Replace 期期 equal-split with long/short bias sizing and env ratio controls.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-19 15:25:10 +08:00
parent bc797cb1db
commit e3cd2a75de
13 changed files with 330 additions and 67 deletions
@@ -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