Block option auto-close on stub bids far below mark.

Reject target and depth closes when bid is a residual tick, and show invalid-bid UI instead of recycling at junk prices.

Co-authored-by: Cursor <cursoragent@cursor.com>

tests/test_options_pricing.py

@@ -221,6 +221,38 @@ def test_estimate_close_by_bids_empty():
     assert out["avg_px"] is None
 
 
+def test_stub_bid_blocks_auto_close_estimate():
+    from lib.options.options_pricing_lib import estimate_close_by_bids, is_stub_bid_px
+
+    stub, reason = is_stub_bid_px(0.2, mark_px=42.0)
+    assert stub is True
+    assert "残档" in reason or "无效" in reason or "远低于" in reason
+
+    out = estimate_close_by_bids(
+        [{"px": 0.2, "sz": 3500}],
+        66,
+        ct_mult=0.01,
+        premium_paid=9.37,
+        mark_px=42.0,
+    )
+    assert out["auto_close_blocked"] is True
+    assert out["bid_invalid"] is True
+    assert out["estimated_pnl"] is None
+    assert out["levels"] == []
+
+    ok, _ = is_stub_bid_px(30.0, mark_px=42.0)
+    assert ok is False
+    good = estimate_close_by_bids(
+        [{"px": 30.0, "sz": 100}],
+        10,
+        ct_mult=0.01,
+        premium_paid=1.0,
+        mark_px=42.0,
+    )
+    assert good["auto_close_blocked"] is False
+    assert good["covered_sheets"] == 10
+
+
 def test_expiry_breakeven_from_ask():
     from lib.options.options_pricing_lib import expiry_breakeven_from_ask