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期期出场改盈亏比：达目标平盈利腿，亏损腿残值20%或到期平

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将上/下破目标价替换为盈亏比(盈利金额/初始权利金，默认2)；残值平需买一流动性且权利金≤初始20%。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-11 16:44:45 +08:00
parent e26a67176c
commit c5d3d9d6c1
17 changed files with 566 additions and 198 deletions
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lib/common/static/hedge_plan.js
+45 -41
View File
@@ -1166,12 +1166,9 @@
renderListStrikes();
renderTStrikes();
if (d.index_px) {
const idx = Number(d.index_px);
if ($("hp-target-up") && !$("hp-target-up").value) {
$("hp-target-up").value = String(Math.round(idx * 1.03));
}
if ($("hp-target-down") && !$("hp-target-down").value) {
$("hp-target-down").value = String(Math.round(idx * 0.97));
// 盈亏比默认2,不随指数自动改写
if ($("hp-profit-rr") && !$("hp-profit-rr").value) {
$("hp-profit-rr").value = "2";
}
}
}
@@ -1581,8 +1578,7 @@
if ($("hp-contracts")) $("hp-contracts").value = "";
if ($("hp-tp")) $("hp-tp").value = "";
if ($("hp-sl")) $("hp-sl").value = "";
if ($("hp-target-up")) $("hp-target-up").value = "";
if ($("hp-target-down")) $("hp-target-down").value = "";
if ($("hp-profit-rr")) $("hp-profit-rr").value = "2";
if ($("hp-sel-inst")) $("hp-sel-inst").textContent = "—";
if ($("hp-premium-line")) $("hp-premium-line").textContent = "";
if ($("hp-oo-sheets-a")) {
@@ -1618,16 +1614,12 @@
if (!matchesOoMoneyFilter(state.legA) || !matchesOoMoneyFilter(state.legB)) {
throw new Error("期期两腿须为平值或虚值,不可选实值");
}
const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
if (!up || !down) throw new Error("请填写上破与下破目标价");
if (up <= down) throw new Error("上破目标价必须大于下破目标价");
const rr = Number(($("hp-profit-rr") && $("hp-profit-rr").value) || 0);
if (!(rr > 0)) throw new Error("请填写盈亏比(须大于0,默认2)");
body = {
plan_type: "options_options",
target_price_up: up,
target_price_down: down,
target_price: up,
index_px: indexPx() || (up + down) / 2,
profit_rr: rr,
index_px: indexPx() || 0,
leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),
leg_b: legPayload(state.legB, ooSheets("hp-oo-sheets-b")),
};
@@ -1719,22 +1711,28 @@
fmt(s.premium_paid) +
(s.hedge_ratio_at_sl != null ? " · 止损对冲率 " + fmt(s.hedge_ratio_at_sl) + "%" : "");
} else {
const upTot = s.at_target_up_total != null ? s.at_target_up_total : s.at_target_total;
const dnTot = s.at_target_down_total;
const rrTarget = s.profit_rr != null ? s.profit_rr : null;
let rrLine = "";
if (s.rr_at_up != null || s.rr_at_down != null) {
if (rrTarget != null) {
rrLine =
" · 目标盈亏比 " +
fmt(rrTarget, 2) +
'<span class="muted">（盈利金额/初始权利金）</span>';
} else if (s.rr_at_up != null || s.rr_at_down != null) {
rrLine =
" · 盈亏比 上破 " +
fmtRr(s.rr_at_up) +
(dnTot != null ? " / 下破 " + fmtRr(s.rr_at_down) : "") +
(s.at_target_down_total != null ? " / 下破 " + fmtRr(s.rr_at_down) : "") +
