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

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>

tests/test_hedge_plan_option_primary.py

@@ -0,0 +1,144 @@
+"""永期「以期权为主」定仓/方向/目标位/校验."""
+import unittest
+
+from lib.hedge_plan.hedge_plan_option_primary_lib import (
+    PREMIUM_EXEC_FACTOR,
+    build_option_primary_preview,
+    estimate_combo_net_pnl,
+    floor2,
+    opt_type_for_view,
+    option_bid_liquidity_ok,
+    perp_direction_for_view,
+    size_from_premium,
+    target_hit,
+    validate_option_primary_start,
+)
+from lib.hedge_plan.hedge_plan_orders_lib import build_po_path_plan, validate_start_body
+
+
+class TestOptionPrimary(unittest.TestCase):
+    def test_direction_mapping(self):
+        self.assertEqual(opt_type_for_view("long"), "C")
+        self.assertEqual(opt_type_for_view("short"), "P")
+        self.assertEqual(perp_direction_for_view("long"), "short")
+        self.assertEqual(perp_direction_for_view("short"), "long")
+
+    def test_size_from_premium_095_and_eth_2dp(self):
+        # ask=10 → 1 ETH 成本 10U; 预算 100 → usable 95 → eth=9.5 → sheets=950 (ct=0.01)
+        sized = size_from_premium(
+            premium_budget=100,
+            ask=10,
+            ct_mult=0.01,
+            ratio=2,
+            contract_size=0.01,
+        )
+        self.assertTrue(sized["ok"])
+        self.assertAlmostEqual(sized["usable_premium"], 95.0)
+        self.assertEqual(sized["eth_qty"], 9.5)
+        self.assertEqual(sized["sheets"], 950.0)
+        # perp_eth = 9.5/2=4.75; contracts=4.75/0.01=475
+        self.assertAlmostEqual(sized["contracts"], 475.0)
+        self.assertEqual(PREMIUM_EXEC_FACTOR, 0.95)
+
+    def test_floor2(self):
+        self.assertEqual(floor2(1.239), 1.23)
+        self.assertEqual(floor2(0.009), 0.0)
+
+    def test_target_hit(self):
+        self.assertTrue(target_hit(view_side="long", index_px=1950, strike=1900, points=50))
+        self.assertFalse(target_hit(view_side="long", index_px=1949, strike=1900, points=50))
+        self.assertTrue(target_hit(view_side="short", index_px=1850, strike=1900, points=50))
+        self.assertFalse(target_hit(view_side="short", index_px=1851, strike=1900, points=50))
+        self.assertFalse(target_hit(view_side="long", index_px=1900, strike=1900, points=0))
+
+    def test_bid_liquidity(self):
+        ok, _ = option_bid_liquidity_ok(1.2, 10, need_sheets=5)
+        self.assertTrue(ok)
+        ok2, msg = option_bid_liquidity_ok(None, 10, need_sheets=1)
+        self.assertFalse(ok2)
+        self.assertIn("买一", msg)
+
+    def test_net_pnl_uses_buy_fee_for_sell(self):
+        net = estimate_combo_net_pnl(
+            view_side="long",
+            strike=1900,
+            index_px=1950,
+            ask_open=20,
+            bid=30,
+            sheets=2,
+            ct_mult=0.01,
+            perp_direction="short",
+            perp_entry=1900,
+            perp_mark=1950,
+            contracts=10,
+            contract_size=0.01,
+            fee=0.001,
+        )
+        # opt: proceeds=30*2*0.01=0.6; premium=0.4; fees=0.0004+0.0006; opt_net=0.6-0.4-0.001=0.199
+        self.assertIn("net", net)
+        self.assertEqual(net["fee_rate"], 0.001)
+
+    def test_path_option_primary_no_tpsl_options_first(self):
+        path = build_po_path_plan(
+            {
+                "option_primary": True,
+                "direction": "long",
+                "opt_inst_id": "ETH-USD-260831-1900-C",
+                "sheets": 2,
+                "exchange_symbol": "ETH/USDT:USDT",
+                "contracts": 1,
+            }
+        )
+        self.assertEqual(path[0]["step"], "options_buy_limit")
+        self.assertEqual(path[1]["direction"], "short")
+        self.assertFalse(path[1]["attach_tpsl"])
+
+    def test_validate_option_primary_start(self):
+        body = {
+            "option_primary": True,
+            "direction": "long",
+            "contracts": 1,
+            "opt_inst_id": "ETH-USD-260831-1900-C",
+            "opt_type": "C",
+            "sheets": 2,
+            "exchange_symbol": "ETH/USDT:USDT",
+            "premium_budget": 100,
+            "option_target_points": 50,
+            "perp_target_points": 30,
+            "option_perp_ratio": 2,
+            "strike": 1900,
+            "index_px": 1905,
+            "ask": 10,
+            "moneyness": "atm",
+            "strike_interval": 15,
+            "min_option_hours": 36,
+            "hours_to_expiry": 40,
+            "option_leverage": 100,
+        }
+        self.assertIsNone(validate_option_primary_start(body))
+        self.assertIsNone(validate_start_body("perp_options", body))
+        bad = dict(body, opt_type="P")
+        self.assertIsNotNone(validate_start_body("perp_options", bad))
+
+    def test_preview_builds_scenarios(self):
+        body = {
+            "direction": "long",
+            "strike": 1900,
+            "option_target_points": 50,
+            "perp_target_points": 30,
+            "ask": 20,
+            "sheets": 10,
+            "ct_mult": 0.01,
+            "contracts": 5,
+            "contract_size": 0.01,
+            "entry": 1900,
+            "index_px": 1900,
+            "premium_budget": 100,
+        }
+        out = build_option_primary_preview(body)
+        self.assertTrue(out["option_primary"])
+        self.assertEqual(len(out["scenarios"]), 2)
+
+
+if __name__ == "__main__":
+    unittest.main()