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_register.py

@@ -537,27 +537,36 @@ def _persist_oo(cfg: dict[str, Any], result: dict[str, Any], body: dict[str, Any
         premium = (float(a.get("premium") or 0) if a_ok else 0.0) + (
             float(b.get("premium") or 0) if b_ok else 0.0
         )
+        rr_raw = body.get("profit_rr")
+        try:
+            profit_rr = float(rr_raw) if rr_raw not in (None, "") else 2.0
+        except (TypeError, ValueError):
+            profit_rr = 2.0
+        if profit_rr <= 0:
+            profit_rr = 2.0
+        # 旧字段兼容:不再要求上/下破;有传则原样落库
+        def _opt_float(key: str, *alts: str) -> float | None:
+            for k in (key, *alts):
+                v = body.get(k)
+                if v not in (None, ""):
+                    try:
+                        return float(v)
+                    except (TypeError, ValueError):
+                        continue
+            return None
+
+        up_f = _opt_float("target_price_up", "target_price")
+        down_f = _opt_float("target_price_down", "target_price")
         plan_id = insert_plan(
             conn,
             {
                 "plan_type": "options_options",
                 "status": "partial" if is_partial else "active",
                 "underlying": str(body.get("underlying") or "ETH").upper(),
-                "target_price": float(
-                    body.get("target_price_up")
-                    or body.get("target_price")
-                    or 0
-                ),
-                "target_price_up": float(
-                    body.get("target_price_up")
-                    or body.get("target_price")
-                    or 0
-                ),
-                "target_price_down": float(
-                    body.get("target_price_down")
-                    or body.get("target_price")
-                    or 0
-                ),
+                "target_price": up_f,
+                "target_price_up": up_f,
+                "target_price_down": down_f,
+                "profit_rr": profit_rr,
                 "sizing_mode_at_open": load_position_sizing_mode(),
                 "premium_total": premium,
                 "oo_close_mode": _normalize_oo_close_mode(body.get("oo_close_mode")),
@@ -1238,6 +1247,12 @@ def _preview_po(body: dict[str, Any]) -> dict[str, Any]:
 def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
     from lib.hedge_plan.hedge_plan_moneyness_lib import validate_oo_legs_moneyness
 
+    rr_raw = body.get("profit_rr")
+    profit_rr = None
+    if rr_raw not in (None, ""):
+        profit_rr = float(rr_raw)
+        if profit_rr <= 0:
+            raise ValueError("盈亏比须大于0")
     up = body.get("target_price_up")
     down = body.get("target_price_down")
     legacy = body.get("target_price")
@@ -1245,13 +1260,19 @@ def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
         up = legacy
     if down in (None, "") and legacy not in (None, ""):
         down = legacy
-    if up in (None, "") or down in (None, ""):
-        raise ValueError("请填写上破与下破目标价")
-    up_f = float(up)
-    down_f = float(down)
-    if up_f <= down_f:
+    if profit_rr is None and (up in (None, "") or down in (None, "")):
+        raise ValueError("请填写盈亏比")
+    up_f = float(up) if up not in (None, "") else None
+    down_f = float(down) if down not in (None, "") else None
+    if profit_rr is None and up_f is not None and down_f is not None and up_f <= down_f:
         raise ValueError("上破目标价必须大于下破目标价")
-    index_px = float(body.get("index_px") or ((up_f + down_f) / 2))
+    index_px = body.get("index_px")
+    if index_px in (None, ""):
+        if up_f is not None and down_f is not None:
+            index_px = (up_f + down_f) / 2
+        else:
+            raise ValueError("缺少指数价格")
+    index_px = float(index_px)
     leg_a = body.get("leg_a") or {}
     leg_b = body.get("leg_b") or {}
     for name, leg in (("leg_a", leg_a), ("leg_b", leg_b)):
@@ -1269,6 +1290,7 @@ def _preview_oo(body: dict[str, Any]) -> dict[str, Any]:
     if money_err:
         raise ValueError(money_err)
     return build_options_options_preview(
+        profit_rr=profit_rr,
         target_price_up=up_f,
         target_price_down=down_f,
         index_px=index_px,