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

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-28 14:20:42 +08:00
parent 845884fc67
commit d049c5d317
7 changed files with 543 additions and 19 deletions
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manual_trading_hub/static/index.html
+30 -4
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@@ -1272,6 +1272,30 @@
<span>止盈点(点)</span>
<input id="amp-take-profit" type="number" min="0" step="any" placeholder="空=按涨跌" />
</label>
<label class="amp-field">
<span>永期·现价</span>
<input id="amp-hedge-spot" type="number" min="0" step="any" placeholder="如 1800" />
</label>
<label class="amp-field">
<span>永期·目标盈利(U)</span>
<input id="amp-hedge-target" type="number" min="0" step="any" value="15" />
</label>
<label class="amp-field">
<span>永期·永续杠杆</span>
<input id="amp-hedge-perp-lev" type="number" min="0.01" step="any" value="10" />
</label>
<label class="amp-field">
<span>永期·期权杠杆</span>
<input id="amp-hedge-opt-lev" type="number" min="0.01" step="any" value="100" />
</label>
<label class="amp-field">
<span>永期·永续比例</span>
<input id="amp-hedge-ratio-perp" type="number" min="0.01" step="any" value="1" />
</label>
<label class="amp-field">
<span>永期·期权比例</span>
<input id="amp-hedge-ratio-opt" type="number" min="0.01" step="any" value="2" />
</label>
<div class="amp-actions">
<button type="button" id="amp-btn-compute" class="primary">计算</button>
<button type="button" id="amp-btn-save" class="ghost">保存到历史</button>
@@ -1279,22 +1303,24 @@
</div>
</div>
<p id="amp-status" class="toolbar-meta amp-status"></p>
<p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低.买跨收益=有效波动−权利金;止盈≥触达则有效波动=止盈点,否则用|涨跌|.周末按结算日标注/筛选.</p>
<p class="amp-hint">口径:开→高=最高−开盘;开→低=开盘−最低;振幅=最高−最低.买跨收益=有效波动−权利金.永期对冲=永续多1币+买期权(默认1:2),对照所需点数达标与组合盈亏.周末按结算日标注/筛选.</p>
<h3 class="amp-block-title">汇总</h3>
<div id="amp-summary" class="amp-summary"></div>
<h3 class="amp-block-title">买跨对照</h3>
<div id="amp-straddle" class="amp-summary amp-straddle"></div>
<h3 class="amp-block-title">永期对冲对照</h3>
<div id="amp-perp-hedge" class="amp-summary amp-perp-hedge"></div>
<h3 class="amp-block-title">日表明细</h3>
<div class="amp-table-wrap">
<table class="amp-table">
<thead>
<tr>
<th>结算日</th><th>窗起点</th><th>开</th><th>高</th><th>低</th><th>收</th>
<th>开→高</th><th>开→低</th><th>振幅</th><th>涨跌</th><th>收益</th>
<th>开→高</th><th>开→低</th><th>振幅</th><th>涨跌</th><th>收益</th><th>永期盈亏</th>
</tr>
</thead>
<tbody id="amp-table-body">
<tr><td colspan="11" class="amp-empty">点击「计算」加载</td></tr>
<tr><td colspan="12" class="amp-empty">点击「计算」加载</td></tr>
</tbody>
</table>
</div>
@@ -1763,7 +1789,7 @@
<script src="/assets/funds.js?v=20260717-funds-scroll-fix"></script>
<script src="/assets/dashboard.js?v=20260723-hide-pnl"></script>
<script src="/assets/strategy.js?v=11"></script>
<script src="/assets/amp_stats.js?v=5"></script>
<script src="/assets/amp_stats.js?v=20260728-hedge"></script>
<script src="/assets/help.js?v=1"></script>
<script src="/assets/logs.js?v=1"></script>
<script src="/assets/ai_review_render.js?v=3"></script>