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feat(hedge): add option-primary mode for perp+options plans

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Add UI switch for Call+short/Put+long, premium x0.95 sizing, option-first open, and K+/-points exits with fee-aware net PnL.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-09 08:29:26 +08:00
parent 0b8e5a0914
commit afe361ce47
11 changed files with 1835 additions and 142 deletions
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lib/hedge_plan/hedge_plan_db.py
+11
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@@ -74,6 +74,17 @@ def init_hedge_plan_tables(conn: sqlite3.Connection) -> None:
_ensure_column(conn, "hedge_plans", "target_price_down", "REAL")
# close_all=盈利腿平后清残腿;hold_expiry=残腿持有至到期(现状)
_ensure_column(conn, "hedge_plans", "oo_close_mode", "TEXT")
# 永期「以期权为主」
_ensure_column(conn, "hedge_plans", "option_primary", "INTEGER")
_ensure_column(conn, "hedge_plans", "option_target_points", "REAL")
_ensure_column(conn, "hedge_plans", "perp_target_points", "REAL")
_ensure_column(conn, "hedge_plans", "option_perp_ratio", "REAL")
_ensure_column(conn, "hedge_plans", "premium_budget", "REAL")
_ensure_column(conn, "hedge_plans", "strike_interval", "REAL")
_ensure_column(conn, "hedge_plans", "min_option_hours", "REAL")
_ensure_column(conn, "hedge_plans", "option_moneyness", "TEXT")
_ensure_column(conn, "hedge_plans", "perp_direction", "TEXT")
_ensure_column(conn, "hedge_plan_legs", "ct_mult", "REAL")
def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None: