Use absolute coin counts in perp-options points mode.

Treat 2:4 as 2 perp + 4 option coins instead of normalizing to 1:2, and disable embed page caching so hub iframe picks up trade UI updates.

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

docs/永期对冲计算器.md

@@ -93,16 +93,19 @@ API：`POST /api/calculator/perp-options`
 
 ---
 
-## 模式二：由比例推波动点数（`calc_mode=points`）
+## 模式二：由币数推波动点数（`calc_mode=points`）
 
-已知永续:期权比例（如 **1:2**）、目标盈利、期权杠杆 → 反推两套情景要涨/跌多少点才能达到目标。
+已知永续币数 / 期权币数（如 **1:2** 或 **2:4**）、目标盈利、期权杠杆 → 反推两套情景要涨/跌多少点才能达到目标。
+
+**按绝对币数**，不再把输入归一到「永续 1 币」。填 2 与 4 → 永续 2 币 + 期权 4 币（权利金、保证金、手续费均按 2 倍于 1:2 放大；达同一目标盈利所需点数会变小）。
 
 ### 仓位
 
 ```text
-永续币数 = 1
+永续币数 = 输入的永续币数
-期权币数 = 1 × (期权比例 / 永续比例)   # 1:2 → 2 币
+期权币数 = 输入的期权币数
 权利金总额 = 期权币数 × (现价 / 期权杠杆)
+永续保证金 = 现价 × 永续币数 / 永续杠杆
 ```
 
 ### 情景 A · 永续方向对
@@ -110,10 +113,10 @@ API：`POST /api/calculator/perp-options`
 净利 = 目标盈利：
 
 ```text
-move − 权利金 − fee(move) = 目标
+qty×move − 权利金 − fee(move,qty) = 目标
-fee(move) = (2×现价 + move) × 0.05%
+fee = (2×现价 + move) × qty × 0.05%
 
-move = (目标 + 权利金 + 2×现价×0.05%) / (1 − 0.05%)
+move = (目标 + 权利金 + 2×现价×qty×0.05%) / (qty × (1 − 0.05%))
 ```
 
 ### 情景 B · 期权方向对（以组合净利为准）
@@ -121,19 +124,19 @@ move = (目标 + 权利金 + 2×现价×0.05%) / (1 − 0.05%)
 组合净利 = 目标盈利：
 
 ```text
-组合 = 期权币数×move − 权利金 − 1×move
+组合 = 期权币数×move − 权利金 − 永续币数×move
-     = move×(期权币数 − 1) − 权利金
+     = move×(期权币数 − 永续币数) − 权利金
 
-move = (目标 + 权利金) / (期权币数 − 1)
+move = (目标 + 权利金) / (期权币数 − 永续币数)
 ```
 
-要求期权币数 > 永续币数（比例须使期权侧更重，如 1:2）；若为 1:1，组合恒为 −权利金，无法解出正目标。
+要求期权币数 > 永续币数；若相等，组合恒为 −权利金，无法解出正目标。
 
 结果区展示：所需波动点数（及折合%）、组合净利、其中期权净利、其中永续盈亏。
 
 ### 手测示例
 
-现价 1800、目标 15、期权杠杆 100、比例 1:2 → 权利金总额 36U：
+现价 1800、目标 15、期权杠杆 100、币数 1:2 → 权利金总额 36U：
 
 | 情景 | 所需点数（约） |
 |------|----------------|
@@ -141,6 +144,15 @@ move = (目标 + 权利金) / (期权币数 − 1)
 | B 组合净利=15 | 51.00 |
 | C 横盘最大亏损 | 37.80（权利金 36 + 同价开平费 1.8） |
 
+币数 **2:4**（权利金 72U、保证金 360U）：
+
+| 情景 | 约值 |
+|------|------|
+| 仓位 | 永续 2 币 / 期权 4 币（400 张） |
+| A 所需点数 | ≈45.32 |
+| B 组合达目标 | 43.50 |
+| C 横盘最大亏损 | 75.60 |
+
 ---
 
 ## API 请求体（摘要）

lib/common/static/instance_embed.js

@@ -294,6 +294,7 @@
   async function fetchTabHtml(tab) {
     const r = await fetch(embedPageUrl(tab), {
       credentials: "same-origin",
+      cache: "no-store",
       headers: { "X-Instance-Soft-Nav": "1" },
     });
     const ct = (r.headers.get("content-type") || "").toLowerCase();

lib/hub/hub_perp_options_calc_lib.py

@@ -63,25 +63,41 @@ def _parse_base_common(
     }, None
 
 
-def _move_for_perp_correct(*, spot: float, target: float, premium: float, fee_rate: float) -> float:
+def _move_for_perp_correct(
-    """净利 = move − premium − fee(move) = target → 解 move.
+    *,
+    spot: float,
+    target: float,
+    premium: float,
+    fee_rate: float,
+    perp_coins: float = 1.0,
+) -> float:
+    """净利 = qty*move − premium − fee(move,qty) = target → 解 move.
 
