移除全部对冲计划模块:crypto_okx 改为币本位单独期权执行机。

交易模式锁定 options;okx_trade_mode / 到期盈亏迁入 options;保留期权/桥/关键位/企微与中控预留快照口径。恢复点:backup/before-remove-hedge 与 tag backup-before-remove-hedge-20260930。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-09-30 23:20:21 +08:00
parent 8a62cfbb48
commit 0acba5e351
32 changed files with 11330 additions and 21601 deletions
+22
View File
@@ -28,6 +28,28 @@ def premium_per_sheet(quote_per_unit: float, ct_mult: float = 0.01) -> float:
return float(quote_per_unit) * float(ct_mult)
def option_expiry_pnl(
*,
opt_type: str,
strike: float,
spot: float,
sheets: float,
ct_mult: float,
premium_paid: float,
) -> float:
"""到期按实值估算盈亏(权利金币种口径);模拟盘到期结算等复用."""
o = (opt_type or "").strip().upper()
intrinsic_per_coin = 0.0
if o in ("C", "CALL"):
intrinsic_per_coin = max(0.0, float(spot) - float(strike))
elif o in ("P", "PUT"):
intrinsic_per_coin = max(0.0, float(strike) - float(spot))
else:
return -float(premium_paid)
value = intrinsic_per_coin * float(sheets) * float(ct_mult or 0.01)
return value - float(premium_paid)
def format_quote_liquidity(px: float | None, sz: float | None, *, px_decimals: int = 4) -> str | None:
"""盘口展示:价格/张数,如 17.2/150."""
if px is None: