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
+26
View File
@@ -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()