'<span class="muted">（亏=全额保费 ' +
fmt(s.rr_risk_premium != null ? s.rr_risk_premium : s.premium_paid) +
"）</span>";
}
const aTot = s.at_rr_a_full_total != null ? s.at_rr_a_full_total : s.at_target_up_total;
const bTot = s.at_rr_b_full_total != null ? s.at_rr_b_full_total : s.at_target_down_total;
summary.innerHTML =
"上破 " +
fmtPnlHtml(upTot) +
(dnTot != null ? " · 下破 " + fmtPnlHtml(dnTot) : "") +
(rrTarget != null ? "腿A达标 " : "上破 ") +
fmtPnlHtml(aTot) +
(bTot != null ? (rrTarget != null ? " · 腿B达标 " : " · 下破 ") + fmtPnlHtml(bTot) : "") +
" · 到期现价 " +
fmtPnlHtml(s.expiry_flat_total) +
" · 保费 " +
@@ -2057,8 +2055,7 @@
"hp-tp",
"hp-sl",
"hp-sheets",
"hp-target-up",
"hp-target-down",
"hp-profit-rr",
]);
if ($("hp-preview-btn"))
$("hp-preview-btn").addEventListener("click", function () {
@@ -2171,6 +2168,9 @@
if (p.plan_type === "perp_options") {
return "止盈 " + fmt(p.tp) + " · 止损 " + fmt(p.sl);
}
if (p.profit_rr != null && Number(p.profit_rr) > 0) {
return "盈亏比 " + fmt(p.profit_rr, 2);
}
return "上破 " + fmt(p.target_price_up || p.target_price) + " · 下破 " + fmt(p.target_price_down || p.target_price);
}
@@ -2330,8 +2330,9 @@
target_win_leg: "期期平盈利腿",
target_up_win_leg: "期期上破·平盈利腿",
target_down_win_leg: "期期下破·平盈利腿",
oo_rest_closing: "期期全平·清残腿中",
oo_rest_closed: "期期全平·两腿已平",
profit_rr_win_leg: "期期盈亏比达标·平盈利腿",
oo_rest_closing: "期期残值平·清亏损腿中",
oo_rest_closed: "期期残值平·两腿已平",
orphaned_after_tp: "止盈后持有至到期",
orphaned_option_expiry: "残腿到期",
hold_to_expiry: "持有至到期",
@@ -2405,12 +2406,19 @@
fmt(p.perp_size, 4) +
"</div>";
} else {
html +=
"<div><span class=\"muted\">目标价</span> 上破 " +
fmt(p.target_price_up || p.target_price) +
" · 下破 " +
fmt(p.target_price_down || p.target_price) +
"</div>";
if (p.profit_rr != null && Number(p.profit_rr) > 0) {
html +=
"<div><span class=\"muted\">盈亏比</span> " +
fmt(p.profit_rr, 2) +
" <span class=\"muted\">(盈利金额/初始权利金)</span></div>";
} else {
html +=
"<div><span class=\"muted\">目标价</span> 上破 " +
fmt(p.target_price_up || p.target_price) +
" · 下破 " +
fmt(p.target_price_down || p.target_price) +
"</div>";
}
}
html +=
"<div><span class=\"muted\">权利金合计</span> " +
@@ -2626,17 +2634,13 @@
if (!matchesOoMoneyFilter(state.legA) || !matchesOoMoneyFilter(state.legB)) {
throw new Error("期期两腿须为平值或虚值,不可选实值");
}
const up = Number(($("hp-target-up") && $("hp-target-up").value) || 0);
const down = Number(($("hp-target-down") && $("hp-target-down").value) || 0);
if (!up || !down) throw new Error("请填写上破与下破目标价");
if (up <= down) throw new Error("上破目标价必须大于下破目标价");
const rr = Number(($("hp-profit-rr") && $("hp-profit-rr").value) || 0);
if (!(rr > 0)) throw new Error("请填写盈亏比(须大于0,默认2)");
body = {
plan_type: "options_options",
underlying: state.underlying,
target_price_up: up,
target_price_down: down,
target_price: up,
index_px: indexPx() || (up + down) / 2,
profit_rr: rr,
index_px: indexPx() || 0,
