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

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>

lib/hedge_plan/hedge_plan_notify_lib.py

@@ -46,13 +46,22 @@ def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[
             ]
         )
     else:
-        lines.extend(
-            [
-                f"🎯 上破:{_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
-                f"｜下破:{_fmt(plan.get('target_price_down') or plan.get('target_price'))}",
-                f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
-            ]
-        )
+        rr = plan.get("profit_rr")
+        if rr not in (None, ""):
+            lines.extend(
+                [
+                    f"🎯 盈亏比:{_fmt(rr)} (盈利金额/初始权利金)",
+                    f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
+                ]
+            )
+        else:
+            lines.extend(
+                [
+                    f"🎯 上破:{_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
+                    f"｜下破:{_fmt(plan.get('target_price_down') or plan.get('target_price'))}",
+                    f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
+                ]
+            )
     if legs:
         for leg in legs:
             role = leg.get("leg_role") or ""
@@ -81,8 +90,9 @@ def build_hedge_end_message(plan: dict[str, Any]) -> str:
         "target_win_leg": "期期已平盈利腿(中间态)",
         "target_up_win_leg": "期期上破·已平盈利腿",
         "target_down_win_leg": "期期下破·已平盈利腿",
-        "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·已平盈利腿",
+        "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",
         "oo_expiry_loss": "期期到期无盈利·总亏损",
         "oo_expiry_win": "期期到期仍盈利",
         "expiry": "到期收口",
@@ -152,25 +162,37 @@ def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> boo
         "target_win_leg",
         "target_up_win_leg",
         "target_down_win_leg",
+        "profit_rr_win_leg",
         "oo_rest_closing",
     ) and (plan.get("status") or "") != "closed":
-        side = "上破" if "up" in str(plan.get("close_reason")) else (
-            "下破" if "down" in str(plan.get("close_reason")) else "目标价"
-        )
+        cr = str(plan.get("close_reason") or "")
+        if "profit_rr" in cr:
+            side = "盈亏比达标"
+        elif "up" in cr:
+            side = "上破"
+        elif "down" in cr:
+            side = "下破"
+        else:
+            side = "目标"
         mode = (plan.get("oo_close_mode") or "").strip().lower()
-        if mode in ("close_all", "全平"):
-            rest_txt = "另一腿将全平(买一清残腿,无2×门控,失败重试)"
+        if mode in ("close_all", "全平", "残值平"):
+            rest_txt = "另一腿残值平(权利金≤初始20%且有买一,失败重试)"
         else:
             rest_txt = "另一腿到期平(持有至到期结算)"
+        rr = plan.get("profit_rr")
+        if rr not in (None, ""):
+            detail = f"盈亏比 {_fmt(rr)} (盈利金额/初始权利金)"
+        else:
+            detail = (
+                f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
+                f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
+            )
         notify_hedge(
             cfg,
             build_hedge_alert_message(
                 title=f"期期{side}已平盈利腿 · {rest_txt}",
                 plan_id=plan.get("id"),
-                detail=(
-                    f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
-                    f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
-                ),
+                detail=detail,
             ),
         )
         return True