-    fee = (2*spot + move) * fee_rate
+    fee = (2*spot + move) * qty * fee_rate
-    move*(1-fee_rate) = target + premium + 2*spot*fee_rate
+    qty*move*(1-fee_rate) = target + premium + 2*spot*qty*fee_rate
     """
-    denom = 1.0 - float(fee_rate)
+    qty = float(perp_coins)
+    if qty <= 0:
+        return 0.0
+    denom = qty * (1.0 - float(fee_rate))
     if denom <= 0:
         return 0.0
-    return (float(target) + float(premium) + 2.0 * float(spot) * float(fee_rate)) / denom
+    return (float(target) + float(premium) + 2.0 * float(spot) * qty * float(fee_rate)) / denom
 
 
-def _case_sideways(*, spot: float, premium_total: float) -> dict[str, Any]:
+def _case_sideways(
+    *,
+    spot: float,
+    premium_total: float,
+    perp_coins: float = 1.0,
+) -> dict[str, Any]:
     """横盘/到期无方向:永续≈0,期权权利金全亏,另计永续开平同价手续费.
 
     最大亏损(正数) = 权利金总额 + 开平手续费(exit=entry)
     组合净利 = −最大亏损
     """
-    fee_flat = estimate_roundtrip_fee_usdt(spot, spot, qty=PERP_COINS, contract_size=1.0)
+    qty = float(perp_coins) if float(perp_coins) > 0 else PERP_COINS
+    fee_flat = estimate_roundtrip_fee_usdt(spot, spot, qty=qty, contract_size=1.0)
     prem = float(premium_total)
     max_loss = prem + float(fee_flat)
     return {
@@ -221,12 +237,12 @@ def calc_perp_options_points(
     ratio_opt: float = 2.0,
     ct_mult: float = DEFAULT_CT_MULT,
 ) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
-    """按永续:期权比例 + 目标盈利,反推两套情景所需波动点数.
+    """按永续/期权币数 + 目标盈利,反推两套情景所需波动点数.
 
-    永续币数固定为 ratio 归一后的 1 币侧(perp_coins = PERP_COINS).
+    永续币数 = ratio_perp, 期权币数 = ratio_opt(按绝对币数,不再归一到 1 币).
-    期权币数 = PERP_COINS * (ratio_opt / ratio_perp),例 1:2 → 2 币.
+    例 2:4 → 永续 2 币 + 期权 4 币;1:2 → 永续 1 币 + 期权 2 币.
 
-    A 永续方向对: move − premium − fee(move) = 目标盈利
+    A 永续方向对: qty*move − premium − fee(move,qty) = 目标盈利
     B 期权方向对:
       - 期权净利达目标: opt_coins*move − premium = 目标
       - 组合净利达目标: move*(opt_coins − perp_coins) − premium = 目标
@@ -246,7 +262,7 @@ def calc_perp_options_points(
     rp = _f(ratio_perp)
     ro = _f(ratio_opt)
     if rp is None or ro is None or rp <= 0 or ro <= 0:
-        return None, "永续:期权比例须大于 0"
+        return None, "永续/期权币数须大于 0"
 
     s = common["spot"]
     capital = common["capital"]
@@ -255,28 +271,35 @@ def calc_perp_options_points(
     o_lev = common["o_lev"]
     ct = common["ct"]
     prem_per_coin = common["prem_per_coin"]
-    margin = common["margin"]
     fee_rate = common["fee_rate"]
     b = (base or "ETH").strip().upper()
 
-    opt_coins = PERP_COINS * (ro / rp)
+    perp_coins = rp
+    opt_coins = ro
     premium_total = opt_coins * prem_per_coin
     opt_sheets = opt_coins / ct
+    margin = (s * perp_coins) / p_lev
 
-    move_a = _move_for_perp_correct(spot=s, target=target, premium=premium_total, fee_rate=fee_rate)
+    move_a = _move_for_perp_correct(
+        spot=s,
+        target=target,
+        premium=premium_total,
+        fee_rate=fee_rate,
+        perp_coins=perp_coins,
+    )
     if move_a <= 0:
         return None, "无法解出永续方向对所需点数"
 
-    fee_a = estimate_roundtrip_fee_usdt(s, s + move_a, qty=PERP_COINS, contract_size=1.0)
+    fee_a = estimate_roundtrip_fee_usdt(s, s + move_a, qty=perp_coins, contract_size=1.0)
-    net_a = move_a * PERP_COINS - premium_total - fee_a
+    net_a = move_a * perp_coins - premium_total - fee_a
 
     # 期权净利 = 目标
     move_b_opt = (target + premium_total) / opt_coins
     opt_net_at_b_opt = opt_coins * move_b_opt - premium_total
-    portfolio_at_b_opt = opt_net_at_b_opt - move_b_opt * PERP_COINS
+    portfolio_at_b_opt = opt_net_at_b_opt - move_b_opt * perp_coins
 
     # 组合净利 = 目标
-    edge = opt_coins - PERP_COINS
+    edge = opt_coins - perp_coins
     if edge <= 0:
         move_b_port = None
         port_err = "期权币数须大于永续币数,组合才能在方向对时赚到目标盈利"
@@ -285,7 +308,7 @@ def calc_perp_options_points(
         port_err = None
     if move_b_port is not None:
         opt_net_at_b_port = opt_coins * move_b_port - premium_total
-        portfolio_at_b_port = opt_net_at_b_port - move_b_port * PERP_COINS
+        portfolio_at_b_port = opt_net_at_b_port - move_b_port * perp_coins
     else:
         opt_net_at_b_port = None
         portfolio_at_b_port = None
@@ -299,7 +322,7 @@ def calc_perp_options_points(
         "ratio_perp": round(rp, 8),
         "ratio_opt": round(ro, 8),
         "ratio_label": f"{_fmt_ratio(rp)}:{_fmt_ratio(ro)}",
-        "perp_coins": PERP_COINS,
+        "perp_coins": round(perp_coins, 8),
         "opt_coins": round(opt_coins, 8),
         "opt_sheets": round(opt_sheets, 8),
         "perp_leverage": round(p_lev, 8),
@@ -314,7 +337,7 @@ def calc_perp_options_points(
             "label": "永续方向对",
             "move_points": round(move_a, 8),
             "move_pct": round(move_a / s * 100.0, 8),
-            "perp_pnl_u": round(move_a * PERP_COINS, 8),
+            "perp_pnl_u": round(move_a * perp_coins, 8),
             "premium_u": round(premium_total, 8),
             "fee_u": round(fee_a, 8),
             "net_u": round(net_a, 8),
@@ -336,7 +359,9 @@ def calc_perp_options_points(
             "portfolio_error": port_err,
             "premium_u": round(premium_total, 8),
         },
-        "case_sideways": _case_sideways(spot=s, premium_total=premium_total),
+        "case_sideways": _case_sideways(
+            spot=s, premium_total=premium_total, perp_coins=perp_coins
+        ),
     }, None
 
 

lib/instance/instance_embed_lib.py

@@ -7,7 +7,7 @@ import os
 from typing import Callable
 from urllib.parse import parse_qsl, urlencode, urlsplit
 
-from flask import Flask, Response, jsonify, redirect, request, session
+from flask import Flask, Response, jsonify, make_response, redirect, request, session
 from jinja2 import ChoiceLoader, FileSystemLoader
 
 EMBED_TABS: tuple[str, ...] = (
@@ -184,7 +184,10 @@ def register_embed_routes(
         if tab not in EMBED_TABS:
             tab = "trade"
         session["hub_embed_shell"] = True
-        return render_main_page_fn(tab, embed_mode="shell")
+        resp = make_response(render_main_page_fn(tab, embed_mode="shell"))
+        resp.headers["Cache-Control"] = "no-store, no-cache, must-revalidate, max-age=0"
+        resp.headers["Pragma"] = "no-cache"
+        return resp
 
     @login_required
     @app.route("/api/embed/page/<tab>")
@@ -198,7 +201,10 @@ def register_embed_routes(
         html = render_main_page_fn(tab, embed_mode="fragment")
         if isinstance(html, Response):
             html = html.get_data(as_text=True)
-        return jsonify({"ok": True, "page": tab, "html": html})
+        resp = jsonify({"ok": True, "page": tab, "html": html})
+        resp.headers["Cache-Control"] = "no-store, no-cache, must-revalidate, max-age=0"
+        resp.headers["Pragma"] = "no-cache"
+        return resp
 
 
 def pwa_app_name(exchange_key: str) -> str:

lib/instance/templates/embed_shell.html

@@ -168,7 +168,7 @@ window.__INSTANCE_DISPLAY__ = {{ display | tojson }};
 </script>
 <script src="/static/instance_settings_prefs.js?v=16"></script>
 <script src="/static/instance_live.js?v=6"></script>
-<script src="/static/instance_embed.js?v=29"></script>
+<script src="/static/instance_embed.js?v=30"></script>
 <script src="/static/instance_mobile_nav.js?v=2"></script>
 </body>
 </html>

