fix(hedge): filter options-chain by min hours and strike interval for option-primary

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

docs/对冲计划-以期权为主.md

@@ -59,7 +59,7 @@ contracts = perp_eth / contract_size
 | `lib/hedge_plan/hedge_plan_option_primary_lib.py` | 定仓/方向/目标/净利/校验 |
 | `hedge_plan_orders_lib.py` | 路径、开平永续、启动前定仓刷新 |
 | `hedge_plan_monitor_lib.py` | `_tick_po_option_primary*` |
-| `hedge_plan_register.py` / `hedge_plan_db.py` | preview/start/persist 列 |
+| `hedge_plan_register.py` / `hedge_plan_db.py` | preview/start/persist；`options-chain?option_primary&min_hours&strike_interval` |
 | `hedge_plan.js` + `hedge_plan_panel.html` | 开关与左右卡 |
 
 ## 6. 测试

lib/common/static/hedge_plan.js

@@ -1036,9 +1036,16 @@
   }
 
   async function loadChain() {
-    const d = await apiJson(
-      "/api/hedge-plan/options-chain?underlying=" + encodeURIComponent(state.underlying)
-    );
+    let url =
+      "/api/hedge-plan/options-chain?underlying=" + encodeURIComponent(state.underlying);
+    if (isOptionPrimary()) {
+      url +=
+        "&option_primary=1&min_hours=" +
+        encodeURIComponent(String(numInput("hp-min-hours", 36))) +
+        "&strike_interval=" +
+        encodeURIComponent(String(numInput("hp-strike-interval", 15)));
+    }
+    const d = await apiJson(url);
     state.chain = d;
     const idx = $("hp-index-line");
     if (idx) idx.textContent = "指数 " + fmt(d.index_px, 2);

lib/hedge_plan/hedge_plan_register.py

@@ -559,6 +559,57 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
             )
         except Exception as e:
             return jsonify({"ok": False, "msg": f"拉取期权链失败: {e}"}), 500
+        # 以期权为主:可选最短剩余小时 / 行权间隔过滤(也回写 hours_to_expiry 供前端)
+        option_primary = (request.args.get("option_primary") or "").strip().lower() in (
+            "1",
+            "true",
+            "yes",
+            "on",
+        )
+        min_hours = None
+        strike_interval = None
+        try:
+            if request.args.get("min_hours") not in (None, ""):
+                min_hours = float(request.args.get("min_hours"))
+        except (TypeError, ValueError):
+            min_hours = 36.0 if option_primary else None
+        try:
+            if request.args.get("strike_interval") not in (None, ""):
+                strike_interval = float(request.args.get("strike_interval"))
+        except (TypeError, ValueError):
+            strike_interval = 15.0 if option_primary else None
+        if option_primary and min_hours is None:
+            min_hours = 36.0
+        if option_primary and strike_interval is None:
+            strike_interval = 15.0
+        if min_hours is not None or strike_interval is not None:
+            from lib.hedge_plan.hedge_plan_option_primary_lib import hours_to_expiry_from_ms
+
+            idx = None
+            try:
+                idx = float(chain.get("index_px") or 0) or None
+            except (TypeError, ValueError):
+                idx = None
+            filtered = []
+            for exp in chain.get("expiries") or []:
+                h = hours_to_expiry_from_ms(exp.get("exp_time"))
+                if min_hours is not None and h is not None and h < min_hours:
+                    continue
+                contracts = []
+                for c in exp.get("contracts") or []:
+                    row = dict(c)
+                    row["hours_to_expiry"] = h
+                    if strike_interval is not None and idx and idx > 0:
+                        try:
+                            k = float(row.get("strike") or 0)
+                        except (TypeError, ValueError):
+                            k = 0.0
+                        if k > 0 and abs(k - idx) > strike_interval + 1e-9:
+                            continue
+                    contracts.append(row)
+                if contracts:
+                    filtered.append({**exp, "contracts": contracts, "hours_to_expiry": h})
+            chain = {**chain, "expiries": filtered}
         opt_acct = _options_account_snapshot(cfg)
         return jsonify(
             {
@@ -572,6 +623,9 @@ def register_hedge_plan_routes(app: Flask, cfg: dict[str, Any]) -> None:
                 "options_account": opt_acct,
                 "trade_budget_usdc": cfg.get("trade_budget_usdc"),
                 "budget_buffer": cfg.get("budget_buffer"),
+                "option_primary": option_primary,
+                "min_hours": min_hours,
+                "strike_interval": strike_interval,
             }
         )
 

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -368,4 +368,4 @@
     </div>
   </div>
 </div>
-<script src="/static/hedge_plan.js?v=37"></script>
+<script src="/static/hedge_plan.js?v=38"></script>

tests/test_hedge_plan_option_primary.py

@@ -139,6 +139,14 @@ class TestOptionPrimary(unittest.TestCase):
         self.assertTrue(out["option_primary"])
         self.assertEqual(len(out["scenarios"]), 2)
 
+    def test_hours_to_expiry_from_ms(self):
+        from lib.hedge_plan.hedge_plan_option_primary_lib import hours_to_expiry_from_ms
+
+        now = 1_700_000_000_000.0
+        # +40h in ms
+        h = hours_to_expiry_from_ms(now + 40 * 3600 * 1000, now_ms=now)
+        self.assertAlmostEqual(h, 40.0, places=3)
+
 
 if __name__ == "__main__":
     unittest.main()