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
View File
@@ -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: