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>
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
+1
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@@ -129,6 +129,7 @@ def init_options_review_tables(conn: sqlite3.Connection) -> None:
_ensure_column(conn, "options_review_trades", "excluded_as_hedge_leg", "INTEGER DEFAULT 0")
_ensure_column(conn, "options_review_trades", "target_price_up", "REAL")
_ensure_column(conn, "options_review_trades", "target_price_down", "REAL")
_ensure_column(conn, "options_review_trades", "profit_rr", "REAL")
def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
+1
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@@ -450,6 +450,7 @@ def upsert_hedge_plan_row(
"target_price": _safe_float(plan.get("target_price")),
"target_price_up": _safe_float(plan.get("target_price_up")),
"target_price_down": _safe_float(plan.get("target_price_down")),
"profit_rr": _safe_float(plan.get("profit_rr")),
"legs_json": _legs_json_from_plan(legs),
}
existing = conn.execute(