manual_trading_hub/static/index.html

@@ -966,7 +966,7 @@
           <div class="calc-pane-split">
             <div class="calc-input-panel">
               <h2>永期对冲计算器</h2>
-              <p class="calc-hint">永续固定 1 币;单币权利金 = 现价 / 期权杠杆;权利金按全亏;只扣永续开平手续费(各 0.05%).「推仓位」由波动反推期权数量;「推点数」按永续:期权比例反推达目标盈利所需波动.横盘最大亏损 = 权利金全亏 + 永续开平同价手续费.</p>
+              <p class="calc-hint">推点数模式:「永续币数/期权币数」按绝对仓位计算(填 2 与 4 → 永续 2 币 + 期权 4 币,不再归一成 1:2).单币权利金 = 现价 / 期权杠杆;权利金按全亏;只扣永续开平手续费(各 0.05%).「推仓位」仍固定永续 1 币、由波动反推期权数量.横盘最大亏损 = 权利金全亏 + 永续开平同价手续费.</p>
               <form id="calc-po-form" class="calc-form">
                 <div class="calc-form-grid">
                   <label class="calc-field">
@@ -1007,11 +1007,11 @@
                     <input id="calc-po-move" type="number" min="0" step="any" value="50" />
                   </label>
                   <label class="calc-field calc-po-points-only hidden">
-                    <span>永续比例</span>
+                    <span>永续币数</span>
                     <input id="calc-po-ratio-perp" type="number" min="0.01" step="any" value="1" />
                   </label>
                   <label class="calc-field calc-po-points-only hidden">
-                    <span>期权比例</span>
+                    <span>期权币数</span>
                     <input id="calc-po-ratio-opt" type="number" min="0.01" step="any" value="2" />
                   </label>
                   <label class="calc-field">
@@ -1751,7 +1751,7 @@
   <script src="/assets/chart_draw.js?v=20260720-option-day-1600"></script>
   <script src="/assets/chart.js?v=20260720-option-day-1600"></script>
   <script src="/assets/plan.js?v=20260720-autofill"></script>
-  <script src="/assets/calculator.js?v=20260729-po-sideways"></script>
+  <script src="/assets/calculator.js?v=20260729-po-abs-coins"></script>
   <script src="/assets/compare.js?v=20260723-compare"></script>
   <script src="/assets/trade_stats_calendar.js?v=3"></script>
   <script src="/assets/archive.js?v=20260724-opt-archive"></script>

tests/test_hub_perp_options_calc_lib.py

@@ -125,6 +125,34 @@ class HubPerpOptionsCalcTests(unittest.TestCase):
         self.assertAlmostEqual(sw["max_loss_u"], 37.8, places=6)
         self.assertAlmostEqual(sw["net_u"], -37.8, places=6)
 
+    def test_points_absolute_2_to_4(self):
+        # 2:4 按绝对币数,不再归一成 1:2
+        data, err = calc_perp_options_points(
+            base="ETH",
+            spot=1800,
+            capital_usdt=3000,
+            target_profit_u=15,
+            perp_leverage=10,
+            option_leverage=100,
+            ratio_perp=2,
+            ratio_opt=4,
+            ct_mult=0.01,
+        )
+        self.assertIsNone(err)
+        assert data is not None
+        self.assertEqual(data["perp_coins"], 2.0)
+        self.assertEqual(data["opt_coins"], 4.0)
+        self.assertEqual(data["premium_total_u"], 72.0)
+        self.assertAlmostEqual(data["perp_margin_u"], 360.0, places=6)
+        expect_a = (15 + 72 + 2 * 1800 * 2 * 0.0005) / (2 * 0.9995)
+        self.assertAlmostEqual(data["case_a"]["move_points"], expect_a, places=6)
+        self.assertAlmostEqual(data["case_a"]["net_u"], 15.0, places=5)
+        self.assertAlmostEqual(data["case_b"]["move_points_portfolio"], 43.5, places=6)
+        self.assertAlmostEqual(data["case_b"]["portfolio_net_u"], 15.0, places=6)
+        sw = data["case_sideways"]
+        self.assertAlmostEqual(sw["fee_u"], 3.6, places=6)
+        self.assertAlmostEqual(sw["max_loss_u"], 75.6, places=6)
+
     def test_points_ratio_1_to_1_no_portfolio(self):
         data, err = calc_perp_options(
             calc_mode="points",