env 配置去掉期权/对冲模式与对冲计划区块,仅保留单独期权。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-09-30 23:38:03 +08:00
parent 2e09814fe5
commit 2352a5fbdf
4 changed files with 31 additions and 214 deletions
-5
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@@ -170,7 +170,6 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
), ),
"OKX_TRADE_MODE": ( "OKX_TRADE_MODE": (
("options", "单独期权"), ("options", "单独期权"),
("options_options", "期期对冲"),
), ),
"OKX_OPTIONS_MARGIN_MODE": ( "OKX_OPTIONS_MARGIN_MODE": (
("coin", "币本位(USDT买币桥)"), ("coin", "币本位(USDT买币桥)"),
@@ -180,10 +179,6 @@ SELECT_OPTIONS: dict[str, tuple[tuple[str, str], ...]] = {
("premium", "权利金倍数"), ("premium", "权利金倍数"),
("net_pnl", "净盈亏(USDT)"), ("net_pnl", "净盈亏(USDT)"),
), ),
"HEDGE_PLAN_OPTION_PRIMARY": (
("true", "以期权为主"),
("false", "保险模式"),
),
} }
_SELECT_ALIASES: dict[str, dict[str, str]] = { _SELECT_ALIASES: dict[str, dict[str, str]] = {
+15 -204
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@@ -20,9 +20,9 @@ from lib.env.env_schema import (
# 合约计仓/杠杆/自动单等已从 env UI 移除;永续划转等见系统设置开关(默认关) # 合约计仓/杠杆/自动单等已从 env UI 移除;永续划转等见系统设置开关(默认关)
_EXCHANGE_LIVE_FIELDS: dict[str, list[tuple[str, str, str]]] = { _EXCHANGE_LIVE_FIELDS: dict[str, list[tuple[str, str, str]]] = {
"okx": [ "okx": [
("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程,不向交易所发单(期权/对冲共用)"), ("LIVE_TRADING_ENABLED", "开启实盘下单", "关闭时仅走本地流程,不向交易所发单(期权共用)"),
("OKX_API_KEY", "API Key", "账户 API(永续腿+期权共用)"), ("OKX_API_KEY", "API Key", "账户 API(期权共用)"),
("OKX_API_SECRET", "API Secret", "账户 API(永续腿+期权共用)"), ("OKX_API_SECRET", "API Secret", "账户 API(期权共用)"),
("OKX_API_PASSPHRASE", "API Passphrase", "OKX 必填"), ("OKX_API_PASSPHRASE", "API Passphrase", "OKX 必填"),
("OKX_ACCOUNT_LABEL", "账户备注", "企业微信推送中显示"), ("OKX_ACCOUNT_LABEL", "账户备注", "企业微信推送中显示"),
( (
@@ -49,7 +49,7 @@ _EXCHANGE_LIVE_FIELDS: dict[str, list[tuple[str, str, str]]] = {
], ],
} }
# 仅保留与期权/对冲产品相关的共享区块(永续执行/风控/冷静期/划转/当日资金已从 UI 移除) # 共享区块(企业微信等);对冲配置已从 UI 移除
_SHARED_SECTIONS: list[dict[str, Any]] = [ _SHARED_SECTIONS: list[dict[str, Any]] = [
{ {
"title": "企业微信", "title": "企业微信",
@@ -60,18 +60,6 @@ _SHARED_SECTIONS: list[dict[str, Any]] = [
}, },
] ]
_MODE_SECTION: dict[str, Any] = {
"title": "期权/对冲模式",
"exchanges": frozenset({"okx"}),
"fields": [
(
"OKX_TRADE_MODE",
"交易模式",
"二选一:单独期权 / 期期对冲。选单独期权时隐藏对冲导航与对冲配置;选期期对冲时不可单独开期权。永期对冲(含合约腿)已从配置页移除",
),
],
}
_OPTIONS_SECTION: dict[str, Any] = { _OPTIONS_SECTION: dict[str, Any] = {
"title": "期权账户", "title": "期权账户",
"exchanges": frozenset({"okx"}), "exchanges": frozenset({"okx"}),
@@ -132,7 +120,7 @@ _OPTIONS_SECTION: dict[str, Any] = {
( (
"OKX_OPTIONS_MAX_ACTIVE_POSITIONS", "OKX_OPTIONS_MAX_ACTIVE_POSITIONS",
"期权持仓上限(笔)", "期权持仓上限(笔)",
"仅「单独期权」模式生效;默认 0=不限制;按交易所期权合约笔数计数,同合约加仓不占新笔数", "默认 0=不限制;按交易所期权合约笔数计数,同合约加仓不占新笔数",
), ),
("OKX_OPTIONS_DEFAULT_UNDERLY", "默认标的", "如 ETH"), ("OKX_OPTIONS_DEFAULT_UNDERLY", "默认标的", "如 ETH"),
( (
@@ -178,93 +166,6 @@ _OPTIONS_SECTION: dict[str, Any] = {
], ],
} }
# 对冲公共字段(不含已由 OKX_TRADE_MODE 取代的 ENABLED/SHOW/MUTUAL)
_HEDGE_COMMON_FIELDS: list[tuple[str, str, str]] = [
("HEDGE_PLAN_LIVE_ORDER", "允许对冲真实下单", "再与实盘 LIVE_TRADING_ENABLED 同开才可启动"),
(
"MAX_ACTIVE_HEDGE_PLANS",
"对冲组数上限",
"默认 1;同时进行中的对冲计划组数(opening/active/partial),可改",
),
("HEDGE_PLAN_MONITOR_POLL_SECONDS", "对冲监控轮询(秒)", "默认 15"),
(
"HEDGE_PLAN_BUDGET_BUFFER",
"对冲预算缓冲比例",
"默认 0.95;仅对冲计划;与期权页 OKX_OPTIONS_BUDGET_BUFFER 独立",
),
(
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL",
"半腿失败改手动补开",
"默认 true;开启时半腿失败不自动平,计划挂 partial,页面可补开;并强制关闭下方自动平",
),
(
"HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION",
"半腿失败时自动平期权",
"默认 true;若上方「半腿失败改手动补开」开启则本项强制无效",
),
]
_HEDGE_PO_FIELDS: list[tuple[str, str, str]] = [
(
"HEDGE_PLAN_OPTION_PRIMARY",
"永期模式(以期权为主/保险)",
"默认 true=以期权为主;false=保险模式;页面标题前显示标识,不可在页内切换",
),
("HEDGE_PLAN_OPEN_ORDER", "永期开仓顺序", "options_first 或 perp_first"),
("HEDGE_PLAN_ON_PERP_SL_CLOSE_OPTIONS", "永期止损后强制平期权", "保护机制,建议保持 true"),
("HEDGE_PLAN_ON_PERP_TP_CLOSE_OPTIONS", "永期止盈后强制平期权", "默认 false,保险腿不平"),
(
"HEDGE_PLAN_ITM_MAX_DIST_USD",
"永期实值最大深度(U)",
"默认空=沿用 OKX_OPTIONS_ITM_MAX_DIST_USD(常 30);0=不限制",
),
(
"HEDGE_PLAN_MIN_OPTION_HOURS",
"对冲期权最低剩余小时",
"默认 8;测算/启动时若传 hours_to_expiry 则校验",
),
(
"HEDGE_PLAN_MIN_OPTION_LEVERAGE",
"对冲期权最低杠杆(S/ask)",
"默认 0=不启用;>0 时拒绝杠杆过低的保险腿",
),
]
_HEDGE_OO_FIELDS: list[tuple[str, str, str]] = [
("HEDGE_PLAN_OO_CLOSE_WINNER_ONLY", "期期只平盈利腿", "达目标价只平盈利方"),
(
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED",
"期期平仓模式(方案C)",
"默认 true;开启后页面可选「到期平/全平」;关闭则固定到期平",
),
(
"HEDGE_PLAN_OO_BIAS_SPLIT_BY",
"期期做多做空拆分口径",
"默认预算金额;budget=按权利金预算分两腿;sheets=先算同张数再按比例拆",
),
(
"HEDGE_PLAN_OO_BIAS_RATIO",
"期期做多做空主腿占比",
"默认 0.7(即 7:3);做多主腿=Call,做空主腿=Put;须在 0~1 之间",
),
]
# 兼容旧测试/全量字段列表(写 env 时仍允许这些键,但 UI 按模式过滤)
_HEDGE_PLAN_SECTION: dict[str, Any] = {
"title": "对冲计划",
"exchanges": frozenset({"okx"}),
"fields": [
("HEDGE_PLAN_ENABLED", "启用对冲计划", "已由「交易模式」取代,一般无需再改"),
("HEDGE_PLAN_SHOW_PERP_OPTIONS", "显示永期对冲", "已由「交易模式」取代"),
("HEDGE_PLAN_SHOW_OPTIONS_OPTIONS", "显示期期对冲", "已由「交易模式」取代"),
("HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE", "对冲与期权互斥门控", "已由「交易模式」三选一取代"),
*_HEDGE_COMMON_FIELDS,
*_HEDGE_PO_FIELDS,
*_HEDGE_OO_FIELDS,
],
}
# 与运行时 os.getenv 默认一致;.env 未写明时展示实际生效值(同风控说明页) # 与运行时 os.getenv 默认一致;.env 未写明时展示实际生效值(同风控说明页)
_RUNTIME_ENV_DEFAULTS: dict[str, str] = { _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"RISK_CONTROL_ENABLED": "true", "RISK_CONTROL_ENABLED": "true",
@@ -276,8 +177,6 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"AUTO_TRANSFER_FROM": "funding", "AUTO_TRANSFER_FROM": "funding",
"AUTO_TRANSFER_TO": "swap", "AUTO_TRANSFER_TO": "swap",
"TRANSFER_CCY": "USDT", "TRANSFER_CCY": "USDT",
"HEDGE_PLAN_SHOW_PERP_OPTIONS": "false",
"HEDGE_PLAN_SHOW_OPTIONS_OPTIONS": "false",
