diff --git a/crypto_monitor_okx/.env.example b/crypto_monitor_okx/.env.example
index b01fc5f..20a7890 100644
--- a/crypto_monitor_okx/.env.example
+++ b/crypto_monitor_okx/.env.example
@@ -135,6 +135,10 @@ HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS=false
HEDGE_PLAN_OO_CLOSE_WINNER_ONLY=true
# 方案C:期期页面显示「平仓模式」(到期平/全平);关则固定到期平.默认开启,页面默认选全平
HEDGE_PLAN_OO_CLOSE_MODE_ENABLED=true
+# 期期「做多/做空」拆分口径:budget=按权利金预算(默认);sheets=先算同张数 n 再按比例拆
+HEDGE_PLAN_OO_BIAS_SPLIT_BY=budget
+# 期期「做多/做空」主腿占比(0~1,默认 0.7=7:3);做多主腿=Call,做空主腿=Put
+HEDGE_PLAN_OO_BIAS_RATIO=0.7
# 对冲与单独期权互斥(默认 true):有对冲计划不可单独开期权;有单独期权不可启动对冲;false=可同时开
HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE=true
# 半腿失败改手动补开(默认 true):不自动平已成腿,计划挂 partial,页面补开;开启时下方自动平强制无效
diff --git a/docs/对冲计划开发方案.md b/docs/对冲计划开发方案.md
index 2d1012f..219c1fa 100644
--- a/docs/对冲计划开发方案.md
+++ b/docs/对冲计划开发方案.md
@@ -96,8 +96,11 @@
- 预算:`B = min(交易户 USDC × OKX_OPTIONS_BUDGET_BUFFER, OKX_OPTIONS_TRADE_BUDGET_USDC)`(默认 buffer=0.95).
- 自动张数(选齐两腿后写入,可手改):
- **同张数**(默认):最大 `n` 使 `n×(cost_A+cost_B) ≤ B`,两腿均填 `n`
- - **均分预算**:各用 `B/2` 反推张数(两腿可不同)
+ - **做多 / 做空**:须一 Call 一 Put;主:次默认 **7:3**(`HEDGE_PLAN_OO_BIAS_RATIO`,可改)
+ - 做多:主腿=Call;做空:主腿=Put
+ - 拆分口径 `HEDGE_PLAN_OO_BIAS_SPLIT_BY`:`budget`(默认,按权利金预算拆) / `sheets`(先算同张数 `n` 再按比例拆张数)
- 另受各自卖一深度上限约束
+ - 已移除页面「均分」;后端仍兼容旧 `split_budget` 入参(预算对半)
### 4.2 目标价
diff --git a/docs/更新文档.md b/docs/更新文档.md
index 6e495d7..ce895cf 100644
--- a/docs/更新文档.md
+++ b/docs/更新文档.md
@@ -4,6 +4,37 @@
---
+## 2026-07-19 · 期期张数：做多/做空替代均分 + env 拆分口径
+
+### 修改原因
+
+期期「均分」与方向偏好无关；需要按 Call/Put 7:3（可配）做偏多/偏空自动张数，并可用 env 在「预算金额 / 张数」两种拆法间切换。
+
+### 修改的地方
+
+| 文件 | 改动摘要 |
+|------|----------|
+| `lib/hedge_plan/hedge_plan_calc_lib.py` | `long_bias`/`short_bias`；`budget`/`sheets` + `bias_ratio` |
+| `lib/hedge_plan/hedge_plan_register.py` | gates 下发 `oo_bias_split_by` / `oo_bias_ratio` |
+| `lib/hedge_plan/templates/hedge_plan_panel.html` | 张数段：同张数 / 做多 / 做空 |
+| `lib/common/static/hedge_plan.js` | 前端建议张数与 env 同步 |
+| `crypto_monitor_okx/.env.example` + env UI/schema | `HEDGE_PLAN_OO_BIAS_SPLIT_BY`、`HEDGE_PLAN_OO_BIAS_RATIO` |
+| `docs/系统说明.md` 等 | 同步操作与配置说明 |
+
+### 达成的目标
+
+1. 默认仍为同张数。
+2. 做多=Call 主占比、做空=Put 主占比；默认比例 0.7，口径默认预算金额。
+3. `sheets` 口径：先算同张数 `n` 再拆。
+
+### 交付之后的验收
+
+1. 期期页可见「同张数 / 做多 / 做空」，无「均分」。
+2. env 配置可改口径与比例；生产 OKX `.env` 已补齐键。
+3. 选一 Call 一 Put 后自动张数符合比例；非 C+P 时提示。
+
+---
+
## 2026-07-17 · 修复 pip>=26 部署依赖安装失败
### 修改原因
diff --git a/docs/期权开平仓与监控说明.md b/docs/期权开平仓与监控说明.md
index 7e8a97d..d0999f9 100644
--- a/docs/期权开平仓与监控说明.md
+++ b/docs/期权开平仓与监控说明.md
@@ -83,6 +83,7 @@
5. **无市价强平**:盘口真空时系统**不会**市价砸盘,仓位可能留到到期.
6. **目标位只看指数**:触达后仍受买一/2×门控约束,可能「到价却平不掉」.
7. **对冲计划腿**:期权腿退出规则见对冲方案;独立期权页平仓勿与计划状态脱节.
+8. **期期自动张数**:对冲计划页为「同张数 / 做多 / 做空」(已无均分);做多/做空按 Call·Put 比例拆,口径与比例见 env `HEDGE_PLAN_OO_BIAS_SPLIT_BY`、`HEDGE_PLAN_OO_BIAS_RATIO`.
---
@@ -91,3 +92,4 @@
- [期权用法.md](./期权用法.md) — 资金兑划与页面操作
- [期权方案.md](./期权方案.md) — env 与架构
- [对冲计划开发方案.md](./对冲计划开发方案.md) — 永期/期期与期权腿
+- [系统说明.md](./系统说明.md) — 实例操作与门禁总手册
diff --git a/docs/期权用法.md b/docs/期权用法.md
index ec25efb..8466b2a 100644
--- a/docs/期权用法.md
+++ b/docs/期权用法.md
@@ -78,16 +78,26 @@ OKX_OPTIONS_API_PASSPHRASE=...
需已配置 `WECHAT_WEBHOOK`.
-## 6. 与永续的关系
+## 6. 与永续 / 对冲计划的关系
| | 永续(子账户) | 期权(主账户) |
|--|----------------|----------------|
| API | `OKX_API_*` | `OKX_OPTIONS_API_*` |
-| 页面 | 实盘下单 / 关键位 | 期权 |
+| 页面 | 实盘下单 / 关键位 | 期权 · 对冲计划 |
| 资金顶栏 | USDT 资金户+交易户 | 期权页单独显示 USDC 等 |
两套资金 **不合并** 显示.
+**期期对冲张数**(对冲计划页,与单独开期权共用预算算法):
+
+| 模式 | 说明 |
+|------|------|
+| 同张数(默认) | 两腿同 `n`,总权利金 ≤ 预算 |
+| 做多 | Call:Put 按主腿占比(默认 7:3) |
+| 做空 | Put:Call 按主腿占比(默认 7:3) |
+
+拆分口径与比例见 env:`HEDGE_PLAN_OO_BIAS_SPLIT_BY`(`budget` 默认 / `sheets`)、`HEDGE_PLAN_OO_BIAS_RATIO`(默认 `0.7`)。细则见 [对冲计划开发方案.md](./对冲计划开发方案.md) §4.1、[系统说明.md](./系统说明.md)。
+
## 7. 配置说明
| 变量 | 默认 | 含义 |
@@ -97,6 +107,8 @@ OKX_OPTIONS_API_PASSPHRASE=...
