单独期权增加翻倍出场：可开关、自选倍数（默认1倍=盈利等于权利金），达标后买一限价平。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-12 10:31:29 +08:00
parent 8dda7500df
commit cd23ea74a6
11 changed files with 728 additions and 13 deletions
@@ -763,6 +763,12 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                return jsonify({"ok": False, "msg": "目标位无效"})
            if target_index <= 0:
                return jsonify({"ok": False, "msg": "目标位无效"})
+        profit_exit_enabled = bool(data.get("profit_exit_enabled"))
+        profit_exit_mult = 1.0
+        if profit_exit_enabled:
+            from lib.options.options_profit_exit_lib import normalize_profit_exit_mult
+
+            profit_exit_mult = normalize_profit_exit_mult(data.get("profit_exit_mult"), default=1.0)
        if not inst_id:
            return jsonify({"ok": False, "msg": "缺少 inst_id"})
        q = cfg["quote_option_contract"](ex, inst_id)
@@ -926,6 +932,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
        open_opt_type = None
        try:
            init_options_tables(conn)
+            from lib.options.options_profit_exit_lib import ensure_profit_exit_columns
+
+            ensure_profit_exit_columns(conn)
            meta = q.get("meta") or {}
            u = str(meta.get("uly") or inst_id).split("-")[0]
            opt_type = meta.get("optType")
@@ -935,8 +944,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                """
                INSERT INTO options_trades
                (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
-                 open_quote, premium_paid, status, signal_note, exchange_ord_id)
-                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?)
+                 open_quote, premium_paid, status, signal_note, exchange_ord_id,
+                 profit_exit_enabled, profit_exit_mult, profit_exit_state)
+                VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?)
                """,
                (
                    inst_id,
@@ -950,6 +960,9 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                    sizing["total_premium"],
                    signal_note,
                    ord_id,
+                    1 if profit_exit_enabled else 0,
+                    profit_exit_mult if profit_exit_enabled else 1.0,
+                    "active" if profit_exit_enabled else "idle",
                ),
            )
            trade_id = int(cur.lastrowid)
@@ -965,6 +978,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                    trade_id=trade_id,
                    sheets=sheets,
                )
+            if profit_exit_enabled:
+                pass  # 列已由 init_options_tables / ensure 迁移
            conn.commit()
        finally:
            conn.close()
@@ -1083,9 +1098,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
        conn = cfg["get_db"]()
        try:
            from lib.options.options_target_lib import targets_by_inst
+            from lib.options.options_profit_exit_lib import profit_exit_by_inst
            from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst

            tgt_map = targets_by_inst(conn)
+            profit_exit_map = profit_exit_by_inst(conn)
            hedge_target_map = active_options_targets_by_inst(conn)
            rows = []
            for p in raw:
@@ -1104,6 +1121,12 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
                    row["target_index"] = mon.get("target_index")
                    row["target_monitor_id"] = mon.get("id")
                    row["target_monitor"] = mon
+                pe = profit_exit_map.get(inst)
+                if pe:
+                    row["profit_exit_enabled"] = pe.get("profit_exit_enabled")
+                    row["profit_exit_mult"] = pe.get("profit_exit_mult")
+                    row["profit_exit_state"] = pe.get("profit_exit_state")
+                    row["profit_exit_required_recycle"] = pe.get("required_recycle")
                hedge_target = hedge_target_map.get(inst)
                if hedge_target:
                    row["hedge_plan_target"] = hedge_target
@@ -1230,6 +1253,62 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
        finally:
            conn.close()

+    @app.route("/api/options/profit-exit", methods=["POST"])
+    @lr
+    def api_options_profit_exit_set():
+        ex, err = _require_options_ex(cfg)
+        if ex is None:
+            return jsonify({"ok": False, "msg": err})
+        data = request.get_json(silent=True) or {}
+        inst_id = (data.get("inst_id") or "").strip()
+        if not inst_id:
+            return jsonify({"ok": False, "msg": "缺少 inst_id"})
+        try:
+            from lib.hedge_plan.hedge_plan_db import (
+                active_hedge_option_inst_ids,
+                init_hedge_plan_tables,
+            )
+
+            conn_h = cfg["get_db"]()
+            try:
+                init_hedge_plan_tables(conn_h)
+                if inst_id in active_hedge_option_inst_ids(conn_h):
+                    return jsonify(
+                        {
+                            "ok": False,
+                            "msg": "该合约属于进行中的对冲计划,请在对冲计划中管理,禁止在期权页设置翻倍出场",
+                        }
+                    )
+            finally:
+                conn_h.close()
+        except Exception as e:
+            return jsonify({"ok": False, "msg": f"对冲托管校验失败: {e}"})
+        enabled_raw = data.get("enabled")
+        if enabled_raw is None:
+            enabled_raw = data.get("profit_exit_enabled")
+        enabled = bool(enabled_raw) and str(enabled_raw).strip().lower() not in (
+            "0",
+            "false",
+            "off",
+            "no",
+        )
+        from lib.options.options_profit_exit_lib import normalize_profit_exit_mult, set_profit_exit
+
+        mult = normalize_profit_exit_mult(data.get("mult", data.get("profit_exit_mult")), default=1.0)
+        raw = cfg["fetch_option_positions"](ex)
+        if raw is None:
+            return jsonify({"ok": False, "msg": "获取期权持仓失败"})
+        if not _find_position(raw, inst_id):
+            return jsonify({"ok": False, "msg": "未找到持仓"})
+        conn = cfg["get_db"]()
+        try:
+            out = set_profit_exit(conn, inst_id=inst_id, enabled=enabled, mult=mult)
+            if out.get("ok"):
+                conn.commit()
+            return jsonify(out)
+        finally:
+            conn.close()
+
    @app.route("/api/options/close", methods=["POST"])
    @lr
    def api_options_close():
@@ -1583,6 +1662,24 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
                pass
        return result

+    def _profit_exit_close(inst_id: str) -> dict[str, Any]:
+        from lib.options.options_profit_exit_lib import close_option_by_bid_profit_exit
+
+        ex = cfg.get("exchange_options")
+        if ex is None:
+            return {"ok": False, "msg": "期权 exchange 未就绪"}
+        result = close_option_by_bid_profit_exit(cfg, ex, inst_id)
+        if result.get("ok"):
+            try:
+                _sync_options_trades(cfg, force=True)
+            except Exception:
+                pass
+            try:
+                _mark_balances_stale(cfg)
+            except Exception:
+                pass
+        return result
+
    def _stale_pending() -> dict[str, Any]:
        from lib.exchange.okx_options_lib import invalidate_option_positions_cache
        from lib.options.options_pending_lib import cancel_stale_close_pending_orders
@@ -1633,6 +1730,8 @@ def _start_monitor_thread(app: Flask, cfg: dict[str, Any]) -> None:
            "profit_ratio": cfg["profit_ratio"],
            "sync_trades_fn": _sync,
            "target_close_fn": _target_close,
+            "profit_exit_close_fn": _profit_exit_close,
+            "profit_exit_cfg": cfg,
            "stale_pending_fn": _stale_pending,
        },
        daemon=True,