"OKX_SHOW_PERP_FUNDS": "false", "OKX_SHOW_PERP_FUNDS": "false",
"OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED": "true", "OKX_OPTIONS_CHAIN_ASK_LIQ_FILTER_ENABLED": "true",
"OKX_OPTIONS_CHAIN_MAX_DTE_DAYS": "14", "OKX_OPTIONS_CHAIN_MAX_DTE_DAYS": "14",
@@ -290,32 +189,18 @@ _RUNTIME_ENV_DEFAULTS: dict[str, str] = {
"OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT": "0", "OKX_OPTIONS_CLOSE_NET_PNL_MIN_USDT": "0",
"OKX_OPTIONS_CLOSE_HOLD_SECONDS": "120", "OKX_OPTIONS_CLOSE_HOLD_SECONDS": "120",
"OKX_TRADE_MODE": "options", "OKX_TRADE_MODE": "options",
"HEDGE_PLAN_ENABLED": "false",
"MAX_ACTIVE_HEDGE_PLANS": "1",
"HEDGE_PLAN_OO_CLOSE_MODE_ENABLED": "true",
"HEDGE_PLAN_OO_BIAS_SPLIT_BY": "budget",
"HEDGE_PLAN_OO_BIAS_RATIO": "0.7",
"HEDGE_PLAN_BUDGET_BUFFER": "0.95",
"HEDGE_PLAN_OPTION_PRIMARY": "true",
"HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE": "true",
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL": "true",
} }
def _effective_env_value(key: str, file_values: dict[str, str], schema_default: str = "") -> str: def _effective_env_value(key: str, file_values: dict[str, str], schema_default: str = "") -> str:
if key == "OKX_TRADE_MODE": if key == "OKX_TRADE_MODE":
# 展示值必须与运行时 get_okx_trade_mode() 一致,避免未写入时默认 options 静默改模式 # 展示值必须与运行时 get_okx_trade_mode() 一致(始终单独期权)
file_val = str(file_values.get(key) or "").strip() if key in file_values else ""
if file_val:
from lib.options.okx_trade_mode_lib import normalize_okx_trade_mode
return normalize_okx_trade_mode(file_val) or file_val
try: try:
from lib.options.okx_trade_mode_lib import get_okx_trade_mode from lib.options.okx_trade_mode_lib import get_okx_trade_mode
return get_okx_trade_mode() return get_okx_trade_mode()
except Exception: except Exception:
pass return "options"
if key in file_values: if key in file_values:
file_val = str(file_values.get(key) or "").strip() file_val = str(file_values.get(key) or "").strip()
if file_val: if file_val:
@@ -350,13 +235,6 @@ def _build_field(
meta = schema.get(key) or {} meta = schema.get(key) or {}
schema_default = meta.get("default") or "" schema_default = meta.get("default") or ""
val = _effective_env_value(key, values, schema_default) val = _effective_env_value(key, values, schema_default)
# 与运行时一致:手动补开开启时,「自动平期权」展示为关闭(实际也不会执行)
if key == "HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION":
manual = _effective_env_value(
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL", values, "true"
)
if _env_truthy(manual):
val = "false"
masked = _mask_value(key, val) masked = _mask_value(key, val)
ftype = meta.get("type") or _field_type(key, val or schema_default) ftype = meta.get("type") or _field_type(key, val or schema_default)
options = select_options_for(key) options = select_options_for(key)
@@ -381,86 +259,34 @@ def _build_field(
if options: if options:
cur = (out["current"] or out["default"] or "").strip() cur = (out["current"] or out["default"] or "").strip()
opt_vals = {o["value"] for o in options} opt_vals = {o["value"] for o in options}
# 永期对冲不再作为可选模式;已选历史值也不塞回下拉,避免继续强化合约 UI
if key == "OKX_TRADE_MODE" and cur == "perp_options":
cur = ""
out["current"] = "options"
out["default"] = "options"
out["note"] = (
(out.get("note") or "")
+ "(当前 .env 仍为永期对冲:请改选「单独期权」或「期期对冲」后保存并重启)"
).strip()
if cur and cur not in opt_vals: if cur and cur not in opt_vals:
options = [{"value": cur, "label": cur}] + options options = [{"value": cur, "label": cur}] + options
out["options"] = options out["options"] = options
return out return out
def _okx_mode_for_env_ui() -> str:
try:
from lib.options.okx_trade_mode_lib import get_okx_trade_mode
return get_okx_trade_mode()
except Exception:
return "options"
def _options_fields_for_mode(mode: str) -> list[tuple[str, str, str]]:
fields = list(_OPTIONS_SECTION["fields"])
if mode != "options":
fields = [f for f in fields if f[0] != "OKX_OPTIONS_MAX_ACTIVE_POSITIONS"]
return fields
def _hedge_fields_for_mode(mode: str) -> list[tuple[str, str, str]]:
if mode == "perp_options":
return [*_HEDGE_COMMON_FIELDS, *_HEDGE_PO_FIELDS]
if mode == "options_options":
return [*_HEDGE_COMMON_FIELDS, *_HEDGE_OO_FIELDS]
return []
def ui_sections_for_exchange( def ui_sections_for_exchange(
exchange_key: str, exchange_key: str,
*, *,
mode: str | None = None, mode: str | None = None,
) -> list[dict[str, Any]]: ) -> list[dict[str, Any]]:
del mode # 对冲模式已移除;保留参数兼容旧调用
ex = (exchange_key or "").strip().lower() ex = (exchange_key or "").strip().lower()
sections: list[dict[str, Any]] = [] sections: list[dict[str, Any]] = []
live_fields = _EXCHANGE_LIVE_FIELDS.get(ex, _EXCHANGE_LIVE_FIELDS["okx"]) live_fields = _EXCHANGE_LIVE_FIELDS.get(ex, _EXCHANGE_LIVE_FIELDS["okx"])
sections.append({"title": "交易所与实盘", "fields": live_fields}) sections.append({"title": "交易所与实盘", "fields": live_fields})
sections.extend(_SHARED_SECTIONS) sections.extend(_SHARED_SECTIONS)
if ex in _MODE_SECTION.get("exchanges", frozenset()): if ex == "okx":
from lib.options.okx_trade_mode_lib import normalize_okx_trade_mode sections.append({"title": "期权账户", "fields": list(_OPTIONS_SECTION["fields"])})
m = normalize_okx_trade_mode(mode) if mode else ""
if not m:
m = _okx_mode_for_env_ui()
sections.append(_MODE_SECTION)
sections.append({"title": "期权账户", "fields": _options_fields_for_mode(m)})
# 永期对冲配置块不再展示(含合约腿);期期仍展示
if m != "perp_options":
hedge_fields = _hedge_fields_for_mode(m)
if hedge_fields:
title = "对冲计划·期期"
sections.append({"title": title, "fields": hedge_fields})
return sections return sections
def ui_allowed_keys(exchange_key: str) -> frozenset[str]: def ui_allowed_keys(exchange_key: str) -> frozenset[str]:
"""可写键=当前模式可见字段 + 模式切换键 + 遗留对冲开关(兼容旧脚本写入).""" """可写键=当前可见字段。.env 里遗留对冲键仍保留在文件中,但 UI 不可再写入."""
keys: set[str] = set() keys: set[str] = set()
for sec in ui_sections_for_exchange(exchange_key): for sec in ui_sections_for_exchange(exchange_key):
for item in sec["fields"]: for item in sec["fields"]:
keys.add(item[0]) keys.add(item[0])
ex = (exchange_key or "").strip().lower()
if ex == "okx":
keys.add("OKX_TRADE_MODE")
# 允许写入遗留键,避免旧自动化/手改失败;页面不再展示
for item in _HEDGE_PLAN_SECTION["fields"]:
keys.add(item[0])
for item in _OPTIONS_SECTION["fields"]:
keys.add(item[0])
return frozenset(keys) return frozenset(keys)
@@ -473,9 +299,7 @@ def build_env_ui_payload(
env_lines = read_env_lines(env_path) env_lines = read_env_lines(env_path)
values = env_get_all(env_lines) values = env_get_all(env_lines)
groups: list[dict[str, Any]] = [] groups: list[dict[str, Any]] = []
for sec in ui_sections_for_exchange( for sec in ui_sections_for_exchange(exchange_key):
exchange_key, mode=values.get("OKX_TRADE_MODE") or ""
):
fields = [ fields = [
_build_field(key, label, note, schema, values) _build_field(key, label, note, schema, values)
for key, label, note in sec["fields"] for key, label, note in sec["fields"]
@@ -609,19 +433,6 @@ def coerce_hedge_partial_close_with_manual(
*, *,
env_path: str = "", env_path: str = "",
) -> dict[str, str]: ) -> dict[str, str]:
"""手动补开为开启时,强制把自动平写成 false(与运行时一致).""" """兼容旧调用名;对冲已移除,原样返回."""
out = dict(clean or {}) del env_path
manual = out.get("HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL") return dict(clean or {})
if manual is None and env_path:
try:
from lib.env.env_file_lib import env_get_all, read_env_lines
file_vals = env_get_all(read_env_lines(env_path))
manual = _effective_env_value(
"HEDGE_PLAN_MANUAL_COMPLETE_ON_PARTIAL", file_vals, "true"
)
except Exception:
manual = "true"
if _env_truthy(str(manual or "")):
out["HEDGE_PLAN_PARTIAL_AUTO_CLOSE_OPTION"] = "false"
return out
+1 -5
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@@ -16,11 +16,7 @@
</div> </div>
{% if env_config_groups %} {% if env_config_groups %}
{% set ns = namespace(mode_idx=0) %} <div class="env-config-body card" data-env-ssr="1" id="env-config-body">
{% for group in env_config_groups %}
{% if '期权/对冲模式' in (group.title or '') %}{% set ns.mode_idx = loop.index0 %}{% endif %}
{% endfor %}
<div class="env-config-body card" data-env-ssr="1" id="env-config-body" data-env-mode-section-idx="{{ ns.mode_idx }}">
{% for group in env_config_groups %} {% for group in env_config_groups %}
<input type="radio" name="env-section" id="env-sec-{{ loop.index0 }}" class="env-tab-radio"{% if loop.first %} checked{% endif %}> <input type="radio" name="env-section" id="env-sec-{{ loop.index0 }}" class="env-tab-radio"{% if loop.first %} checked{% endif %}>
{% endfor %} {% endfor %}
+15
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@@ -67,6 +67,21 @@ class RemoveHedgeSmokeTests(unittest.TestCase):
self.assertNotIn("hedge_target_map", src) self.assertNotIn("hedge_target_map", src)
self.assertNotIn("hedge_plan_target", src) self.assertNotIn("hedge_plan_target", src)
def test_env_ui_no_hedge_mode_section(self):
from lib.env.env_ui_manifest import ui_sections_for_exchange
from lib.env.env_schema import select_options_for
titles = [s["title"] for s in ui_sections_for_exchange("okx")]
self.assertNotIn("期权/对冲模式", titles)
self.assertTrue(any("对冲" not in t for t in titles))
for t in titles:
self.assertNotIn("对冲", t)
labels = [f[1] for s in ui_sections_for_exchange("okx") for f in s["fields"]]
for lab in labels:
self.assertNotIn("对冲", lab)
mode_opts = [o["value"] for o in select_options_for("OKX_TRADE_MODE")]
self.assertEqual(mode_opts, ["options"])
if __name__ == "__main__": if __name__ == "__main__":
unittest.main() unittest.main()