_u) +
"</strong></div>";
} else if (b.portfolio_error) {
caseB +=
'<div class="calc-field-span2"><span>组合达目标</span><strong class="calc-market-err">' +
esc(b.portfolio_error) +
"</strong></div>";
}
caseB += "</div></section>";
box.classList.remove("hidden");
box.innerHTML =
'<div class="calc-summary">' +
"<div><span>标的</span><strong>" +
esc(data.base || "—") +
" · 比例 " +
esc(data.ratio_label || "—") +
"</strong></div>" +
"<div><span>仓位</span><strong>永续 " +
fmtTrim(data.perp_coins, 4) +
" 币 / 期权 " +
fmtTrim(data.opt_coins, 4) +
" 币(" +
fmtTrim(data.opt_sheets, 2) +
" 张)</strong></div>" +
"<div><span>单币权利金</span><strong>" +
fmt(data.prem_per_coin, 4) +
"U</strong></div>" +
"<div><span>权利金总额</span><strong>" +
fmt(data.premium_total_u, 4) +
"U</strong></div>" +
"<div><span>目标盈利</span><strong>" +
fmt(data.target_profit_u, 2) +
"U</strong></div>" +
"<div><span>永续保证金</span><strong>" +
fmt(data.perp_margin_u, 2) +
"U</strong></div>" +
"<div><span>开仓参考</span><strong>" +
esc(capitalHint) +
"</strong></div>" +
"</div>" +
'<div class="calc-po-cases">' +
'<section class="calc-po-case">' +
"<h4>情景 A · 永续方向对</h4>" +
'<div class="calc-summary">' +
"<div><span>所需波动点数</span><strong>" +
fmt(a.move_points, 4) +
" · " +
fmt(a.move_pct, 4) +
"%</strong></div>" +
"<div><span>永续盈亏</span><strong class=\"" +
pnlClass(a.perp_pnl_u) +
'">' +
fmtU(a.perp_pnl_u) +
"</strong></div>" +
"<div><span>权利金(全亏)</span><strong>" +
fmt(a.premium_u, 4) +
"U</strong></div>" +
"<div><span>手续费</span><strong>" +
fmt(a.fee_u, 4) +
"U</strong></div>" +
"<div><span>净利</span><strong class=\"" +
pnlClass(a.net_u) +
'">' +
fmtU(a.net_u) +
"</strong></div>" +
"</div></section>" +
caseB +
"</div>";
}
async function submitPerpOptions(e) {
e.preventDefault();
const calcMode = ($("calc-po-calc-mode") && $("calc-po-calc-mode").value) || "size";
const body = {
calc_mode: calcMode,
base: ($("calc-po-base") && $("calc-po-base").value) || "ETH",
spot: num("calc-po-spot"),
capital_usdt: num("calc-po-capital"),
@@ -674,6 +793,8 @@
perp_leverage: num("calc-po-perp-lev"),
option_leverage: num("calc-po-opt-lev"),
ct_mult: num("calc-po-ct-mult") || 0.01,
ratio_perp: num("calc-po-ratio-perp") || 1,
ratio_opt: num("calc-po-ratio-opt") || 2,
};
try {
const r = await fetch("/api/calculator/perp-options", {
@@ -699,6 +820,22 @@
if (lab) lab.textContent = mode === "pct" ? "波动率 %" : "波动点数";
}
function syncPoCalcMode() {
const mode = ($("calc-po-calc-mode") && $("calc-po-calc-mode").value) || "size";
const points = mode === "points";
page.querySelectorAll(".calc-po-size-only").forEach(function (el) {
el.classList.toggle("hidden", points);
});
page.querySelectorAll(".calc-po-points-only").forEach(function (el) {
el.classList.toggle("hidden", !points);
});
const moveInput = $("calc-po-move");
if (moveInput) {
if (points) moveInput.removeAttribute("required");
else moveInput.setAttribute("required", "required");
}
}
function applyCalcTab(tab) {
const t = tab === "roll" || tab === "po" ? tab : "trend";
const layout = page.querySelector(".calc-layout");
@@ -739,6 +876,7 @@
const poForm = $("calc-po-form");
const dirSel = $("calc-trend-direction");
const poMode = $("calc-po-move-mode");
const poCalcMode = $("calc-po-calc-mode");
if (trendForm) trendForm.addEventListener("submit", submitTrend);
if (rollForm) rollForm.addEventListener("submit", submitRoll);
if (poForm) poForm.addEventListener("submit", submitPerpOptions);
@@ -750,6 +888,10 @@
poMode.addEventListener("change", syncPoMoveLabel);
syncPoMoveLabel();
}
if (poCalcMode) {
poCalcMode.addEventListener("change", syncPoCalcMode);
syncPoCalcMode();
}
bindRollLegsUI();
bindMarket("calc-trend");
bindMarket("calc-roll");
+20 -5
View File
@@ -966,9 +966,16 @@
<div class="calc-pane-split">
<div class="calc-input-panel">
<h2>永期对冲计算器</h2>
<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>
<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>
<form id="calc-po-form" class="calc-form">
<div class="calc-form-grid">
<label class="calc-field">
<span>测算模式</span>
<select id="calc-po-calc-mode">
<option value="size" selected>由波动推期权仓位</option>
<option value="points">由比例推波动点数</option>
</select>
</label>
<label class="calc-field">
<span>币种</span>
<select id="calc-po-base">
@@ -988,16 +995,24 @@
<span>目标盈利 (U)</span>
<input id="calc-po-target" type="number" min="0" step="any" value="15" required />
</label>
<label class="calc-field">
<label class="calc-field calc-po-size-only">
<span>波动模式</span>
<select id="calc-po-move-mode">
<option value="points" selected>波动点数</option>
<option value="pct">波动率 %</option>
</select>
</label>
<label class="calc-field">
<label class="calc-field calc-po-size-only">
<span id="calc-po-move-label">波动点数</span>
<input id="calc-po-move" type="number" min="0" step="any" value="50" required />
<input id="calc-po-move" type="number" min="0" step="any" value="50" />
</label>
<label class="calc-field calc-po-points-only hidden">
<span>永续比例</span>
<input id="calc-po-ratio-perp" type="number" min="0.01" step="any" value="1" />
</label>
<label class="calc-field calc-po-points-only hidden">
<span>期权比例</span>
<input id="calc-po-ratio-opt" type="number" min="0.01" step="any" value="2" />
</label>
<label class="calc-field">
<span>永续杠杆</span>
@@ -1740,7 +1755,7 @@
<script src="/assets/chart_draw.js?v=20260720-option-day-1600"></script>
<script src="/assets/chart.js?v=20260720-option-day-1600"></script>
<script src="/assets/plan.js?v=20260720-autofill"></script>
<script src="/assets/calculator.js?v=20260728-po-calc"></script>
<script src="/assets/calculator.js?v=20260728-po-points"></script>
<script src="/assets/compare.js?v=20260723-compare"></script>
<script src="/assets/trade_stats_calendar.js?v=3"></script>
<script src="/assets/archive.js?v=20260724-opt-archive"></script>