| `OKX_OPTIONS_MAX_DTE_DAYS` | 2 | 最多选几天内到期 |
| `OKX_OPTIONS_ITM_MAX_DIST_USD` | 30 | 轻度实值:价内不超过多少 USD |
| `OKX_OPTIONS_PROFIT_ALERT_RATIO` | 1.0 | 浮盈/权利金 ≥ 此值推送 |
+| `HEDGE_PLAN_OO_BIAS_SPLIT_BY` | budget | 期期做多/做空:按预算或按张数拆 |
+| `HEDGE_PLAN_OO_BIAS_RATIO` | 0.7 | 期期做多/做空主腿占比 |
## 8. 期权复盘(含对冲)
diff --git a/docs/系统说明.md b/docs/系统说明.md
index 5849eb5..f6e0b26 100644
--- a/docs/系统说明.md
+++ b/docs/系统说明.md
@@ -122,12 +122,14 @@
### 3.3 操作：期期
1. 填上破 / 下破目标；指数价作参考。
-2. 张数模式：**同张数**（默认）或 **均分预算**；平仓模式：**全平**（默认）或 **到期平**（若 env 打开方案 C）。
-3. T 型报价选用两腿；可先划转 USDC。
+2. 张数模式：**同张数**（默认）、**做多**、**做空**；平仓模式：**全平**（默认）或 **到期平**（若 env 打开方案 C）。
+3. T 型报价选用两腿（做多/做空须一 Call 一 Put）；可先划转 USDC。
4. **计算** → 情景测算 → **启动计划**。
逻辑摘要：
+- **同张数**：最大 `n` 使两腿各 `n` 张且总权利金 ≤ 预算。
+- **做多 / 做空**：主腿与次腿按 env 比例（默认 7:3）分配；做多主腿=Call，做空主腿=Put。拆分口径由 `HEDGE_PLAN_OO_BIAS_SPLIT_BY` 决定：`budget`（默认，按权利金预算拆）或 `sheets`（先算同张数 `n` 再拆张数）。
- 达目标价：通常只平盈利腿。
- **全平**：盈利腿平掉后立刻尝试清另一腿（无 2× 权利金门控，失败会重试）。
- **到期平**：残腿持有至到期再结。
@@ -320,6 +322,8 @@ A：可能是仅提醒类型、门控未过、RR 不足、满仓/日上限，或
| 半腿失败改手动补开 | 见 3.4 |
| 半腿失败时自动平期权 | 手动补开开启时强制无效 |
| 期期平仓模式（方案 C） | 页面是否出现「全平 / 到期平」 |
+| 期期做多做空拆分口径 | `budget` 预算金额（默认）/ `sheets` 张数 |
+| 期期做多做空主腿占比 | 默认 `0.7`（即 7:3） |
含「需重启」标记的项保存后要用「保存并重启」；对冲多数开关可热更，以页面标注为准。
diff --git a/lib/common/static/hedge_plan.js b/lib/common/static/hedge_plan.js
index 930cabc..adc8404 100644
--- a/lib/common/static/hedge_plan.js
+++ b/lib/common/static/hedge_plan.js
@@ -29,6 +29,8 @@
legB: null,
market: null,
ooSheetsMode: "same_sheets",
+ ooBiasSplitBy: "budget",
+ ooBiasRatio: 0.7,
ooCloseModeEnabled: root.getAttribute("data-oo-close-mode-enabled") !== "0",
ooCloseMode: "close_all",
direction: "long",
@@ -335,6 +337,20 @@
return Math.min(out, Math.floor(d + 1e-12));
}
+ function normalizeOptCP(ot) {
+ const u = String(ot || "").toUpperCase();
+ if (u.indexOf("C") === 0) return "C";
+ if (u.indexOf("P") === 0) return "P";
+ return "";
+ }
+
+ function ooSizeModeLabel(mode) {
+ if (mode === "long_bias") return "做多";
+ if (mode === "short_bias") return "做空";
+ if (mode === "split_budget") return "均分";
+ return "同张数";
+ }
+
function suggestOoSheetsLocal(budget, mode) {
const costA = unitCost(state.legA);
const costB = unitCost(state.legB);
@@ -344,24 +360,61 @@
if (!(costA > 0) || !(costB > 0)) {
return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "缺少有效卖一价,无法建议张数" };
}
+ let ratio = Number(state.ooBiasRatio);
+ if (!(ratio > 0) || !(ratio < 1)) ratio = 0.7;
+ const splitBy = state.ooBiasSplitBy === "sheets" ? "sheets" : "budget";
+ const pair = costA + costB;
+ let nSame = pair > 0 ? Math.floor(budget / pair + 1e-12) : 0;
+ nSame = capByDepth(nSame, state.legA && state.legA.ask_sz);
+ nSame = capByDepth(nSame, state.legB && state.legB.ask_sz);
+
let nA = 0;
let nB = 0;
- if (mode === "split_budget") {
+ if (mode === "long_bias" || mode === "short_bias") {
+ const aCP = normalizeOptCP(state.legA && state.legA.opt_type);
+ const bCP = normalizeOptCP(state.legB && state.legB.opt_type);
+ if (!((aCP === "C" && bCP === "P") || (aCP === "P" && bCP === "C"))) {
+ return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "做多/做空需一腿 Call、一腿 Put" };
+ }
+ const callIsA = aCP === "C";
+ const majorIsCall = mode === "long_bias";
+ let nCall = 0;
+ let nPut = 0;
+ if (splitBy === "sheets") {
+ if (nSame < 2) {
+ return { sheetsA: 0, sheetsB: 0, premium: 0, ok: false, msg: "同张数规模不足 2,无法按比例拆分" };
+ }
+ let majorN = Math.round(nSame * ratio);
+ majorN = Math.max(1, Math.min(majorN, nSame - 1));
+ const minorN = nSame - majorN;
+ nCall = majorIsCall ? majorN : minorN;
+ nPut = majorIsCall ? minorN : majorN;
+ } else {
+ const majBudget = budget * ratio;
+ const minBudget = budget * (1 - ratio);
+ const costCall = callIsA ? costA : costB;
+ const costPut = callIsA ? costB : costA;
+ if (majorIsCall) {
+ nCall = Math.floor(majBudget / costCall + 1e-12);
+ nPut = Math.floor(minBudget / costPut + 1e-12);
+ } else {
+ nPut = Math.floor(majBudget / costPut + 1e-12);
+ nCall = Math.floor(minBudget / costCall + 1e-12);
+ }
+ }
+ nA = callIsA ? nCall : nPut;
+ nB = callIsA ? nPut : nCall;
+ nA = capByDepth(nA, state.legA && state.legA.ask_sz);
+ nB = capByDepth(nB, state.legB && state.legB.ask_sz);
+ } else if (mode === "split_budget") {
const half = budget / 2;
nA = Math.floor(half / costA + 1e-12);
nB = Math.floor(half / costB + 1e-12);
+ nA = capByDepth(nA, state.legA && state.legA.ask_sz);
+ nB = capByDepth(nB, state.legB && state.legB.ask_sz);
} else {
- const pair = costA + costB;
- const n = pair > 0 ? Math.floor(budget / pair + 1e-12) : 0;
- nA = n;
- nB = n;
- }
- nA = capByDepth(nA, state.legA && state.legA.ask_sz);
- nB = capByDepth(nB, state.legB && state.legB.ask_sz);
- if (mode !== "split_budget") {
- const n = Math.min(nA, nB);
- nA = n;
- nB = n;
+ nA = nSame;
+ nB = nSame;
}
const premium = costA * nA + costB * nB;
const ok = nA >= 1 && nB >= 1;
@@ -400,7 +453,7 @@
const line = $("hp-oo-budget-line");
if (!line) return;
const b = resolveOoBudget();
- const sizeLabel = state.ooSheetsMode === "split_budget" ? "均分" : "同张数";
+ const sizeLabel = ooSizeModeLabel(state.ooSheetsMode);
const closeLabel = !state.ooCloseModeEnabled
? ""
: state.ooCloseMode === "hold_expiry"
@@ -447,8 +500,15 @@
} else if (d.oo_close_mode_default && !state._ooCloseModeTouched) {
state.ooCloseMode = d.oo_close_mode_default === "hold_expiry" ? "hold_expiry" : "close_all";
}
+ if (d.oo_bias_split_by != null) {
+ state.ooBiasSplitBy = d.oo_bias_split_by === "sheets" ? "sheets" : "budget";
+ }
+ if (d.oo_bias_ratio != null && Number(d.oo_bias_ratio) > 0 && Number(d.oo_bias_ratio) < 1) {
+ state.ooBiasRatio = Number(d.oo_bias_ratio);
+ }
syncOoCloseModeUI();
setGateLine(d);
+ if (state.mode === "options_options") autoFillOoSheets();
} catch (e) {
setGateLine({ can_preview: false, can_start: false, reasons: [e.message], is_full_margin: false });
}
diff --git a/lib/env/env_schema.py b/lib/env/env_schema.py
index bbc3ff2..0f9cb9e 100644
--- a/lib/env/env_schema.py
+++ b/lib/env/env_schema.py
@@ -91,6 +91,8 @@ HOT_RELOAD_EXACT = frozenset({
"HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS",
"HEDGE_PLAN_OO_CLOSE_WINNER_ONLY",
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
+ "HEDGE_PLAN_OO_BIAS_SPLIT_BY",
+ "HEDGE_PLAN_OO_BIAS_RATIO",
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE",
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
"MAX_ACTIVE_HEDGE_PLANS",
@@ -121,6 +123,10 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
("long_only", "仅做多"),
("short_only", "仅做空"),
),
+ "HEDGE_PLAN_OO_BIAS_SPLIT_BY": (
+ ("budget", "预算金额"),
+ ("sheets", "张数"),
+ ),
}
_SELECT_ALIASES: dict[str, dict[str, str]] = {
diff --git a/lib/env/env_ui_manifest.py b/lib/env/env_ui_manifest.py
index b29a05b..14134d4 100644
--- a/lib/env/env_ui_manifest.py
+++ b/lib/env/env_ui_manifest.py
@@ -146,6 +146,16 @@ _HEDGE_PLAN_SECTION: dict[str, Any] = {
"期期平仓模式(方案C)",
"默认 true;开启后页面可选「到期平/全平」(盈利腿平后另一腿);关闭则固定到期平",
),
+ (
+ "HEDGE_PLAN_OO_BIAS_SPLIT_BY",
+ "期期做多做空拆分口径",
+ "默认预算金额;budget=按权利金预算按比例分两腿;sheets=先算同张数 n 再按比例拆张数",
+ ),
+ (
+ "HEDGE_PLAN_OO_BIAS_RATIO",
+ "期期做多做空主腿占比",
+ "默认 0.7(即 7:3);做多主腿=Call,做空主腿=Put;须在 0~1 之间",
+ ),
(
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE",
"对冲与期权互斥门控",
@@ -177,6 +187,8 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"HEDGE_PLAN_SHOW_PERP_OPTIONS": "true",
"HEDGE_PLAN_SHOW_OPTIONS_OPTIONS": "true",
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED": "true",
+ "HEDGE_PLAN_OO_BIAS_SPLIT_BY": "budget",
+ "HEDGE_PLAN_OO_BIAS_RATIO": "0.7",
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE": "true",
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL": "true",
}
diff --git a/lib/hedge_plan/hedge_plan_calc_lib.py b/lib/hedge_plan/hedge_plan_calc_lib.py
index 5008f3b..44a114b 100644
--- a/lib/hedge_plan/hedge_plan_calc_lib.py
+++ b/lib/hedge_plan/hedge_plan_calc_lib.py
@@ -150,6 +150,54 @@ def _cap_sheets_by_ask_depth(sheets: int, ask_sz: Any) -> int:
return min(n, int(math.floor(float(depth) + 1e-12)))
+def _normalize_oo_sheets_mode(mode: str) -> str:
+ m = (mode or "same_sheets").strip().lower()
+ if m in ("long_bias", "bias_long", "long", "做多"):
+ return "long_bias"
+ if m in ("short_bias", "bias_short", "short", "做空"):
+ return "short_bias"
+ # 旧「均分」兼容:按预算 50/50(页面已移除)
+ if m in ("split", "equal_budget", "split_budget", "均分"):
+ return "split_budget"
+ return "same_sheets"
+
+
+def _normalize_oo_bias_split_by(raw: Any) -> str:
+ v = str(raw or "budget").strip().lower()
+ if v in ("sheets", "qty", "quantity", "张数"):
+ return "sheets"
+ return "budget"
+
+
+def _clamp_oo_bias_ratio(raw: Any, default: float = 0.7) -> float:
+ try:
+ r = float(raw)
+ except (TypeError, ValueError):
+ r = float(default)
+ if r <= 0 or r >= 1:
+ r = float(default)
+ return r
+
+
+def _oo_call_put_leg_index(opt_type_a: str, opt_type_b: str) -> tuple[Optional[str], Optional[str], str]:
+ """返回 (call_side, put_side, err);side 为 'a'/'b'."""
+ a = (opt_type_a or "").strip().upper()
+ b = (opt_type_b or "").strip().upper()
+ if a.startswith("C"):
+ a = "C"
+ elif a.startswith("P"):
+ a = "P"
+ if b.startswith("C"):
+ b = "C"
+ elif b.startswith("P"):
+ b = "P"
+ if {a, b} != {"C", "P"}:
+ return None, None, "做多/做空需一腿 Call、一腿 Put"
+ call_side = "a" if a == "C" else "b"
+ put_side = "b" if call_side == "a" else "a"
+ return call_side, put_side, ""
+
+
def suggest_oo_sheets(
*,
mode: str,
@@ -157,63 +205,89 @@ def suggest_oo_sheets(
ask_a: float,
ct_mult_a: float = 0.01,
ask_sz_a: Any = None,
+ opt_type_a: str = "",
ask_b: float,
ct_mult_b: float = 0.01,
ask_sz_b: Any = None,
+ opt_type_b: str = "",
+ bias_split_by: str = "budget",
+ bias_ratio: float = 0.7,
) -> dict[str, Any]:
- """期期建议张数:same_sheets(同张数,默认) / split_budget(均分预算)."""
+ """期期建议张数:same_sheets / long_bias / short_bias(及旧 split_budget)."""
import math
- m = (mode or "same_sheets").strip().lower()
- if m in ("split", "equal_budget", "split_budget", "均分"):
- m = "split_budget"
- else:
- m = "same_sheets"
+ m = _normalize_oo_sheets_mode(mode)
+ split_by = _normalize_oo_bias_split_by(bias_split_by)
+ ratio = _clamp_oo_bias_ratio(bias_ratio)
budget = max(0.0, float(budget_usdc or 0.0))
cost_a = option_unit_cost_usdc(ask=ask_a, ct_mult=ct_mult_a)
cost_b = option_unit_cost_usdc(ask=ask_b, ct_mult=ct_mult_b)
+
+ def _fail(msg: str, n_a: int = 0, n_b: int = 0) -> dict[str, Any]:
+ return {
+ "mode": m,
+ "sheets_a": n_a,
+ "sheets_b": n_b,
+ "cost_a": round(cost_a, 8),
+ "cost_b": round(cost_b, 8),
+ "premium_est": round(cost_a * n_a + cost_b * n_b, 6),
+ "ok": False,
+ "msg": msg,
+ "bias_split_by": split_by,
+ "bias_ratio": ratio,
+ }
+
if budget <= 0:
- return {
- "mode": m,
- "sheets_a": 0,
- "sheets_b": 0,
- "cost_a": round(cost_a, 8),
- "cost_b": round(cost_b, 8),
- "premium_est": 0.0,
- "ok": False,
- "msg": "可用预算为 0",
- }
+ return _fail("可用预算为 0")
if cost_a <= 0 or cost_b <= 0:
- return {
- "mode": m,
- "sheets_a": 0,
- "sheets_b": 0,
- "cost_a": round(cost_a, 8),
- "cost_b": round(cost_b, 8),
- "premium_est": 0.0,
- "ok": False,
- "msg": "缺少有效卖一价,无法建议张数",
- }
- if m == "split_budget":
+ return _fail("缺少有效卖一价,无法建议张数")
+
+ pair = cost_a + cost_b
+ n_same = int(math.floor(budget / pair + 1e-12)) if pair > 0 else 0
+ n_same = _cap_sheets_by_ask_depth(n_same, ask_sz_a)
+ n_same = _cap_sheets_by_ask_depth(n_same, ask_sz_b)
+
+ if m == "same_sheets":
+ n_a = n_same
+ n_b = n_same
+ elif m == "split_budget":
half = budget / 2.0
n_a = int(math.floor(half / cost_a + 1e-12))
n_b = int(math.floor(half / cost_b + 1e-12))
+ n_a = _cap_sheets_by_ask_depth(n_a, ask_sz_a)
+ n_b = _cap_sheets_by_ask_depth(n_b, ask_sz_b)
else:
- pair = cost_a + cost_b
- n = int(math.floor(budget / pair + 1e-12)) if pair > 0 else 0
- n_a = n
- n_b = n
- n_a = _cap_sheets_by_ask_depth(n_a, ask_sz_a)
- n_b = _cap_sheets_by_ask_depth(n_b, ask_sz_b)
- if m == "same_sheets":
- n = min(n_a, n_b)
- n_a = n
- n_b = n
+ call_side, put_side, err = _oo_call_put_leg_index(opt_type_a, opt_type_b)
+ if err:
+ return _fail(err)
+ major_is_call = m == "long_bias"
+ if split_by == "sheets":
+ if n_same < 2:
+ return _fail("同张数规模不足 2,无法按比例拆分")
+ major_n = int(round(n_same * ratio))
+ major_n = max(1, min(major_n, n_same - 1))
+ minor_n = n_same - major_n
+ n_call = major_n if major_is_call else minor_n
+ n_put = minor_n if major_is_call else major_n
+ else:
+ maj_budget = budget * ratio
+ min_budget = budget * (1.0 - ratio)
+ cost_call = cost_a if call_side == "a" else cost_b
+ cost_put = cost_b if call_side == "a" else cost_a
+ if major_is_call:
+ n_call = int(math.floor(maj_budget / cost_call + 1e-12)) if cost_call > 0 else 0
+ n_put = int(math.floor(min_budget / cost_put + 1e-12)) if cost_put > 0 else 0
+ else:
+ n_put = int(math.floor(maj_budget / cost_put + 1e-12)) if cost_put > 0 else 0
+ n_call = int(math.floor(min_budget / cost_call + 1e-12)) if cost_call > 0 else 0
+ n_a = n_call if call_side == "a" else n_put
+ n_b = n_put if call_side == "a" else n_call
+ n_a = _cap_sheets_by_ask_depth(n_a, ask_sz_a)
+ n_b = _cap_sheets_by_ask_depth(n_b, ask_sz_b)
+
prem = cost_a * n_a + cost_b * n_b
ok = n_a >= 1 and n_b >= 1
- msg = ""
- if not ok:
- msg = "预算不够开 1+1(或卖一深度不足)"
+ msg = "" if ok else "预算不够开 1+1(或卖一深度不足)"
return {
"mode": m,
"sheets_a": n_a,
@@ -223,6 +297,8 @@ def suggest_oo_sheets(
"premium_est": round(prem, 6),
"ok": ok,
"msg": msg,
+ "bias_split_by": split_by,
+ "bias_ratio": ratio,
}
diff --git a/lib/hedge_plan/hedge_plan_register.py b/lib/hedge_plan/hedge_plan_register.py
index 4b37de8..51c67e5 100644
--- a/lib/hedge_plan/hedge_plan_register.py
+++ b/lib/hedge_plan/hedge_plan_register.py
@@ -120,6 +120,18 @@ def _oo_close_mode_enabled() -> bool:
return _env_bool("HEDGE_PLAN_OO_CLOSE_MODE_ENABLED", True)
+def _oo_bias_split_by() -> str:
+ from lib.hedge_plan.hedge_plan_calc_lib import _normalize_oo_bias_split_by
+
+ return _normalize_oo_bias_split_by(os.getenv("HEDGE_PLAN_OO_BIAS_SPLIT_BY") or "budget")
+
+
+def _oo_bias_ratio() -> float:
+ from lib.hedge_plan.hedge_plan_calc_lib import _clamp_oo_bias_ratio
+
+ return _clamp_oo_bias_ratio(os.getenv("HEDGE_PLAN_OO_BIAS_RATIO") or "0.7")
+
+
def _normalize_oo_close_mode(raw: Any) -> str:
"""方案C关闭时强制 hold_expiry;开启时默认 close_all."""
if not _oo_close_mode_enabled():
@@ -192,6 +204,8 @@ def _gates_public(cfg: dict[str, Any], plan_type: str) -> dict[str, Any]:
g = _gates_dict(cfg, plan_type)
g["oo_close_mode_enabled"] = _oo_close_mode_enabled()
g["oo_close_mode_default"] = "close_all" if _oo_close_mode_enabled() else "hold_expiry"
+ g["oo_bias_split_by"] = _oo_bias_split_by()
+ g["oo_bias_ratio"] = _oo_bias_ratio()
return g
diff --git a/lib/hedge_plan/templates/hedge_plan_panel.html b/lib/hedge_plan/templates/hedge_plan_panel.html
index 459f4b8..79f2d85 100644
--- a/lib/hedge_plan/templates/hedge_plan_panel.html
+++ b/lib/hedge_plan/templates/hedge_plan_panel.html
@@ -135,7 +135,8 @@
张数
-
+
+
@@ -300,4 +301,4 @@
-
+
diff --git a/tests/test_hedge_plan_calc.py b/tests/test_hedge_plan_calc.py
index 38f9b4f..982827a 100644
--- a/tests/test_hedge_plan_calc.py
+++ b/tests/test_hedge_plan_calc.py
@@ -153,19 +153,57 @@ class TestHedgePlanCalc(unittest.TestCase):
self.assertEqual(s["sheets_b"], 5)
self.assertTrue(s["ok"])
- def test_suggest_oo_split_budget(self):
- # cost_a=1, cost_b=2; half=5 → nA=5, nB=2
+ def test_suggest_oo_long_bias_budget(self):
+ # cost_call=1, cost_put=1; budget 10 → call 7U / put 3U → 7 / 3
s = suggest_oo_sheets(
- mode="split_budget",
+ mode="long_bias",
budget_usdc=10,
ask_a=100,
ct_mult_a=0.01,
- ask_b=200,
+ opt_type_a="C",
+ ask_b=100,
ct_mult_b=0.01,
+ opt_type_b="P",
+ bias_split_by="budget",
+ bias_ratio=0.7,
)
- self.assertEqual(s["mode"], "split_budget")
- self.assertEqual(s["sheets_a"], 5)
- self.assertEqual(s["sheets_b"], 2)
+ self.assertEqual(s["mode"], "long_bias")
+ self.assertEqual(s["sheets_a"], 7)
+ self.assertEqual(s["sheets_b"], 3)
+ self.assertTrue(s["ok"])
+
+ def test_suggest_oo_short_bias_sheets(self):
+ # same n=5; short → put major 4 / call minor 1 (round 5*0.7=4)
+ s = suggest_oo_sheets(
+ mode="short_bias",
+ budget_usdc=10,
+ ask_a=100,
+ ct_mult_a=0.01,
+ opt_type_a="C",
+ ask_b=100,
+ ct_mult_b=0.01,
+ opt_type_b="P",
+ bias_split_by="sheets",
+ bias_ratio=0.7,
+ )
+ self.assertEqual(s["mode"], "short_bias")
+ self.assertEqual(s["sheets_a"], 1)
+ self.assertEqual(s["sheets_b"], 4)
+
+ def test_suggest_oo_bias_requires_call_put(self):
+ s = suggest_oo_sheets(
+ mode="long_bias",
+ budget_usdc=10,
+ ask_a=100,
+ ct_mult_a=0.01,
+ opt_type_a="C",
+ ask_b=100,
+ ct_mult_b=0.01,
+ opt_type_b="C",
+ bias_split_by="budget",
+ )
+ self.assertFalse(s["ok"])
+ self.assertIn("Call", s["msg"])
def test_suggest_oo_depth_cap(self):
s = suggest_oo_sheets(