Fix snapshot tag commit hash in docs table.

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

docs/快照备份.md

@@ -6,9 +6,12 @@
 
 | 标签 | 指向提交 | 说明 |
 |------|----------|------|
+| `snapshot/20260728-2` | `722c511` | 2026-07-28 午后：振幅统计改为波动点数→振幅占比、两日振幅(例25日16:00→27日16:00)；去掉买跨/永期对照 |
+| `snapshot/20260728` | `c73e363` | 2026-07-28：中控永期对冲计算器（由波动推仓位 / 由比例推点数）、说明文档 |
+| `snapshot/20260727` | `f53f281` | 2026-07-27：实例手机壳(下单/持仓/期权)、著作权声明、托管合同(一用户一机)、服务说明与报价说明 |
 | `snapshot/20260726-2` | `4a79e01` | 2026-07-26 午：执行手册脑图（业务主题）、`.xmind` 按二进制入库、去掉缩略图避免 Gitea raw 换行损坏 |
 | `snapshot/20260726` | `a2075ba` | 2026-07-26：Gate划转币种大写修复、系统设置划转页签停留、自动划转账户/币种下拉默认、期权「按可用余额打满」=min(余额,单笔预算)及说明 |
-| `snapshot/20260724` | `890659f` | 2026-07-24：执行手册v2(无对冲)、监控/策略页签显隐、内照明心期权档案同步、期权开平仓微信必发、实例导航显隐关键位/实盘下单等 |
+| `snapshot/20260724` | `890659f` | 2026-07-24：执行手册v2(无对冲)、监控/策略页签显隐、内照明心期权档案同步、期权开平仓微信必发、实例导航显隐持仓/实盘下单等 |
 | `snapshot/20260723-2` | `9e0591c` | 2026-07-23：策略对比页（合约/单期权/期期7:3）、监控与看板隐藏浮盈偏好、对比页卡片内边距等 |
 | `snapshot/20260723-pre-amp-stats` | `40be3a5` | 2026-07-23：振幅统计开发前；含执行手册进教练、日亏损冻结、手机监控 UI、振幅统计开发方案等 |
 | `snapshot/20260721-2` | `a721642` | 2026-07-21 晚：日亏损次数冻结、交易执行手册入中控策略说明、期权/Gate 执行手册文档等 |
@@ -31,7 +34,7 @@
 git tag -l 'snapshot/*'
 
 # 检出快照（只读查看，勿在此分支直接开发）
-git checkout snapshot/20260726-2
+git checkout snapshot/20260728-2
 
 # 回到主线
 git checkout main

docs/振幅统计说明.md

@@ -3,7 +3,8 @@
 中控只读工具：按自定义整点起点、**固定北京时间 16:00 收窗**，统计 OKX 上 ETH/BTC 的历史「点数振幅」档案，辅助一天期期权判断空间。
 
 > 开发方案见 [ETH时段振幅统计-开发方案.md](./ETH时段振幅统计-开发方案.md)。  
-> **不改下单链路**；不算 IV / 权利金。
+> **不改下单链路**；不算 IV。  
+> 买跨 / 永期对冲测算请用中控 **策略计算器**，本页不再做对照盈亏。
 
 ---
 
@@ -21,8 +22,9 @@
 2. 选择 **标的** ETH / BTC；数据源固定 **OKX**  
 3. **起点整点**（00–23）；终点固定 **16:00**  
 4. **周期**：1 月 / 2 月 / 3 月 / 半年 / 1 年 / 自定义天数（默认 2 个月）  
-5. 点 **计算** → 下方看汇总 + 分页日表  
-6. 需要留存时点 **保存到历史**；**下载 CSV** 含摘要 + 全日明细  
+5. 可选填 **波动点数**（如 `50`）→ 看振幅达标占比  
+6. 点 **计算** → 下方看汇总 + 振幅占比 + 分页日表  
+7. 需要留存时点 **保存到历史**；**下载 CSV** 含摘要 + 全日明细  
 
 **跨天例子**
 
@@ -42,14 +44,15 @@
 
 | 字段 | 算法 |
 |------|------|
-| 开→高 | `H − O` |
-| 开→低 | `O − L` |
-| **振幅** | `H − L`（= 开→高 + 开→低） |
-| 涨跌值 | `C − O` |
+| 开→高 | `H − O`（一边波动） |
+| 开→低 | `O − L`（另一边波动） |
+| **振幅** | `H − L`（= 开→高 + 开→低），窗为起点整点 → 当日 16:00 |
+| **两日振幅** | 同上口径，但起点再往前推 1 天；例起点 16:00、结算 27 日 → **25日16:00 → 27日16:00** |
+| 涨跌值 | `C − O`（单日窗） |
 
 例：O=2000，H=2500，L=1800 → 开→高 500，开→低 200，振幅 **700**。
 
-汇总必含：最大振幅（及日期）、开→高/开→低的最大与均值等。
+汇总必含：最大振幅（及日期）、两日振幅最大/均值/中位、开→高/开→低的最大与均值等。
 
 K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD / BTC-USD），失败再降级永续标记。  
 近期 K 线接口约仅 **1440** 根（1H≈60 天）；更长周期自动续拉 `history-index-candles` / `history-candles`。  
@@ -57,22 +60,20 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 
 ---
 
-## 买跨对照（赌波动）
+## 波动点数 → 振幅占比
 
-表单可填 **双边权利金（点）**，例如 `30`；旁边可填 **止盈点**（可空）：
+表单可填 **波动点数**（如 `50`）。填写后下方 **振幅占比** 块显示：
 
 | 汇总项 | 口径 |
 |--------|------|
-| 开→高超过权利金 | `H−O > 权利金` 的天数与占比 |
-| 开→低超过权利金 | `O−L > 权利金` 的天数与占比 |
-| \|涨跌\|超过权利金 | `\|C−O\| > 权利金` 的天数与占比 |
-| 有效波动 | 若设止盈且 `开→高≥止盈` 或 `开→低≥止盈` → 用止盈点；否则用 `\|C−O\|` |
-| 买跨收益 | `有效波动 − 权利金`（日表「收益」列同口径） |
+| 振幅≥点数 | 单日窗 `H−L ≥ 点数` 的天数与**占比**（主指标） |
+| 两日振幅≥点数 | 两日窗振幅 ≥ 点数 的天数与占比 |
+| 开→高≥点数 | `H−O ≥ 点数` 天数与占比 |
+| 开→低≥点数 | `O−L ≥ 点数` 天数与占比 |
+| \|涨跌\|≥点数 | `\|C−O\| ≥ 点数` 天数与占比 |
 
-- 方向：**买跨**  
-- 权利金越过：严格 **`>`**；止盈触达：**`≥`**  
-- 止盈留空 / ≤0：有效波动一律按 `|涨跌|`  
-- 已算出日表后，改权利金 / 止盈 / 周末筛选会**本地重算**（不重拉 K 线）  
+日表保留 **开→高 / 开→低**、**振幅**、**两日振幅**（悬停可见两日窗起止），并标 **振幅达标**。  
+改点数 / 周末筛选会在已有日表上**本地重算**（不重拉 K 线）。
 
 ### 周末
 
@@ -97,7 +98,7 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 | `manual_trading_hub/amp_stats_routes.py` | API |
 | `manual_trading_hub/amp_stats_store.py` | 历史 JSON |
 | `manual_trading_hub/static/amp_stats.js` | 前端 |
-| `tests/test_amp_stats_lib.py` | 单元测试 |
+| `tests/test_amp_stats_lib.py` | 单测 |
 
 ---
 
@@ -106,6 +107,7 @@ K 线粒度：**1H**（与整点对齐）；价源优先 OKX 指数（ETH-USD /
 | 日期 | 说明 |
 |------|------|
 | 2026-07-23 | 首版上线说明 |
-| 2026-07-23 | 买跨对照：可设双边权利金、越过占比与收盘盈亏 |
-| 2026-07-23 | 周末筛选/标注、止盈点(≥)、日表收益列 |
-| 2026-07-23 | 长周期续拉 history K 线；收益列红绿着色 |
+| 2026-07-23 | 买跨对照、周末筛选、止盈点 |
+| 2026-07-28 | 永期对冲对照（后已移除） |
+| 2026-07-28 | 去掉买跨/永期；改为波动点数→振幅占比 |
+| 2026-07-28 | 增加两日振幅(例 25日16:00→27日16:00) |

