Add perpetual-options hedge overlay to amp-stats with hit rates and daily PnL.

Co-authored-by: Cursor <cursoragent@cursor.com>

manual_trading_hub/amp_stats_routes.py

@@ -20,6 +20,16 @@ from lib.hub.amp_stats_lib import (
 )
 
 
+class PerpHedgeBody(BaseModel):
+    spot: Optional[float] = None
+    target_profit_u: Optional[float] = None
+    perp_leverage: Optional[float] = None
+    option_leverage: Optional[float] = None
+    ratio_perp: float = 1.0
+    ratio_opt: float = 2.0
+    ct_mult: float = 0.01
+
+
 class ComputeBody(BaseModel):
     symbol: str = "eth"
     start_hour: int = 16
@@ -28,6 +38,7 @@ class ComputeBody(BaseModel):
     straddle_premium: Optional[float] = None
     take_profit: Optional[float] = None
     weekend_filter: str = "all"
+    perp_hedge: Optional[PerpHedgeBody] = None
     page: int = 1
     page_size: int = 20
 
@@ -37,7 +48,7 @@ class SaveBody(BaseModel):
 
 
 class ReframeBody(BaseModel):
-    """已有日表上改周末/权利金/止盈(不拉 K 线)."""
+    """已有日表上改周末/权利金/止盈/永期参数(不拉 K 线)."""
 
     rows_all: list[dict[str, Any]] = Field(default_factory=list)
     symbol: str = "eth"
@@ -47,12 +58,19 @@ class ReframeBody(BaseModel):
     straddle_premium: Optional[float] = None
     take_profit: Optional[float] = None
     weekend_filter: str = "all"
+    perp_hedge: Optional[PerpHedgeBody] = None
     price_source: str = ""
     inst_id: str = ""
     page: int = 1
     page_size: int = 20
 
 
+def _hedge_dict(body_hedge: Optional[PerpHedgeBody]) -> Optional[dict[str, Any]]:
+    if body_hedge is None:
+        return None
+    return body_hedge.model_dump()
+
+
 def create_amp_stats_router() -> APIRouter:
     router = APIRouter(prefix="/api/amp-stats", tags=["amp-stats"])
 
@@ -85,6 +103,7 @@ def create_amp_stats_router() -> APIRouter:
             "timeframe": "1H",
             "metric_note": "振幅与距离均为点数:振幅=最高-最低=(开→高)+(开→低)",
             "straddle_note": "买跨:越过权利金用>;止盈≥触达用止盈点否则|涨跌|;收益=有效波动-权利金",
+            "perp_hedge_note": "永期对冲:永续多1币+买期权;比例默认1:2;达标与组合盈亏见文档",
         }
 
     @router.post("/compute")
@@ -98,6 +117,7 @@ def create_amp_stats_router() -> APIRouter:
                 straddle_premium=body.straddle_premium,
                 take_profit=body.take_profit,
                 weekend_filter=body.weekend_filter,
+                perp_hedge=_hedge_dict(body.perp_hedge),
             )
         except ValueError as exc:
             raise HTTPException(status_code=400, detail=str(exc)) from exc
@@ -125,6 +145,7 @@ def create_amp_stats_router() -> APIRouter:
                 straddle_premium=body.straddle_premium,
                 take_profit=body.take_profit,
                 weekend_filter=body.weekend_filter,
+                perp_hedge=_hedge_dict(body.perp_hedge),
                 price_source=body.price_source,
                 inst_id=body.inst_id,
             )
@@ -168,12 +189,30 @@ def create_amp_stats_router() -> APIRouter:
         straddle_premium: Optional[float] = Query(default=None),
         take_profit: Optional[float] = Query(default=None),
         weekend_filter: str = Query(default="all"),
+        hedge_spot: Optional[float] = Query(default=None),
+        hedge_target: Optional[float] = Query(default=None),
+        hedge_perp_lev: Optional[float] = Query(default=None),
+        hedge_opt_lev: Optional[float] = Query(default=None),
+        hedge_ratio_perp: float = Query(default=1.0),
+        hedge_ratio_opt: float = Query(default=2.0),
+        hedge_ct_mult: float = Query(default=0.01),
     ):
+        hedge_q = {
+            "spot": hedge_spot,
+            "target_profit_u": hedge_target,
+            "perp_leverage": hedge_perp_lev,
+            "option_leverage": hedge_opt_lev,
+            "ratio_perp": hedge_ratio_perp,
+            "ratio_opt": hedge_ratio_opt,
+            "ct_mult": hedge_ct_mult,
+        }
         if (history_id or "").strip():
             item = get_history(history_id.strip())
             if not item:
                 raise HTTPException(status_code=404, detail="历史不存在")
             rows_all = item.get("rows_all") or item.get("rows") or []
+            item_hedge = item.get("perp_hedge") if isinstance(item.get("perp_hedge"), dict) else None
+            use_hedge = hedge_q if hedge_spot is not None else item_hedge
             try:
                 payload = reframe_amp_stats(
                     rows_all=rows_all,
@@ -186,6 +225,7 @@ def create_amp_stats_router() -> APIRouter:
                     else item.get("straddle_premium"),
                     take_profit=take_profit if take_profit is not None else item.get("take_profit"),
                     weekend_filter=weekend_filter or item.get("weekend_filter") or "all",
+                    perp_hedge=use_hedge,
                     price_source=str(item.get("price_source") or ""),
                     inst_id=str(item.get("inst_id") or ""),
                     missing=item.get("missing_days") or [],
@@ -206,6 +246,7 @@ def create_amp_stats_router() -> APIRouter:
                     straddle_premium=straddle_premium,
                     take_profit=take_profit,
                     weekend_filter=weekend_filter,
+                    perp_hedge=hedge_q,
                 )
             except ValueError as exc:
                 raise HTTPException(status_code=400, detail=str(exc)) from exc