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>

tests/test_hedge_plan_calc.py

@@ -102,20 +102,18 @@ class TestHedgePlanCalc(unittest.TestCase):
         a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
         b = {"opt_type": "P", "strike": 3100, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}
         p = build_options_options_preview(
-            target_price_up=3500,
-            target_price_down=3000,
+            profit_rr=2,
             index_px=3200,
             leg_a=a,
             leg_b=b,
         )
         self.assertEqual(p["summary"]["premium_paid"], 10)
         self.assertTrue(p["summary"]["expiry_is_loss"])
-        self.assertEqual(p["summary"]["rr_risk_premium"], 10)
-        self.assertIsNotNone(p["summary"]["rr_at_up"])
-        self.assertAlmostEqual(p["summary"]["rr_at_up"], p["summary"]["at_target_up_total"] / 10, places=4)
-        self.assertEqual(len(p["scenarios"]), 4)
-        self.assertEqual(p["scenarios"][0]["id"], "target_up")
-        self.assertEqual(p["scenarios"][1]["id"], "target_down")
+        self.assertEqual(p["summary"]["profit_rr"], 2)
+        self.assertEqual(p["summary"]["at_rr_a_full_total"], 5)  # 2*5 - 5
+        self.assertEqual(len(p["scenarios"]), 5)
+        self.assertEqual(p["scenarios"][0]["id"], "rr_leg_a_full")
+        self.assertEqual(p["scenarios"][1]["id"], "rr_leg_b_full")
 
     def test_oo_legacy_single_target_still_works(self):
         a = {"opt_type": "C", "strike": 3300, "sheets": 1, "ct_mult": 0.01, "premium_paid": 5}

tests/test_hedge_plan_history_stats.py

@@ -155,6 +155,32 @@ class TestHedgeHistoryStats(unittest.TestCase):
         self.assertEqual(targets["ETH-USD_UM-260719-1850-P"]["target_index"], 1800)
         self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["managed_by"], "hedge_plan")
 
+    def test_active_options_targets_profit_rr(self):
+        conn = _mem()
+        pid = insert_plan(
+            conn,
+            {
+                "plan_type": "options_options",
+                "status": "active",
+                "underlying": "ETH",
+                "profit_rr": 2,
+            },
+        )
+        insert_leg(
+            conn,
+            {
+                "plan_id": pid,
+                "leg_role": "option_a",
+                "inst_id": "ETH-USD_UM-260719-1890-C",
+                "opt_type": "C",
+                "status": "open",
+            },
+        )
+        targets = active_options_targets_by_inst(conn)
+        self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["profit_rr"], 2)
+        self.assertEqual(targets["ETH-USD_UM-260719-1890-C"]["exit_mode"], "profit_rr")
+        self.assertIsNone(targets["ETH-USD_UM-260719-1890-C"]["target_index"])
+
 
 if __name__ == "__main__":
     unittest.main()

tests/test_hedge_plan_moneyness.py

@@ -104,8 +104,7 @@ class TestHedgeMoneyness(unittest.TestCase):
         err = validate_start_body(
             "options_options",
             {
-                "target_price_up": 1900,
-                "target_price_down": 1700,
+                "profit_rr": 2,
                 "index_px": 1800,
                 "leg_a": {"inst_id": "ETH-USD-260731-1700-C", "opt_type": "C", "strike": 1700},
                 "leg_b": {"inst_id": "ETH-USD-260731-1900-P", "opt_type": "P", "strike": 1900},

tests/test_hedge_plan_orders.py

@@ -169,9 +169,7 @@ class TestHedgePlanOrderPath(unittest.TestCase):
             "budget_buffer": 0.95,
         }
         body = {
-            "target_price": 1900,
-            "target_price_up": 1950,
-            "target_price_down": 1750,
+            "profit_rr": 2,
             "oo_sheets_mode": "same_sheets",
             "leg_a": {"inst_id": "A", "sheets": 1, "opt_type": "C"},
             "leg_b": {"inst_id": "B", "sheets": 1, "opt_type": "P"},