oo_close_mode: state.ooCloseModeEnabled ? state.ooCloseMode : "hold_expiry",
oo_sheets_mode: state.ooSheetsMode || "same_sheets",
leg_a: legPayload(state.legA, ooSheets("hp-oo-sheets-a")),
lib/common/static/options_panel.js
+34 -16
View File
@@ -1444,21 +1444,37 @@
function renderTargetDelegateRow(p) {
const inst = p.inst_id || "";
const hedgeTarget = p.hedge_plan_target || null;
if (hedgeTarget && Number(hedgeTarget.target_index) > 0) {
const side = (p.opt_type || hedgeTarget.opt_type || "").toUpperCase() === "P" ? "Put ≤" : "Call ≥";
return (
'<div class="opt-target-row opt-target-row--managed">' +
'<span class="opt-target-row-label">对冲计划</span>' +
'<span class="opt-target-armed">计划 #' +
hedgeTarget.plan_id +
" · " +
side +
" " +
fmt(hedgeTarget.target_index, 1) +
"</span>" +
'<span class="muted opt-target-row-hint">进行中 · 由对冲计划监控，到位后仅平盈利腿</span>' +
"</div>"
);
if (hedgeTarget) {
const rr = hedgeTarget.profit_rr != null ? Number(hedgeTarget.profit_rr) : null;
if (rr != null && rr > 0) {
return (
'<div class="opt-target-row opt-target-row--managed">' +
'<span class="opt-target-row-label">对冲计划</span>' +
'<span class="opt-target-armed">计划 #' +
hedgeTarget.plan_id +
" · 盈亏比 " +
fmt(rr, 2) +
"</span>" +
'<span class="muted opt-target-row-hint">进行中 · 达盈亏比仅平盈利腿;亏损腿残值平或到期平</span>' +
"</div>"
);
}
if (Number(hedgeTarget.target_index) > 0) {
const side = (p.opt_type || hedgeTarget.opt_type || "").toUpperCase() === "P" ? "Put ≤" : "Call ≥";
return (
'<div class="opt-target-row opt-target-row--managed">' +
'<span class="opt-target-row-label">对冲计划</span>' +
'<span class="opt-target-armed">计划 #' +
hedgeTarget.plan_id +
" · " +
side +
" " +
fmt(hedgeTarget.target_index, 1) +
"</span>" +
'<span class="muted opt-target-row-hint">进行中 · 由对冲计划监控，到位后仅平盈利腿</span>' +
"</div>"
);
}
}
const tgt = p.target_index != null && p.target_index !== "" ? Number(p.target_index) : null;
const armed = tgt != null && Number.isFinite(tgt) && tgt > 0;
@@ -1896,13 +1912,15 @@
});
}
const hedgeTarget = p.hedge_plan_target;
if (hedgeTarget && hedgeTarget.target_index != null) {
if (hedgeTarget && (hedgeTarget.target_index != null || hedgeTarget.profit_rr != null)) {
targets.push({
inst_id: p.inst_id,
opt_type: p.opt_type || hedgeTarget.opt_type,
target_index: hedgeTarget.target_index,
profit_rr: hedgeTarget.profit_rr,
plan_id: hedgeTarget.plan_id,
managed_by: hedgeTarget.managed_by,
exit_mode: hedgeTarget.exit_mode,
});
}
return targets;
lib/common/static/options_review.js
+3 -2
View File
@@ -76,8 +76,9 @@
target_win_leg: "期期平盈利腿",
target_up_win_leg: "期期上破·平盈利腿",
target_down_win_leg: "期期下破·平盈利腿",
oo_rest_closing: "期期全平·清残腿中",
oo_rest_closed: "期期全平·两腿已平",
profit_rr_win_leg: "期期盈亏比达标·平盈利腿",
oo_rest_closing: "期期残值平·清亏损腿中",
oo_rest_closed: "期期残值平·两腿已平",
orphaned_after_tp: "止盈后持有至到期",
orphaned_option_expiry: "残腿到期",
hold_to_expiry: "持有至到期",