From 06f9b23f44d67091cc967a1a9996a01c3f026cb1 Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Wed, 30 Sep 2026 21:54:00 +0800
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原先对冲表异常会直接 return 0 导致翻倍出场永不执行；可回收改为买一价×全部张数，买一深度不足时仍会触发分批平仓。

Co-authored-by: Cursor <cursoragent@cursor.com>
---
 lib/options/options_profit_exit_lib.py    | 24 ++++++++++++-
 tests/test_options_profit_exit_recycle.py | 41 +++++++++++++++++++++++
 2 files changed, 64 insertions(+), 1 deletion(-)
 create mode 100644 tests/test_options_profit_exit_recycle.py

diff --git a/lib/options/options_profit_exit_lib.py b/lib/options/options_profit_exit_lib.py
index 109ed67..7d6b27c 100644
--- a/lib/options/options_profit_exit_lib.py
+++ b/lib/options/options_profit_exit_lib.py
@@ -211,13 +211,34 @@ def _estimate_recycle(
     pos: dict[str, Any],
     premium_paid: float | None,
 ) -> float | None:
+    """翻倍出场用可回收估算.
+
+    用买一价 × 全部持仓张数(不吃深度上限):深度不够时仍应触发分批平仓;
+    残档/无效买一则返回 None(禁止按假买盘自动平).
+    """
     from lib.options.options_positions_lib import attach_close_preview
+    from lib.options.options_pricing_lib import total_premium
 
     row = dict(pos)
     attach_close_preview(cfg, ex, row, premium_paid=premium_paid)
     preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
     if preview.get("bid_invalid"):
         return None
+    levels = preview.get("levels") or []
+    ct_mult = float(row.get("ct_mult") or 0.01)
+    sheets = int(
+        abs(
+            _safe_float(row.get("avail_pos") if row.get("avail_pos") is not None else row.get("pos"))
+            or 0
+        )
+    )
+    if levels and sheets > 0 and ct_mult > 0:
+        try:
+            px = float(levels[0].get("px") or 0)
+        except (TypeError, ValueError, AttributeError):
+            px = 0.0
+        if px > 0:
+            return round(total_premium(px, sheets * ct_mult), 8)
     return _safe_float(preview.get("total_received"))
 
 
@@ -296,7 +317,8 @@ def run_options_profit_exits(
         init_hedge_plan_tables(conn)
         hedge_managed = active_hedge_option_inst_ids(conn)
     except Exception:
-        return 0
+        # 对冲表异常时不得整段跳过翻倍出场
+        hedge_managed = set()
 
     rules = profit_exit_by_inst(conn)
     triggered = 0
diff --git a/tests/test_options_profit_exit_recycle.py b/tests/test_options_profit_exit_recycle.py
new file mode 100644
index 0000000..16056ad
--- /dev/null
+++ b/tests/test_options_profit_exit_recycle.py
@@ -0,0 +1,41 @@
+"""翻倍出场:买一价×全仓张数判定达标(不受买一深度截断)."""
+from __future__ import annotations
+
+import unittest
+from unittest.mock import patch
+
+from lib.options.options_profit_exit_lib import _estimate_recycle, profit_exit_hit
+
+
+class ProfitExitHitTests(unittest.TestCase):
+    def test_hit_at_0_3_mult(self):
+        # 0.3倍: recycle >= paid * 1.3
+        self.assertTrue(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.3, mult=0.3))
+        self.assertFalse(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.29, mult=0.3))
+
+    def test_estimate_uses_full_sheets_not_depth(self):
+        pos = {"inst_id": "ETH-USD-260927-2700-P", "pos": 100, "ct_mult": 0.01}
+        preview = {
+            "bid_invalid": False,
+            "levels": [{"px": 0.2, "sheets": 10}],  # 深度只够 10 张
+            "total_received": 0.02,  # 仅深度内
+        }
+
+        def fake_attach(cfg, ex, row, premium_paid=None):
+            row["close_preview"] = preview
+            row["ct_mult"] = 0.01
+            row["pos"] = 100
+            return row
+
+        with patch(
+            "lib.options.options_positions_lib.attach_close_preview",
+            side_effect=fake_attach,
+        ):
+            recv = _estimate_recycle({}, object(), pos, 1.0)
+        # 应按 100 张 × 0.01 × 0.2 = 0.2,而非深度截断的 0.02
+        self.assertAlmostEqual(float(recv), 0.2, places=6)
+        self.assertTrue(profit_exit_hit(premium_paid=0.15, recycle_usdc=float(recv), mult=0.3))
+
+
+if __name__ == "__main__":
+    unittest.main()