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