docs/永期对冲计算器.md

@@ -0,0 +1,169 @@
+# 永期对冲计算器
+
+中控 **策略计算器** 第 3 个 tab：永期对冲。用于离线测算「永续 1 币 + 买方期权」在目标盈利口径下的期权仓位，或按永续:期权比例反推达目标所需波动点数。
+
+入口：中控 → 策略计算器 → **永期对冲**。  
+API：`POST /api/calculator/perp-options`  
+逻辑库：`lib/hub/hub_perp_options_calc_lib.py`  
+单测：`tests/test_hub_perp_options_calc_lib.py`
+
+与实例页「对冲计划」不同：本页**不实盘下单、不拉期权链**，价格与杠杆均为手填。
+
+---
+
+## 共同假设
+
+| 项 | 口径 |
+|----|------|
+| 品种 | BTC / ETH |
+| 永续仓位 | 固定 **1 币** |
+| 单币权利金 | `现价 / 期权杠杆`（例：1800÷100=18U） |
+| 权利金 | **按全亏**计入；忽略时间价值 / Theta |
+| 永续手续费 | 开+平各 `0.05%`（`PERP_TAKER_FEE_RATE`，默认 0.0005） |
+| 期权手续费 | **不算** |
+| 交易资金 | 仅参考：与 `现价/永续杠杆` 比保证金是否够开 |
+| `ct_mult` | 默认 0.01；张数 = 期权币数 / ct_mult |
+| 展示 | 金额与点数统一 **小数点后两位** |
+
+---
+
+## 模式一：由波动推期权仓位（`calc_mode=size`）
+
+已知波动（点数或波动率%）、目标盈利、期权杠杆 → 反推期权开多少币/张。
+
+### 公式
+
+```text
+单币权利金 = 现价 / 期权杠杆
+永续毛收益 = 波动点数 × 1
+           （波动率模式：现价 × 波动率% × 1）
+平仓价     ≈ 现价 + 波动点数（永续方向对按上涨测算）
+永续手续费 = (开仓名义 + 平仓名义) × 0.05%
+
+权利金预算 = 永续毛收益 − 目标盈利 − 永续手续费
+期权币数   = 权利金预算 / 单币权利金
+期权张数   = 期权币数 / ct_mult
+```
+
+若权利金预算 ≤ 0：提示「波动收益不足以覆盖目标盈利+手续费，无法开期权」。
+
+### 情景
+
+**A · 永续方向对（期权全亏）**
+
+```text
+净利 = 永续毛收益 − 权利金总额 − 永续手续费
+     （设计上 ≈ 目标盈利）
+```
+
+**B · 期权方向对（永续 1 币反向亏同等波动）**
+
+```text
+期权内在 = 期权币数 × 波动点数
+期权净利 = 期权内在 − 权利金总额
+永续亏损 = −永续毛收益
+组合净利 = 期权净利 + 永续亏损
+```
+
+### 手测示例
+
+现价 1800、波动 50 点、目标盈利 15、期权杠杆 100、永续杠杆 10：
+
+| 量 | 约值 |
+|----|------|
+| 单币权利金 | 18U |
+| 永续手续费 | 1.83U |
+| 权利金预算 | 33.18U |
+| 期权币数 / 张数 | ≈1.84 币 / ≈184 张 |
+| A 净利 | ≈15U |
+| B 期权净利 / 组合 | ≈59U / ≈9U |
+
+---
+
+## 模式二：由比例推波动点数（`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。
+
+### 仓位
+
+```text
+永续币数 = 1
+期权币数 = 1 × (期权比例 / 永续比例)   # 1:2 → 2 币
+权利金总额 = 期权币数 × (现价 / 期权杠杆)
+```
+
+### 情景 A · 永续方向对
+
+净利 = 目标盈利：
+
+```text
+move − 权利金 − fee(move) = 目标
+fee(move) = (2×现价 + move) × 0.05%
+
+move = (目标 + 权利金 + 2×现价×0.05%) / (1 − 0.05%)
+```
+
+### 情景 B · 期权方向对（以组合净利为准）
+
+组合净利 = 目标盈利：
+
+```text
+组合 = 期权币数×move − 权利金 − 1×move
+     = move×(期权币数 − 1) − 权利金
+
+move = (目标 + 权利金) / (期权币数 − 1)
+```
+
+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。
+
+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：
+
+| 情景 | 所需点数（约） |
+|------|----------------|
+| A 永续方向对（净利=15） | ≈52.83 |
+| B 组合净利=15 | 51.00 |
+
+---
+
+## API 请求体（摘要）
+
+```json
+{
+  "calc_mode": "size | points",
+  "base": "ETH",
+  "spot": 1800,
+  "capital_usdt": 3000,
+  "target_profit_u": 15,
+  "move_mode": "points",
+  "move_value": 50,
+  "perp_leverage": 10,
+  "option_leverage": 100,
+  "ct_mult": 0.01,
+  "ratio_perp": 1,
+  "ratio_opt": 2
+}
+```
+
+- `size` 模式必填 `move_value`；`points` 模式用 `ratio_perp` / `ratio_opt`，可不填波动。
+
+---
+
+## 相关文件
+
+| 路径 | 作用 |
+|------|------|
+| `lib/hub/hub_perp_options_calc_lib.py` | 纯函数测算 |
+| `manual_trading_hub/hub.py` | `POST /api/calculator/perp-options` |
+| `manual_trading_hub/static/index.html` | 计算器 tab UI |
+| `manual_trading_hub/static/calculator.js` | 提交与结果渲染 |
+| `lib/trade/trade_fee_lib.py` | 永续双边手续费 |
+
+## 不做
+
+实盘开平仓、拉 OKX 期权链卖一、把本页结果自动写入对冲计划。
+
+振幅统计页可对历史日表做同口径对照，见 [振幅统计说明.md](./振幅统计说明.md)「永期对冲对照」。

lib/hub/hub_perp_options_calc_lib.py

@@ -0,0 +1,341 @@
+"""中控永期对冲计算器:永续 1 币 + 按目标盈利反推期权仓位/波动点数(纯函数)."""
+from __future__ import annotations
+
+from typing import Any, Optional, Tuple
+
+from lib.trade.trade_fee_lib import estimate_roundtrip_fee_usdt, taker_fee_rate
+
+DEFAULT_CT_MULT = 0.01
+PERP_COINS = 1.0
+
+
+def _f(v: Any) -> Optional[float]:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _parse_base_common(
+    *,
+    base: str,
+    spot: Any,
+    capital_usdt: Any,
+    target_profit_u: Any,
+    perp_leverage: Any,
+    option_leverage: Any,
+    ct_mult: Any,
+) -> Tuple[Optional[dict[str, float]], Optional[str]]:
+    b = (base or "ETH").strip().upper()
+    if b not in ("ETH", "BTC"):
+        return None, "币种仅支持 BTC / ETH"
+    s = _f(spot)
+    capital = _f(capital_usdt)
+    target = _f(target_profit_u)
+    p_lev = _f(perp_leverage)
+    o_lev = _f(option_leverage)
+    ct = _f(ct_mult)
+    if s is None or capital is None or target is None or p_lev is None or o_lev is None:
+        return None, "参数格式错误"
+    if ct is None or ct <= 0:
+        ct = DEFAULT_CT_MULT
+    if s <= 0 or capital <= 0 or p_lev <= 0 or o_lev <= 0:
+        return None, "现价、资金、杠杆须大于 0"
+    if target < 0:
+        return None, "目标盈利不能为负"
+    prem_per_coin = s / o_lev
+    if prem_per_coin <= 0:
+        return None, "单币权利金无效"
+    margin = (s * PERP_COINS) / p_lev
+    return {
+        "base_ok": 1.0,
+        "spot": s,
+        "capital": capital,
+        "target": target,
+        "p_lev": p_lev,
+        "o_lev": o_lev,
+        "ct": ct,
+        "prem_per_coin": prem_per_coin,
+        "margin": margin,
+        "fee_rate": taker_fee_rate(),
+    }, None
+
+
+def _move_for_perp_correct(*, spot: float, target: float, premium: float, fee_rate: float) -> float:
+    """净利 = move − premium − fee(move) = target → 解 move.
+
+    fee = (2*spot + move) * fee_rate
+    move*(1-fee_rate) = target + premium + 2*spot*fee_rate
+    """
+    denom = 1.0 - float(fee_rate)
+    if denom <= 0:
+        return 0.0
+    return (float(target) + float(premium) + 2.0 * float(spot) * float(fee_rate)) / denom
+
+
+def calc_perp_options_hedge(
+    *,
+    base: str = "ETH",
+    spot: float,
+    capital_usdt: float,
+    target_profit_u: float,
+    move_mode: str = "points",
+    move_value: float,
+    perp_leverage: float,
+    option_leverage: float,
+    ct_mult: float = DEFAULT_CT_MULT,
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    """由波动反推期权开仓币数/张数(calc_mode=size)."""
+    common, err = _parse_base_common(
+        base=base,
+        spot=spot,
+        capital_usdt=capital_usdt,
+        target_profit_u=target_profit_u,
+        perp_leverage=perp_leverage,
+        option_leverage=option_leverage,
+        ct_mult=ct_mult,
+    )
+    if err or not common:
+        return None, err
+
+    s = common["spot"]
+    capital = common["capital"]
+    target = common["target"]
+    p_lev = common["p_lev"]
+    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()
+
+    move = _f(move_value)
+    mode = (move_mode or "points").strip().lower()
+    if mode not in ("points", "pct", "percent", "rate"):
+        return None, "波动模式须为 points 或 pct"
+    if mode in ("percent", "rate"):
+        mode = "pct"
+    if move is None:
+        return None, "参数格式错误"
+    if move <= 0:
+        return None, "现价、资金、波动、杠杆须大于 0"
+
+    if mode == "pct":
+        move_points = s * (move / 100.0)
+    else:
+        move_points = move
+    if move_points <= 0:
+        return None, "波动对应价格变动须大于 0"
+
+    exit_px = s + move_points
+    perp_gross = move_points * PERP_COINS
+    fee = estimate_roundtrip_fee_usdt(s, exit_px, qty=PERP_COINS, contract_size=1.0)
+
+    premium_budget = perp_gross - target - fee
+    if premium_budget <= 0:
+        return None, "波动收益不足以覆盖目标盈利+手续费，无法开期权"
+
+    opt_coins = premium_budget / prem_per_coin
+    opt_sheets = opt_coins / ct
+    premium_total = opt_coins * prem_per_coin
+
+    case_a_net = perp_gross - premium_total - fee
+    opt_intrinsic = opt_coins * move_points
+    opt_net = opt_intrinsic - premium_total
+    perp_loss = -perp_gross
+    portfolio_net = opt_net + perp_loss
+
+    return {
+        "calc_mode": "size",
+        "base": b,
+        "spot": round(s, 8),
+        "capital_usdt": round(capital, 8),
+        "target_profit_u": round(target, 8),
+        "move_mode": mode,
+        "move_value": round(move, 8),
+        "move_points": round(move_points, 8),
+        "exit_price": round(exit_px, 8),
+        "perp_coins": PERP_COINS,
+        "perp_leverage": round(p_lev, 8),
+        "option_leverage": round(o_lev, 8),
+        "ct_mult": ct,
+        "prem_per_coin": round(prem_per_coin, 8),
+        "perp_gross_u": round(perp_gross, 8),
+        "perp_fee_u": round(fee, 8),
+        "fee_rate": fee_rate,
+        "premium_budget_u": round(premium_budget, 8),
+        "opt_coins": round(opt_coins, 8),
+        "opt_sheets": round(opt_sheets, 8),
+        "premium_total_u": round(premium_total, 8),
+        "perp_margin_u": round(margin, 8),
+        "capital_ok": bool(capital >= margin),
+        "case_a": {
+            "label": "永续方向对",
+            "perp_pnl_u": round(perp_gross, 8),
+            "premium_u": round(premium_total, 8),
+            "fee_u": round(fee, 8),
+            "net_u": round(case_a_net, 8),
+        },
+        "case_b": {
+            "label": "期权方向对",
+            "opt_intrinsic_u": round(opt_intrinsic, 8),
+            "premium_u": round(premium_total, 8),
+            "opt_net_u": round(opt_net, 8),
+            "perp_pnl_u": round(perp_loss, 8),
+            "portfolio_net_u": round(portfolio_net, 8),
+        },
+    }, None
+
+
+def calc_perp_options_points(
+    *,
+    base: str = "ETH",
+    spot: float,
+    capital_usdt: float,
+    target_profit_u: float,
+    perp_leverage: float,
+    option_leverage: float,
+    ratio_perp: float = 1.0,
+    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.
+
+    永续币数固定为 ratio 归一后的 1 币侧(perp_coins = PERP_COINS).
+    期权币数 = PERP_COINS * (ratio_opt / ratio_perp),例 1:2 → 2 币.
+
+    A 永续方向对: move − premium − fee(move) = 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
+    """
+    common, err = _parse_base_common(
+        base=base,
+        spot=spot,
+        capital_usdt=capital_usdt,
+        target_profit_u=target_profit_u,
+        perp_leverage=perp_leverage,
+        option_leverage=option_leverage,
+        ct_mult=ct_mult,
+    )
+    if err or not common:
+        return None, err
+
+    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"
+
+    s = common["spot"]
+    capital = common["capital"]
+    target = common["target"]
+    p_lev = common["p_lev"]
+    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)
+    premium_total = opt_coins * prem_per_coin
+    opt_sheets = opt_coins / ct
+
+    move_a = _move_for_perp_correct(spot=s, target=target, premium=premium_total, fee_rate=fee_rate)
+    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)
+    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
+
+    # 组合净利 = 目标
+    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"
+    else:
+        move_b_port = (target + premium_total) / edge
+        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
+    else:
+        opt_net_at_b_port = None
+        portfolio_at_b_port = None
+
+    return {
+        "calc_mode": "points",
+        "base": b,
+        "spot": round(s, 8),
+        "capital_usdt": round(capital, 8),
+        "target_profit_u": round(target, 8),
+        "ratio_perp": round(rp, 8),
+        "ratio_opt": round(ro, 8),
+        "ratio_label": f"{_fmt_ratio(rp)}:{_fmt_ratio(ro)}",
+        "perp_coins": PERP_COINS,
+        "opt_coins": round(opt_coins, 8),
+        "opt_sheets": round(opt_sheets, 8),
+        "perp_leverage": round(p_lev, 8),
+        "option_leverage": round(o_lev, 8),
+        "ct_mult": ct,
+        "prem_per_coin": round(prem_per_coin, 8),
+        "premium_total_u": round(premium_total, 8),
+        "fee_rate": fee_rate,
+        "perp_margin_u": round(margin, 8),
+        "capital_ok": bool(capital >= margin),
+        "case_a": {
+            "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),
+            "premium_u": round(premium_total, 8),
+            "fee_u": round(fee_a, 8),
+            "net_u": round(net_a, 8),
+        },
+        "case_b": {
+            "label": "期权方向对",
+            "move_points_opt_net": round(move_b_opt, 8),
+            "move_pct_opt_net": round(move_b_opt / s * 100.0, 8),
+            "opt_net_u": round(opt_net_at_b_opt, 8),
+            "portfolio_net_at_opt_target_u": round(portfolio_at_b_opt, 8),
+            "move_points_portfolio": None if move_b_port is None else round(move_b_port, 8),
+            "move_pct_portfolio": None
+            if move_b_port is None
+            else round(move_b_port / s * 100.0, 8),
+            "opt_net_at_portfolio_target_u": None
+            if opt_net_at_b_port is None
+            else round(opt_net_at_b_port, 8),
+            "portfolio_net_u": None if portfolio_at_b_port is None else round(portfolio_at_b_port, 8),
+            "portfolio_error": port_err,
+            "premium_u": round(premium_total, 8),
+        },
+    }, None
+
+
+def _fmt_ratio(v: float) -> str:
+    if abs(v - round(v)) < 1e-9:
+        return str(int(round(v)))
+    s = f"{v:.4f}".rstrip("0").rstrip(".")
+    return s
+
+
+def calc_perp_options(
+    *,
+    calc_mode: str = "size",
+    **kwargs: Any,
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    """统一入口:size=由波动推仓位;points=由比例推点数."""
+    mode = (calc_mode or "size").strip().lower()
+    if mode in ("points", "ratio", "move"):
+        return calc_perp_options_points(**kwargs)
+    # size mode: ignore ratio kwargs if present
+    kwargs.pop("ratio_perp", None)
+    kwargs.pop("ratio_opt", None)
+    return calc_perp_options_hedge(**kwargs)

manual_trading_hub/amp_stats_routes.py

@@ -12,8 +12,7 @@ from lib.hub.amp_stats_lib import (
     build_export_csv,
     compute_amp_stats,
     export_filename,
-    normalize_straddle_premium,
-    normalize_take_profit,
+    normalize_move_points,
     normalize_weekend_filter,
     reframe_amp_stats,
     rows_page,
@@ -25,8 +24,7 @@ class ComputeBody(BaseModel):
     start_hour: int = 16
     period: str = "2m"
     custom_days: Optional[int] = None
-    straddle_premium: Optional[float] = None
-    take_profit: Optional[float] = None
+    move_points: Optional[float] = None
     weekend_filter: str = "all"
     page: int = 1
     page_size: int = 20
@@ -37,15 +35,14 @@ class SaveBody(BaseModel):
 
 
 class ReframeBody(BaseModel):
-    """已有日表上改周末/权利金/止盈(不拉 K 线)."""
+    """已有日表上改周末/波动点数(不拉 K 线)."""
 
     rows_all: list[dict[str, Any]] = Field(default_factory=list)
     symbol: str = "eth"
     start_hour: int = 16
     period: str = "2m"
     sample_days: int = 60
-    straddle_premium: Optional[float] = None
-    take_profit: Optional[float] = None
+    move_points: Optional[float] = None
     weekend_filter: str = "all"
     price_source: str = ""
     inst_id: str = ""
@@ -84,7 +81,7 @@ def create_amp_stats_router() -> APIRouter:
             "default_weekend_filter": "all",
             "timeframe": "1H",
             "metric_note": "振幅与距离均为点数:振幅=最高-最低=(开→高)+(开→低)",
-            "straddle_note": "买跨:越过权利金用>;止盈≥触达用止盈点否则|涨跌|;收益=有效波动-权利金",
+            "move_points_note": "填波动点数后统计振幅≥该点数的天数占比;日表显示开→高/开→低两边点数与振幅是否达标",
         }
 
     @router.post("/compute")
@@ -95,8 +92,7 @@ def create_amp_stats_router() -> APIRouter:
                 start_hour=body.start_hour,
                 period=body.period,
                 custom_days=body.custom_days,
-                straddle_premium=body.straddle_premium,
-                take_profit=body.take_profit,
+                move_points=body.move_points,
                 weekend_filter=body.weekend_filter,
             )
         except ValueError as exc:
@@ -122,8 +118,7 @@ def create_amp_stats_router() -> APIRouter:
                 start_hour=body.start_hour,
                 period=body.period,
                 sample_days=body.sample_days,
-                straddle_premium=body.straddle_premium,
-                take_profit=body.take_profit,
+                move_points=body.move_points,
                 weekend_filter=body.weekend_filter,
                 price_source=body.price_source,
                 inst_id=body.inst_id,
@@ -165,8 +160,7 @@ def create_amp_stats_router() -> APIRouter:
         start_hour: int = Query(default=16),
         period: str = Query(default="2m"),
         custom_days: Optional[int] = Query(default=None),
-        straddle_premium: Optional[float] = Query(default=None),
-        take_profit: Optional[float] = Query(default=None),
+        move_points: Optional[float] = Query(default=None),
         weekend_filter: str = Query(default="all"),
     ):
         if (history_id or "").strip():
@@ -174,6 +168,7 @@ def create_amp_stats_router() -> APIRouter:
             if not item:
                 raise HTTPException(status_code=404, detail="历史不存在")
             rows_all = item.get("rows_all") or item.get("rows") or []
+            use_mp = move_points if move_points is not None else item.get("move_points")
             try:
                 payload = reframe_amp_stats(
                     rows_all=rows_all,
@@ -181,10 +176,7 @@ def create_amp_stats_router() -> APIRouter:
                     start_hour=int(item.get("start_hour") if item.get("start_hour") is not None else start_hour),
                     period=str(item.get("period") or period),
                     sample_days=int(item.get("sample_days_requested") or 60),
-                    straddle_premium=straddle_premium
-                    if straddle_premium is not None
-                    else item.get("straddle_premium"),
-                    take_profit=take_profit if take_profit is not None else item.get("take_profit"),
+                    move_points=use_mp,
                     weekend_filter=weekend_filter or item.get("weekend_filter") or "all",
                     price_source=str(item.get("price_source") or ""),
                     inst_id=str(item.get("inst_id") or ""),
@@ -194,17 +186,14 @@ def create_amp_stats_router() -> APIRouter:
                 raise HTTPException(status_code=400, detail=str(exc)) from exc
         else:
             try:
-                # validate enums early
                 normalize_weekend_filter(weekend_filter)
-                normalize_straddle_premium(straddle_premium)
-                normalize_take_profit(take_profit)
+                normalize_move_points(move_points)
                 payload = compute_amp_stats(
                     symbol=symbol,
                     start_hour=start_hour,
                     period=period,
                     custom_days=custom_days,
-                    straddle_premium=straddle_premium,
-                    take_profit=take_profit,
+                    move_points=move_points,
                     weekend_filter=weekend_filter,
                 )
             except ValueError as exc:

manual_trading_hub/hub.py

@@ -1269,6 +1269,21 @@ class RollCalculatorBody(BaseModel):
     base: str = "ETH"
 
 
+class PerpOptionsCalculatorBody(BaseModel):
+    calc_mode: str = "size"
+    base: str = "ETH"
+    spot: float = Field(gt=0)
+    capital_usdt: float = Field(gt=0)
+    target_profit_u: float = Field(ge=0)
+    move_mode: str = "points"
+    move_value: float | None = None
+    perp_leverage: float = Field(gt=0)
+    option_leverage: float = Field(gt=0)
+    ct_mult: float = Field(default=0.01, gt=0)
+    ratio_perp: float = Field(default=1.0, gt=0)
+    ratio_opt: float = Field(default=2.0, gt=0)
+
+
 class CompareOptionLegBody(BaseModel):
     opt_type: str = "C"
     strike: float | None = None
@@ -1350,6 +1365,44 @@ def api_calculator_roll(body: RollCalculatorBody):
     return {"ok": True, "data": data}
 
 
+@app.post("/api/calculator/perp-options")
+def api_calculator_perp_options(body: PerpOptionsCalculatorBody):
+    from lib.hub.hub_perp_options_calc_lib import calc_perp_options
+
+    mode = (body.calc_mode or "size").strip().lower()
+    if mode in ("points", "ratio", "move"):
+        data, err = calc_perp_options(
+            calc_mode="points",
+            base=body.base,
+            spot=body.spot,
+            capital_usdt=body.capital_usdt,
+            target_profit_u=body.target_profit_u,
+            perp_leverage=body.perp_leverage,
+            option_leverage=body.option_leverage,
+            ct_mult=body.ct_mult,
+            ratio_perp=body.ratio_perp,
+            ratio_opt=body.ratio_opt,
+        )
+    else:
+        if body.move_value is None or body.move_value <= 0:
+            return JSONResponse({"ok": False, "msg": "请填写波动数值"}, status_code=400)
+        data, err = calc_perp_options(
+            calc_mode="size",
+            base=body.base,
+            spot=body.spot,
+            capital_usdt=body.capital_usdt,
+            target_profit_u=body.target_profit_u,
+            move_mode=body.move_mode,
+            move_value=body.move_value,
+            perp_leverage=body.perp_leverage,
+            option_leverage=body.option_leverage,
+            ct_mult=body.ct_mult,
+        )
+    if err:
+        return JSONResponse({"ok": False, "msg": err}, status_code=400)
+    return {"ok": True, "data": data}
+
+
 @app.post("/api/compare/calc")
 def api_compare_calc(body: CompareBody):
     from lib.hub.hub_compare_lib import run_compare

manual_trading_hub/static/amp_stats.js

@@ -1,5 +1,5 @@
 /**
- * 中控振幅统计:OKX ETH/BTC + 买跨/止盈/周末筛选.
+ * 中控振幅统计:OKX ETH/BTC + 波动点数振幅占比 + 周末筛选.
  */
 (function () {
   const page = document.getElementById("page-amp-stats");
@@ -39,16 +39,8 @@
     return (n * 100).toFixed(1) + "%";
   }
 
-  function readPremium() {
-    const raw = (el("amp-straddle-premium")?.value || "").trim();
-    if (!raw) return null;
-    const n = Number(raw);
-    if (!Number.isFinite(n) || n <= 0) return null;
-    return n;
-  }
-
-  function readTakeProfit() {
-    const raw = (el("amp-take-profit")?.value || "").trim();
+  function readMovePoints() {
+    const raw = (el("amp-move-points")?.value || "").trim();
     if (!raw) return null;
     const n = Number(raw);
     if (!Number.isFinite(n) || n <= 0) return null;
@@ -95,19 +87,13 @@
     }
   }
 
-  function pnlClass(v) {
-    const n = Number(v);
-    if (!Number.isFinite(n) || n === 0) return "";
-    return n > 0 ? "is-pos" : "is-neg";
-  }
-
   function renderSummary(summary, result) {
     const box = el("amp-summary");
     if (!box) return;
     const s = summary || {};
     if (!s.sample_count) {
       box.innerHTML = '<p class="amp-empty">暂无汇总</p>';
-      renderStraddle(null);
+      renderMoveStats(null);
       return;
     }
     box.innerHTML =
@@ -116,44 +102,31 @@
       `<div><span class="amp-sum-k">最大振幅</span><span class="amp-sum-v">${esc(s.max_amplitude)} <small>(${esc(s.max_amplitude_day)})</small></span></div>` +
       `<div><span class="amp-sum-k">振幅均值</span><span class="amp-sum-v">${esc(s.avg_amplitude)}</span></div>` +
       `<div><span class="amp-sum-k">振幅中位</span><span class="amp-sum-v">${esc(s.median_amplitude)}</span></div>` +
+      `<div><span class="amp-sum-k">两日最大振幅</span><span class="amp-sum-v">${esc(s.max_amplitude_2d)} <small>(${esc(s.max_amplitude_2d_day)})</small></span></div>` +
+      `<div><span class="amp-sum-k">两日振幅均值/中位</span><span class="amp-sum-v">${esc(s.avg_amplitude_2d)} / ${esc(s.median_amplitude_2d)}</span></div>` +
       `<div><span class="amp-sum-k">开→高最大/均</span><span class="amp-sum-v">${esc(s.max_up_points)} / ${esc(s.avg_up_points)}</span></div>` +
       `<div><span class="amp-sum-k">开→低最大/均</span><span class="amp-sum-v">${esc(s.max_down_points)} / ${esc(s.avg_down_points)}</span></div>` +
       `<div><span class="amp-sum-k">涨/跌窗占比</span><span class="amp-sum-v">${esc(s.up_day_ratio)} / ${esc(s.down_day_ratio)}</span></div>` +
       `<div><span class="amp-sum-k">价源</span><span class="amp-sum-v">${esc(result && result.price_source)}</span></div>` +
       `</div>`;
-    renderStraddle(s.straddle);
+    renderMoveStats(s.move_points_stats);
   }
 
-  function renderStraddle(st) {
-    const box = el("amp-straddle");
+  function renderMoveStats(ms) {
+    const box = el("amp-move-stats");
     if (!box) return;
-    if (!st) {
-      box.innerHTML = '<p class="amp-empty">填写「买跨·双边权利金」后计算，可看越过天数与买跨点数盈亏</p>';
+    if (!ms) {
+      box.innerHTML = '<p class="amp-empty">填写「波动点数」后计算，可看振幅≥该点数的天数占比</p>';
       return;
     }
-    const verdict =
-      st.pnl_total == null
-        ? "—"
-        : Number(st.pnl_total) > 0
-          ? "样本合计盈利"
-          : Number(st.pnl_total) < 0
-            ? "样本合计亏损"
-            : "样本合计持平";
-    const tpLine =
-      st.take_profit != null
-        ? `<div><span class="amp-sum-k">止盈点 / 触达</span><span class="amp-sum-v">${esc(st.take_profit)} · ${esc(st.tp_hit_days)} 天 · ${esc(pct(st.tp_hit_ratio))}</span></div>`
-        : `<div><span class="amp-sum-k">止盈点</span><span class="amp-sum-v">未设(按|涨跌|)</span></div>`;
     box.innerHTML =
       `<div class="amp-sum-grid">` +
-      `<div><span class="amp-sum-k">双边权利金</span><span class="amp-sum-v">${esc(st.premium)}</span></div>` +
-      tpLine +
-      `<div><span class="amp-sum-k">开→高超过权利金</span><span class="amp-sum-v">${esc(st.up_exceed_days)} 天 · ${esc(pct(st.up_exceed_ratio))}</span></div>` +
-      `<div><span class="amp-sum-k">开→低超过权利金</span><span class="amp-sum-v">${esc(st.down_exceed_days)} 天 · ${esc(pct(st.down_exceed_ratio))}</span></div>` +
-      `<div><span class="amp-sum-k">|涨跌|超过权利金</span><span class="amp-sum-v">${esc(st.abs_change_exceed_days)} 天 · ${esc(pct(st.abs_change_exceed_ratio))}</span></div>` +
-      `<div><span class="amp-sum-k">买跨盈亏合计</span><span class="amp-sum-v ${pnlClass(st.pnl_total)}">${esc(st.pnl_total)} <small>(${esc(verdict)})</small></span></div>` +
-      `<div><span class="amp-sum-k">日均盈亏</span><span class="amp-sum-v ${pnlClass(st.pnl_avg)}">${esc(st.pnl_avg)}</span></div>` +
-      `<div><span class="amp-sum-k">赚钱天数/胜率</span><span class="amp-sum-v">${esc(st.win_days)} · ${esc(pct(st.win_ratio))}</span></div>` +
-      `<div><span class="amp-sum-k">单日最大赚/亏</span><span class="amp-sum-v">${esc(st.pnl_max)} / ${esc(st.pnl_min)}</span></div>` +
+      `<div><span class="amp-sum-k">对照点数</span><span class="amp-sum-v">${esc(ms.move_points)}</span></div>` +
+      `<div><span class="amp-sum-k">振幅≥点数</span><span class="amp-sum-v">${esc(ms.amp_hit_days)} 天 · <strong>${esc(pct(ms.amp_hit_ratio))}</strong></span></div>` +
+      `<div><span class="amp-sum-k">两日振幅≥点数</span><span class="amp-sum-v">${esc(ms.amp_2d_hit_days)} 天 · <strong>${esc(pct(ms.amp_2d_hit_ratio))}</strong></span></div>` +
+      `<div><span class="amp-sum-k">开→高≥点数</span><span class="amp-sum-v">${esc(ms.up_hit_days)} 天 · ${esc(pct(ms.up_hit_ratio))}</span></div>` +
+      `<div><span class="amp-sum-k">开→低≥点数</span><span class="amp-sum-v">${esc(ms.down_hit_days)} 天 · ${esc(pct(ms.down_hit_ratio))}</span></div>` +
+      `<div><span class="amp-sum-k">|涨跌|≥点数</span><span class="amp-sum-v">${esc(ms.abs_change_hit_days)} 天 · ${esc(pct(ms.abs_change_hit_ratio))}</span></div>` +
       `</div>`;
   }
 
@@ -165,21 +138,31 @@
     return day;
   }
 
+  function hitCell(r) {
+    if (r.move_points == null) return "—";
+    if (r.amp_hit) return '<span class="amp-pnl is-pos">是</span>';
+    return '<span class="amp-pnl is-neg">否</span>';
+  }
+
   function renderTable(pagePayload) {
     const body = el("amp-table-body");
     const pager = el("amp-pager");
     if (!body) return;
     const rows = (pagePayload && pagePayload.rows) || [];
     if (!rows.length) {
-      body.innerHTML = '<tr><td colspan="11" class="amp-empty">暂无数据</td></tr>';
+      body.innerHTML = '<tr><td colspan="12" class="amp-empty">暂无数据</td></tr>';
     } else {
       body.innerHTML = rows
         .map((r) => {
-          const profit =
-            r.profit == null || r.profit === ""
-              ? "—"
-              : `<span class="amp-pnl ${pnlClass(r.profit)}">${esc(r.profit)}</span>`;
           const trClass = r.is_weekend ? ' class="amp-row-weekend"' : "";
+          const upCls = r.hit_up ? ' class="amp-pnl is-pos"' : "";
+          const downCls = r.hit_down ? ' class="amp-pnl is-pos"' : "";
+          const ampCls = r.amp_hit ? ' class="amp-pnl is-pos"' : "";
+          const amp2Cls = r.amp_hit_2d ? ' class="amp-pnl is-pos"' : "";
+          const amp2 =
+            r.amplitude_2d == null || r.amplitude_2d === ""
+              ? "—"
+              : `<span title="${esc(r.window2_start || "")} → ${esc(r.window2_end || "")}">${esc(r.amplitude_2d)}</span>`;
           return (
             `<tr${trClass}>` +
             `<td>${dayLabel(r)}</td>` +
@@ -188,11 +171,12 @@
             `<td>${esc(r.high)}</td>` +
             `<td>${esc(r.low)}</td>` +
             `<td>${esc(r.close)}</td>` +
-            `<td>${esc(r.up_points)}</td>` +
-            `<td>${esc(r.down_points)}</td>` +
-            `<td><strong>${esc(r.amplitude)}</strong></td>` +
+            `<td${upCls}>${esc(r.up_points)}</td>` +
+            `<td${downCls}>${esc(r.down_points)}</td>` +
+            `<td${ampCls}><strong>${esc(r.amplitude)}</strong></td>` +
+            `<td${amp2Cls}><strong>${amp2}</strong></td>` +
             `<td>${esc(r.change)}</td>` +
-            `<td>${profit}</td>` +
+            `<td>${hitCell(r)}</td>` +
             `</tr>`
           );
         })
@@ -226,7 +210,7 @@
 
   async function reframe(resetPage) {
     if (!lastResult) {
-      renderStraddle(null);
+      renderMoveStats(null);
       return;
     }
     if (resetPage) pageNo = 1;
@@ -242,8 +226,7 @@
           start_hour: lastResult.start_hour ?? Number(el("amp-start-hour")?.value || 16),
           period: lastResult.period || el("amp-period")?.value || "2m",
           sample_days: lastResult.sample_days_requested || 60,
-          straddle_premium: readPremium(),
-          take_profit: readTakeProfit(),
+          move_points: readMovePoints(),
           weekend_filter: readWeekend(),
           price_source: lastResult.price_source || "",
           inst_id: lastResult.inst_id || "",
@@ -284,8 +267,7 @@
           start_hour: startHour,
           period,
           custom_days: period === "custom" ? customDays : null,
-          straddle_premium: readPremium(),
-          take_profit: readTakeProfit(),
+          move_points: readMovePoints(),
           weekend_filter: readWeekend(),
           page: pageNo,
           page_size: 20,
@@ -331,8 +313,7 @@
     const startHour = Number(el("amp-start-hour")?.value || 16);
     const period = el("amp-period")?.value || "2m";
     const customDays = Number(el("amp-custom-days")?.value || 60);
-    const prem = readPremium();
-    const tp = readTakeProfit();
+    const mp = readMovePoints();
     const q = new URLSearchParams({
       symbol,
       start_hour: String(startHour),
@@ -340,8 +321,7 @@
       weekend_filter: readWeekend(),
     });
     if (period === "custom") q.set("custom_days", String(customDays));
-    if (prem != null) q.set("straddle_premium", String(prem));
-    if (tp != null) q.set("take_profit", String(tp));
+    if (mp != null) q.set("move_points", String(mp));
     window.location.href = "/api/amp-stats/export?" + q.toString();
   }
 
@@ -375,16 +355,13 @@
         const id = card.getAttribute("data-id");
         card.querySelector(".amp-hist-view")?.addEventListener("click", () => void openHistory(id));
         card.querySelector(".amp-hist-dl")?.addEventListener("click", () => {
-          const prem = readPremium();
-          const tp = readTakeProfit();
-          let url =
-            "/api/amp-stats/export?history_id=" +
-            encodeURIComponent(id) +
-            "&weekend_filter=" +
-            encodeURIComponent(readWeekend());
-          if (prem != null) url += "&straddle_premium=" + encodeURIComponent(String(prem));
-          if (tp != null) url += "&take_profit=" + encodeURIComponent(String(tp));
-          window.location.href = url;
+          const mp = readMovePoints();
+          const q = new URLSearchParams({
+            history_id: id,
+            weekend_filter: readWeekend(),
+          });
+          if (mp != null) q.set("move_points", String(mp));
+          window.location.href = "/api/amp-stats/export?" + q.toString();
         });
         card.querySelector(".amp-hist-del")?.addEventListener("click", async () => {
           if (!confirm("删除该历史记录?")) return;
@@ -405,11 +382,8 @@
       if (lastResult) {
         if (el("amp-symbol")) el("amp-symbol").value = lastResult.symbol || "eth";
         if (el("amp-start-hour")) el("amp-start-hour").value = String(lastResult.start_hour ?? 16);
-        if (lastResult.straddle_premium != null && el("amp-straddle-premium")) {
-          el("amp-straddle-premium").value = String(lastResult.straddle_premium);
-        }
-        if (lastResult.take_profit != null && el("amp-take-profit")) {
-          el("amp-take-profit").value = String(lastResult.take_profit);
+        if (lastResult.move_points != null && el("amp-move-points")) {
+          el("amp-move-points").value = String(lastResult.move_points);
         }
         if (lastResult.weekend_filter && el("amp-weekend-filter")) {
           el("amp-weekend-filter").value = lastResult.weekend_filter;
@@ -434,8 +408,7 @@
     el("amp-btn-compute")?.addEventListener("click", () => void compute(true));
     el("amp-btn-save")?.addEventListener("click", () => void saveHistory());
     el("amp-btn-download")?.addEventListener("click", downloadCurrent);
-    el("amp-straddle-premium")?.addEventListener("input", scheduleReframe);
-    el("amp-take-profit")?.addEventListener("input", scheduleReframe);
+    el("amp-move-points")?.addEventListener("input", scheduleReframe);
     el("amp-weekend-filter")?.addEventListener("change", () => void reframe(true));
     syncCustomDays();
   }
@@ -445,7 +418,7 @@
       bind();
       setView("stats");
       setStatus("");
-      renderStraddle(null);
+      renderMoveStats(null);
     },
   };
 })();

manual_trading_hub/static/app.css

@@ -4708,7 +4708,11 @@ body.login-page {
   }
 
   body.hub-phone .calc-layout[data-calc-tab="trend"] [data-calc-pane="roll"],
-  body.hub-phone .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"] {
+  body.hub-phone .calc-layout[data-calc-tab="trend"] [data-calc-pane="po"],
+  body.hub-phone .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"],
+  body.hub-phone .calc-layout[data-calc-tab="roll"] [data-calc-pane="po"],
+  body.hub-phone .calc-layout[data-calc-tab="po"] [data-calc-pane="trend"],
+  body.hub-phone .calc-layout[data-calc-tab="po"] [data-calc-pane="roll"] {
     display: none;
   }
 
@@ -9776,10 +9780,33 @@ body:not(.hub-phone) #page-calculator .calc-layout {
 }
 
 body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="trend"] [data-calc-pane="roll"],
-body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"] {
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="trend"] [data-calc-pane="po"],
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="roll"] [data-calc-pane="trend"],
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="roll"] [data-calc-pane="po"],
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="po"] [data-calc-pane="trend"],
+body:not(.hub-phone) #page-calculator .calc-layout[data-calc-tab="po"] [data-calc-pane="roll"] {
   display: none;
 }
 
+#page-calculator .calc-po-cases {
+  display: grid;
+  gap: 12px;
+  margin-top: 12px;
+}
+
+#page-calculator .calc-po-case {
+  padding: 10px 12px;
+  border: 1px solid var(--border-soft, rgba(255, 255, 255, 0.08));
+  border-radius: 10px;
+  background: color-mix(in srgb, var(--panel, #12161f) 88%, transparent);
+}
+
+#page-calculator .calc-po-case h4 {
+  margin: 0 0 8px;
+  font-size: 13px;
+  font-weight: 600;
+}
+
 body:not(.hub-phone) #page-calculator .calc-card {
   padding: 0;
   background: transparent;

manual_trading_hub/static/calculator.js

@@ -572,8 +572,270 @@
     }
   }
 
+  function renderPerpOptionsResult(data) {
+    const box = $("calc-po-result");
+    if (!box) return;
+    if ((data.calc_mode || "size") === "points") {
+      renderPerpOptionsPointsResult(data);
+      return;
+    }
+    const a = data.case_a || {};
+    const b = data.case_b || {};
+    const capitalHint = data.capital_ok
+      ? "资金充足(参考)"
+      : "保证金高于交易资金(仅提示)";
+    box.classList.remove("hidden");
+    box.innerHTML =
+      '<div class="calc-summary">' +
+      "<div><span>标的</span><strong>" +
+      esc(data.base || "—") +
+      " · 永续 " +
+      fmt(data.perp_coins, 2) +
+      " 币</strong></div>" +
+      "<div><span>单币权利金</span><strong>" +
+      fmt(data.prem_per_coin, 2) +
+      "U</strong></div>" +
+      "<div><span>永续毛收益</span><strong class=\"" +
+      pnlClass(data.perp_gross_u) +
+      '">' +
+      fmtU(data.perp_gross_u) +
+      "</strong></div>" +
+      "<div><span>永续手续费</span><strong>" +
+      fmt(data.perp_fee_u, 2) +
+      "U</strong></div>" +
+      "<div><span>权利金预算</span><strong>" +
+      fmt(data.premium_budget_u, 2) +
+      "U</strong></div>" +
+      "<div><span>期权开仓</span><strong>" +
+      fmt(data.opt_coins, 2) +
+      " 币 / " +
+      fmt(data.opt_sheets, 2) +
+      " 张</strong></div>" +
+      "<div><span>永续保证金</span><strong>" +
+      fmt(data.perp_margin_u, 2) +
+      "U</strong></div>" +
+      "<div><span>开仓参考</span><strong>" +
+      esc(capitalHint) +
+      "</strong></div>" +
+      "</div>" +
+      '<div class="calc-po-cases">' +
+      '<section class="calc-po-case">' +
+      "<h4>情景 A · 永续方向对</h4>" +
+      '<div class="calc-summary">' +
+      "<div><span>永续盈亏</span><strong class=\"" +
+      pnlClass(a.perp_pnl_u) +
+      '">' +
+      fmtU(a.perp_pnl_u) +
+      "</strong></div>" +
+      "<div><span>权利金(全亏)</span><strong>" +
+      fmt(a.premium_u, 2) +
+      "U</strong></div>" +
+      "<div><span>手续费</span><strong>" +
+      fmt(a.fee_u, 2) +
+      "U</strong></div>" +
+      "<div><span>净利</span><strong class=\"" +
+      pnlClass(a.net_u) +
+      '">' +
+      fmtU(a.net_u) +
+      "</strong></div>" +
+      "</div></section>" +
+      '<section class="calc-po-case">' +
+      "<h4>情景 B · 期权方向对</h4>" +
+      '<div class="calc-summary">' +
+      "<div><span>期权内在</span><strong>" +
+      fmtU(b.opt_intrinsic_u) +
+      "</strong></div>" +
+      "<div><span>权利金</span><strong>" +
+      fmt(b.premium_u, 2) +
+      "U</strong></div>" +
+      "<div><span>期权净利</span><strong class=\"" +
+      pnlClass(b.opt_net_u) +
+      '">' +
+      fmtU(b.opt_net_u) +
+      "</strong></div>" +
+      "<div><span>永续盈亏</span><strong class=\"" +
+      pnlClass(b.perp_pnl_u) +
+      '">' +
+      fmtU(b.perp_pnl_u) +
+      "</strong></div>" +
+      "<div><span>组合净利</span><strong class=\"" +
+      pnlClass(b.portfolio_net_u) +
+      '">' +
+      fmtU(b.portfolio_net_u) +
+      "</strong></div>" +
+      "</div></section></div>";
+  }
+
+  function renderPerpOptionsPointsResult(data) {
+    const box = $("calc-po-result");
+    if (!box) return;
+    const a = data.case_a || {};
+    const b = data.case_b || {};
+    const capitalHint = data.capital_ok
+      ? "资金充足(参考)"
+      : "保证金高于交易资金(仅提示)";
+    let caseB =
+      '<section class="calc-po-case">' +
+      "<h4>情景 B · 期权方向对（以组合净利为准）</h4>" +
+      '<div class="calc-summary">';
+    if (b.move_points_portfolio != null) {
+      caseB +=
+        "<div><span>所需波动点数</span><strong>" +
+        fmt(b.move_points_portfolio, 2) +
+        " · " +
+        fmt(b.move_pct_portfolio, 2) +
+        "%</strong></div>" +
+        "<div><span>组合净利</span><strong class=\"" +
+        pnlClass(b.portfolio_net_u) +
+        '">' +
+        fmtU(b.portfolio_net_u) +
+        "</strong></div>" +
+        "<div><span>其中期权净利</span><strong class=\"" +
+        pnlClass(b.opt_net_at_portfolio_target_u) +
+        '">' +
+        fmtU(b.opt_net_at_portfolio_target_u) +
+        "</strong></div>" +
+        "<div><span>其中永续盈亏</span><strong class=\"" +
+        pnlClass(
+          b.portfolio_net_u != null && b.opt_net_at_portfolio_target_u != null
+            ? Number(b.portfolio_net_u) - Number(b.opt_net_at_portfolio_target_u)
+            : null
+        ) +
+        '">' +
+        fmtU(
+          b.portfolio_net_u != null && b.opt_net_at_portfolio_target_u != null
+            ? Number(b.portfolio_net_u) - Number(b.opt_net_at_portfolio_target_u)
+            : null
+        ) +
+        "</strong></div>";
+    } else if (b.portfolio_error) {
+      caseB +=
+        '<div class="calc-field-span2"><span>组合达目标</span><strong class="calc-market-err">' +
+        esc(b.portfolio_error) +
+        "</strong></div>";
+    }
+    caseB += "</div></section>";
+
+    box.classList.remove("hidden");
+    box.innerHTML =
+      '<div class="calc-summary">' +
+      "<div><span>标的</span><strong>" +
+      esc(data.base || "—") +
+      " · 比例 " +
+      esc(data.ratio_label || "—") +
+      "</strong></div>" +
+      "<div><span>仓位</span><strong>永续 " +
+      fmt(data.perp_coins, 2) +
+      " 币 / 期权 " +
+      fmt(data.opt_coins, 2) +
+      " 币(" +
+      fmt(data.opt_sheets, 2) +
+      " 张)</strong></div>" +
+      "<div><span>单币权利金</span><strong>" +
+      fmt(data.prem_per_coin, 2) +
+      "U</strong></div>" +
+      "<div><span>权利金总额</span><strong>" +
+      fmt(data.premium_total_u, 2) +
+      "U</strong></div>" +
+      "<div><span>目标盈利</span><strong>" +
+      fmt(data.target_profit_u, 2) +
+      "U</strong></div>" +
+      "<div><span>永续保证金</span><strong>" +
+      fmt(data.perp_margin_u, 2) +
+      "U</strong></div>" +
+      "<div><span>开仓参考</span><strong>" +
+      esc(capitalHint) +
+      "</strong></div>" +
+      "</div>" +
+      '<div class="calc-po-cases">' +
+      '<section class="calc-po-case">' +
+      "<h4>情景 A · 永续方向对</h4>" +
+      '<div class="calc-summary">' +
+      "<div><span>所需波动点数</span><strong>" +
+      fmt(a.move_points, 2) +
+      " · " +
+      fmt(a.move_pct, 2) +
+      "%</strong></div>" +
+      "<div><span>永续盈亏</span><strong class=\"" +
+      pnlClass(a.perp_pnl_u) +
+      '">' +
+      fmtU(a.perp_pnl_u) +
+      "</strong></div>" +
+      "<div><span>权利金(全亏)</span><strong>" +
+      fmt(a.premium_u, 2) +
+      "U</strong></div>" +
+      "<div><span>手续费</span><strong>" +
+      fmt(a.fee_u, 2) +
+      "U</strong></div>" +
+      "<div><span>净利</span><strong class=\"" +
+      pnlClass(a.net_u) +
+      '">' +
+      fmtU(a.net_u) +
+      "</strong></div>" +
+      "</div></section>" +
+      caseB +
+      "</div>";
+  }
+
+  async function submitPerpOptions(e) {
+    e.preventDefault();
+    const calcMode = ($("calc-po-calc-mode") && $("calc-po-calc-mode").value) || "size";
+    const body = {
+      calc_mode: calcMode,
+      base: ($("calc-po-base") && $("calc-po-base").value) || "ETH",
+      spot: num("calc-po-spot"),
+      capital_usdt: num("calc-po-capital"),
+      target_profit_u: num("calc-po-target"),
+      move_mode: ($("calc-po-move-mode") && $("calc-po-move-mode").value) || "points",
+      move_value: num("calc-po-move"),
+      perp_leverage: num("calc-po-perp-lev"),
+      option_leverage: num("calc-po-opt-lev"),
+      ct_mult: num("calc-po-ct-mult") || 0.01,
+      ratio_perp: num("calc-po-ratio-perp") || 1,
+      ratio_opt: num("calc-po-ratio-opt") || 2,
+    };
+    try {
+      const r = await fetch("/api/calculator/perp-options", {
+        method: "POST",
+        credentials: "same-origin",
+        headers: { "Content-Type": "application/json" },
+        body: JSON.stringify(body),
+      });
+      const j = await r.json();
+      if (!j.ok) {
+        showErr("calc-po-result", j.msg || "计算失败");
+        return;
+      }
+      renderPerpOptionsResult(j.data);
+    } catch (err) {
+      showErr("calc-po-result", String(err));
+    }
+  }
+
+  function syncPoMoveLabel() {
+    const mode = ($("calc-po-move-mode") && $("calc-po-move-mode").value) || "points";
+    const lab = $("calc-po-move-label");
+    if (lab) lab.textContent = mode === "pct" ? "波动率 %" : "波动点数";
+  }
+
+  function syncPoCalcMode() {
+    const mode = ($("calc-po-calc-mode") && $("calc-po-calc-mode").value) || "size";
+    const points = mode === "points";
+    page.querySelectorAll(".calc-po-size-only").forEach(function (el) {
+      el.classList.toggle("hidden", points);
+    });
+    page.querySelectorAll(".calc-po-points-only").forEach(function (el) {
+      el.classList.toggle("hidden", !points);
+    });
+    const moveInput = $("calc-po-move");
+    if (moveInput) {
+      if (points) moveInput.removeAttribute("required");
+      else moveInput.setAttribute("required", "required");
+    }
+  }
+
   function applyCalcTab(tab) {
-    const t = tab === "roll" ? "roll" : "trend";
+    const t = tab === "roll" || tab === "po" ? tab : "trend";
     const layout = page.querySelector(".calc-layout");
     if (layout) layout.setAttribute("data-calc-tab", t);
     page.querySelectorAll(".calc-m-tab").forEach(function (btn) {
@@ -609,13 +871,25 @@
     await loadCalculatorExchanges();
     const trendForm = $("calc-trend-form");
     const rollForm = $("calc-roll-form");
+    const poForm = $("calc-po-form");
     const dirSel = $("calc-trend-direction");
+    const poMode = $("calc-po-move-mode");
+    const poCalcMode = $("calc-po-calc-mode");
     if (trendForm) trendForm.addEventListener("submit", submitTrend);
     if (rollForm) rollForm.addEventListener("submit", submitRoll);
+    if (poForm) poForm.addEventListener("submit", submitPerpOptions);
     if (dirSel) {
       dirSel.addEventListener("change", syncTrendAddLabel);
       syncTrendAddLabel();
     }
+    if (poMode) {
+      poMode.addEventListener("change", syncPoMoveLabel);
+      syncPoMoveLabel();
+    }
+    if (poCalcMode) {
+      poCalcMode.addEventListener("change", syncPoCalcMode);
+      syncPoCalcMode();
+    }
     bindRollLegsUI();
     bindMarket("calc-trend");
     bindMarket("calc-roll");

manual_trading_hub/static/index.html

@@ -16,7 +16,7 @@
   <link rel="preconnect" href="https://fonts.gstatic.com" crossorigin />
   <link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" media="print" onload="this.media='all'" />
   <noscript><link href="https://fonts.googleapis.com/css2?family=JetBrains+Mono:wght@400;500;600&family=Orbitron:wght@500;600;700&display=swap" rel="stylesheet" /></noscript>
-      <link rel="stylesheet" href="/assets/app.css?v=20260724-opt-archive" />
+      <link rel="stylesheet" href="/assets/app.css?v=20260728-po-calc" />
   <link rel="stylesheet" href="/assets/trade_stats_calendar.css?v=4" />
   <link rel="stylesheet" href="/assets/account_risk_badge.css?v=4" />
   <script src="/assets/account_risk_badge.js?v=4"></script>
@@ -818,6 +818,9 @@
           <button type="button" class="calc-m-tab" data-calc-tab="roll" role="tab" aria-selected="false">
             <span class="calc-tab-label-mobile">滚仓</span><span class="calc-tab-label-desktop">滚仓计算器</span>
           </button>
+          <button type="button" class="calc-m-tab" data-calc-tab="po" role="tab" aria-selected="false">
+            <span class="calc-tab-label-mobile">永期对冲</span><span class="calc-tab-label-desktop">永期对冲计算器</span>
+          </button>
         </div>
         <div class="calc-layout" data-calc-tab="trend">
         <section class="calc-card card" data-calc-pane="trend">
@@ -958,6 +961,84 @@
             </aside>
           </div>
         </section>
+
+        <section class="calc-card card" data-calc-pane="po">
+          <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.</p>
+              <form id="calc-po-form" class="calc-form">
+                <div class="calc-form-grid">
+                  <label class="calc-field">
+                    <span>测算模式</span>
+                    <select id="calc-po-calc-mode">
+                      <option value="size" selected>由波动推期权仓位</option>
+                      <option value="points">由比例推波动点数</option>
+                    </select>
+                  </label>
+                  <label class="calc-field">
+                    <span>币种</span>
+                    <select id="calc-po-base">
+                      <option value="ETH" selected>ETH</option>
+                      <option value="BTC">BTC</option>
+                    </select>
+                  </label>
+                  <label class="calc-field">
+                    <span>现价</span>
+                    <input id="calc-po-spot" type="number" min="0" step="any" value="1800" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>交易资金 (U·参考)</span>
+                    <input id="calc-po-capital" type="number" min="0.01" step="any" value="3000" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>目标盈利 (U)</span>
+                    <input id="calc-po-target" type="number" min="0" step="any" value="15" required />
+                  </label>
+                  <label class="calc-field calc-po-size-only">
+                    <span>波动模式</span>
+                    <select id="calc-po-move-mode">
+                      <option value="points" selected>波动点数</option>
+                      <option value="pct">波动率 %</option>
+                    </select>
+                  </label>
+                  <label class="calc-field calc-po-size-only">
+                    <span id="calc-po-move-label">波动点数</span>
+                    <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>
+                    <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>
+                    <input id="calc-po-ratio-opt" type="number" min="0.01" step="any" value="2" />
+                  </label>
+                  <label class="calc-field">
+                    <span>永续杠杆</span>
+                    <input id="calc-po-perp-lev" type="number" min="0.01" step="any" value="10" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>期权杠杆</span>
+                    <input id="calc-po-opt-lev" type="number" min="0.01" step="any" value="100" required />
+                  </label>
+                  <label class="calc-field">
+                    <span>合约乘数 ct_mult</span>
+                    <input id="calc-po-ct-mult" type="number" min="0.0001" step="any" value="0.01" required />
+                  </label>
+                </div>
+                <div class="calc-actions">
+                  <button type="submit" class="primary">计算</button>
+                </div>
+              </form>
+            </div>
+            <aside class="calc-result-panel" aria-label="永期对冲结果推算">
+              <h3 class="calc-result-title">结果推算</h3>
+              <p class="calc-result-placeholder">填写左侧参数后点击「计算」</p>
+              <div id="calc-po-result" class="calc-result hidden"></div>
+            </aside>
+          </div>
+        </section>
         </div>
       </div>
     </div>
@@ -1184,12 +1265,8 @@
             </select>
           </label>
           <label class="amp-field">
-            <span>买跨·双边权利金(点)</span>
-            <input id="amp-straddle-premium" type="number" min="0" step="any" placeholder="如 30" />
-          </label>
-          <label class="amp-field">
-            <span>止盈点(点)</span>
-            <input id="amp-take-profit" type="number" min="0" step="any" placeholder="空=按涨跌" />
+            <span>波动点数</span>
+            <input id="amp-move-points" type="number" min="0" step="any" placeholder="如 50" />
           </label>
           <div class="amp-actions">
             <button type="button" id="amp-btn-compute" class="primary">计算</button>
@@ -1198,22 +1275,22 @@
           </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.两日振幅=起点再往前推1天到当日16:00(例:25日16:00→27日16:00).填写波动点数后看振幅/两日振幅≥该点数的天数占比.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">振幅占比</h3>
+        <div id="amp-move-stats" class="amp-summary amp-move-stats"></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>两日振幅</th><th>涨跌</th><th>振幅达标</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>
@@ -1674,7 +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=20260715-calc-tabs"></script>
+  <script src="/assets/calculator.js?v=20260728-po-2dp"></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>
@@ -1682,7 +1759,7 @@
   <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>

tests/test_amp_stats_lib.py

@@ -34,6 +34,14 @@ class AmpStatsLibTests(unittest.TestCase):
         self.assertEqual(start.strftime("%Y-%m-%d %H:%M"), "2026-07-22 08:00")
         self.assertEqual(end.strftime("%Y-%m-%d %H:%M"), "2026-07-22 16:00")
 
+    def test_window_two_day_16_to_16(self):
+        # 结算 27 日 → 两日窗 25日16:00 → 27日16:00
+        start, end = window_bounds_for_settlement(date(2026, 7, 27), 16, span_days=2)
+        self.assertEqual(start.strftime("%Y-%m-%d %H:%M"), "2026-07-25 16:00")
+        self.assertEqual(end.strftime("%Y-%m-%d %H:%M"), "2026-07-27 16:00")
+        one_start, _ = window_bounds_for_settlement(date(2026, 7, 27), 16, span_days=1)
+        self.assertEqual(one_start.strftime("%Y-%m-%d %H:%M"), "2026-07-26 16:00")
+
     def test_settlement_excludes_incomplete_today(self):
         now = datetime(2026, 7, 22, 10, 0, tzinfo=TZ)
         days = list_settlement_dates(sample_days=3, now=now)
@@ -89,41 +97,38 @@ class AmpStatsLibTests(unittest.TestCase):
         self.assertEqual(s["max_amplitude_day"], "2026-07-02")
         self.assertEqual(s["max_up_points"], 500)
         self.assertEqual(s["max_down_points"], 200)
-        self.assertIsNone(s["straddle"])
+        self.assertIsNone(s["move_points_stats"])
 
-    def test_long_straddle_stats(self):
+    def test_move_points_amp_ratio(self):
         rows = [
-            # |chg|=40>30 win+10; up=40>30; down=10
-            {"up_points": 40, "down_points": 10, "change": 40, "amplitude": 50, "settlement_day": "2026-07-01"},
-            # |chg|=10 lose-20; up=5; down=35>30
-            {"up_points": 5, "down_points": 35, "change": -10, "amplitude": 40, "settlement_day": "2026-07-02"},
-            # |chg|=30 not >30 lose-30; boundary
-            {"up_points": 30, "down_points": 30, "change": 30, "amplitude": 60, "settlement_day": "2026-07-03"},
+            {"amplitude": 100, "up_points": 40, "down_points": 60, "change": 10, "settlement_day": "2026-07-01"},
+            {"amplitude": 40, "up_points": 10, "down_points": 30, "change": -5, "settlement_day": "2026-07-02"},
+            {"amplitude": 50, "up_points": 50, "down_points": 0, "change": 20, "settlement_day": "2026-07-03"},
         ]
-        s = summarize_rows(rows, straddle_premium=30)
-        st = s["straddle"]
-        self.assertEqual(st["side"], "long_straddle")
-        self.assertEqual(st["premium"], 30)
-        self.assertEqual(st["up_exceed_days"], 1)  # only 40
-        self.assertEqual(st["down_exceed_days"], 1)  # only 35
-        self.assertEqual(st["abs_change_exceed_days"], 1)  # only 40
-        self.assertAlmostEqual(st["pnl_total"], 40 - 30 + 10 - 30 + 30 - 30)
-        self.assertEqual(st["win_days"], 1)
-        self.assertEqual(st["win_ratio"], round(1 / 3, 4))
+        s = summarize_rows(rows, move_points=50)
+        ms = s["move_points_stats"]
+        self.assertIsNotNone(ms)
+        self.assertEqual(ms["move_points"], 50)
+        self.assertEqual(ms["amp_hit_days"], 2)  # 100, 50
+        self.assertEqual(ms["amp_hit_ratio"], round(2 / 3, 4))
+        self.assertEqual(ms["up_hit_days"], 1)  # 50
+        self.assertEqual(ms["down_hit_days"], 1)  # 60
         csv_text = build_export_csv(
-            {"exchange": "okx", "symbol_label": "ETH", "summary": s, "rows": rows, "start_hour": 22, "end_hour": 16}
+            {
+                "exchange": "okx",
+                "symbol_label": "ETH",
+                "summary": s,
+                "rows": rows,
+                "start_hour": 16,
+                "end_hour": 16,
+            }
         )
-        self.assertIn("买跨对照", csv_text)
-        self.assertIn("买跨点数盈亏合计", csv_text)
+        self.assertIn("振幅占比", csv_text)
+        self.assertIn("振幅达标", csv_text)
 
-    def test_take_profit_and_weekend(self):
-        from lib.hub.amp_stats_lib import (
-            enrich_rows_pnl,
-            filter_weekend_rows,
-            reframe_amp_stats,
-        )
+    def test_weekend_and_reframe_move_points(self):
+        from lib.hub.amp_stats_lib import enrich_rows, filter_weekend_rows, reframe_amp_stats
 
-        # Sat 2026-07-18, Sun 2026-07-19, Mon 2026-07-20
         rows = [
             {
                 "settlement_day": "2026-07-18",
@@ -159,39 +164,20 @@ class AmpStatsLibTests(unittest.TestCase):
         only = filter_weekend_rows(rows, "only")
         self.assertEqual(len(only), 2)
 
-        # TP=80: day1 hit → move 80; day2 no → |12|; day3 no → 8
-        enriched = enrich_rows_pnl(rows, straddle_premium=10, take_profit=80)
-        self.assertTrue(enriched[0]["take_profit_hit"])
-        self.assertEqual(enriched[0]["effective_move"], 80)
-        self.assertEqual(enriched[0]["profit"], 70)
-        self.assertFalse(enriched[1]["take_profit_hit"])
-        self.assertEqual(enriched[1]["effective_move"], 12)
-        self.assertEqual(enriched[1]["profit"], 2)
-        # TP empty → use |change|
-        no_tp = enrich_rows_pnl(rows[:1], straddle_premium=10, take_profit=None)
-        self.assertEqual(no_tp[0]["effective_move"], 5)
-        self.assertEqual(no_tp[0]["profit"], -5)
-
-        # TP boundary >= : up=80 counts as hit
-        edge = enrich_rows_pnl(
-            [{"up_points": 80, "down_points": 1, "change": 2, "settlement_day": "2026-07-20", "is_weekend": False}],
-            straddle_premium=10,
-            take_profit=80,
-        )
-        self.assertTrue(edge[0]["take_profit_hit"])
-        self.assertEqual(edge[0]["profit"], 70)
+        enriched = enrich_rows(rows, move_points=80)
+        self.assertTrue(enriched[0]["amp_hit"])
+        self.assertFalse(enriched[1]["amp_hit"])
+        self.assertTrue(enriched[2]["amp_hit"])
 
         reframed = reframe_amp_stats(
             rows_all=rows,
             symbol="eth",
             weekend_filter="exclude",
-            straddle_premium=10,
-            take_profit=80,
+            move_points=80,
         )
         self.assertEqual(reframed["summary"]["sample_count"], 1)
-        # Mon: 未触达止盈 → |8|-10
-        self.assertEqual(reframed["rows"][0]["profit"], -2)
-        self.assertIn("收益", build_export_csv(reframed))
+        self.assertTrue(reframed["rows"][0]["amp_hit"])
+        self.assertIn("振幅占比", build_export_csv(reframed))
 
     def test_fetch_switches_to_history_endpoint(self):
         """近期接口到头后应切 history 续拉."""

tests/test_hub_perp_options_calc_lib.py

@@ -0,0 +1,136 @@
+"""hub_perp_options_calc_lib 永期对冲测算."""
+
+import unittest
+
+from lib.hub.hub_perp_options_calc_lib import (
+    calc_perp_options,
+    calc_perp_options_hedge,
+    calc_perp_options_points,
+)
+
+
+class HubPerpOptionsCalcTests(unittest.TestCase):
+    def test_example_1800_50_15_100(self):
+        data, err = calc_perp_options_hedge(
+            base="ETH",
+            spot=1800,
+            capital_usdt=3000,
+            target_profit_u=15,
+            move_mode="points",
+            move_value=50,
+            perp_leverage=10,
+            option_leverage=100,
+            ct_mult=0.01,
+        )
+        self.assertIsNone(err)
+        assert data is not None
+        self.assertEqual(data["prem_per_coin"], 18.0)
+        self.assertEqual(data["perp_gross_u"], 50.0)
+        # fee = (1800+1850)*0.0005 = 1.825
+        self.assertAlmostEqual(data["perp_fee_u"], 1.825, places=6)
+        self.assertAlmostEqual(data["premium_budget_u"], 33.175, places=6)
+        self.assertAlmostEqual(data["opt_coins"], 33.175 / 18.0, places=6)
+        self.assertAlmostEqual(data["opt_sheets"], data["opt_coins"] / 0.01, places=4)
+        self.assertAlmostEqual(data["case_a"]["net_u"], 15.0, places=6)
+        # B: opt_net = coins*50 - coins*18 = coins*32; portfolio = opt_net - 50
+        coins = data["opt_coins"]
+        self.assertAlmostEqual(data["case_b"]["opt_net_u"], coins * 32.0, places=6)
+        self.assertAlmostEqual(data["case_b"]["portfolio_net_u"], coins * 32.0 - 50.0, places=6)
+        self.assertAlmostEqual(data["perp_margin_u"], 180.0, places=6)
+        self.assertTrue(data["capital_ok"])
+
+    def test_pct_mode(self):
+        data, err = calc_perp_options_hedge(
+            base="BTC",
+            spot=100000,
+            capital_usdt=5000,
+            target_profit_u=100,
+            move_mode="pct",
+            move_value=1,
+            perp_leverage=5,
+            option_leverage=50,
+            ct_mult=0.01,
+        )
+        self.assertIsNone(err)
+        assert data is not None
+        self.assertAlmostEqual(data["move_points"], 1000.0, places=6)
+        self.assertAlmostEqual(data["perp_gross_u"], 1000.0, places=6)
+        self.assertAlmostEqual(data["prem_per_coin"], 2000.0, places=6)
+
+    def test_budget_too_small(self):
+        data, err = calc_perp_options_hedge(
+            base="ETH",
+            spot=1800,
+            capital_usdt=3000,
+            target_profit_u=60,
+            move_mode="points",
+            move_value=50,
+            perp_leverage=10,
+            option_leverage=100,
+        )
+        self.assertIsNone(data)
+        self.assertIn("无法开期权", err or "")
+
+    def test_bad_base(self):
+        data, err = calc_perp_options_hedge(
+            base="SOL",
+            spot=100,
+            capital_usdt=1000,
+            target_profit_u=10,
+            move_mode="points",
+            move_value=5,
+            perp_leverage=5,
+            option_leverage=20,
+        )
+        self.assertIsNone(data)
+        self.assertIsNotNone(err)
+
+    def test_points_ratio_1_to_2(self):
+        # spot=1800, optLev=100 → prem/coin=18; ratio 1:2 → opt=2, premium=36
+        # A: move = (15+36+2*1800*0.0005)/(1-0.0005) = (51+1.8)/0.9995
+        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=1,
+            ratio_opt=2,
+            ct_mult=0.01,
+        )
+        self.assertIsNone(err)
+        assert data is not None
+        self.assertEqual(data["calc_mode"], "points")
+        self.assertEqual(data["opt_coins"], 2.0)
+        self.assertEqual(data["premium_total_u"], 36.0)
+        expect_a = (15 + 36 + 2 * 1800 * 0.0005) / 0.9995
+        self.assertAlmostEqual(data["case_a"]["move_points"], expect_a, places=6)
+        self.assertAlmostEqual(data["case_a"]["net_u"], 15.0, places=5)
+        # 期权净利=目标: (15+36)/2 = 25.5
+        self.assertAlmostEqual(data["case_b"]["move_points_opt_net"], 25.5, places=6)
+        self.assertAlmostEqual(data["case_b"]["opt_net_u"], 15.0, places=6)
+        # 组合净利=目标: (15+36)/(2-1) = 51
+        self.assertAlmostEqual(data["case_b"]["move_points_portfolio"], 51.0, places=6)
+        self.assertAlmostEqual(data["case_b"]["portfolio_net_u"], 15.0, places=6)
+
+    def test_points_ratio_1_to_1_no_portfolio(self):
+        data, err = calc_perp_options(
+            calc_mode="points",
+            base="ETH",
+            spot=1800,
+            capital_usdt=3000,
+            target_profit_u=15,
+            perp_leverage=10,
+            option_leverage=100,
+            ratio_perp=1,
+            ratio_opt=1,
+        )
+        self.assertIsNone(err)
+        assert data is not None
+        self.assertIsNone(data["case_b"]["move_points_portfolio"])
+        self.assertIsNotNone(data["case_b"]["portfolio_error"])
+
+
+if __name__ == "__main__":
+    unittest.main()