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>

README.md

@@ -20,7 +20,7 @@ curl -fsSL https://git.bz121.com/dekun/crypto_okx/raw/branch/main/deploy/manage.
 
 安装到 `/opt/crypto_okx`,PM2 进程名 `crypto_okx`,默认端口 **5004**.
 
-详见 **[部署文档.md](./部署文档.md)**、**[deploy/README.md](./deploy/README.md)**.
+详见 **[部署文档.md](./部署文档.md)**、**[新机纯实盘部署.md](./新机纯实盘部署.md)**、**[deploy/README.md](./deploy/README.md)**.
 
 ## 环境要求
 

lib/common/static/options_panel.js

@@ -1674,6 +1674,21 @@
     return fmt(n, 2) + "倍";
   }
 
+  function profitExitHint(mult, req, premCcy) {
+    const n = Number(mult);
+    const m = Number.isFinite(n) && n > 0 ? n : 1;
+    const needFactor = 1 + m;
+    const factorTxt = Math.abs(needFactor - Math.round(needFactor)) < 1e-9
+      ? String(Math.round(needFactor))
+      : fmt(needFactor, 2);
+    let hint = formatProfitExitMultLabel(m) + "=盈利达权利金×" + fmt(m, 2)
+      + " → 需回收≥权利金×" + factorTxt;
+    if (req != null) {
+      hint += " · 即≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy;
+    }
+    return hint;
+  }
+
   function renderProfitExitRow(p) {
     const inst = p.inst_id || "";
     if (p.hedge_plan_target) {
@@ -1694,6 +1709,7 @@
     const statePe = String(p.profit_exit_state || (enabled ? "active" : "idle"));
     const req = p.profit_exit_required_recycle;
     const premCcy = posPremiumCcy(p);
+    const hintMult = Number.isFinite(multNum) && multNum > 0 ? multNum : serverMult;
     let statusTxt = enabled ? ("监控中 · " + multLabel) : "未开启";
     if (enabled && statePe === "closing") statusTxt = "平仓挂单中 · " + multLabel;
     return (
@@ -1710,7 +1726,7 @@
       '<span class="opt-target-armed">' + statusTxt + "</span>" +
       '<span class="muted opt-target-row-hint">' +
       (enabled
-        ? ("1倍=盈利=权利金" + (req != null ? (" · 需回收≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy) : ""))
+        ? profitExitHint(hintMult, req, premCcy)
         : "开启后自选倍数;达标按买一限价平;可随时关闭") +
       "</span>" +
       "</div>"

lib/common/static/options_review.js

@@ -582,31 +582,103 @@
     }
   }
 
+  var detailChartPollTimer = null;
+  var detailChartPollTradeId = 0;
+
   function hideDetail() {
     hideLightbox();
+    stopDetailChartPoll();
     var backdrop = $("or-detail-backdrop");
     if (backdrop) backdrop.hidden = true;
   }
 
-  function openDetail(tradeId) {
+  function stopDetailChartPoll() {
+    if (detailChartPollTimer) {
+      clearTimeout(detailChartPollTimer);
+      detailChartPollTimer = null;
+    }
+    detailChartPollTradeId = 0;
+  }
+
+  function tradeHasAutoChart(t) {
+    var images = ((t && t.entry) || {}).images || [];
+    for (var i = 0; i < images.length; i++) {
+      var tf = String((images[i] && images[i].tf) || "").trim();
+      var file = String((images[i] && images[i].file) || "").trim();
+      if (tf === "auto" && file) return true;
+    }
+    return false;
+  }
+
+  function openDetail(tradeId, opts) {
+    opts = opts || {};
+    var waitAuto = !!opts.waitAutoChart;
     var backdrop = $("or-detail-backdrop");
     if (!backdrop) return;
+    stopDetailChartPoll();
     backdrop.hidden = false;
     ($("or-detail-title") || {}).textContent = "加载中…";
     ($("or-detail-meta") || {}).innerHTML = "";
     ($("or-detail-text") || {}).innerHTML = "";
-    ($("or-detail-images") || {}).innerHTML = "";
+    ($("or-detail-images") || {}).innerHTML = waitAuto
+      ? '<div class="or-detail-img-cell"><span class="or-detail-img-label">自动K线</span><div class="or-detail-img-miss">生成中…</div></div>'
+      : "";
 
-    fetch("/api/options/review/trades/" + tradeId, { credentials: "same-origin" })
-      .then(function (r) {
+    function applyTrade(trade, pendingAuto) {
+      renderDetail(trade, { pendingAuto: !!pendingAuto });
+    }
+
+    function fetchOnce() {
+      return fetch("/api/options/review/trades/" + tradeId, {
+        credentials: "same-origin",
+      }).then(function (r) {
         return r.json();
-      })
+      });
+    }
+
+    fetchOnce()
       .then(function (data) {
         if (!data.ok || !data.trade) {
           ($("or-detail-title") || {}).textContent = "加载失败";
           return;
         }
-        renderDetail(data.trade);
+        if (!waitAuto || tradeHasAutoChart(data.trade)) {
+          applyTrade(data.trade, false);
+          return;
+        }
+        applyTrade(data.trade, true);
+        detailChartPollTradeId = tradeId;
+        var tries = 0;
+        var maxTries = 20;
+        function poll() {
+          if (detailChartPollTradeId !== tradeId) return;
+          tries += 1;
+          fetchOnce()
+            .then(function (again) {
+              if (detailChartPollTradeId !== tradeId) return;
+              if (again.ok && again.trade && tradeHasAutoChart(again.trade)) {
+                stopDetailChartPoll();
+                applyTrade(again.trade, false);
+                loadReviewed({ sync: false, soft: true });
+                return;
+              }
+              if (tries >= maxTries) {
+                stopDetailChartPoll();
+                applyTrade((again && again.trade) || data.trade, false);
+                return;
+              }
+              detailChartPollTimer = setTimeout(poll, 1500);
+            })
+            .catch(function () {
+              if (detailChartPollTradeId !== tradeId) return;
+              if (tries >= maxTries) {
+                stopDetailChartPoll();
+                return;
+              }
+              detailChartPollTimer = setTimeout(poll, 1500);
+            });
+        }
+        detailChartPollTimer = setTimeout(poll, 1200);
       })
       .catch(function () {
         ($("or-detail-title") || {}).textContent = "加载失败";
@@ -626,9 +698,29 @@
     return base + encodeURIComponent(name);
   }
 
-  function renderDetailImages(images) {
+  function chartTfLabel(tf) {
+    if (tf === "auto") return "自动K线";
+    if (tf === "_") return "截图";
+    return tf;
+  }
+
+  function setChartOptionsVisible(visible) {
+    var box = $("or-chart-options");
+    var hint = $("or-chart-hint");
+    if (box) box.classList.toggle("hidden", !visible);
+    if (hint) hint.classList.toggle("hidden", !visible);
+  }
+
+  function resetChartOptions() {
+    var cb = $("or-exchange-chart");
+    if (cb) cb.checked = false;
+  }
+
+  function renderDetailImages(images, opts) {
     var imagesHost = $("or-detail-images");
     if (!imagesHost) return;
+    opts = opts || {};
+    var pendingAuto = !!opts.pendingAuto;
     var byTf = {};
     (images || []).forEach(function (img) {
       var tf = String((img && img.tf) || "").trim();
@@ -637,16 +729,29 @@
       var key = tf || "_";
       byTf[key] = file;
     });
-    var order = ["5m", "15m", "1h", "4h"];
+    // 互斥:有自动K线只显示自动;否则只显示手动四周期
+    var hasAuto = !!byTf.auto;
+    if (pendingAuto && !hasAuto) {
+      imagesHost.innerHTML =
+        '<div class="or-detail-img-cell">' +
+        '<span class="or-detail-img-label">自动K线</span>' +
+        '<div class="or-detail-img-miss">生成中…</div>' +
+        "</div>";
+      return;
+    }
+    var order = hasAuto ? ["auto"] : ["5m", "15m", "1h", "4h"];
     var keys = order.slice();
-    Object.keys(byTf).forEach(function (k) {
-      if (keys.indexOf(k) < 0) keys.push(k);
-    });
+    if (!hasAuto) {
+      Object.keys(byTf).forEach(function (k) {
+        if (k === "auto") return;
+        if (keys.indexOf(k) < 0) keys.push(k);
+      });
+    }
     var cells = keys
       .map(function (tf) {
         var file = byTf[tf];
         if (!file) {
-          if (order.indexOf(tf) < 0) return "";
+          if (hasAuto || order.indexOf(tf) < 0) return "";
           return (
             '<div class="or-detail-img-cell">' +
             '<span class="or-detail-img-label">' +
@@ -657,7 +762,7 @@
           );
         }
         var src = optionsJournalImgSrc(file);
-        var label = escapeHtml(tf === "_" ? "截图" : tf);
+        var label = escapeHtml(chartTfLabel(tf));
         return (
           '<div class="or-detail-img-cell">' +
           '<span class="or-detail-img-label">' +
@@ -698,7 +803,7 @@
     });
   }
 
-  function renderDetail(t) {
+  function renderDetail(t, opts) {
     var e = t.entry || {};
     reviewedCache[t.id] = t;
     ($("or-detail-title") || {}).textContent =
@@ -782,7 +887,7 @@
 
     var imagesHost = $("or-detail-images");
     if (imagesHost) {
-      renderDetailImages(e.images || []);
+      renderDetailImages(e.images || [], opts || {});
     }
   }
 
@@ -992,6 +1097,8 @@
     ($("or-f-note") || {}).value = "";
     setMoodTags("");
     resetUploadSlots();
+    resetChartOptions();
+    setChartOptionsVisible(false);
     var summary = $("or-journal-summary");
     if (summary) {
       summary.textContent = "截图槽位与合约复盘相同(5m / 15m / 1h / 4h).";
@@ -1053,6 +1160,8 @@
     setSelectValue($("or-f-entry"), e.entry_logic || "");
     ($("or-f-note") || {}).value = e.note || "";
     setMoodTags(e.mistake_tags);
+    resetChartOptions();
+    setChartOptionsVisible(t.source_type === "option_spot");
 
     var summary = $("or-journal-summary");
     if (summary) {
@@ -1068,6 +1177,8 @@
     }
 
     (e.images || []).forEach(function (img) {
+      var tf = String((img && img.tf) || "").trim();
+      if (tf === "auto") return;
       var hidden = document.querySelector(
         '#or-upload-slots .or-upload-hidden[data-tf="' + img.tf + '"]'
       );
@@ -1167,6 +1278,15 @@
       note: ($("or-f-note") || {}).value || "",
       images: collectImages(),
     };
+    var chartBox = $("or-chart-options");
+    var chartVisible = chartBox && !chartBox.classList.contains("hidden");
+    if (chartVisible && ($("or-exchange-chart") || {}).checked) {
+      payload.journal_exchange_chart = true;
+      payload.journal_chart_tf1 = ($("or-chart-tf1") || {}).value || "";
+      payload.journal_chart_tf2 = ($("or-chart-tf2") || {}).value || "";
+      payload.journal_chart_limit = ($("or-chart-limit") || {}).value || "";
+      payload.journal_chart_anchor = ($("or-chart-anchor") || {}).value || "close";
+    }
     ($("or-save-status") || {}).textContent = "保存中…";
     fetch("/api/options/review/entry", {
       method: "POST",
@@ -1182,10 +1302,12 @@
           ($("or-save-status") || {}).textContent = data.msg || "保存失败";
           return;
         }
-        ($("or-save-status") || {}).textContent = "已保存";
+        ($("or-save-status") || {}).textContent = data.chart_queued
+          ? "已保存,K线图后台生成中"
+          : "已保存";
         hideJournalForm();
         reloadAll();
-        openDetail(tradeId);
+        openDetail(tradeId, { waitAutoChart: !!data.chart_queued });
       })
       .catch(function () {
         ($("or-save-status") || {}).textContent = "保存失败";

lib/env/env_ui_manifest.py

@@ -307,11 +307,11 @@ def _effective_env_value(key: str, file_values: dict[str, str], schema_default:
         # 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
         file_val = str(file_values.get(key) or "").strip() if key in file_values else ""
         if file_val:
-            from lib.hedge_plan.okx_trade_mode_lib import normalize_okx_trade_mode
+            from lib.options.okx_trade_mode_lib import normalize_okx_trade_mode
 
             return normalize_okx_trade_mode(file_val) or file_val
         try:
-            from lib.hedge_plan.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()
         except Exception:
@@ -398,7 +398,7 @@ def _build_field(
 
 def _okx_mode_for_env_ui() -> str:
     try:
-        from lib.hedge_plan.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()
     except Exception:
@@ -431,7 +431,7 @@ def ui_sections_for_exchange(
     sections.append({"title": "交易所与实盘", "fields": live_fields})
     sections.extend(_SHARED_SECTIONS)
     if ex in _MODE_SECTION.get("exchanges", frozenset()):
-        from lib.hedge_plan.okx_trade_mode_lib import normalize_okx_trade_mode
+        from lib.options.okx_trade_mode_lib import normalize_okx_trade_mode
 
         m = normalize_okx_trade_mode(mode) if mode else ""
         if not m:

lib/exchange/okx_options_lib.py

@@ -213,16 +213,10 @@ def option_history_row_key(
 
 
 def _ms_to_iso(ms: Any) -> str | None:
-    val = _safe_float(ms)
-    if val is None or val <= 0:
-        return None
-    try:
-        from datetime import datetime, timezone
+    """OKX ms → 业务时区墙钟(默认 Asia/Shanghai);勿用系统本地时区."""
+    from lib.options.options_time_lib import ms_to_options_app_str
 
-        dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone()
-        return dt.strftime("%Y-%m-%d %H:%M:%S")
-    except (TypeError, ValueError, OSError):
-        return None
+    return ms_to_options_app_str(ms)
 
 
 def option_instrument_meta_cached(
@@ -1601,6 +1595,9 @@ def resolve_option_close_from_history(
         u_i, row = item
         c_ms = _safe_float(row.get("cTime"))
         parts: list[float] = []
+        # 全平/强平/ADL 优先于部分平仓(同合约多条时避免只吃到 type=1)
+        close_type = str(row.get("type") or "").strip()
+        parts.append(0.0 if close_type in ("2", "3", "6") else 1.0)
         # 张数优先:同合约多笔时最稳,且不受本地/交易所时区偏差影响
         if want_sheets is not None:
             hist_sheets = _safe_float(row.get("closeTotalPos"))
@@ -1615,7 +1612,7 @@ def resolve_option_close_from_history(
             parts.append(float(abs(int(c_ms) - int(open_ms))))
         if close_ms is not None:
             parts.append(float(abs(u_i - int(close_ms))))
-        if not parts:
+        if len(parts) <= 1:
             parts.append(float(-u_i))
         # 同距时偏向更晚平仓
         parts.append(float(-u_i))

lib/hedge_plan/__init__.py

@@ -1 +0,0 @@
-# hedge_plan package

lib/hedge_plan/hedge_options_exclusive_lib.py

@@ -1,86 +0,0 @@
-"""对冲计划与单独期权开仓互斥门控.
-
-默认开启:有进行中对冲计划时禁止单独开期权;有纯期权持仓时禁止启动对冲计划.
-关闭 HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE 后两边可同时开.
-"""
-from __future__ import annotations
-
-import os
-from typing import Any, Callable, Optional
-
-
-def _env_bool(key: str, default: bool = False) -> bool:
-    v = (os.getenv(key) or "").strip().lower()
-    if not v:
-        return default
-    return v in ("1", "true", "yes", "on")
-
-
-def mutual_exclusive_enabled() -> bool:
-    return _env_bool("HEDGE_PLAN_OPTIONS_MUTUAL_EXCLUSIVE", True)
-
-
-def block_standalone_option_open_msg(conn: Any) -> Optional[str]:
-    """若应拦截单独开期权,返回中文原因;否则 None."""
-    if not mutual_exclusive_enabled():
-        return None
-    try:
-        from lib.hedge_plan.hedge_plan_db import count_active_plans, init_hedge_plan_tables
-
-        init_hedge_plan_tables(conn)
-        if count_active_plans(conn) > 0:
-            return "存在进行中对冲计划,禁止单独开期权(可在 env「对冲与期权互斥门控」关闭)"
-    except Exception:
-        return "互斥门控校验失败,暂禁止单独开期权"
-    return None
-
-
-def _pos_nonzero(raw: dict[str, Any]) -> bool:
-    try:
-        return abs(float(raw.get("pos") or 0)) > 1e-12
-    except (TypeError, ValueError):
-        return False
-
-
-def has_standalone_option_position(conn: Any, raw_positions: list[dict[str, Any]] | None) -> bool:
-    """交易所期权持仓中,是否存在未挂在进行中对冲计划腿上的仓位."""
-    if not raw_positions:
-        return False
-    from lib.instance.instance_dashboard_lib import _resolve_options_source
-
-    for p in raw_positions:
-        if not isinstance(p, dict) or not _pos_nonzero(p):
-            continue
-        inst = str(p.get("instId") or p.get("inst_id") or "").strip()
-        if not inst:
-            continue
-        source, _, _ = _resolve_options_source(conn, inst)
-        if source == "option":
-            return True
-    return False
-
-
-def block_hedge_plan_start_msg(
-    conn: Any,
-    *,
-    fetch_positions: Optional[Callable[[Any], Any]] = None,
-    exchange: Any = None,
-    raw_positions: list[dict[str, Any]] | None = None,
-) -> Optional[str]:
-    """若应拦截启动对冲计划,返回中文原因;否则 None."""
-    if not mutual_exclusive_enabled():
-        return None
-    rows = raw_positions
-    if rows is None:
-        if fetch_positions is None or exchange is None:
-            return None
-        try:
-            rows = fetch_positions(exchange) or []
-        except Exception:
-            return "获取期权持仓失败,暂禁止启动对冲计划"
-    try:
-        if has_standalone_option_position(conn, rows):
-            return "存在单独期权持仓,禁止启动对冲计划(可在 env「对冲与期权互斥门控」关闭)"
-    except Exception:
-        return "互斥门控校验失败,暂禁止启动对冲计划"
-    return None

lib/hedge_plan/hedge_plan_calc_lib.py

@@ -1,782 +0,0 @@
-"""对冲计划:情景测算与全仓建议仓(纯函数,无 IO)."""
-from __future__ import annotations
-
-from typing import Any, Optional
-
-
-def _f(v: Any) -> Optional[float]:
-    if v is None or v == "":
-        return None
-    try:
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def perp_coin_amount(*, contracts: float, contract_size: float) -> float:
-    return float(contracts) * float(contract_size or 1.0)
-
-
-def perp_pnl(
-    *,
-    direction: str,
-    entry: float,
-    exit_px: float,
-    contracts: float,
-    contract_size: float,
-) -> float:
-    coins = perp_coin_amount(contracts=contracts, contract_size=contract_size)
-    d = (direction or "long").strip().lower()
-    if d == "short":
-        return (float(entry) - float(exit_px)) * coins
-    return (float(exit_px) - float(entry)) * coins
-
-
-def option_premium_total(*, ask: float, sheets: float, ct_mult: float) -> float:
-    """卖一报价为每 1 币;权利金 = ask × 张数 × ct_mult."""
-    return float(ask) * float(sheets) * float(ct_mult or 0.01)
-
-
-def option_expiry_pnl(
-    *,
-    opt_type: str,
-    strike: float,
-    spot: float,
-    sheets: float,
-    ct_mult: float,
-    premium_paid: float,
-) -> float:
-    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 spot_from_expiry_intrinsic_profit(
-    *,
-    opt_type: str,
-    strike: float,
-    sheets: float,
-    ct_mult: float,
-    premium_paid: float,
-    profit: float,
-) -> float | None:
-    """按到期实值反推现货价:使该腿到期盈亏 ≈ profit.
-
-    到期价值=实值×张数×乘数;盈亏=价值−权利金 → 实值/币=(profit+权利金)/(张数×乘数).
-    Call: spot=K+实值/币; Put: spot=K−实值/币.
-    """
-    try:
-        k = float(strike)
-        n = float(sheets or 0)
-        ct = float(ct_mult or 0.01)
-        prem = float(premium_paid or 0)
-        pnl = float(profit)
-    except (TypeError, ValueError):
-        return None
-    denom = n * ct
-    if denom <= 0:
-        return None
-    need = (pnl + prem) / denom
-    if need < 0:
-        need = 0.0
-    o = (opt_type or "").strip().upper()
-    if o in ("C", "CALL"):
-        return round(k + need, 2)
-    if o in ("P", "PUT"):
-        return round(k - need, 2)
-    return None
-
-
-def suggest_contracts_from_notional(
-    *,
-    notional: float,
-    entry: float,
-    contract_size: float,
-) -> float:
-    if entry <= 0 or contract_size <= 0 or notional <= 0:
-        return 0.0
-    return float(notional) / (float(entry) * float(contract_size))
-
-
-def floor_contracts_to_precision(contracts: float, decimals: int) -> float:
-    """按交易所张数精度向下取整,避免建议张数超过可用保证金."""
-    import math
-
-    raw = float(contracts or 0.0)
-    if raw <= 0:
-        return 0.0
-    try:
-        d = int(decimals)
-    except (TypeError, ValueError):
-        d = 0
-    if d <= 0:
-        return float(math.floor(raw + 1e-12))
-    scale = 10**d
-    return math.floor(raw * scale + 1e-12) / scale
-
-
-def option_unit_cost_usdc(*, ask: float, ct_mult: float) -> float:
-    """单张权利金(USDC) = 卖一价 × ct_mult."""
-    a = _f(ask)
-    if a is None or a <= 0:
-        return 0.0
-    return float(a) * float(ct_mult or 0.01)
-
-
-def resolve_oo_budget_usdc(
-    *,
-    trading_usdc: Any,
-    trade_budget_usdc: Any,
-    buffer_ratio: Any = 0.95,
-) -> dict[str, Any]:
-    """期期可用预算 = min(交易户×buffer, 单笔预算)."""
-    import math
-
-    trading = _f(trading_usdc)
-    cap = _f(trade_budget_usdc)
-    buf = _f(buffer_ratio)
-    if buf is None or buf <= 0:
-        buf = 0.95
-    if buf > 1:
-        buf = 1.0
-    trading_cap = None if trading is None else max(0.0, float(trading) * float(buf))
-    trade_cap = None if cap is None else max(0.0, float(cap))
-    if trading_cap is None and trade_cap is None:
-        return {
-            "ok": False,
-            "budget_usdc": 0.0,
-            "trading_cap": None,
-            "trade_budget_cap": None,
-            "buffer_ratio": float(buf),
-            "msg": "缺少交易户余额与单笔预算",
-        }
-    if trading_cap is None:
-        budget = float(trade_cap or 0.0)
-    elif trade_cap is None:
-        budget = float(trading_cap)
-    else:
-        budget = min(float(trading_cap), float(trade_cap))
-    budget = float(math.floor(budget * 1e6 + 1e-12) / 1e6)
-    return {
-        "ok": budget > 0,
-        "budget_usdc": budget,
-        "trading_cap": None if trading_cap is None else round(float(trading_cap), 6),
-        "trade_budget_cap": None if trade_cap is None else round(float(trade_cap), 6),
-        "buffer_ratio": float(buf),
-        "msg": "" if budget > 0 else "可用预算为 0",
-    }
-
-
-def _cap_sheets_by_ask_depth(sheets: int, ask_sz: Any) -> int:
-    import math
-
-    n = max(0, int(sheets))
-    depth = _f(ask_sz)
-    if depth is None:
-        return n
-    if depth <= 0:
-        return 0
-    return min(n, int(math.floor(float(depth) + 1e-12)))
-
-
-def _normalize_oo_sheets_mode(mode: str) -> str:
-    m = (mode or "same_sheets").strip().lower()
-    if m in ("long_bias", "bias_long", "long", "做多"):
-        return "long_bias"
-    if m in ("short_bias", "bias_short", "short", "做空"):
-        return "short_bias"
-    # 旧「均分」兼容:按预算 50/50(页面已移除)
-    if m in ("split", "equal_budget", "split_budget", "均分"):
-        return "split_budget"
-    return "same_sheets"
-
-
-def _normalize_oo_bias_split_by(raw: Any) -> str:
-    v = str(raw or "budget").strip().lower()
-    if v in ("sheets", "qty", "quantity", "张数"):
-        return "sheets"
-    return "budget"
-
-
-def _clamp_oo_bias_ratio(raw: Any, default: float = 0.7) -> float:
-    try:
-        r = float(raw)
-    except (TypeError, ValueError):
-        r = float(default)
-    if r <= 0 or r >= 1:
-        r = float(default)
-    return r
-
-
-def _oo_call_put_leg_index(opt_type_a: str, opt_type_b: str) -> tuple[Optional[str], Optional[str], str]:
-    """返回 (call_side, put_side, err);side 为 'a'/'b'."""
-    a = (opt_type_a or "").strip().upper()
-    b = (opt_type_b or "").strip().upper()
-    if a.startswith("C"):
-        a = "C"
-    elif a.startswith("P"):
-        a = "P"
-    if b.startswith("C"):
-        b = "C"
-    elif b.startswith("P"):
-        b = "P"
-    if {a, b} != {"C", "P"}:
-        return None, None, "做多/做空需一腿 Call、一腿 Put"
-    call_side = "a" if a == "C" else "b"
-    put_side = "b" if call_side == "a" else "a"
-    return call_side, put_side, ""
-
-
-def suggest_oo_sheets(
-    *,
-    mode: str,
-    budget_usdc: float,
-    ask_a: float,
-    ct_mult_a: float = 0.01,
-    ask_sz_a: Any = None,
-    opt_type_a: str = "",
-    ask_b: float,
-    ct_mult_b: float = 0.01,
-    ask_sz_b: Any = None,
-    opt_type_b: str = "",
-    bias_split_by: str = "budget",
-    bias_ratio: float = 0.7,
-) -> dict[str, Any]:
-    """期期建议张数:same_sheets / long_bias / short_bias(及旧 split_budget)."""
-    import math
-
-    m = _normalize_oo_sheets_mode(mode)
-    split_by = _normalize_oo_bias_split_by(bias_split_by)
-    ratio = _clamp_oo_bias_ratio(bias_ratio)
-    budget = max(0.0, float(budget_usdc or 0.0))
-    cost_a = option_unit_cost_usdc(ask=ask_a, ct_mult=ct_mult_a)
-    cost_b = option_unit_cost_usdc(ask=ask_b, ct_mult=ct_mult_b)
-
-    def _fail(msg: str, n_a: int = 0, n_b: int = 0) -> dict[str, Any]:
-        return {
-            "mode": m,
-            "sheets_a": n_a,
-            "sheets_b": n_b,
-            "cost_a": round(cost_a, 8),
-            "cost_b": round(cost_b, 8),
-            "premium_est": round(cost_a * n_a + cost_b * n_b, 6),
-            "ok": False,
-            "msg": msg,
-            "bias_split_by": split_by,
-            "bias_ratio": ratio,
-        }
-
-    if budget <= 0:
-        return _fail("可用预算为 0")
-    if cost_a <= 0 or cost_b <= 0:
-        return _fail("缺少有效卖一价,无法建议张数")
-
-    pair = cost_a + cost_b
-    n_pair = int(math.floor(budget / pair + 1e-12)) if pair > 0 else 0
-    # 与同张数一致:先按预算得 n,再各自深度封顶后取 min
-    n_same = min(
-        _cap_sheets_by_ask_depth(n_pair, ask_sz_a),
-        _cap_sheets_by_ask_depth(n_pair, ask_sz_b),
-    )
-
-    if m == "same_sheets":
-        n_a = n_same
-        n_b = n_same
-    elif m == "split_budget":
-        half = budget / 2.0
-        n_a = int(math.floor(half / cost_a + 1e-12))
-        n_b = int(math.floor(half / cost_b + 1e-12))
-        n_a = _cap_sheets_by_ask_depth(n_a, ask_sz_a)
-        n_b = _cap_sheets_by_ask_depth(n_b, ask_sz_b)
-    else:
-        call_side, put_side, err = _oo_call_put_leg_index(opt_type_a, opt_type_b)
-        if err:
-            return _fail(err)
-        major_is_call = m == "long_bias"
-        if split_by == "sheets":
-            # 总张数 = 同张数两侧合计(每腿 n → 共 2n),再按比例拆到 Call/Put
-            total = int(n_same) * 2
-            if total < 2:
-                return _fail("同张数总规模不足 2,无法按比例拆分")
-            major_n = int(round(total * ratio))
-            major_n = max(1, min(major_n, total - 1))
-            minor_n = total - major_n
-            n_call = major_n if major_is_call else minor_n
-            n_put = minor_n if major_is_call else major_n
-        else:
-            maj_budget = budget * ratio
-            min_budget = budget * (1.0 - ratio)
-            cost_call = cost_a if call_side == "a" else cost_b
-            cost_put = cost_b if call_side == "a" else cost_a
-            if major_is_call:
-                n_call = int(math.floor(maj_budget / cost_call + 1e-12)) if cost_call > 0 else 0
-                n_put = int(math.floor(min_budget / cost_put + 1e-12)) if cost_put > 0 else 0
-            else:
-                n_put = int(math.floor(maj_budget / cost_put + 1e-12)) if cost_put > 0 else 0
-                n_call = int(math.floor(min_budget / cost_call + 1e-12)) if cost_call > 0 else 0
-        n_a = n_call if call_side == "a" else n_put
-        n_b = n_put if call_side == "a" else n_call
-        n_a = _cap_sheets_by_ask_depth(n_a, ask_sz_a)
-        n_b = _cap_sheets_by_ask_depth(n_b, ask_sz_b)
-
-    prem = cost_a * n_a + cost_b * n_b
-    ok = n_a >= 1 and n_b >= 1
-    msg = "" if ok else "预算不够开 1+1(或卖一深度不足)"
-    return {
-        "mode": m,
-        "sheets_a": n_a,
-        "sheets_b": n_b,
-        "cost_a": round(cost_a, 8),
-        "cost_b": round(cost_b, 8),
-        "premium_est": round(prem, 6),
-        "ok": ok,
-        "msg": msg,
-        "bias_split_by": split_by,
-        "bias_ratio": ratio,
-    }
-
-
-def build_perp_options_preview(
-    *,
-    direction: str,
-    entry: float,
-    tp: float,
-    sl: float,
-    contracts: float,
-    contract_size: float,
-    opt_type: str,
-    strike: float,
-    sheets: float,
-    ct_mult: float,
-    premium_paid: float,
-    index_px: Optional[float] = None,
-) -> dict[str, Any]:
-    """
-    永期情景.
-    止盈账:永续止盈盈利 - 权利金.
-    止损账:期权到期内在(按 SL 价) - 永续止损亏损额.
-    """
-    d = (direction or "long").strip().lower()
-    pnl_tp_perp = perp_pnl(
-        direction=d, entry=entry, exit_px=tp, contracts=contracts, contract_size=contract_size
-    )
-    pnl_sl_perp = perp_pnl(
-        direction=d, entry=entry, exit_px=sl, contracts=contracts, contract_size=contract_size
-    )
-    # 止盈统计口径
-    tp_total = float(pnl_tp_perp) - float(premium_paid)
-    # 止损:期权按 SL 价结算内在 - |永续亏损|
-    opt_at_sl = option_expiry_pnl(
-        opt_type=opt_type,
-        strike=strike,
-        spot=sl,
-        sheets=sheets,
-        ct_mult=ct_mult,
-        premium_paid=premium_paid,
-    )
-    sl_total = float(opt_at_sl) - abs(float(pnl_sl_perp)) if pnl_sl_perp < 0 else float(opt_at_sl) + float(
-        pnl_sl_perp
-    )
-    # 有符号相加更稳:期权盈亏 + 永续盈亏
-    sl_total_signed = float(opt_at_sl) + float(pnl_sl_perp)
-
-    spot = float(index_px) if index_px is not None else float(entry)
-    opt_flat = option_expiry_pnl(
-        opt_type=opt_type,
-        strike=strike,
-        spot=spot,
-        sheets=sheets,
-        ct_mult=ct_mult,
-        premium_paid=premium_paid,
-    )
-    flat_total = 0.0 + float(opt_flat)
-
-    opt_at_tp = option_expiry_pnl(
-        opt_type=opt_type,
-        strike=strike,
-        spot=tp,
-        sheets=sheets,
-        ct_mult=ct_mult,
-        premium_paid=premium_paid,
-    )
-
-    return {
-        "plan_type": "perp_options",
-        "direction": d,
-        "contracts": contracts,
-        "coin_amount": perp_coin_amount(contracts=contracts, contract_size=contract_size),
-        "premium_paid": round(float(premium_paid), 6),
-        "scenarios": [
-            {
-                "id": "tp",
-                "label": "止盈(计划结束口径)",
-                "spot": tp,
-                "perp_pnl": round(pnl_tp_perp, 4),
-                "options_pnl": round(-float(premium_paid), 4),
-                "total": round(tp_total, 4),
-                "note": "止盈盈利 − 权利金;期权可不强平",
-            },
-            {
-                "id": "sl",
-                "label": "止损(计划结束口径)",
-                "spot": sl,
-                "perp_pnl": round(pnl_sl_perp, 4),
-                "options_pnl": round(opt_at_sl, 4),
-                "total": round(sl_total_signed, 4),
-                "note": "期权盈利 − 永续亏损(有符号相加);期权须强平",
-            },
-            {
-                "id": "flat",
-                "label": "到期·现价附近",
-                "spot": spot,
-                "perp_pnl": 0.0,
-                "options_pnl": round(opt_flat, 4),
-                "total": round(flat_total, 4),
-                "note": "示意:永续未动,期权按到期内在",
-            },
-            {
-                "id": "expiry_tp",
-                "label": "到期·止盈价",
-                "spot": tp,
-                "perp_pnl": round(pnl_tp_perp, 4),
-                "options_pnl": round(opt_at_tp, 4),
-                "total": round(pnl_tp_perp + opt_at_tp, 4),
-                "note": "若期权拿到 TP 价到期(参考)",
-            },
-            {
-                "id": "expiry_sl",
-                "label": "到期·止损价",
-                "spot": sl,
-                "perp_pnl": round(pnl_sl_perp, 4),
-                "options_pnl": round(opt_at_sl, 4),
-                "total": round(pnl_sl_perp + opt_at_sl, 4),
-                "note": "与止损口径相近(期权用内在)",
-            },
-        ],
-        "summary": {
-            "tp_total": round(tp_total, 4),
-            "sl_total": round(sl_total_signed, 4),
-            "premium_paid": round(float(premium_paid), 4),
-            "hedge_ratio_at_sl": _hedge_ratio(opt_at_sl, pnl_sl_perp),
-        },
-    }
-
-
-def _hedge_ratio(opt_pnl: float, perp_pnl: float) -> Optional[float]:
-    loss = abs(float(perp_pnl)) if float(perp_pnl) < 0 else 0.0
-    if loss <= 1e-12:
-        return None
-    if float(opt_pnl) <= 0:
-        return 0.0
-    return round(float(opt_pnl) / loss * 100.0, 2)
-
-
-def build_options_options_preview(
-    *,
-    target_price: float | None = None,
-    target_price_up: float | None = None,
-    target_price_down: float | None = None,
-    profit_rr: float | None = None,
-    index_px: float,
-    leg_a: dict[str, Any],
-    leg_b: dict[str, Any],
-) -> dict[str, Any]:
-    """期期情景:盈亏比达标 / 到期现价 / 最大保费损耗.
-
-    新口径优先 profit_rr(盈利金额/总权利金);若未传则兼容旧上/下破目标价.
-    残值按亏损腿本合约权利金的 20% 计.
-    """
-
-    def _leg_pnl(leg: dict[str, Any], spot: float) -> float:
-        return option_expiry_pnl(
-            opt_type=str(leg.get("opt_type") or ""),
-            strike=float(leg["strike"]),
-            spot=spot,
-            sheets=float(leg.get("sheets") or 0),
-            ct_mult=float(leg.get("ct_mult") or 0.01),
-            premium_paid=float(leg.get("premium_paid") or 0),
-        )
-
-    prem_a = float(leg_a.get("premium_paid") or 0)
-    prem_b = float(leg_b.get("premium_paid") or 0)
-    prem = prem_a + prem_b
-    rr = float(profit_rr) if profit_rr is not None else None
-
-    # 新:盈亏比情景(不依赖指数上下破价)
-    if rr is not None and rr > 0:
-        # 盈利腿达 RR:盈利金额 = rr × 总权利金;亏损腿按全亏 / 本合约残值20%回收
-        win_profit = rr * prem
-        a_at_a = win_profit
-        b_at_a_full = -prem_b
-        b_at_a_res = -prem_b * 0.8  # 本合约回收 20%
-        b_at_b = win_profit
-        a_at_b_full = -prem_a
-        a_at_b_res = -prem_a * 0.8
-
-        spot_a = spot_from_expiry_intrinsic_profit(
-            opt_type=str(leg_a.get("opt_type") or ""),
-            strike=float(leg_a["strike"]),
-            sheets=float(leg_a.get("sheets") or 0),
-            ct_mult=float(leg_a.get("ct_mult") or 0.01),
-            premium_paid=prem_a,
-            profit=win_profit,
-        )
-        spot_b = spot_from_expiry_intrinsic_profit(
-            opt_type=str(leg_b.get("opt_type") or ""),
-            strike=float(leg_b["strike"]),
-            sheets=float(leg_b.get("sheets") or 0),
-            ct_mult=float(leg_b.get("ct_mult") or 0.01),
-            premium_paid=prem_b,
-            profit=win_profit,
-        )
-
-        a_flat = _leg_pnl(leg_a, index_px)
-        b_flat = _leg_pnl(leg_b, index_px)
-        flat_total = a_flat + b_flat
-
-        return {
-            "plan_type": "options_options",
-            "premium_paid": round(prem, 6),
-            "profit_rr": rr,
-            "target_price": None,
-            "target_price_up": None,
-            "target_price_down": None,
-            "winner_at_up": "a",
-            "winner_at_down": "b",
-            "winner_at_target": "a",
-            "scenarios": [
-                {
-                    "id": "rr_leg_a_full",
-                    "label": f"腿A达盈亏比{rr:g}(亏腿全损)",
-                    "spot": spot_a,
-                    "leg_a_pnl": round(a_at_a, 4),
-                    "leg_b_pnl": round(b_at_a_full, 4),
-                    "total": round(a_at_a + b_at_a_full, 4),
-                    "note": "现货=到期实值反推;盈利=总权利金×盈亏比;亏腿本合约全亏",
-                },
-                {
-                    "id": "rr_leg_b_full",
-                    "label": f"腿B达盈亏比{rr:g}(亏腿全损)",
-                    "spot": spot_b,
-                    "leg_a_pnl": round(a_at_b_full, 4),
-                    "leg_b_pnl": round(b_at_b, 4),
-                    "total": round(a_at_b_full + b_at_b, 4),
-                    "note": "现货=到期实值反推;盈利=总权利金×盈亏比;亏腿本合约全亏",
-                },
-                {
-                    "id": "rr_leg_a_residual",
-                    "label": f"腿A达盈亏比{rr:g}(亏腿残值20%)",
-                    "spot": spot_a,
-                    "leg_a_pnl": round(a_at_a, 4),
-                    "leg_b_pnl": round(b_at_a_res, 4),
-                    "total": round(a_at_a + b_at_a_res, 4),
-                    "note": "现货同腿A达标反推;亏腿买一回收约本合约权利金20%",
-                },
-                {
-                    "id": "expiry_flat",
-                    "label": "到期·现价",
-                    "spot": index_px,
-                    "leg_a_pnl": round(a_flat, 4),
-                    "leg_b_pnl": round(b_flat, 4),
-                    "total": round(flat_total, 4),
-                    "note": "无盈利则记总亏损结束" if flat_total <= 0 else "到期仍可能有净值",
-                },
-                {
-                    "id": "max_premium_loss",
-                    "label": "最大保费损耗",
-                    "spot": None,
-                    "leg_a_pnl": round(-prem_a, 4),
-                    "leg_b_pnl": round(-prem_b, 4),
-                    "total": round(-prem, 4),
-                    "note": "双腿权利金全部损失",
-                },
-            ],
-            "summary": {
-                "profit_rr": rr,
-                "spot_at_rr_a": spot_a,
-                "spot_at_rr_b": spot_b,
-                "at_rr_a_full_total": round(a_at_a + b_at_a_full, 4),
-                "at_rr_b_full_total": round(a_at_b_full + b_at_b, 4),
-                "at_rr_a_residual_total": round(a_at_a + b_at_a_res, 4),
-                "at_target_up_total": round(a_at_a + b_at_a_full, 4),
-                "at_target_down_total": round(a_at_b_full + b_at_b, 4),
-                "at_target_total": round(a_at_a + b_at_a_full, 4),
-                "expiry_flat_total": round(flat_total, 4),
-                "premium_paid": round(prem, 6),
-                "expiry_is_loss": flat_total <= 0,
-                "rr_risk_premium": round(prem, 6),
-                "rr_at_up": round((a_at_a + b_at_a_full) / prem, 4) if prem > 0 else None,
-                "rr_at_down": round((a_at_b_full + b_at_b) / prem, 4) if prem > 0 else None,
-            },
-        }
-
-    # 兼容旧单目标:若未传上下目标则用 target_price 填两边
-    up = target_price_up if target_price_up is not None else target_price
-    down = target_price_down if target_price_down is not None else target_price
-    if up is None or down is None:
-        raise ValueError("缺少盈亏比或上破/下破目标价")
-    up_f = float(up)
-    down_f = float(down)
-
-    a_up = _leg_pnl(leg_a, up_f)
-    b_up = _leg_pnl(leg_b, up_f)
-    at_up = a_up + b_up
-    win_up = "a" if a_up >= b_up else "b"
-
-    a_dn = _leg_pnl(leg_a, down_f)
-    b_dn = _leg_pnl(leg_b, down_f)
-    at_dn = a_dn + b_dn
-    win_dn = "a" if a_dn >= b_dn else "b"
-
-    a_flat = _leg_pnl(leg_a, index_px)
-    b_flat = _leg_pnl(leg_b, index_px)
-    flat_total = a_flat + b_flat
-    expiry_loss = flat_total if flat_total <= 0 else flat_total
-
-    return {
-        "plan_type": "options_options",
-        "premium_paid": round(prem, 6),
-        "target_price": up_f,  # 兼容旧字段,取上破
-        "target_price_up": up_f,
-        "target_price_down": down_f,
-        "winner_at_up": win_up,
-        "winner_at_down": win_dn,
-        "winner_at_target": win_up,
-        "scenarios": [
-            {
-                "id": "target_up",
-                "label": "上破目标",
-                "spot": up_f,
-                "leg_a_pnl": round(a_up, 4),
-                "leg_b_pnl": round(b_up, 4),
-                "total": round(at_up, 4),
-                "note": f"盈利方≈腿{win_up.upper()}(可平);亏损方默认到期",
-            },
-            {
-                "id": "target_down",
-                "label": "下破目标",
-                "spot": down_f,
-                "leg_a_pnl": round(a_dn, 4),
-                "leg_b_pnl": round(b_dn, 4),
-                "total": round(at_dn, 4),
-                "note": f"盈利方≈腿{win_dn.upper()}(可平);亏损方默认到期",
-            },
-            {
-                "id": "expiry_flat",
-                "label": "到期·现价(无突破)",
-                "spot": index_px,
-                "leg_a_pnl": round(a_flat, 4),
-                "leg_b_pnl": round(b_flat, 4),
-                "total": round(flat_total, 4),
-                "note": "无盈利则记总亏损结束" if flat_total <= 0 else "到期仍可能有净值",
-            },
-            {
-                "id": "max_premium_loss",
-                "label": "最大保费损耗",
-                "spot": None,
-                "leg_a_pnl": round(-prem_a, 4),
-                "leg_b_pnl": round(-prem_b, 4),
-                "total": round(-prem, 4),
-                "note": "双腿权利金全部损失",
-            },
-        ],
-        "summary": {
-            "at_target_up_total": round(at_up, 4),
-            "at_target_down_total": round(at_dn, 4),
-            "at_target_total": round(at_up, 4),
-            "expiry_flat_total": round(expiry_loss, 4),
-            "premium_paid": round(prem, 6),
-            "expiry_is_loss": flat_total <= 0,
-            # 盈亏比:盈利/全亏保费(风险=权利金全损)
-            "rr_risk_premium": round(prem, 6),
-            "rr_at_up": round(at_up / prem, 4) if prem > 0 else None,
-            "rr_at_down": round(at_dn / prem, 4) if prem > 0 else None,
-        },
-    }
-
-
-def gate_status(
-    *,
-    hedge_enabled: bool,
-    sizing_mode: str,
-    plan_type: str,
-    options_enabled: bool,
-    live_order: bool = False,
-    live_trading: bool = False,
-    active_count: int = 0,
-    max_active: int = 1,
-    show_perp_options: bool = True,
-    show_options_options: bool = True,
-    mutual_exclusive: bool = True,
-    has_standalone_option: bool = False,
-) -> dict[str, Any]:
-    from lib.trade.position_sizing_lib import is_full_margin_mode
-
-    full = is_full_margin_mode(sizing_mode)
-    pt = (plan_type or "").strip().lower()
-    can_preview = True
-    can_start = True
-    reasons: list[str] = []
-    if not hedge_enabled:
-        can_start = False
-        reasons.append("对冲计划未启用(HEDGE_PLAN_ENABLED)")
-    if not options_enabled:
-        can_preview = False
-        can_start = False
-        reasons.append("期权模块未启用")
-    if pt == "perp_options" and not show_perp_options:
-        can_preview = False
-        can_start = False
-        reasons.append("永期对冲已隐藏(HEDGE_PLAN_SHOW_PERP_OPTIONS)")
-    if pt == "options_options" and not show_options_options:
-        can_preview = False
-        can_start = False
-        reasons.append("期期对冲已隐藏(HEDGE_PLAN_SHOW_OPTIONS_OPTIONS)")
-    if not live_order:
-        can_start = False
-        reasons.append("未允许对冲真实下单(HEDGE_PLAN_LIVE_ORDER)")
-    if active_count >= max(1, int(max_active or 1)):
-        can_start = False
-        reasons.append(f"活跃计划已达上限({max_active})")
-    if mutual_exclusive and has_standalone_option:
-        can_start = False
-        reasons.append("存在单独期权持仓,禁止启动对冲计划(互斥门控)")
-    if pt == "perp_options":
-        if not full:
-            can_start = False
-            reasons.append("永期开仓仅全仓模式可用(当前可测算)")
-        if not live_trading:
-            can_start = False
-            reasons.append("未开启实盘(LIVE_TRADING_ENABLED)")
-    elif pt == "options_options":
-        pass
-    else:
-        can_start = False
-        reasons.append("未知计划类型")
-    if can_start:
-        reasons = []
-    return {
-        "hedge_enabled": hedge_enabled,
-        "options_enabled": options_enabled,
-        "sizing_mode": sizing_mode,
-        "is_full_margin": full,
-        "plan_type": pt,
-        "live_order": live_order,
-        "live_trading": live_trading,
-        "active_count": active_count,
-        "max_active": max_active,
-        "show_perp_options": bool(show_perp_options),
-        "show_options_options": bool(show_options_options),
-        "mutual_exclusive": bool(mutual_exclusive),
-        "has_standalone_option": bool(has_standalone_option),
-        "can_preview": can_preview,
-        "can_start": can_start,
-        "reasons": reasons,
-    }

lib/hedge_plan/hedge_plan_db.py

@@ -1,468 +0,0 @@
-"""对冲计划 SQLite 表."""
-from __future__ import annotations
-
-import sqlite3
-from typing import Any, Optional
-
-
-def init_hedge_plan_tables(conn: sqlite3.Connection) -> None:
-    conn.execute(
-        """
-        CREATE TABLE IF NOT EXISTS hedge_plans (
-            id INTEGER PRIMARY KEY AUTOINCREMENT,
-            plan_type TEXT NOT NULL,
-            status TEXT NOT NULL,
-            underlying TEXT NOT NULL,
-            direction TEXT,
-            entry_mark REAL,
-            tp REAL,
-            sl REAL,
-            target_price REAL,
-            sizing_mode_at_open TEXT,
-            perp_size REAL,
-            margin REAL,
-            leverage REAL,
-            premium_total REAL,
-            realized_pnl_perp REAL,
-            realized_pnl_options REAL,
-            realized_pnl_total REAL,
-            stats_bucket TEXT,
-            close_reason TEXT,
-            wechat_start_sent INTEGER DEFAULT 0,
-            wechat_end_sent INTEGER DEFAULT 0,
-            note TEXT,
-            preview_json TEXT,
-            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
-            opened_at TIMESTAMP,
-            closed_at TIMESTAMP
-        )
-        """
-    )
-    conn.execute(
-        """
-        CREATE TABLE IF NOT EXISTS hedge_plan_legs (
-            id INTEGER PRIMARY KEY AUTOINCREMENT,
-            plan_id INTEGER NOT NULL,
-            leg_role TEXT NOT NULL,
-            symbol TEXT,
-            inst_id TEXT,
-            opt_type TEXT,
-            strike REAL,
-            side TEXT,
-            size REAL,
-            avg_open REAL,
-            premium REAL,
-            status TEXT,
-            linked_monitor_id INTEGER,
-            options_trade_id INTEGER,
-            exchange_ord_id TEXT,
-            realized_pnl REAL,
-            close_reason TEXT,
-            opened_at TIMESTAMP,
-            closed_at TIMESTAMP,
-            FOREIGN KEY(plan_id) REFERENCES hedge_plans(id)
-        )
-        """
-    )
-    conn.execute(
-        "CREATE INDEX IF NOT EXISTS idx_hedge_plans_status ON hedge_plans(status)"
-    )
-    conn.execute(
-        "CREATE INDEX IF NOT EXISTS idx_hedge_plan_legs_plan ON hedge_plan_legs(plan_id)"
-    )
-    _ensure_column(conn, "hedge_plans", "target_price_up", "REAL")
-    _ensure_column(conn, "hedge_plans", "target_price_down", "REAL")
-    # 期期出场:盈利金额/总权利金(默认2);有值则走盈亏比监控,旧单仍用上/下破价
-    _ensure_column(conn, "hedge_plans", "profit_rr", "REAL")
-    # close_all=残值平(本合约权利金≤20%且有买一);hold_expiry=残腿持有至到期
-    _ensure_column(conn, "hedge_plans", "oo_close_mode", "TEXT")
-    # 永期「以期权为主」
-    _ensure_column(conn, "hedge_plans", "option_primary", "INTEGER")
-    _ensure_column(conn, "hedge_plans", "option_target_points", "REAL")
-    _ensure_column(conn, "hedge_plans", "perp_target_points", "REAL")
-    _ensure_column(conn, "hedge_plans", "option_perp_ratio", "REAL")
-    _ensure_column(conn, "hedge_plans", "premium_budget", "REAL")
-    _ensure_column(conn, "hedge_plans", "strike_interval", "REAL")
-    _ensure_column(conn, "hedge_plans", "min_option_hours", "REAL")
-    _ensure_column(conn, "hedge_plans", "option_moneyness", "TEXT")
-    _ensure_column(conn, "hedge_plans", "option_leverage", "REAL")
-    _ensure_column(conn, "hedge_plans", "perp_direction", "TEXT")
-    _ensure_column(conn, "hedge_plan_legs", "ct_mult", "REAL")
-
-
-def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
-    rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
-    names: set[str] = set()
-    for r in rows:
-        try:
-            names.add(str(r["name"]))
-        except (TypeError, KeyError, IndexError):
-            names.add(str(r[1]))
-    if col not in names:
-        conn.execute(f"ALTER TABLE {table} ADD COLUMN {col} {typedef}")
-
-
-_ACTIVE_STATUSES = ("opening", "active", "partial", "watching")
-
-
-def count_active_plans(conn: sqlite3.Connection, plan_type: Optional[str] = None) -> int:
-    statuses = ",".join(f"'{s}'" for s in _ACTIVE_STATUSES)
-    if plan_type:
-        row = conn.execute(
-            f"SELECT COUNT(1) AS c FROM hedge_plans WHERE status IN ({statuses}) AND plan_type=?",
-            (plan_type,),
-        ).fetchone()
-    else:
-        row = conn.execute(
-            f"SELECT COUNT(1) AS c FROM hedge_plans WHERE status IN ({statuses})"
-        ).fetchone()
-    return int((row["c"] if row else 0) or 0)
-
-
-def insert_plan(conn: sqlite3.Connection, row: dict[str, Any]) -> int:
-    cols = list(row.keys())
-    placeholders = ",".join(["?"] * len(cols))
-    conn.execute(
-        f"INSERT INTO hedge_plans ({','.join(cols)}) VALUES ({placeholders})",
-        [row[c] for c in cols],
-    )
-    return int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
-
-
-def insert_leg(conn: sqlite3.Connection, row: dict[str, Any]) -> int:
-    cols = list(row.keys())
-    placeholders = ",".join(["?"] * len(cols))
-    conn.execute(
-        f"INSERT INTO hedge_plan_legs ({','.join(cols)}) VALUES ({placeholders})",
-        [row[c] for c in cols],
-    )
-    return int(conn.execute("SELECT last_insert_rowid()").fetchone()[0])
-
-
-def update_plan(conn: sqlite3.Connection, plan_id: int, **fields: Any) -> None:
-    if not fields:
-        return
-    sets = ", ".join(f"{k}=?" for k in fields)
-    conn.execute(f"UPDATE hedge_plans SET {sets} WHERE id=?", [*fields.values(), plan_id])
-
-
-def update_leg(conn: sqlite3.Connection, leg_id: int, **fields: Any) -> None:
-    if not fields:
-        return
-    sets = ", ".join(f"{k}=?" for k in fields)
-    conn.execute(f"UPDATE hedge_plan_legs SET {sets} WHERE id=?", [*fields.values(), int(leg_id)])
-
-
-def missing_leg_role(legs: list[dict[str, Any]]) -> Optional[str]:
-    for leg in legs or []:
-        if str(leg.get("status") or "").strip().lower() == "pending":
-            role = str(leg.get("leg_role") or "").strip()
-            if role:
-                return role
-    return None
-
-
-def list_plans(
-    conn: sqlite3.Connection,
-    *,
-    status: Optional[str] = None,
-    plan_type: Optional[str] = None,
-    underlying: Optional[str] = None,
-    limit: int = 50,
-) -> list[dict[str, Any]]:
-    wheres: list[str] = []
-    args: list[Any] = []
-    if status:
-        wheres.append("status=?")
-        args.append(status)
-    if plan_type:
-        wheres.append("plan_type=?")
-        args.append(plan_type)
-    if underlying:
-        wheres.append("underlying=?")
-        args.append(underlying)
-    where = (" WHERE " + " AND ".join(wheres)) if wheres else ""
-    rows = conn.execute(
-        f"SELECT * FROM hedge_plans{where} ORDER BY id DESC LIMIT ?",
-        [*args, int(limit)],
-    ).fetchall()
-    return [dict(r) for r in rows]
-
-
-def get_plan(conn: sqlite3.Connection, plan_id: int) -> Optional[dict[str, Any]]:
-    row = conn.execute("SELECT * FROM hedge_plans WHERE id=?", (plan_id,)).fetchone()
-    return dict(row) if row else None
-
-
-def get_plan_legs(conn: sqlite3.Connection, plan_id: int) -> list[dict[str, Any]]:
-    rows = conn.execute(
-        "SELECT * FROM hedge_plan_legs WHERE plan_id=? ORDER BY id", (plan_id,)
-    ).fetchall()
-    return [dict(r) for r in rows]
-
-
-def delete_plan(conn: sqlite3.Connection, plan_id: int) -> dict[str, Any]:
-    """删除已结束/失败/取消的计划及其腿;活跃计划拒绝删除."""
-    plan = get_plan(conn, int(plan_id))
-    if not plan:
-        return {"ok": False, "msg": "计划不存在"}
-    st = str(plan.get("status") or "")
-    if st in ("opening", "active", "partial", "watching"):
-        return {"ok": False, "msg": "进行中的计划不可删除,请先结束"}
-    conn.execute("DELETE FROM hedge_plan_legs WHERE plan_id=?", (int(plan_id),))
-    conn.execute("DELETE FROM hedge_plans WHERE id=?", (int(plan_id),))
-    return {"ok": True, "deleted_id": int(plan_id)}
-
-
-def legs_contract_summary(legs: list[dict[str, Any]]) -> str:
-    parts: list[str] = []
-    for leg in legs:
-        role = str(leg.get("leg_role") or "")
-        st = str(leg.get("status") or "").strip().lower()
-        if st == "pending":
-            suffix = "(待补)"
-        elif st in ("cancelled", "canceled"):
-            suffix = "(未成交)"
-        else:
-            suffix = ""
-        if role == "perp":
-            name = str(leg.get("symbol") or "永续")
-            parts.append(f"永续 {name}{suffix}")
-        else:
-            inst = str(leg.get("inst_id") or "")
-            ot = str(leg.get("opt_type") or "").upper()
-            strike = leg.get("strike")
-            label = inst or (f"{ot}{strike}" if ot or strike is not None else role)
-            parts.append(f"{label}{suffix}")
-    return " · ".join(parts) if parts else "—"
-
-
-def attach_legs_to_plans(conn: sqlite3.Connection, plans: list[dict[str, Any]]) -> list[dict[str, Any]]:
-    out: list[dict[str, Any]] = []
-    for p in plans:
-        legs = get_plan_legs(conn, int(p["id"]))
-        row = dict(p)
-        row["legs"] = legs
-        summary = legs_contract_summary(legs)
-        if str(p.get("status") or "") == "watching" and (not legs or summary == "—"):
-            money = str(p.get("option_moneyness") or "otm")
-            money_lab = {"itm": "实/平", "atm": "平值", "otm": "虚值"}.get(money, money)
-            parts = [f"盯盘·{money_lab}"]
-            try:
-                if p.get("strike_interval") not in (None, ""):
-                    parts.append(f"间隔{float(p.get('strike_interval')):g}")
-            except (TypeError, ValueError):
-                pass
-            try:
-                if p.get("option_leverage") not in (None, ""):
-                    parts.append(f"杠杆≥{float(p.get('option_leverage')):g}")
-            except (TypeError, ValueError):
-                pass
-            summary = "·".join(parts)
-        row["contracts_summary"] = summary
-        row["missing_leg"] = missing_leg_role(legs)
-        out.append(row)
-    return out
-
-
-def active_options_targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
-    """返回由进行中「期期对冲」托管的期权目标，仅供期权页只读展示。
-
-    这些目标由 hedge_plan_monitor_lib 执行，绝不能写入 options_target_monitors，
-    否则两套监控会同时尝试平掉同一条期权腿。
-    """
-    rows = conn.execute(
-        """
-        SELECT p.id AS plan_id, p.underlying, p.target_price_up, p.target_price_down,
-               p.profit_rr, l.inst_id, l.opt_type
-        FROM hedge_plans p
-        JOIN hedge_plan_legs l ON l.plan_id = p.id
-        WHERE p.plan_type = 'options_options'
-          AND p.status IN ('opening', 'active', 'partial')
-          AND l.status = 'open'
-          AND l.inst_id IS NOT NULL
-          AND l.inst_id != ''
-        ORDER BY p.id DESC, l.id DESC
-        """
-    ).fetchall()
-    out: dict[str, dict[str, Any]] = {}
-    for raw in rows:
-        row = dict(raw)
-        inst_id = str(row.get("inst_id") or "")
-        opt_type = str(row.get("opt_type") or "").upper()
-        if not inst_id or inst_id in out:
-            continue
-        profit_rr = _sf(row.get("profit_rr"))
-        if profit_rr is not None and profit_rr > 0:
-            out[inst_id] = {
-                "plan_id": int(row["plan_id"]),
-                "inst_id": inst_id,
-                "underlying": row.get("underlying"),
-                "opt_type": opt_type,
-                "profit_rr": profit_rr,
-                "target_index": None,
-                "exit_mode": "profit_rr",
-                "managed_by": "hedge_plan",
-            }
-            continue
-        target = row.get("target_price_up") if opt_type == "C" else row.get("target_price_down")
-        target_f = _sf(target)
-        if target_f is None or target_f <= 0:
-            continue
-        out[inst_id] = {
-            "plan_id": int(row["plan_id"]),
-            "inst_id": inst_id,
-            "underlying": row.get("underlying"),
-            "opt_type": opt_type,
-            "target_index": target_f,
-            "plan_type": "options_options",
-            "managed_by": "hedge_plan",
-        }
-    return out
-
-
-def active_hedge_option_inst_ids(conn: sqlite3.Connection) -> set[str]:
-    """进行中对冲计划托管的期权合约,禁止单独期权页 close/target 拆组."""
-    rows = conn.execute(
-        """
-        SELECT DISTINCT l.inst_id
-        FROM hedge_plan_legs l
-        JOIN hedge_plans p ON p.id = l.plan_id
-        WHERE p.status IN ('opening', 'active', 'partial')
-          AND l.status IN ('open', 'hold_to_expiry')
-          AND l.inst_id IS NOT NULL
-          AND TRIM(l.inst_id) != ''
-          AND (
-            l.leg_role LIKE 'option%'
-            OR (l.opt_type IS NOT NULL AND TRIM(l.opt_type) != '')
-          )
-        """
-    ).fetchall()
-    return {str(r[0]).strip() for r in rows if r and r[0]}
-
-
-def _sf(v: Any) -> Optional[float]:
-    try:
-        if v is None or v == "":
-            return None
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def _metrics_from_pnls(rows: list[dict[str, Any]]) -> dict[str, Any]:
-    """对一组已结束计划计算胜率/盈亏比/最大盈亏/最大回撤."""
-    pnls: list[float] = []
-    timed: list[tuple[str, float]] = []
-    for r in rows:
-        pnl = _sf(r.get("realized_pnl_total"))
-        if pnl is None:
-            continue
-        pnls.append(pnl)
-        t = str(r.get("closed_at") or r.get("opened_at") or r.get("created_at") or "")
-        timed.append((t, pnl))
-    n = len(pnls)
-    if n == 0:
-        return {
-            "count": 0,
-            "wins": 0,
-            "losses": 0,
-            "win_rate": None,
-            "net_pnl": 0.0,
-            "avg_pnl": None,
-            "avg_premium": None,
-            "profit_factor": None,
-            "max_profit": None,
-            "max_loss": None,
-            "max_drawdown": None,
-        }
-    wins = [x for x in pnls if x > 0]
-    losses = [x for x in pnls if x < 0]
-    gross_win = sum(wins)
-    gross_loss = abs(sum(losses))
-    if gross_loss > 0:
-        profit_factor = round(gross_win / gross_loss, 4)
-    elif gross_win > 0:
-        profit_factor = None  # 全胜,标无限
-    else:
-        profit_factor = 0.0
-
-    timed.sort(key=lambda x: x[0] or "")
-    cum = 0.0
-    peak = 0.0
-    mdd = 0.0
-    for _, p in timed:
-        cum += p
-        if cum > peak:
-            peak = cum
-        dd = peak - cum
-        if dd > mdd:
-            mdd = dd
-
-    premiums = [_sf(r.get("premium_total")) for r in rows]
-    premiums_f = [x for x in premiums if x is not None]
-    return {
-        "count": n,
-        "wins": len(wins),
-        "losses": len(losses),
-        "win_rate": round(len(wins) / n, 4),
-        "net_pnl": round(sum(pnls), 4),
-        "avg_pnl": round(sum(pnls) / n, 4),
-        "avg_premium": round(sum(premiums_f) / len(premiums_f), 4) if premiums_f else None,
-        "profit_factor": profit_factor,
-        "profit_factor_infinite": bool(gross_loss <= 0 and gross_win > 0),
-        "max_profit": round(max(pnls), 4),
-        "max_loss": round(min(pnls), 4),
-        "max_drawdown": round(mdd, 4),
-    }
-
-
-def stats_summary(conn: sqlite3.Connection) -> dict[str, Any]:
-    reason_rows = conn.execute(
-        """
-        SELECT plan_type, close_reason, COUNT(1) AS n,
-               COALESCE(SUM(realized_pnl_total), 0) AS pnl
-        FROM hedge_plans
-        WHERE status='closed'
-        GROUP BY plan_type, close_reason
-        """
-    ).fetchall()
-    closed_rows = [
-        dict(r)
-        for r in conn.execute(
-            "SELECT * FROM hedge_plans WHERE status='closed' ORDER BY COALESCE(closed_at, opened_at, created_at), id"
-        ).fetchall()
-    ]
-    active = count_active_plans(conn)
-    overall = _metrics_from_pnls(closed_rows)
-    by_type = {
-        "perp_options": _metrics_from_pnls(
-            [r for r in closed_rows if r.get("plan_type") == "perp_options"]
-        ),
-        "options_options": _metrics_from_pnls(
-            [r for r in closed_rows if r.get("plan_type") == "options_options"]
-        ),
-    }
-    # 永期止盈/止损分桶
-    po = [r for r in closed_rows if r.get("plan_type") == "perp_options"]
-    by_type["perp_options"]["buckets"] = {
-        "tp": _metrics_from_pnls([r for r in po if r.get("close_reason") == "perp_tp"]),
-        "sl": _metrics_from_pnls([r for r in po if r.get("close_reason") == "perp_sl"]),
-    }
-    oo = [r for r in closed_rows if r.get("plan_type") == "options_options"]
-    by_type["options_options"]["buckets"] = {
-        "expiry_loss": _metrics_from_pnls(
-            [r for r in oo if r.get("close_reason") == "oo_expiry_loss"]
-        ),
-        "expiry_win": _metrics_from_pnls(
-            [r for r in oo if r.get("close_reason") == "oo_expiry_win"]
-        ),
-    }
-    return {
-        "active": active,
-        "closed_count": overall["count"],
-        "closed_pnl_total": overall["net_pnl"],
-        "overall": overall,
-        "by_type": by_type,
-        "by_reason": [dict(r) for r in reason_rows],
-    }

lib/hedge_plan/hedge_plan_moneyness_lib.py

@@ -1,285 +0,0 @@
-"""对冲计划虚实值选约与校验.
-
-永期(perp_options):期权腿仅允许实值或平值(禁虚值).
-期期(options_options):两腿仅允许平值或虚值(禁实值).
-"""
-from __future__ import annotations
-
-import os
-from typing import Any, Optional
-
-
-def _env_float(name: str, default: float) -> float:
-    try:
-        return float(os.getenv(name) or default)
-    except (TypeError, ValueError):
-        return float(default)
-
-
-def itm_max_dist_usd() -> float:
-    """过深实值上限(USD).优先对冲专用,否则回退期权页."""
-    raw = (os.getenv("HEDGE_PLAN_ITM_MAX_DIST_USD") or "").strip()
-    if raw:
-        try:
-            return max(0.0, float(raw))
-        except ValueError:
-            pass
-    return max(0.0, _env_float("OKX_OPTIONS_ITM_MAX_DIST_USD", 30.0))
-
-
-def min_option_hours() -> float:
-    return max(0.0, _env_float("HEDGE_PLAN_MIN_OPTION_HOURS", 8.0))
-
-
-def min_option_leverage() -> float:
-    """指数/卖一 最低杠杆门槛;0=不启用."""
-    return max(0.0, _env_float("HEDGE_PLAN_MIN_OPTION_LEVERAGE", 0.0))
-
-
-def _sf(v: Any) -> Optional[float]:
-    if v is None or v == "":
-        return None
-    try:
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def normalize_opt_type(opt_type: Any, inst_id: str = "") -> str:
-    o = str(opt_type or "").strip().upper()
-    if o in ("C", "CALL"):
-        return "C"
-    if o in ("P", "PUT"):
-        return "P"
-    inst = str(inst_id or "").upper()
-    if inst.endswith("-C") or inst.endswith("-CALL"):
-        return "C"
-    if inst.endswith("-P") or inst.endswith("-PUT"):
-        return "P"
-    return ""
-
-
-def classify_moneyness(*, opt_type: str, strike: float, index_px: float) -> str:
-    """itm / atm / otm / unknown.与 options_pricing_lib.option_moneyness 同口径."""
-    from lib.options.options_pricing_lib import option_moneyness
-
-    return option_moneyness(opt_type=opt_type, strike=strike, index_px=index_px)
-
-
-def is_itm_or_atm(*, opt_type: str, strike: float, index_px: float) -> bool:
-    """Call: K<=S(+atm 带);Put: K>=S.用 classify 结果含 atm/itm."""
-    m = classify_moneyness(opt_type=opt_type, strike=strike, index_px=index_px)
-    if m in ("itm", "atm"):
-        return True
-    # 几何兜底(与 eth_hedge_sim 一致),避免 atm 带边界漏判
-    o = normalize_opt_type(opt_type)
-    k = float(strike)
-    s = float(index_px)
-    if o == "C":
-        return k <= s + 1e-9
-    if o == "P":
-        return k >= s - 1e-9
-    return False
-
-
-def is_atm_or_otm(*, opt_type: str, strike: float, index_px: float) -> bool:
-    m = classify_moneyness(opt_type=opt_type, strike=strike, index_px=index_px)
-    if m in ("atm", "otm"):
-        return True
-    o = normalize_opt_type(opt_type)
-    k = float(strike)
-    s = float(index_px)
-    if o == "C":
-        return k >= s - 1e-9  # 平值带内或虚值
-    if o == "P":
-        return k <= s + 1e-9
-    return False
-
-
-def itm_depth_usd(*, opt_type: str, strike: float, index_px: float) -> float:
-    o = normalize_opt_type(opt_type)
-    k = float(strike)
-    s = float(index_px)
-    if o == "C" and k < s:
-        return s - k
-    if o == "P" and k > s:
-        return k - s
-    return 0.0
-
-
-def parse_strike_from_inst(inst_id: str) -> Optional[float]:
-    """从 OKX 合约名解析行权价: ETH-USD-260731-1800-P."""
-    parts = str(inst_id or "").strip().upper().split("-")
-    if len(parts) < 5:
-        return None
-    return _sf(parts[-2])
-
-
-def pick_itm_or_atm_contract(
-    contracts: list[dict[str, Any]],
-    *,
-    opt_type: str,
-    index_px: float,
-    itm_max_dist: Optional[float] = None,
-) -> Optional[dict[str, Any]]:
-    """在合约列表中选距标的最近的实值/平值腿."""
-    want = normalize_opt_type(opt_type)
-    if not want or index_px <= 0:
-        return None
-    max_dist = itm_max_dist if itm_max_dist is not None else itm_max_dist_usd()
-    cands: list[tuple[float, float, dict[str, Any]]] = []
-    for c in contracts or []:
-        if normalize_opt_type(c.get("opt_type"), str(c.get("inst_id") or "")) != want:
-            continue
-        k = _sf(c.get("strike"))
-        if k is None:
-            continue
-        if not is_itm_or_atm(opt_type=want, strike=k, index_px=index_px):
-            continue
-        depth = itm_depth_usd(opt_type=want, strike=k, index_px=index_px)
-        if max_dist > 0 and depth > max_dist:
-            continue
-        cands.append((abs(k - index_px), k, c))
-    if not cands:
-        return None
-    cands.sort(key=lambda x: (x[0], x[1]))
-    return cands[0][2]
-
-
-def pick_atm_or_otm_contract(
-    contracts: list[dict[str, Any]],
-    *,
-    opt_type: str,
-    index_px: float,
-    prefer: str = "atm",
-) -> Optional[dict[str, Any]]:
-    """选平值或虚值腿.prefer=atm 取距标的最近;prefer=otm 取最近虚值(不含实值)."""
-    want = normalize_opt_type(opt_type)
-    if not want or index_px <= 0:
-        return None
-    prefer_l = (prefer or "atm").strip().lower()
-    cands: list[tuple[float, float, dict[str, Any]]] = []
-    for c in contracts or []:
-        if normalize_opt_type(c.get("opt_type"), str(c.get("inst_id") or "")) != want:
-            continue
-        k = _sf(c.get("strike"))
-        if k is None:
-            continue
-        if not is_atm_or_otm(opt_type=want, strike=k, index_px=index_px):
-            continue
-        m = classify_moneyness(opt_type=want, strike=k, index_px=index_px)
-        if prefer_l == "otm" and m != "otm":
-            continue
-        if prefer_l == "atm" and m == "otm":
-            # 仍可入选,但排序靠后(先 atm)
-            cands.append((1_000_000 + abs(k - index_px), k, c))
-        else:
-            cands.append((abs(k - index_px), k, c))
-    if not cands:
-        return None
-    cands.sort(key=lambda x: (x[0], x[1]))
-    return cands[0][2]
-
-
-def recommend_oo_legs(
-    contracts: list[dict[str, Any]],
-    *,
-    index_px: float,
-    template: str = "atm_straddle",
-) -> Optional[tuple[dict[str, Any], dict[str, Any]]]:
-    """期期推荐两腿.atm_straddle=最近平值 Call+Put;double_otm=最近虚值 Call+Put."""
-    tpl = (template or "atm_straddle").strip().lower()
-    prefer = "otm" if tpl in ("double_otm", "otm_otm", "otm") else "atm"
-    call = pick_atm_or_otm_contract(
-        contracts, opt_type="C", index_px=index_px, prefer=prefer
-    )
-    put = pick_atm_or_otm_contract(
-        contracts, opt_type="P", index_px=index_px, prefer=prefer
-    )
-    if not call or not put:
-        return None
-    if str(call.get("inst_id") or "") == str(put.get("inst_id") or ""):
-        return None
-    return call, put
-
-
-def validate_po_option_moneyness(
-    *,
-    opt_type: str,
-    strike: Any,
-    index_px: Any,
-    ask: Any = None,
-    hours_to_expiry: Any = None,
-) -> Optional[str]:
-    """永期保险腿校验;返回错误文案或 None."""
-    o = normalize_opt_type(opt_type)
-    k = _sf(strike)
-    s = _sf(index_px)
-    if o not in ("C", "P"):
-        return "期权类型无效"
-    if k is None or s is None or s <= 0:
-        return "行权价或指数无效,无法校验虚实值"
-    if not is_itm_or_atm(opt_type=o, strike=k, index_px=s):
-        return "永期保险腿须为实值或平值,不可选虚值"
-    max_dist = itm_max_dist_usd()
-    depth = itm_depth_usd(opt_type=o, strike=k, index_px=s)
-    if max_dist > 0 and depth > max_dist:
-        return f"实值过深(距现价 {depth:.1f}U > {max_dist:.0f}U),请换更接近平值的档"
-    min_h = min_option_hours()
-    h = _sf(hours_to_expiry)
-    if min_h > 0 and h is not None and h < min_h:
-        return f"剩余到期约 {h:.1f}h,低于最低 {min_h:.0f}h"
-    min_lev = min_option_leverage()
-    a = _sf(ask)
-    if min_lev > 0 and a is not None and a > 0:
-        lev = s / a
-        if lev < min_lev:
-            return f"期权杠杆 S/ask≈{lev:.0f} 低于门槛 {min_lev:.0f}"
-    return None
-
-
-def validate_oo_leg_moneyness(
-    *,
-    opt_type: str,
-    strike: Any,
-    index_px: Any,
-    role: str = "腿",
-) -> Optional[str]:
-    o = normalize_opt_type(opt_type)
-    k = _sf(strike)
-    s = _sf(index_px)
-    if o not in ("C", "P"):
-        return f"{role}期权类型无效"
-    if k is None or s is None or s <= 0:
-        return f"{role}行权价或指数无效,无法校验虚实值"
-    m = classify_moneyness(opt_type=o, strike=k, index_px=s)
-    if m == "itm":
-        return f"{role}须为平值或虚值,不可选实值"
-    if not is_atm_or_otm(opt_type=o, strike=k, index_px=s):
-        return f"{role}须为平值或虚值"
-    return None
-
-
-def validate_oo_legs_moneyness(
-    leg_a: dict[str, Any],
-    leg_b: dict[str, Any],
-    *,
-    index_px: Any,
-) -> Optional[str]:
-    err = validate_oo_leg_moneyness(
-        opt_type=leg_a.get("opt_type"),
-        strike=leg_a.get("strike"),
-        index_px=index_px,
-        role="腿A",
-    )
-    if err:
-        return err
-    err = validate_oo_leg_moneyness(
-        opt_type=leg_b.get("opt_type"),
-        strike=leg_b.get("strike"),
-        index_px=index_px,
-        role="腿B",
-    )
-    if err:
-        return err
-    return None

lib/hedge_plan/hedge_plan_notify_lib.py

@@ -1,216 +0,0 @@
-"""对冲计划企业微信推送(起止必发,幂等落库标记)."""
-from __future__ import annotations
-
-from typing import Any, Callable, Optional
-
-from lib.hedge_plan.hedge_plan_db import update_plan
-
-
-def _fmt(v: Any, d: int = 2) -> str:
-    try:
-        if v is None or v == "":
-            return "—"
-        return f"{float(v):.{d}f}"
-    except (TypeError, ValueError):
-        return str(v)
-
-
-def _type_label(plan_type: str) -> str:
-    return "永期对冲" if (plan_type or "") == "perp_options" else "期期对冲"
-
-
-def _dir_label(direction: str) -> str:
-    d = (direction or "").lower()
-    if d == "long":
-        return "做多"
-    if d == "short":
-        return "做空"
-    return "—"
-
-
-def build_hedge_start_message(plan: dict[str, Any], *, legs: Optional[list[dict[str, Any]]] = None) -> str:
-    pt = plan.get("plan_type") or ""
-    lines = [
-        f"🟢 对冲计划启动 #{plan.get('id')}",
-        f"📌 类型:{_type_label(pt)}",
-        f"🪙 标的:{plan.get('underlying') or '—'}",
-    ]
-    if pt == "perp_options":
-        lines.extend(
-            [
-                f"📈 方向:{_dir_label(plan.get('direction') or '')}",
-                f"💵 开仓参考:{_fmt(plan.get('entry_mark'))}",
-                f"🎯 止盈:{_fmt(plan.get('tp'))}｜止损:{_fmt(plan.get('sl'))}",
-                f"📦 永续张数:{_fmt(plan.get('perp_size'), 4)}｜杠杆:{_fmt(plan.get('leverage'), 0)}x",
-                f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
-            ]
-        )
-    else:
-        rr = plan.get("profit_rr")
-        if rr not in (None, ""):
-            lines.extend(
-                [
-                    f"🎯 盈亏比:{_fmt(rr)} (盈利金额/总权利金)",
-                    f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
-                ]
-            )
-        else:
-            lines.extend(
-                [
-                    f"🎯 上破:{_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
-                    f"｜下破:{_fmt(plan.get('target_price_down') or plan.get('target_price'))}",
-                    f"💎 期权保费合计:{_fmt(plan.get('premium_total'), 4)} USDC",
-                ]
-            )
-    if legs:
-        for leg in legs:
-            role = leg.get("leg_role") or ""
-            if role == "perp":
-                lines.append(f"· 永续腿 {leg.get('symbol') or ''} ×{_fmt(leg.get('size'), 4)}")
-            else:
-                lines.append(
-                    f"· {role} {(leg.get('opt_type') or '')} K{_fmt(leg.get('strike'), 0)} "
-                    f"×{_fmt(leg.get('size'), 0)}张 {leg.get('inst_id') or ''}"
-                )
-    lines.append("📎 独立模块推送,不进普通交易复盘")
-    return "\n".join(lines)
-
-
-def build_hedge_end_message(plan: dict[str, Any]) -> str:
-    reason = plan.get("close_reason") or "—"
-    total = plan.get("realized_pnl_total")
-    try:
-        tv = float(total) if total is not None else None
-    except (TypeError, ValueError):
-        tv = None
-    head = "🔴" if (tv is not None and tv < 0) else "🟢"
-    reason_map = {
-        "perp_tp": "永续止盈(期权默认不平)",
-        "perp_sl": "永续止损(期权强制平)",
-        "target_win_leg": "期期已平盈利腿(中间态)",
-        "target_up_win_leg": "期期上破·已平盈利腿",
-        "target_down_win_leg": "期期下破·已平盈利腿",
-        "profit_rr_win_leg": "期期盈亏比达标·已平盈利腿",
-        "oo_rest_closing": "期期残值平·清亏损腿中",
-        "oo_rest_closed": "期期残值平·两腿已平",
-        "oo_expiry_loss": "期期到期无盈利·总亏损",
-        "oo_expiry_win": "期期到期仍盈利",
-        "expiry": "到期收口",
-        "manual": "人工结束",
-        "partial_fail": "半腿失败收尾",
-        "cancelled": "已取消",
-    }
-    lines = [
-        f"{head} 对冲计划结束 #{plan.get('id')}",
-        f"📌 类型:{_type_label(plan.get('plan_type') or '')}",
-        f"🪙 标的:{plan.get('underlying') or '—'}",
-        f"📎 原因:{reason_map.get(reason, reason)}",
-        f"💰 合计≈U:{_fmt(total)}",
-        f"· 永续分项:{_fmt(plan.get('realized_pnl_perp'))} USDT",
-        f"· 期权分项:{_fmt(plan.get('realized_pnl_options'))} USDC(≈U 1:1)",
-        f"⏱ 开仓:{plan.get('opened_at') or '—'}｜结束:{plan.get('closed_at') or '—'}",
-    ]
-    return "\n".join(lines)
-
-
-def build_hedge_alert_message(
-    *,
-    title: str,
-    plan_id: Any = None,
-    detail: str = "",
-) -> str:
-    lines = [f"⚠️ 对冲计划告警{(' #' + str(plan_id)) if plan_id else ''}", f"📌 {title}"]
-    if detail:
-        lines.append(str(detail)[:800])
-    return "\n".join(lines)
-
-
-def notify_hedge(
-    cfg: dict[str, Any],
-    content: str,
-) -> bool:
-    send: Optional[Callable[[str], Any]] = cfg.get("send_wechat")
-    if not callable(send):
-        return False
-    try:
-        send(content)
-        return True
-    except Exception:
-        return False
-
-
-def notify_plan_start(
-    cfg: dict[str, Any],
-    conn: Any,
-    plan: dict[str, Any],
-    legs: Optional[list[dict[str, Any]]] = None,
-) -> bool:
-    if int(plan.get("wechat_start_sent") or 0):
-        return False
-    ok = notify_hedge(cfg, build_hedge_start_message(plan, legs=legs))
-    if ok and plan.get("id") is not None:
-        update_plan(conn, int(plan["id"]), wechat_start_sent=1)
-        plan["wechat_start_sent"] = 1
-    return ok
-
-
-def notify_plan_end(cfg: dict[str, Any], conn: Any, plan: dict[str, Any]) -> bool:
-    if int(plan.get("wechat_end_sent") or 0):
-        return False
-    # 中间态 target_win_leg 不算正式结束推送(用告警)
-    if (plan.get("close_reason") or "") in (
-        "target_win_leg",
-        "target_up_win_leg",
-        "target_down_win_leg",
-        "profit_rr_win_leg",
-        "oo_rest_closing",
-    ) and (plan.get("status") or "") != "closed":
-        cr = str(plan.get("close_reason") or "")
-        if "profit_rr" in cr:
-            side = "盈亏比达标"
-        elif "up" in cr:
-            side = "上破"
-        elif "down" in cr:
-            side = "下破"
-        else:
-            side = "目标"
-        mode = (plan.get("oo_close_mode") or "").strip().lower()
-        if mode in ("close_all", "全平", "残值平"):
-            rest_txt = "另一腿残值平(本合约权利金≤20%且有买一,失败重试)"
-        else:
-            rest_txt = "另一腿到期平(持有至到期结算)"
-        rr = plan.get("profit_rr")
-        if rr not in (None, ""):
-            detail = f"盈亏比 {_fmt(rr)} (盈利金额/总权利金)"
-        else:
-            detail = (
-                f"上破 {_fmt(plan.get('target_price_up') or plan.get('target_price'))}"
-                f"｜下破 {_fmt(plan.get('target_price_down') or plan.get('target_price'))}"
-            )
-        notify_hedge(
-            cfg,
-            build_hedge_alert_message(
-                title=f"期期{side}已平盈利腿 · {rest_txt}",
-                plan_id=plan.get("id"),
-                detail=detail,
-            ),
-        )
-        return True
-    ok = notify_hedge(cfg, build_hedge_end_message(plan))
-    if ok and plan.get("id") is not None:
-        update_plan(conn, int(plan["id"]), wechat_end_sent=1)
-        plan["wechat_end_sent"] = 1
-    return ok
-
-
-def notify_partial_fail(cfg: dict[str, Any], *, plan_type: str, msg: str, results: Any = None) -> bool:
-    detail = msg
-    if results:
-        try:
-            detail = f"{msg}\n路径结果:{results}"[:800]
-        except Exception:
-            pass
-    return notify_hedge(
-        cfg,
-        build_hedge_alert_message(title=f"{_type_label(plan_type)}半腿失败", detail=detail),
-    )

lib/hedge_plan/hedge_plan_option_primary_lib.py

@@ -1,527 +0,0 @@
-"""永期「以期权为主」:定仓、方向映射、目标位与净利口径(纯函数为主)."""
-from __future__ import annotations
-
-import math
-import os
-from typing import Any, Optional
-
-PREMIUM_EXEC_FACTOR = 0.95
-DEFAULT_MIN_HOURS = 36.0
-DEFAULT_STRIKE_INTERVAL = 15.0
-DEFAULT_PERP_LEVERAGE = 100
-DEFAULT_OPT_LEVERAGE_ITM_ATM = 100.0
-DEFAULT_OPT_LEVERAGE_OTM = 200.0
-DEFAULT_RATIO_ITM_ATM = 2.0
-DEFAULT_RATIO_OTM = 4.0
-OTM_LEV_FLOOR = 180.0
-
-
-def _sf(v: Any) -> Optional[float]:
-    if v is None or v == "":
-        return None
-    try:
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def is_option_primary(body_or_plan: dict[str, Any] | None) -> bool:
-    if not body_or_plan:
-        return False
-    v = body_or_plan.get("option_primary")
-    if v in (True, 1, "1", "true", "yes", "on"):
-        return True
-    try:
-        return int(v or 0) == 1
-    except (TypeError, ValueError):
-        return False
-
-
-def fee_rate() -> float:
-    try:
-        return max(0.0, float(os.getenv("HEDGE_PLAN_FEE_RATE") or os.getenv("OKX_TAKER_FEE") or "0.0005"))
-    except (TypeError, ValueError):
-        return 0.0005
-
-
-def floor2(v: float) -> float:
-    """ETH 数量向下取两位小数."""
-    if v <= 0:
-        return 0.0
-    return math.floor(float(v) * 100.0 + 1e-12) / 100.0
-
-
-def opt_type_for_view(direction: str) -> str:
-    """看法做多→Call,做空→Put."""
-    return "P" if str(direction or "").strip().lower() == "short" else "C"
-
-
-def perp_direction_for_view(direction: str) -> str:
-    """看法做多→永续空,做空→永续多."""
-    return "long" if str(direction or "").strip().lower() == "short" else "short"
-
-
-def default_opt_leverage(moneyness: str) -> float:
-    m = (moneyness or "").strip().lower()
-    return DEFAULT_OPT_LEVERAGE_OTM if m == "otm" else DEFAULT_OPT_LEVERAGE_ITM_ATM
-
-
-def default_ratio(moneyness: str) -> float:
-    m = (moneyness or "").strip().lower()
-    return DEFAULT_RATIO_OTM if m == "otm" else DEFAULT_RATIO_ITM_ATM
-
-
-def effective_min_opt_leverage(moneyness: str, configured: Any) -> float:
-    cfg = _sf(configured)
-    base = cfg if cfg is not None and cfg > 0 else default_opt_leverage(moneyness)
-    if (moneyness or "").strip().lower() == "otm":
-        return max(base, OTM_LEV_FLOOR)
-    return base
-
-
-def hours_to_expiry_from_ms(exp_ms: Any, *, now_ms: Optional[float] = None) -> Optional[float]:
-    exp = _sf(exp_ms)
-    if exp is None or exp <= 0:
-        return None
-    # OKX exp 多为毫秒
-    if exp < 1e12:
-        exp *= 1000.0
-    now = now_ms if now_ms is not None else __import__("time").time() * 1000.0
-    return (exp - now) / 3600000.0
-
-
-def target_hit(*, view_side: str, index_px: float, strike: float, points: float) -> bool:
-    """相对 K 的点数目标:做多 index≥K+N;做空 index≤K−N.点数须 >0."""
-    n = float(points or 0)
-    k = float(strike)
-    s = float(index_px)
-    if n <= 0 or k <= 0 or s <= 0:
-        return False
-    side = str(view_side or "").strip().lower()
-    if side == "short":
-        return s <= (k - n)
-    return s >= (k + n)
-
-
-def option_bid_liquidity_ok(bid: Any, bid_sz: Any, *, need_sheets: float = 0) -> tuple[bool, str]:
-    b = _sf(bid)
-    if b is None or b <= 0:
-        return False, "暂无买一报价,无法平期权"
-    sz = _sf(bid_sz)
-    if sz is not None and sz <= 0:
-        return False, "买一深度为 0,无法平期权"
-    need = float(need_sheets or 0)
-    if need > 0 and sz is not None and sz + 1e-12 < need:
-        return False, f"买一深度不足(需 {need:g} 张,买一 {sz:g})"
-    return True, ""
-
-
-def size_from_premium(
-    *,
-    premium_budget: float,
-    ask: float,
-    ct_mult: float,
-    ratio: float,
-    contract_size: float,
-    exec_factor: float = PREMIUM_EXEC_FACTOR,
-) -> dict[str, Any]:
-    """权利金×0.95 → ETH 两位小数 → 期权张 → 永续跟比例."""
-    budget = float(premium_budget or 0)
-    a = float(ask or 0)
-    ct = float(ct_mult or 0.01)
-    r = float(ratio or 0)
-    cs = float(contract_size or 0.01)
-    usable = budget * float(exec_factor or PREMIUM_EXEC_FACTOR)
-    if budget <= 0 or a <= 0 or ct <= 0 or r <= 0 or cs <= 0:
-        return {
-            "ok": False,
-            "msg": "定仓参数无效",
-            "usable_premium": round(usable, 4),
-            "eth_qty": 0.0,
-            "sheets": 0.0,
-            "perp_eth": 0.0,
-            "contracts": 0.0,
-        }
-    # ask 为每 1 币权利金;ETH 数量 = usable / ask
-    eth_qty = floor2(usable / a)
-    if eth_qty <= 0:
-        return {
-            "ok": False,
-            "msg": "权利金不足以买入 0.01 ETH 名义期权",
-            "usable_premium": round(usable, 4),
-            "eth_qty": 0.0,
-            "sheets": 0.0,
-            "perp_eth": 0.0,
-            "contracts": 0.0,
-        }
-    sheets = eth_qty / ct
-    # 张数向下取整到整数张(OKX 期权常见整张)
-    sheets_i = float(math.floor(sheets + 1e-12))
-    if sheets_i <= 0:
-        return {
-            "ok": False,
-            "msg": "换算期权张数不足 1 张",
-            "usable_premium": round(usable, 4),
-            "eth_qty": eth_qty,
-            "sheets": 0.0,
-            "perp_eth": 0.0,
-            "contracts": 0.0,
-        }
-    # 用整张回写 ETH,保持与下单一致
-    eth_qty = round(sheets_i * ct, 2)
-    perp_eth = eth_qty / r
-    contracts = perp_eth / cs
-    premium_est = a * sheets_i * ct
-    return {
-        "ok": True,
-        "msg": "",
-        "usable_premium": round(usable, 4),
-        "eth_qty": eth_qty,
-        "sheets": sheets_i,
-        "perp_eth": round(perp_eth, 6),
-        "contracts": contracts,
-        "premium_est": round(premium_est, 4),
-        "ratio": r,
-        "exec_factor": float(exec_factor or PREMIUM_EXEC_FACTOR),
-    }
-
-
-def estimate_combo_net_pnl(
-    *,
-    view_side: str,
-    strike: float,
-    index_px: float,
-    ask_open: float,
-    bid: float,
-    sheets: float,
-    ct_mult: float,
-    perp_direction: str,
-    perp_entry: float,
-    perp_mark: float,
-    contracts: float,
-    contract_size: float,
-    fee: Optional[float] = None,
-) -> dict[str, Any]:
-    """组合净利(扣费);平仓/卖出手续费按买入费率估算."""
-    fr = fee if fee is not None else fee_rate()
-    ct = float(ct_mult or 0.01)
-    sh = float(sheets or 0)
-    a = float(ask_open or 0)
-    b = float(bid or 0)
-    premium = a * sh * ct
-    opt_proceeds = b * sh * ct
-    opt_open_fee = premium * fr
-    opt_close_fee = opt_proceeds * fr  # 卖出费用按买入费率
-    opt_net = opt_proceeds - premium - opt_open_fee - opt_close_fee
-
-    coins = float(contracts or 0) * float(contract_size or 0.01)
-    entry = float(perp_entry or 0)
-    mark = float(perp_mark or 0)
-    pd = str(perp_direction or "").strip().lower()
-    if pd == "short":
-        perp_gross = (entry - mark) * coins
-    else:
-        perp_gross = (mark - entry) * coins
-    perp_notional_open = abs(entry * coins)
-    perp_notional_close = abs(mark * coins)
-    perp_open_fee = perp_notional_open * fr
-    perp_close_fee = perp_notional_close * fr
-    perp_net = perp_gross - perp_open_fee - perp_close_fee
-    total = opt_net + perp_net
-    return {
-        "opt_net": round(opt_net, 4),
-        "perp_net": round(perp_net, 4),
-        "net": round(total, 4),
-        "fee_rate": fr,
-        "premium": round(premium, 4),
-        "opt_proceeds": round(opt_proceeds, 4),
-    }
-
-
-def validate_option_primary_moneyness(
-    *,
-    opt_type: str,
-    strike: Any,
-    index_px: Any,
-    ask: Any = None,
-    moneyness: str = "atm",
-    strike_interval: Any = DEFAULT_STRIKE_INTERVAL,
-    min_hours: Any = DEFAULT_MIN_HOURS,
-    hours_to_expiry: Any = None,
-    min_opt_leverage: Any = None,
-) -> Optional[str]:
-    from lib.hedge_plan.hedge_plan_moneyness_lib import (
-        classify_moneyness,
-        is_atm_or_otm,
-        is_itm_or_atm,
-        normalize_opt_type,
-    )
-
-    o = normalize_opt_type(opt_type)
-    k = _sf(strike)
-    s = _sf(index_px)
-    if o not in ("C", "P"):
-        return "期权类型无效"
-    if k is None or s is None or s <= 0:
-        return "行权价或指数无效"
-    m_want = (moneyness or "atm").strip().lower()
-    m_got = classify_moneyness(opt_type=o, strike=k, index_px=s)
-    if m_want == "itm":
-        if not is_itm_or_atm(opt_type=o, strike=k, index_px=s):
-            return "所选须为实值或平值"
-    elif m_want == "atm":
-        # 平值:距指数在间隔内即可(不强制 classify==atm)
-        pass
-    elif m_want == "otm":
-        if m_got == "itm":
-            return "虚值模式不可选实值"
-        if not is_atm_or_otm(opt_type=o, strike=k, index_px=s):
-            return "虚值模式须选虚值或平值档"
-    else:
-        return "期权类型(实/平/虚)无效"
-
-    interval = float(_sf(strike_interval) or DEFAULT_STRIKE_INTERVAL)
-    if interval > 0 and abs(k - s) > interval + 1e-9:
-        return f"行权价偏离指数 {abs(k - s):.1f} > 间隔 {interval:.0f}"
-
-    min_h = float(_sf(min_hours) or DEFAULT_MIN_HOURS)
-    h = _sf(hours_to_expiry)
-    if min_h > 0 and h is not None and h < min_h:
-        return f"剩余到期约 {h:.1f}h,低于最短 {min_h:.0f}h"
-
-    a = _sf(ask)
-    min_lev = effective_min_opt_leverage(m_want if m_want != "atm" else m_got or "atm", min_opt_leverage)
-    if min_lev > 0 and a is not None and a > 0:
-        lev = s / a
-        if lev < min_lev:
-            return f"期权杠杆 S/ask≈{lev:.0f} 低于门槛 {min_lev:.0f}"
-    return None
-
-
-def validate_option_primary_watch(body: dict[str, Any]) -> Optional[str]:
-    """盯盘启动校验:只要参数,不要求已选具体合约."""
-    need = (
-        "direction",
-        "exchange_symbol",
-        "premium_budget",
-        "option_target_points",
-        "perp_target_points",
-        "option_perp_ratio",
-        "option_leverage",
-    )
-    for k in need:
-        if body.get(k) in (None, ""):
-            return f"缺少字段: {k}"
-    try:
-        if float(body["premium_budget"]) <= 0:
-            return "权利金须大于 0"
-        if float(body["option_target_points"]) <= 0 or float(body["perp_target_points"]) <= 0:
-            return "目标位点数须大于 0"
-        if float(body["option_perp_ratio"]) <= 0:
-            return "期权永续比例须大于 0"
-        if float(body["option_leverage"]) <= 0:
-            return "期权杠杆须大于 0"
-        lev_perp = _sf(body.get("leverage"))
-        if lev_perp is not None and lev_perp <= 0:
-            return "永续杠杆须大于 0"
-    except (TypeError, ValueError):
-        return "数值字段无效"
-    direction = str(body.get("direction") or "").strip().lower()
-    if direction not in ("long", "short"):
-        return "方向须为 long 或 short"
-    moneyness = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower()
-    if moneyness not in ("itm", "atm", "otm"):
-        return "期权类型(实/平/虚)无效"
-    return None
-
-
-def validate_option_primary_start(body: dict[str, Any]) -> Optional[str]:
-    need = (
-        "direction",
-        "contracts",
-        "opt_inst_id",
-        "sheets",
-        "exchange_symbol",
-        "premium_budget",
-        "option_target_points",
-        "perp_target_points",
-        "option_perp_ratio",
-    )
-    for k in need:
-        if body.get(k) in (None, ""):
-            return f"缺少字段: {k}"
-    try:
-        if float(body["contracts"]) <= 0 or float(body["sheets"]) <= 0:
-            return "张数必须大于 0"
-        if float(body["premium_budget"]) <= 0:
-            return "权利金须大于 0"
-        if float(body["option_target_points"]) <= 0 or float(body["perp_target_points"]) <= 0:
-            return "目标位点数须大于 0"
-        if float(body["option_perp_ratio"]) <= 0:
-            return "期权永续比例须大于 0"
-    except (TypeError, ValueError):
-        return "数值字段无效"
-    direction = str(body.get("direction") or "").strip().lower()
-    if direction not in ("long", "short"):
-        return "方向须为 long 或 short"
-    opt_type = str(body.get("opt_type") or "").strip().upper()
-    if not opt_type:
-        inst = str(body.get("opt_inst_id") or "")
-        if inst.upper().endswith("-P"):
-            opt_type = "P"
-        elif inst.upper().endswith("-C"):
-            opt_type = "C"
-    want = opt_type_for_view(direction)
-    if opt_type != want:
-        return f"以期权为主时做{'多' if direction == 'long' else '空'}须用 {'Call' if want == 'C' else 'Put'}"
-    moneyness = str(body.get("moneyness") or body.get("option_moneyness") or "otm").strip().lower()
-    from lib.hedge_plan.hedge_plan_moneyness_lib import parse_strike_from_inst
-
-    strike = body.get("strike")
-    if strike in (None, ""):
-        strike = parse_strike_from_inst(str(body.get("opt_inst_id") or ""))
-    index_px = body.get("index_px") or body.get("entry")
-    return validate_option_primary_moneyness(
-        opt_type=opt_type,
-        strike=strike,
-        index_px=index_px,
-        ask=body.get("ask"),
-        moneyness=moneyness,
-        strike_interval=body.get("strike_interval", DEFAULT_STRIKE_INTERVAL),
-        min_hours=body.get("min_option_hours", DEFAULT_MIN_HOURS),
-        hours_to_expiry=body.get("hours_to_expiry"),
-        min_opt_leverage=body.get("option_leverage") or body.get("min_opt_leverage"),
-    )
-
-
-def pick_option_primary_candidate(
-    chain: dict[str, Any],
-    *,
-    direction: str,
-    moneyness: str = "otm",
-    strike_interval: Any = DEFAULT_STRIKE_INTERVAL,
-    min_hours: Any = DEFAULT_MIN_HOURS,
-    min_opt_leverage: Any = None,
-) -> Optional[dict[str, Any]]:
-    """从期权链挑最近达标合约(间隔+虚实值+杠杆门)."""
-    from lib.hedge_plan.hedge_plan_moneyness_lib import classify_moneyness
-
-    want = opt_type_for_view(direction)
-    m_want = (moneyness or "otm").strip().lower()
-    interval = float(_sf(strike_interval) or DEFAULT_STRIKE_INTERVAL)
-    min_h = float(_sf(min_hours) or DEFAULT_MIN_HOURS)
-    try:
-        idx = float(chain.get("index_px") or 0)
-    except (TypeError, ValueError):
-        idx = 0.0
-    if idx <= 0:
-        return None
-
-    best: Optional[dict[str, Any]] = None
-    best_dist: Optional[float] = None
-    for exp in chain.get("expiries") or []:
-        h = hours_to_expiry_from_ms(exp.get("exp_time"))
-        if min_h > 0 and h is not None and h < min_h:
-            continue
-        for c in exp.get("contracts") or []:
-            if str(c.get("opt_type") or "").upper() != want:
-                continue
-            try:
-                k = float(c.get("strike") or 0)
-                ask = float(c.get("ask") or 0)
-            except (TypeError, ValueError):
-                continue
-            if k <= 0 or ask <= 0:
-                continue
-            if interval > 0 and abs(k - idx) > interval + 1e-9:
-                continue
-            m_got = classify_moneyness(opt_type=want, strike=k, index_px=idx)
-            if m_want == "itm" and m_got not in ("itm", "atm"):
-                continue
-            if m_want == "atm" and m_got != "atm":
-                continue
-            if m_want == "otm" and m_got == "itm":
-                continue
-            min_lev = effective_min_opt_leverage(m_want if m_want != "atm" else (m_got or "atm"), min_opt_leverage)
-            if min_lev > 0 and idx / ask < min_lev - 1e-9:
-                continue
-            dist = abs(k - idx)
-            if best is None or best_dist is None or dist < best_dist:
-                best = {
-                    **dict(c),
-                    "hours_to_expiry": h,
-                    "exp_time": exp.get("exp_time"),
-                    "moneyness": m_got,
-                    "index_px": idx,
-                    "leverage": round(idx / ask, 1),
-                }
-                best_dist = dist
-    return best
-
-
-def build_option_primary_preview(body: dict[str, Any]) -> dict[str, Any]:
-    """情景:期权目标 / 永续目标粗估净利."""
-    view = str(body.get("direction") or "long").lower()
-    strike = float(body["strike"])
-    n = float(body.get("option_target_points") or 0)
-    m = float(body.get("perp_target_points") or 0)
-    ask = float(body.get("ask") or 0)
-    sheets = float(body.get("sheets") or 0)
-    ct = float(body.get("ct_mult") or 0.01)
-    contracts = float(body.get("contracts") or 0)
-    cs = float(body.get("contract_size") or 0.01)
-    entry = float(body.get("entry") or body.get("index_px") or 0)
-    perp_dir = perp_direction_for_view(view)
-    # 粗估到点时期权卖价:按内在价值近似(下限 0)
-    def intrinsic(spot: float) -> float:
-        o = opt_type_for_view(view)
-        if o == "C":
-            return max(0.0, spot - strike)
-        return max(0.0, strike - spot)
-
-    scenarios = []
-    for label, pts, reason in (
-        ("期权目标", n, "opt_target_points"),
-        ("永续目标", m, "perp_target_points"),
-    ):
-        spot = strike + pts if view != "short" else strike - pts
-        bid_est = max(ask * 0.5, intrinsic(spot) * 0.85)  # 保守估价
-        net = estimate_combo_net_pnl(
-            view_side=view,
-            strike=strike,
-            index_px=spot,
-            ask_open=ask,
-            bid=bid_est,
-            sheets=sheets,
-            ct_mult=ct,
-            perp_direction=perp_dir,
-            perp_entry=entry,
-            perp_mark=spot,
-            contracts=contracts,
-            contract_size=cs,
-        )
-        scenarios.append(
-            {
-                "label": label,
-                "reason": reason,
-                "index": spot,
-                "perp_pnl": net["perp_net"],
-                "options_pnl": net["opt_net"],
-                "total": net["net"],
-                "note": "扣费净利估价;平仓费按买入费率",
-            }
-        )
-    premium = ask * sheets * ct
-    return {
-        "plan_type": "perp_options",
-        "option_primary": True,
-        "summary": {
-            "premium_paid": round(premium, 4),
-            "usable_premium": round(float(body.get("premium_budget") or 0) * PREMIUM_EXEC_FACTOR, 4),
-            "opt_target_total": scenarios[0]["total"] if scenarios else None,
-            "perp_target_total": scenarios[1]["total"] if len(scenarios) > 1 else None,
-            "perp_direction": perp_dir,
-            "opt_type": opt_type_for_view(view),
-        },
-        "scenarios": scenarios,
-    }

lib/hedge_plan/hedge_plan_settle_lib.py

@@ -1,217 +0,0 @@
-"""对冲计划结算辅助:到期内在价值与期权腿收口."""
-from __future__ import annotations
-
-import os
-import time
-from datetime import datetime
-from typing import Any, Callable, Optional
-from zoneinfo import ZoneInfo
-
-from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
-from lib.hedge_plan.hedge_plan_calc_lib import option_expiry_pnl
-
-_APP_TZ = ZoneInfo((os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip() or "Asia/Shanghai")
-
-
-def _sf(v: Any) -> Optional[float]:
-    try:
-        if v is None or v == "":
-            return None
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def leg_exp_ms(leg: dict[str, Any]) -> Optional[int]:
-    return normalize_option_exp_ms(leg.get("exp_time"), str(leg.get("inst_id") or ""))
-
-
-def leg_is_expired(leg: dict[str, Any], *, now_ms: Optional[int] = None) -> bool:
-    exp = leg_exp_ms(leg)
-    if exp is None:
-        return False
-    now = int(now_ms if now_ms is not None else time.time() * 1000)
-    return now >= int(exp)
-
-
-def settle_option_leg_at_spot(leg: dict[str, Any], spot: float) -> float:
-    """按到期结算口径估算腿盈亏(USDC)."""
-    premium = float(leg.get("premium") or 0)
-    strike = _sf(leg.get("strike"))
-    if strike is None:
-        return -premium
-    sheets = float(leg.get("size") or 1)
-    # ct_mult 未入库时默认 0.01
-    ct = float(leg.get("ct_mult") or 0.01)
-    return float(
-        option_expiry_pnl(
-            opt_type=str(leg.get("opt_type") or "P"),
-            strike=float(strike),
-            spot=float(spot),
-            sheets=sheets,
-            ct_mult=ct,
-            premium_paid=premium,
-        )
-    )
-
-
-def all_option_legs_expired(legs: list[dict[str, Any]], *, now_ms: Optional[int] = None) -> bool:
-    opts = [
-        x
-        for x in legs
-        if str(x.get("leg_role") or "").startswith("option")
-        and str(x.get("status") or "") in ("open", "hold_to_expiry")
-    ]
-    if not opts:
-        return False
-    return all(leg_is_expired(x, now_ms=now_ms) for x in opts)
-
-
-def _parse_opened_ms(raw: Any) -> Optional[int]:
-    """墙钟开仓时间 → UTC ms.库内时间为业务时区(默认 Asia/Shanghai),不可当 UTC."""
-    if raw is None or raw == "":
-        return None
-    s = str(raw).strip()
-    if not s:
-        return None
-    for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M:%f", 26), ("%Y-%m-%d %H:%M", 16)):
-        try:
-            dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=_APP_TZ)
-            return int(dt.timestamp() * 1000)
-        except ValueError:
-            continue
-    return None
-
-
-def resolve_option_leg_realized_pnl(
-    *,
-    ex: Any = None,
-    leg: dict[str, Any],
-    fallback: Optional[float] = None,
-    fetch_history_fn: Optional[Callable[[str], list[dict[str, Any]]]] = None,
-    hist_rows: Optional[list[dict[str, Any]]] = None,
-) -> tuple[Optional[float], str]:
-    """
-    期权腿已实现盈亏:优先 OKX positions-history realizedPnl.
-    返回 (pnl, source) source=exchange|fallback|none.
-    """
-    inst_id = str(leg.get("inst_id") or "").strip()
-    open_ms = _parse_opened_ms(leg.get("opened_at"))
-    rows = hist_rows
-    if rows is None and inst_id:
-        try:
-            if callable(fetch_history_fn):
-                rows = fetch_history_fn(inst_id)
-            elif ex is not None:
-                from lib.exchange.okx_options_lib import fetch_option_position_history
-
-                rows = fetch_option_position_history(ex, inst_id)
-        except Exception:
-            rows = None
-    if rows:
-        close_ms = _parse_opened_ms(leg.get("closed_at"))
-        sheets = _sf(leg.get("size")) or _sf(leg.get("sheets"))
-        info = resolve_option_close_from_history(
-            rows, open_ms=open_ms, close_ms=close_ms, sheets=sheets
-        )
-        pnl = _sf((info or {}).get("realized_pnl")) if info else None
-        if pnl is not None:
-            return round(float(pnl), 4), "exchange"
-    if fallback is not None:
-        return round(float(fallback), 4), "fallback"
-    return None, "none"
-
-
-def backfill_hedge_option_legs_realized_pnl(
-    conn: Any,
-    hist_rows: list[dict[str, Any]],
-    *,
-    update_plan_fn: Optional[Callable[..., Any]] = None,
-) -> dict[str, int]:
-    """用交易所历史覆盖已平期权腿盈亏,并重算已结束计划合计."""
-    from lib.hedge_plan.hedge_plan_db import get_plan, get_plan_legs, update_plan
-
-    by_inst: dict[str, list[dict[str, Any]]] = {}
-    for raw in hist_rows or []:
-        if not isinstance(raw, dict):
-            continue
-        inst = str(raw.get("instId") or "").strip()
-        if inst:
-            by_inst.setdefault(inst, []).append(raw)
-
-    legs = conn.execute(
-        """
-        SELECT * FROM hedge_plan_legs
-        WHERE status = 'closed'
-          AND inst_id IS NOT NULL AND TRIM(inst_id) != ''
-          AND (leg_role LIKE 'option%' OR opt_type IS NOT NULL)
-        ORDER BY id DESC
-        LIMIT 400
-        """
-    ).fetchall()
-    updated_legs = 0
-    touched_plans: set[int] = set()
-    for row in legs:
-        leg = dict(row)
-        inst = str(leg.get("inst_id") or "").strip()
-        if not inst or inst not in by_inst:
-            continue
-        pnl, src = resolve_option_leg_realized_pnl(
-            leg=leg,
-            hist_rows=by_inst[inst],
-            fallback=None,
-        )
-        if src != "exchange" or pnl is None:
-            continue
-        local = _sf(leg.get("realized_pnl"))
-        if local is not None and abs(local - pnl) < 1e-6:
-            continue
-        conn.execute(
-            "UPDATE hedge_plan_legs SET realized_pnl=? WHERE id=?",
-            (pnl, int(leg["id"])),
-        )
-        updated_legs += 1
-        touched_plans.add(int(leg["plan_id"]))
-
-    updated_plans = 0
-    updater = update_plan_fn or update_plan
-    for pid in touched_plans:
-        plan = get_plan(conn, pid)
-        if not plan or str(plan.get("status") or "") != "closed":
-            continue
-        plan_legs = get_plan_legs(conn, pid)
-        opt_sum = 0.0
-        for lg in plan_legs:
-            role = str(lg.get("leg_role") or "")
-            if not (role.startswith("option") or lg.get("opt_type")):
-                continue
-            if str(lg.get("status") or "") != "closed":
-                continue
-            opt_sum += float(_sf(lg.get("realized_pnl")) or 0.0)
-        perp = float(_sf(plan.get("realized_pnl_perp")) or 0.0)
-        ptype = str(plan.get("plan_type") or "")
-        if ptype == "options_options":
-            total = opt_sum
-            kwargs: dict[str, Any] = {
-                "realized_pnl_options": round(opt_sum, 4),
-                "realized_pnl_total": round(total, 4),
-            }
-        else:
-            total = perp + opt_sum
-            kwargs = {
-                "realized_pnl_perp": round(perp, 4),
-                "realized_pnl_options": round(opt_sum, 4),
-                "realized_pnl_total": round(total, 4),
-            }
-        old_total = _sf(plan.get("realized_pnl_total"))
-        old_opts = _sf(plan.get("realized_pnl_options"))
-        if (
-            old_total is not None
-            and abs(old_total - total) < 1e-6
-            and old_opts is not None
-            and abs(old_opts - opt_sum) < 1e-6
-        ):
-            continue
-        updater(conn, pid, **kwargs)
-        updated_plans += 1
-    return {"legs": updated_legs, "plans": updated_plans}

lib/hedge_plan/okx_trade_mode_lib.py

@@ -1,96 +0,0 @@
-"""OKX 期权/对冲模式(env: OKX_TRADE_MODE).
-
-options         → 仅单独期权(隐藏对冲导航与对冲 env 配置)
-options_options → 仅期期对冲(不可单独开期权)
-perp_options    → 永期对冲(含合约腿);产品 UI 已隐藏,仅兼容旧 .env / 历史计划
-"""
-from __future__ import annotations
-
-import os
-from typing import Optional
-
-MODE_OPTIONS = "options"
-MODE_PERP = "perp_options"
-MODE_OO = "options_options"
-VALID_MODES = frozenset({MODE_OPTIONS, MODE_PERP, MODE_OO})
-# 配置页可选模式(不含永期)
-UI_MODES = frozenset({MODE_OPTIONS, MODE_OO})
-
-_ALIASES = {
-    "option": MODE_OPTIONS,
-    "standalone": MODE_OPTIONS,
-    "期权": MODE_OPTIONS,
-    "单独期权": MODE_OPTIONS,
-    "po": MODE_PERP,
-    "perp": MODE_PERP,
-    "永期": MODE_PERP,
-    "永期对冲": MODE_PERP,
-    "oo": MODE_OO,
-    "期期": MODE_OO,
-    "期期对冲": MODE_OO,
-}
-
-
-def _env_bool(name: str, default: bool = False) -> bool:
-    raw = os.getenv(name)
-    if raw is None or str(raw).strip() == "":
-        return default
-    return str(raw).strip().lower() in ("1", "true", "yes", "on")
-
-
-def normalize_okx_trade_mode(raw: Optional[str]) -> str:
-    s = str(raw or "").strip().lower()
-    if s in VALID_MODES:
-        return s
-    if s in _ALIASES:
-        return _ALIASES[s]
-    return ""
-
-
-def legacy_infer_okx_trade_mode() -> str:
-    """未配置 OKX_TRADE_MODE 时默认单独期权(对冲关闭).
-
-    旧 HEDGE_PLAN_* 开关不再自动打开对冲,避免误开;需显式设 OKX_TRADE_MODE=options_options.
-    """
-    return MODE_OPTIONS
-
-
-def get_okx_trade_mode() -> str:
-    m = normalize_okx_trade_mode(os.getenv("OKX_TRADE_MODE"))
-    if m:
-        return m
-    return legacy_infer_okx_trade_mode()
-
-
-def hedge_module_enabled() -> bool:
-    return get_okx_trade_mode() in (MODE_PERP, MODE_OO)
-
-
-def show_perp_options() -> bool:
-    return get_okx_trade_mode() == MODE_PERP
-
-
-def show_options_options() -> bool:
-    return get_okx_trade_mode() == MODE_OO
-
-
-def standalone_options_open_allowed() -> bool:
-    return get_okx_trade_mode() == MODE_OPTIONS
-
-
-def mode_label(mode: Optional[str] = None) -> str:
-    m = mode or get_okx_trade_mode()
-    return {
-        MODE_OPTIONS: "单独期权",
-        MODE_PERP: "永期对冲",
-        MODE_OO: "期期对冲",
-    }.get(m, m or "—")
-
-
-def block_standalone_open_by_mode_msg() -> Optional[str]:
-    if standalone_options_open_allowed():
-        return None
-    return (
-        f"当前交易模式为「{mode_label()}」,不可单独开期权;"
-        "请在 env「交易模式」切换为「单独期权」"
-    )

lib/hedge_plan/templates/hedge_plan_panel.html

@@ -1,408 +0,0 @@
-<div class="hedge-plan-page-wrap" style="grid-column:1/-1" id="hedge-plan-root"
-     data-default-underly="{{ options_default_underly | default('ETH') }}"
-     data-hedge-enabled="{{ '1' if hedge_plan_enabled else '0' }}"
-     data-options-enabled="{{ '1' if options_enabled else '0' }}"
-     data-show-perp="{{ '1' if hedge_plan_show_perp_options else '0' }}"
-     data-show-oo="{{ '1' if hedge_plan_show_options_options else '0' }}"
-     data-oo-close-mode-enabled="{{ '1' if hedge_plan_oo_close_mode_enabled else '0' }}"
-     data-option-primary="{{ '1' if hedge_plan_option_primary|default(true) else '0' }}"
-     data-budget-buffer="{{ hedge_plan_budget_buffer | default(0.95) }}"
-     data-sizing-mode="{{ position_sizing_mode | default('risk') }}"
-     data-is-full-margin="{{ '1' if position_sizing_mode == 'full_margin' else '0' }}">
-  {% if not hedge_plan_enabled %}
-  <div class="flash" style="margin-bottom:12px">对冲计划未启用:请在 <code>env配置 → 对冲计划</code> 打开 <code>HEDGE_PLAN_ENABLED</code>(可热更).</div>
-  {% endif %}
-  {% if not options_enabled %}
-  <div class="flash" style="margin-bottom:12px">期权模块未启用,无法拉期权链.请先配置期权账户.</div>
-  {% endif %}
-  {% if hedge_plan_enabled and not hedge_plan_show_perp_options and not hedge_plan_show_options_options %}
-  <div class="flash" style="margin-bottom:12px">永期与期期 Tab 均已隐藏:请在 env「期权/对冲模式」切换交易模式;进行中/历史仍可查看.</div>
-  {% endif %}
-
-  <div class="card hp-head-card">
-    <div class="hp-head-row">
-      <h2 class="hp-title">对冲计划 <span class="muted hp-title-sub">测算 · 下单</span>
-        <a class="muted" href="/options/guide" target="_blank" rel="noopener" style="font-size:13px;font-weight:500;margin-left:8px">期权开平仓与监控说明</a>
-      </h2>
-      <button type="button" class="btn-secondary" id="hp-refresh" title="刷新永续行情与期权链">刷新行情</button>
-    </div>
-    <div class="hp-tabs" role="tablist" aria-label="对冲计划分类">
-      {% if hedge_plan_show_perp_options %}
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="perp_options">永期对冲</button>
-      {% endif %}
-      {% if hedge_plan_show_options_options %}
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="options_options">期期对冲</button>
-      {% endif %}
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="active">进行中的计划</button>
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="history">历史记录</button>
-      <button type="button" class="hp-tab" role="tab" aria-selected="false" data-tab="stats">统计分析</button>
-    </div>
-    <p class="muted" id="hp-gate-line"></p>
-    <p class="muted hp-acct-hint" id="hp-acct-hint">永续腿→合约账户 · 期权腿→期权账户</p>
-  </div>
-
-  <div id="hp-tab-perp_options" class="hp-tab-panel" role="tabpanel">
-    <div class="options-dual-grid" id="hp-po-layout">
-      <div class="card hp-po-perp-card">
-        <h2>
-          <span id="hp-po-mode-badge" class="hp-po-mode-badge">以期权为主</span>
-          <span id="hp-po-card-title">执行参数</span>
-          · <span id="hp-perp-uly-label">ETH</span>
-          <span class="muted hp-acct-tag" id="hp-perp-acct-tag">合约账户</span>
-        </h2>
-        <details class="tip-collapse hp-rule-collapse">
-          <summary class="tip-collapse-summary">规则说明</summary>
-          <div class="tip-collapse-body rule-tip">
-            <p><strong>账户</strong>：永续腿走<strong>合约账户</strong>(USDT);期权腿走<strong>期权账户</strong>(USDC)。两账户分开下单、资金不互通。</p>
-            <p><strong>模式</strong>：在 env <code>HEDGE_PLAN_OPTION_PRIMARY</code> 切换(true=以期权为主 / false=保险模式);标题前标识当前模式。</p>
-            <p><strong>保险模式</strong>：做多配 Put、做空配 Call;左填开仓/止盈止损;仅实值/平值;交易所 TP/SL 出场。</p>
-            <p><strong>以期权为主</strong>：填参后点「策略启动」进入<strong>盯盘</strong>(非现场开仓);杠杆/间隔达标后自动先开期权再市价永续。右侧列表仅展示达标候选。</p>
-          </div>
-        </details>
-        <div class="form-row hp-uly-row">
-          <button type="button" class="btn-secondary hp-uly-btn active" data-uly="ETH">ETH</button>
-          <button type="button" class="btn-secondary hp-uly-btn" data-uly="BTC">BTC</button>
-        </div>
-        <div class="hp-po-top">
-          <div class="hp-oo-seg hp-po-dir-seg" role="group" aria-label="方向">
-            <button type="button" class="btn-secondary hp-po-dir is-selected" data-dir="long" title="做多=买Call+永续空"><span class="hp-oo-check" aria-hidden="true">✓</span>做多</button>
-            <button type="button" class="btn-secondary hp-po-dir" data-dir="short" title="做空=买Put+永续多"><span class="hp-oo-check" aria-hidden="true">✓</span>做空</button>
-          </div>
-        </div>
-        <div class="hp-po-fields hidden" id="hp-po-fields-insurance" hidden>
-          <label class="hp-po-field">
-            <span class="hp-po-field-lab">开仓价 <em>USDT</em></span>
-            <input type="number" step="any" id="hp-entry" placeholder="入场价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-          </label>
-          <label class="hp-po-field">
-            <span class="hp-po-field-lab">张数 <em>合约张</em></span>
-            <input type="number" step="any" id="hp-contracts" placeholder="数量" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-          </label>
-          <label class="hp-po-field hp-po-field--tp">
-            <span class="hp-po-field-lab">止盈 <em>USDT</em></span>
-            <input type="number" step="any" id="hp-tp" placeholder="目标价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-          </label>
-          <label class="hp-po-field hp-po-field--sl">
-            <span class="hp-po-field-lab">止损 <em>USDT</em></span>
-            <input type="number" step="any" id="hp-sl" placeholder="保护价" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-          </label>
-        </div>
-        <div id="hp-po-fields-option-primary">
-          <section class="hp-po-section" aria-labelledby="hp-po-sec-capital">
-            <h3 id="hp-po-sec-capital" class="hp-po-section-title">资金与杠杆配置</h3>
-            <div class="hp-po-fields hp-po-fields--section hp-po-fields--capital">
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">权利金 <em>USDC</em></span>
-                <input type="number" step="any" id="hp-premium-budget" placeholder="预算(执行×0.95)" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">永续杠杆</span>
-                <input type="number" step="1" id="hp-perp-leverage" value="100" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">期权杠杆 <em>启动校验</em></span>
-                <input type="number" step="1" id="hp-opt-leverage" value="100" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-            </div>
-          </section>
-          <section class="hp-po-section" aria-labelledby="hp-po-sec-select">
-            <h3 id="hp-po-sec-select" class="hp-po-section-title">选约条件</h3>
-            <div class="hp-po-fields hp-po-fields--section hp-po-fields--select">
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">到期时间 <em>最短h</em></span>
-                <input type="number" step="1" id="hp-min-hours" value="36" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">期权间隔 <em>点</em></span>
-                <input type="number" step="any" id="hp-strike-interval" value="15" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field hp-po-field--type">
-                <span class="hp-po-field-lab">类型</span>
-                <select id="hp-money-select" aria-label="虚实值类型">
-                  <option value="otm" selected>虚值</option>
-                  <option value="itm">实值/平值</option>
-                  <option value="atm">仅平值</option>
-                </select>
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">比例 <em>期权:永续</em></span>
-                <input type="number" step="any" id="hp-opt-perp-ratio" value="2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-            </div>
-          </section>
-          <section class="hp-po-section" aria-labelledby="hp-po-sec-exit">
-            <h3 id="hp-po-sec-exit" class="hp-po-section-title">出场条件</h3>
-            <div class="hp-po-fields hp-po-fields--section">
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">期权目标位 <em>相对K</em></span>
-                <input type="number" step="any" id="hp-opt-target-pts" placeholder="点数" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-              <label class="hp-po-field">
-                <span class="hp-po-field-lab">永续目标位 <em>相对K</em></span>
-                <input type="number" step="any" id="hp-perp-target-pts" placeholder="点数" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-              </label>
-            </div>
-          </section>
-        </div>
-        <div class="hp-po-summary">
-          <div id="hp-perp-pnl-line" class="hp-po-pnl"></div>
-          <div id="hp-sizing-line" class="muted hp-po-sizing"></div>
-        </div>
-      </div>
-      <div class="card hp-po-right-card">
-        <div class="hp-po-right-stack">
-          <div class="hp-po-inner-card hp-po-perp-quote-card">
-            <h2>永续行情 <span class="muted hp-acct-tag">合约账户</span></h2>
-            <div class="hp-po-quote-head">
-              <span id="hp-po-mark" class="hp-po-mark" aria-live="polite">标记 —</span>
-            </div>
-            <p id="hp-perp-quote" class="muted hp-po-meta">加载中…</p>
-            <p id="hp-po-perp-quote-right" class="muted hp-po-meta" hidden></p>
-          </div>
-          <div class="hp-po-inner-card hp-opt-card">
-            <h2>期权 · <span id="hp-opt-type-label">Call</span> <span class="muted hp-acct-tag" id="hp-opt-acct-tag">期权账户</span></h2>
-            <div class="form-row hp-opt-toolbar hp-po-opt-toolbar">
-              <select id="hp-exp-select"><option value="">选择到期日</option></select>
-              <span class="hp-po-ins-money" id="hp-po-ins-money" hidden>
-                <button type="button" class="btn-secondary hp-money-btn active" data-money="itm" title="实值+平值">实值/平值</button>
-                <button type="button" class="btn-secondary hp-money-btn" data-money="atm" title="仅平值">仅平值</button>
-              </span>
-              <button type="button" class="btn-secondary" id="hp-recommend-opt" title="按当前类型自动匹配最近合约">自动匹配</button>
-              <button type="button" class="btn-secondary" id="hp-load-chain">刷新链</button>
-              <span id="hp-index-line" class="hp-po-index" aria-live="polite">指数 —</span>
-            </div>
-            <div class="options-strike-table-wrap hp-strike-table-wrap--6">
-              <table class="options-strike-table" id="hp-strike-table">
-                <thead>
-                  <tr>
-                    <th>行权价</th>
-                    <th>实虚值</th>
-                    <th title="指数÷卖一">杠杆</th>
-                    <th>卖一/张</th>
-                    <th>买一/张</th>
-                    <th>操作</th>
-                  </tr>
-                </thead>
-                <tbody id="hp-strike-tbody">
-                  <tr><td colspan="6" class="muted">请刷新期权链</td></tr>
-                </tbody>
-              </table>
-            </div>
-            <div class="form-row hp-pick-row">
-              <label>已选 <code id="hp-sel-inst">—</code></label>
-              <label>张数 <span class="hp-unit">期权张</span> <input type="number" step="1" min="1" id="hp-sheets" value="1" autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
-              <span class="muted" id="hp-premium-line"></span>
-            </div>
-            <div id="hp-opt-bal-line" class="muted hp-po-meta hp-opt-bal-line"></div>
-          </div>
-        </div>
-        <div class="form-row hp-action-row hp-po-action-row">
-          <span id="hp-po-strategy-status" class="hp-po-strategy-status" aria-live="polite"></span>
-          <button type="button" class="primary" id="hp-preview-btn" title="以期权为主=盯盘启动">策略启动</button>
-        </div>
-      </div>
-    </div>
-  </div>
-
-  <div id="hp-tab-options_options" class="hp-tab-panel hidden" role="tabpanel" hidden>
-    <div class="options-dual-grid" id="hp-oo-layout">
-      <div class="card">
-        <h2>期期参数 · <span id="hp-oo-uly-label">ETH</span> <span class="muted hp-acct-tag">期权账户</span></h2>
-        <details class="tip-collapse hp-rule-collapse">
-          <summary class="tip-collapse-summary">规则说明</summary>
-          <div class="tip-collapse-body rule-tip">
-            <p><strong>账户</strong>：两腿都在<strong>期权账户</strong>。可用预算 = min(交易 USDC × 对冲缓冲 <strong id="hp-oo-buf-ratio">{{ '%.2f'|format(hedge_plan_budget_buffer|default(0.95)|float) }}</strong>, 单笔预算);可在 env「对冲预算缓冲比例」改。</p>
-            <p><strong>下单</strong>：选 Call + Put 后「计算」再「启动」。启动会再拉卖一并按最新价重算张数,IOC 完全成交才算成功;资金不足可在右侧划转。</p>
-            <p><strong>板块</strong>：左填<strong>盈亏比</strong>(盈利金额÷总权利金,默认2)与张数模式(同张数/做多/做空);右 T 型选腿。<strong>两腿仅允许平值或虚值</strong>(禁实值)。出场:盈利腿达盈亏比即平;亏损腿「残值平」=本合约权利金跌至20%且有买一时平,「到期平」=持有至到期。</p>
-          </div>
-        </details>
-        <div class="form-row hp-uly-row">
-          <button type="button" class="btn-secondary hp-uly-btn-oo active" data-uly="ETH">ETH</button>
-          <button type="button" class="btn-secondary hp-uly-btn-oo" data-uly="BTC">BTC</button>
-        </div>
-        <div class="form-row hp-target-row hp-oo-target-row">
-          <label title="盈利金额 / 总权利金">盈亏比 <input type="number" step="0.1" min="0.1" id="hp-profit-rr" value="2" placeholder="默认2" autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-form-type="other" /></label>
-          <span id="hp-oo-index" class="hp-oo-index" aria-live="polite">指数 —</span>
-        </div>
-        <div class="hp-oo-controls">
-          <div class="hp-oo-ctrl">
-            <span class="hp-oo-ctrl-lab">张数</span>
-            <div class="hp-oo-seg" role="group" aria-label="自动张数">
-              <button type="button" class="btn-secondary hp-oo-size-mode is-selected" data-oo-size="same_sheets" title="两腿同张数,总权利金≤预算"><span class="hp-oo-check" aria-hidden="true">✓</span>同张数</button>
-              <button type="button" class="btn-secondary hp-oo-size-mode" data-oo-size="long_bias" title="偏多:Call 占比更高(比例见 env)"><span class="hp-oo-check" aria-hidden="true">✓</span>做多</button>
-              <button type="button" class="btn-secondary hp-oo-size-mode" data-oo-size="short_bias" title="偏空:Put 占比更高(比例见 env)"><span class="hp-oo-check" aria-hidden="true">✓</span>做空</button>
-            </div>
-          </div>
-          <div class="hp-oo-ctrl" id="hp-oo-close-mode-row">
-            <span class="hp-oo-ctrl-lab" title="仅控制盈利腿平掉后的另一腿">平仓</span>
-            <div class="hp-oo-seg" role="group" aria-label="平仓模式">
-              <button type="button" class="btn-secondary hp-oo-close-mode is-selected" data-oo-close="close_all" title="盈利腿平后:亏损腿本合约权利金跌至20%且有买一时平掉(失败重试)"><span class="hp-oo-check" aria-hidden="true">✓</span>残值平</button>
-              <button type="button" class="btn-secondary hp-oo-close-mode" data-oo-close="hold_expiry" title="盈利腿平后另一腿持有至到期"><span class="hp-oo-check" aria-hidden="true">✓</span>到期平</button>
-            </div>
-          </div>
-        </div>
-        <p class="muted hp-oo-meta" id="hp-oo-budget-line"></p>
-        <div id="hp-oo-legs" class="hp-oo-legs">
-          <div class="hp-oo-leg-row" data-leg="a">
-            <div class="muted" id="hp-oo-leg-a-info">腿A: 尚未选用</div>
-            <label>张数 <span class="hp-unit">期权张</span>
-              <input type="number" step="1" min="0" id="hp-oo-sheets-a" value="1" disabled autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-            </label>
-          </div>
-          <div class="hp-oo-leg-row" data-leg="b">
-            <div class="muted" id="hp-oo-leg-b-info">腿B: 尚未选用</div>
-            <label>张数 <span class="hp-unit">期权张</span>
-              <input type="number" step="1" min="0" id="hp-oo-sheets-b" value="1" disabled autocomplete="off" inputmode="numeric" data-lpignore="true" data-1p-ignore="true" data-form-type="other" />
-            </label>
-          </div>
-          <p class="muted" id="hp-oo-prem-line"></p>
-        </div>
-      </div>
-      <div class="card hp-opt-card">
-        <h2>期权 T 型报价</h2>
-        <div class="form-row">
-          <select id="hp-oo-exp-select"><option value="">选择到期日</option></select>
-          <button type="button" class="btn-secondary hp-oo-money-btn is-selected active" data-oo-money="atm_otm" title="平值+虚值" aria-pressed="true"><span class="hp-oo-check" aria-hidden="true">✓</span>平/虚</button>
-          <button type="button" class="btn-secondary hp-oo-money-btn" data-oo-money="atm" title="仅平值" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>仅平值</button>
-          <button type="button" class="btn-secondary hp-oo-money-btn" data-oo-money="otm" title="仅虚值" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>仅虚值</button>
-          <button type="button" class="btn-secondary hp-oo-recommend-btn" id="hp-oo-recommend-atm" data-oo-rec="atm_straddle" title="最近平值 Call+Put" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>推荐跨式</button>
-          <button type="button" class="btn-secondary hp-oo-recommend-btn" id="hp-oo-recommend-otm" data-oo-rec="double_otm" title="最近虚值 Call+Put" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>推荐双虚</button>
-          <button type="button" class="btn-secondary" id="hp-oo-load-chain">刷新链</button>
-          <button type="button" class="btn-secondary hp-oo-expand-btn" id="hp-oo-expand-all" title="展开该到期全部平值/虚值行权价;若当前为「仅平值」会自动切到「平/虚」" aria-pressed="false"><span class="hp-oo-check" aria-hidden="true">✓</span>显示全部</button>
-        </div>
-        <div class="options-strike-table-wrap hp-oo-table-wrap" id="hp-oo-table-wrap">
-          <table class="options-strike-table options-strike-table--t" id="hp-oo-table">
-            <thead>
-              <tr>
-                <th colspan="4" class="opt-t-head-call">Call</th>
-                <th class="opt-t-head-mid">行权</th>
-                <th colspan="4" class="opt-t-head-put">Put</th>
-              </tr>
-              <tr>
-                <th>卖一/张</th><th title="行权价÷卖一">杠杆</th><th>实虚值</th><th>选用</th>
-                <th>K</th>
-                <th>实虚值</th><th>卖一/张</th><th title="行权价÷卖一">杠杆</th><th>选用</th>
-              </tr>
-            </thead>
-            <tbody id="hp-oo-tbody">
-              <tr><td colspan="9" class="muted">请刷新期权链</td></tr>
-            </tbody>
-          </table>
-        </div>
-        <div class="hp-oo-transfer hp-oo-transfer--compact" id="hp-oo-transfer">
-          <div class="hp-oo-transfer-bals muted">
-            <span>资金 <strong id="hp-oo-funding-usdc">—</strong></span>
-            <span class="hp-oo-transfer-sep">·</span>
-            <span>交易 <strong id="hp-oo-trading-usdc">—</strong></span>
-            <span class="hp-oo-transfer-unit">USDC</span>
-            <span class="muted" id="hp-oo-xfer-msg"></span>
-          </div>
-          <div class="form-row hp-oo-transfer-form" autocomplete="off">
-            {# 诱饵账号框:避免浏览器把划转数量当成登录用户名填 dekun #}
-            <input type="text" name="username" autocomplete="username" tabindex="-1" aria-hidden="true"
-                   style="position:absolute;left:-9999px;width:1px;height:1px;opacity:0" value="">
-            <select id="hp-oo-xfer-dir" aria-label="划转方向" autocomplete="off">
-              <option value="funding_to_trading" selected>资金 → 交易</option>
-              <option value="trading_to_funding">交易 → 资金</option>
-            </select>
-            <input type="number" id="hp-oo-xfer-amount" name="cm_hp_xfer_amt" min="0.01" step="0.01" placeholder="数量"
-                   autocomplete="off" inputmode="decimal" data-lpignore="true" data-1p-ignore="true" data-bwignore="true" data-form-type="other" readonly />
-            <button type="button" class="btn-secondary btn-sm" id="hp-oo-xfer-all">全部</button>
-            <button type="button" class="btn-primary btn-sm" id="hp-oo-xfer-btn">划转</button>
-          </div>
-        </div>
-        <div class="form-row hp-action-row">
-          <button type="button" class="primary" id="hp-preview-btn-oo">计算</button>
-        </div>
-      </div>
-    </div>
-  </div>
-
-  <div id="hp-tab-active" class="hp-tab-panel hidden" role="tabpanel" hidden>
-    <div class="card">
-      <h2>进行中的计划</h2>
-      <p class="muted">仅显示已启动但尚未结束的计划；可查看每条腿的当前记录状态。</p>
-      <div class="options-strike-table-wrap">
-        <table class="options-strike-table hp-history-table">
-          <thead>
-            <tr>
-              <th>ID</th><th>类型</th><th>标的</th><th>合约</th><th>状态</th><th>目标/止盈止损</th><th>开仓</th><th>操作</th>
-            </tr>
-          </thead>
-          <tbody id="hp-active-tbody">
-            <tr><td colspan="8" class="muted">加载中…</td></tr>
-          </tbody>
-        </table>
-      </div>
-    </div>
-  </div>
-
-  <div id="hp-tab-history" class="hp-tab-panel hidden" role="tabpanel" hidden>
-    <div class="card">
-      <h2>历史记录</h2>
-      <p class="muted">独立对冲计划历史(与普通交易记录分离)。点「成交细节」查看合约名与成交字段。</p>
-      <div class="options-strike-table-wrap">
-        <table class="options-strike-table hp-history-table">
-          <thead>
-            <tr>
-              <th>ID</th><th>类型</th><th>标的</th><th>合约</th><th>状态</th><th>合计≈U</th><th>原因</th><th>开仓</th><th>结束</th><th>操作</th>
-            </tr>
-          </thead>
-          <tbody id="hp-history-tbody">
-            <tr><td colspan="10" class="muted">加载中…</td></tr>
-          </tbody>
-        </table>
-      </div>
-    </div>
-  </div>
-
-  <div id="hp-tab-stats" class="hp-tab-panel hidden" role="tabpanel" hidden>
-    <div class="card">
-      <h2>统计分析</h2>
-      <p class="muted">按永期 / 期期分别统计:胜率、盈亏比、最大盈利、最大亏损、最大回撤(按结束时间累积)</p>
-      <div id="hp-stats-box" class="muted">加载中…</div>
-    </div>
-  </div>
-
-  <div id="hp-detail-modal" class="hp-modal-backdrop" hidden>
-    <div class="hp-modal" role="dialog" aria-modal="true" aria-labelledby="hp-detail-title">
-      <div class="hp-modal-head">
-        <h3 id="hp-detail-title">成交细节</h3>
-        <button type="button" class="btn-secondary" id="hp-detail-close">关闭</button>
-      </div>
-      <div id="hp-detail-body" class="hp-modal-body muted">加载中…</div>
-    </div>
-  </div>
-
-  <div id="hp-preview-modal" class="hp-modal-backdrop" hidden>
-    <div class="hp-modal hp-preview-modal" role="dialog" aria-modal="true" aria-labelledby="hp-preview-title">
-      <div class="hp-modal-head">
-        <h3 id="hp-preview-title">情景测算</h3>
-        <button type="button" class="btn-secondary" id="hp-preview-cancel-x" aria-label="关闭">关闭</button>
-      </div>
-      <div id="hp-preview-summary" class="muted hp-preview-summary"></div>
-      <div class="options-strike-table-wrap">
-        <table class="options-strike-table" id="hp-result-table">
-          <thead>
-            <tr>
-              <th>情景</th>
-              <th>现货价</th>
-              <th id="hp-preview-mid-th">永续/腿盈亏</th>
-              <th>期权盈亏</th>
-              <th>合计≈U</th>
-              <th>说明</th>
-            </tr>
-          </thead>
-          <tbody id="hp-result-tbody">
-            <tr><td colspan="6" class="muted">计算中…</td></tr>
-          </tbody>
-        </table>
-      </div>
-      <div class="form-row hp-preview-actions">
-        <button type="button" class="btn-secondary" id="hp-preview-cancel">取消</button>
-        <button type="button" class="primary" id="hp-preview-start" disabled title="需开启 HEDGE_PLAN_LIVE_ORDER 等门禁">启动计划</button>
-      </div>
-    </div>
-  </div>
-</div>
-<script src="/static/hedge_plan.js?v=46"></script>

lib/instance/instance_display_prefs_lib.py

@@ -1,144 +1,144 @@
-"""实例顶栏 / 系统设置区块显示开关(存 SQLite,即时生效)."""
-from __future__ import annotations
-
-from typing import Any, Callable, Optional
-
-from lib.instance.runtime_settings_lib import runtime_get_prefix, runtime_set_many, with_db
-
-DISPLAY_RUNTIME_PREFIX = "display."
-
-DEFAULT_INSTANCE_DISPLAY: dict[str, bool] = {
-    "show_nav_dashboard": False,
-    "show_nav_account_ledger": False,
-    "show_nav_key_monitor": True,
-    "show_nav_trade": False,  # 实盘下单界面已移除
-    "show_nav_strategy": False,
-    "show_nav_strategy_records": False,
-    "show_nav_records": False,  # 永续交易记录与复盘已移除
-    "show_nav_stats": False,
-    "show_nav_risk_policy": True,
-    "show_nav_system_guide": False,
-    "show_nav_env_config": True,
-    "show_nav_options": True,
-    "show_nav_options_review": True,
-    "show_nav_hedge_plan": True,
-    "show_settings_transfer": False,  # 永续资金划转默认隐藏
-    "show_settings_export": True,
-    "show_settings_password": True,
-    "show_settings_options_swap": True,
-    "show_settings_options_transfer": True,
-}
-
-DISPLAY_LABELS: dict[str, str] = {
-    "show_nav_dashboard": "数据看板",
-    "show_nav_account_ledger": "账户流水",
-    "show_nav_key_monitor": "关键位监控",
-    "show_nav_trade": "实盘下单",
-    "show_nav_strategy": "策略交易",
-    "show_nav_strategy_records": "策略交易记录",
-    "show_nav_records": "交易记录与复盘",
-    "show_nav_stats": "统计分析",
-    "show_nav_risk_policy": "风控说明",
-    "show_nav_system_guide": "系统说明",
-    "show_nav_env_config": "env配置",
-    "show_nav_options": "期权",
-    "show_nav_options_review": "期权复盘",
-    "show_nav_hedge_plan": "对冲计划",
-    "show_settings_transfer": "永续资金划转",
-    "show_settings_export": "数据导出",
-    "show_settings_password": "账户密码修改",
-    "show_settings_options_swap": "期权币种兑换",
-    "show_settings_options_transfer": "期权资金划转",
-}
-
-NAV_TAB_ALLOWED: dict[str, str] = {
-    "dashboard": "show_nav_dashboard",
-    "account_ledger": "show_nav_account_ledger",
-    "key_monitor": "show_nav_key_monitor",
-    "trade": "show_nav_trade",
-    "strategy": "show_nav_strategy",
-    "strategy_records": "show_nav_strategy_records",
-    "records": "show_nav_records",
-    "stats": "show_nav_stats",
-    "risk_policy": "show_nav_risk_policy",
-    "system_guide": "show_nav_system_guide",
-    "env_config": "show_nav_env_config",
-    "options": "show_nav_options",
-    "options_review": "show_nav_options_review",
-    "hedge_plan": "show_nav_hedge_plan",
-}
-
-
-def normalize_display_prefs(raw: dict | None) -> dict[str, bool]:
-    out = dict(DEFAULT_INSTANCE_DISPLAY)
-    if isinstance(raw, dict):
-        for key in DEFAULT_INSTANCE_DISPLAY:
-            if key in raw:
-                out[key] = bool(raw[key])
-    return out
-
-
-def _load_from_conn(conn) -> dict[str, bool]:
-    stored = runtime_get_prefix(conn, DISPLAY_RUNTIME_PREFIX)
-    merged: dict[str, Any] = {}
-    for key in DEFAULT_INSTANCE_DISPLAY:
-        sk = key
-        if sk in stored:
-            merged[key] = stored[sk].strip().lower() in ("1", "true", "yes", "on")
-    return normalize_display_prefs(merged)
-
-
-def get_display_prefs(get_db: Callable) -> dict[str, bool]:
-    return with_db(get_db, _load_from_conn)
-
-
-def save_display_prefs(get_db: Callable, prefs: dict) -> dict[str, bool]:
-    normalized = normalize_display_prefs(prefs)
-
-    def _save(conn):
-        mapping = {DISPLAY_RUNTIME_PREFIX + k: ("1" if v else "0") for k, v in normalized.items()}
-        runtime_set_many(conn, mapping)
-        return normalized
-
-    return with_db(get_db, _save)
-
-
-def display_prefs_template_context(get_db: Callable) -> dict[str, Any]:
-    prefs = get_display_prefs(get_db)
-    return {"display": prefs, "display_meta": display_meta_for_ui()}
-
-
-def tab_allowed(tab: str, display: Optional[dict[str, bool]] = None) -> bool:
-    prefs = normalize_display_prefs(display or {})
-    t = (tab or "").strip()
-    if t in ("trade", "records", "stats"):
-        return False  # 实盘下单 / 交易记录复盘 / 统计分析 已移除
-    key = NAV_TAB_ALLOWED.get(t)
-    if not key:
-        return True
-    return bool(prefs.get(key, True))
-
-
-def display_meta_for_ui() -> list[dict[str, Any]]:
-    nav_keys = [
-        "show_nav_dashboard",
-        "show_nav_account_ledger",
-        "show_nav_key_monitor",
-        "show_nav_risk_policy",
-        "show_nav_system_guide",
-        "show_nav_env_config",
-        "show_nav_options",
-        "show_nav_options_review",
-        "show_nav_hedge_plan",
-    ]
-    settings_keys = [
-        "show_settings_transfer",
-        "show_settings_export",
-        "show_settings_password",
-        "show_settings_options_swap",
-        "show_settings_options_transfer",
-    ]
-    return [
-        {"group": "顶栏导航", "entries": [{"key": k, "label": DISPLAY_LABELS[k]} for k in nav_keys]},
-        {"group": "系统设置区块", "entries": [{"key": k, "label": DISPLAY_LABELS[k]} for k in settings_keys]},
-    ]
+"""实例顶栏 / 系统设置区块显示开关(存 SQLite,即时生效)."""
+from __future__ import annotations
+
+from typing import Any, Callable, Optional
+
+from lib.instance.runtime_settings_lib import runtime_get_prefix, runtime_set_many, with_db
+
+DISPLAY_RUNTIME_PREFIX = "display."
+
+DEFAULT_INSTANCE_DISPLAY: dict[str, bool] = {
+    "show_nav_dashboard": False,
+    "show_nav_account_ledger": False,
+    "show_nav_key_monitor": True,
+    "show_nav_trade": False,  # 实盘下单界面已移除
+    "show_nav_strategy": False,
+    "show_nav_strategy_records": False,
+    "show_nav_records": False,  # 永续交易记录与复盘已移除
+    "show_nav_stats": False,
+    "show_nav_risk_policy": True,
+    "show_nav_system_guide": False,
+    "show_nav_env_config": True,
+    "show_nav_options": True,
+    "show_nav_options_review": True,
+    "show_nav_hedge_plan": False,
+    "show_settings_transfer": False,  # 永续资金划转默认隐藏
+    "show_settings_export": True,
+    "show_settings_password": True,
+    "show_settings_options_swap": True,
+    "show_settings_options_transfer": True,
+}
+
+DISPLAY_LABELS: dict[str, str] = {
+    "show_nav_dashboard": "数据看板",
+    "show_nav_account_ledger": "账户流水",
+    "show_nav_key_monitor": "关键位监控",
+    "show_nav_trade": "实盘下单",
+    "show_nav_strategy": "策略交易",
+    "show_nav_strategy_records": "策略交易记录",
+    "show_nav_records": "交易记录与复盘",
+    "show_nav_stats": "统计分析",
+    "show_nav_risk_policy": "风控说明",
+    "show_nav_system_guide": "系统说明",
+    "show_nav_env_config": "env配置",
+    "show_nav_options": "期权",
+    "show_nav_options_review": "期权复盘",
+    "show_nav_hedge_plan": "对冲计划",
+    "show_settings_transfer": "永续资金划转",
+    "show_settings_export": "数据导出",
+    "show_settings_password": "账户密码修改",
+    "show_settings_options_swap": "期权币种兑换",
+    "show_settings_options_transfer": "期权资金划转",
+}
+
+NAV_TAB_ALLOWED: dict[str, str] = {
+    "dashboard": "show_nav_dashboard",
+    "account_ledger": "show_nav_account_ledger",
+    "key_monitor": "show_nav_key_monitor",
+    "trade": "show_nav_trade",
+    "strategy": "show_nav_strategy",
+    "strategy_records": "show_nav_strategy_records",
+    "records": "show_nav_records",
+    "stats": "show_nav_stats",
+    "risk_policy": "show_nav_risk_policy",
+    "system_guide": "show_nav_system_guide",
+    "env_config": "show_nav_env_config",
+    "options": "show_nav_options",
+    "options_review": "show_nav_options_review",
+    "hedge_plan": "show_nav_hedge_plan",
+}
+
+
+def normalize_display_prefs(raw: dict | None) -> dict[str, bool]:
+    out = dict(DEFAULT_INSTANCE_DISPLAY)
+    if isinstance(raw, dict):
+        for key in DEFAULT_INSTANCE_DISPLAY:
+            if key in raw:
+                out[key] = bool(raw[key])
+    return out
+
+
+def _load_from_conn(conn) -> dict[str, bool]:
+    stored = runtime_get_prefix(conn, DISPLAY_RUNTIME_PREFIX)
+    merged: dict[str, Any] = {}
+    for key in DEFAULT_INSTANCE_DISPLAY:
+        sk = key
+        if sk in stored:
+            merged[key] = stored[sk].strip().lower() in ("1", "true", "yes", "on")
+    return normalize_display_prefs(merged)
+
+
+def get_display_prefs(get_db: Callable) -> dict[str, bool]:
+    return with_db(get_db, _load_from_conn)
+
+
+def save_display_prefs(get_db: Callable, prefs: dict) -> dict[str, bool]:
+    normalized = normalize_display_prefs(prefs)
+
+    def _save(conn):
+        mapping = {DISPLAY_RUNTIME_PREFIX + k: ("1" if v else "0") for k, v in normalized.items()}
+        runtime_set_many(conn, mapping)
+        return normalized
+
+    return with_db(get_db, _save)
+
+
+def display_prefs_template_context(get_db: Callable) -> dict[str, Any]:
+    prefs = get_display_prefs(get_db)
+    return {"display": prefs, "display_meta": display_meta_for_ui()}
+
+
+def tab_allowed(tab: str, display: Optional[dict[str, bool]] = None) -> bool:
+    prefs = normalize_display_prefs(display or {})
+    t = (tab or "").strip()
+    if t in ("trade", "records", "stats"):
+        return False  # 实盘下单 / 交易记录复盘 / 统计分析 已移除
+    key = NAV_TAB_ALLOWED.get(t)
+    if not key:
+        return True
+    return bool(prefs.get(key, True))
+
+
+def display_meta_for_ui() -> list[dict[str, Any]]:
+    nav_keys = [
+        "show_nav_dashboard",
+        "show_nav_account_ledger",
+        "show_nav_key_monitor",
+        "show_nav_risk_policy",
+        "show_nav_system_guide",
+        "show_nav_env_config",
+        "show_nav_options",
+        "show_nav_options_review",
+        "show_nav_hedge_plan",
+    ]
+    settings_keys = [
+        "show_settings_transfer",
+        "show_settings_export",
+        "show_settings_password",
+        "show_settings_options_swap",
+        "show_settings_options_transfer",
+    ]
+    return [
+        {"group": "顶栏导航", "entries": [{"key": k, "label": DISPLAY_LABELS[k]} for k in nav_keys]},
+        {"group": "系统设置区块", "entries": [{"key": k, "label": DISPLAY_LABELS[k]} for k in settings_keys]},
+    ]

lib/instance/instance_static_lib.py

@@ -40,7 +40,6 @@ _COMMON_STATIC_ASSETS: dict[str, str] = {
     "options_settings.js": "application/javascript; charset=utf-8",
     "options_position_cards.js": "application/javascript; charset=utf-8",
     "options_review.js": "application/javascript; charset=utf-8",
-    "hedge_plan.js": "application/javascript; charset=utf-8",
     "order_entry_model.js": "application/javascript; charset=utf-8",
     "focus_chart_page.js": "application/javascript; charset=utf-8",
     "focus_chart_page.css": "text/css; charset=utf-8",

lib/options/okx_trade_mode_lib.py

@@ -0,0 +1,74 @@
+"""OKX 交易模式(币本位期权专用机:仅单独期权).
+
+历史 .env 若仍为 perp_options / options_options,读取时归一为 options,
+对冲模块已移除,不可再启用.
+"""
+from __future__ import annotations
+
+import os
+from typing import Optional
+
+MODE_OPTIONS = "options"
+# 兼容旧配置名,不再作为可选模式
+MODE_PERP = "perp_options"
+MODE_OO = "options_options"
+VALID_MODES = frozenset({MODE_OPTIONS})
+UI_MODES = frozenset({MODE_OPTIONS})
+
+_ALIASES = {
+    "option": MODE_OPTIONS,
+    "standalone": MODE_OPTIONS,
+    "期权": MODE_OPTIONS,
+    "单独期权": MODE_OPTIONS,
+    "po": MODE_OPTIONS,
+    "perp": MODE_OPTIONS,
+    "perp_options": MODE_OPTIONS,
+    "永期": MODE_OPTIONS,
+    "永期对冲": MODE_OPTIONS,
+    "oo": MODE_OPTIONS,
+    "options_options": MODE_OPTIONS,
+    "期期": MODE_OPTIONS,
+    "期期对冲": MODE_OPTIONS,
+}
+
+
+def normalize_okx_trade_mode(raw: Optional[str] = None) -> str:
+    s = str(raw or "").strip().lower()
+    if s in VALID_MODES:
+        return s
+    if s in _ALIASES:
+        return _ALIASES[s]
+    # 未知或空 → 单独期权
+    return MODE_OPTIONS
+
+
+def legacy_infer_okx_trade_mode() -> str:
+    return MODE_OPTIONS
+
+
+def get_okx_trade_mode() -> str:
+    return normalize_okx_trade_mode(os.getenv("OKX_TRADE_MODE"))
+
+
+def hedge_module_enabled() -> bool:
+    return False
+
+
+def show_perp_options() -> bool:
+    return False
+
+
+def show_options_options() -> bool:
+    return False
+
+
+def standalone_options_open_allowed() -> bool:
+    return True
+
+
+def mode_label(mode: Optional[str] = None) -> str:
+    return "单独期权"
+
+
+def block_standalone_open_by_mode_msg() -> Optional[str]:
+    return None

lib/options/options_close_exec_lib.py

@@ -306,7 +306,8 @@ def close_option_by_bid1(
 
     px = float(order.get("px", locked_bid_px))
     oid = str((order.get("data") or {}).get("ordId") or "")
-    prem_recv = round(total_premium(px, level_sheets * ct_mult), 4)
+    # 本批预估收回(按挂单张数);成交后按实际减仓张数重算并入累计
+    prem_recv_submit = round(total_premium(px, level_sheets * ct_mult), 4)
     time.sleep(0.6)
     invalidate_option_positions_cache()
     raw2 = cfg["fetch_option_positions"](ex)
@@ -325,14 +326,47 @@ def close_option_by_bid1(
     reduced = max(0, before_avail - after_avail)
     remaining_pos = after_avail
     fully_closed = remaining_pos < 1
+    filled_sheets = min(reduced, level_sheets) if reduced > 0 else 0
+    # 全平但减仓读数异常时回退挂单张数,避免漏记本批
+    if fully_closed and filled_sheets < 1:
+        filled_sheets = level_sheets
+    batch_recv = (
+        round(total_premium(px, filled_sheets * ct_mult), 4) if filled_sheets > 0 else 0.0
+    )
+
+    total_recv = batch_recv
+    close_px = px
+    merged_ord = oid or None
 
     if fully_closed:
         clear_close_gate(inst_id)
         conn = cfg["get_db"]()
         try:
-            from lib.options.options_db import init_options_tables
+            from lib.options.options_db import (
+                add_open_close_accum,
+                get_open_close_accum,
+                init_options_tables,
+            )
 
             init_options_tables(conn)
+            # 先并入本批,再读累计(含此前分批)
+            if filled_sheets > 0:
+                add_open_close_accum(
+                    conn,
+                    inst_id,
+                    recv=batch_recv,
+                    sheets=filled_sheets,
+                    px=px,
+                    ord_id=oid or None,
+                )
+            accum = get_open_close_accum(conn, inst_id)
+            total_recv = round(float(accum.get("recv") or 0), 4)
+            accum_sheets = int(accum.get("sheets") or 0)
+            accum_notional = float(accum.get("notional") or 0)
+            if accum_sheets > 0 and accum_notional > 0:
+                close_px = round(accum_notional / accum_sheets, 8)
+            merged_ord = str(accum.get("close_ord_id") or "").strip() or (oid or None)
+
             open_rows = conn.execute(
                 """
                 SELECT id, premium_paid FROM options_trades
@@ -346,16 +380,25 @@ def close_option_by_bid1(
             for i, row in enumerate(open_rows):
                 paid = float(row["premium_paid"] or 0)
                 if i == len(open_rows) - 1:
-                    recv = round(prem_recv - allocated, 4)
+                    recv = round(total_recv - allocated, 4)
                 elif total_paid > 0:
-                    recv = round(prem_recv * (paid / total_paid), 4)
+                    recv = round(total_recv * (paid / total_paid), 4)
                     allocated += recv
                 else:
-                    recv = round(prem_recv / len(open_rows), 4)
+                    recv = round(total_recv / len(open_rows), 4)
                     allocated += recv
                 pnl = round(recv - paid, 4)
                 note_sql = ""
-                params: list[Any] = [px, recv, pnl, oid or None]
+                from lib.options.options_time_lib import options_app_now_str
+
+                # 占位顺序必须与 SQL 一致: close_quote/recv/pnl/ord/closed_at/[signal_note]/id
+                params: list[Any] = [
+                    close_px,
+                    recv,
+                    pnl,
+                    merged_ord,
+                    options_app_now_str(),
+                ]
                 if signal_note and i == len(open_rows) - 1:
                     note_sql = """,
                     signal_note = CASE
@@ -368,7 +411,9 @@ def close_option_by_bid1(
                     f"""
                     UPDATE options_trades
                     SET status = 'closed', close_quote = ?, premium_received = ?,
-                        realized_pnl = ?, close_ord_id = ?, closed_at = CURRENT_TIMESTAMP
+                        realized_pnl = ?, close_ord_id = ?, closed_at = ?,
+                        close_recv_accum = 0, close_sheets_accum = 0,
+                        close_notional_accum = 0
                         {note_sql}
                     WHERE id = ?
                     """,
@@ -377,6 +422,27 @@ def close_option_by_bid1(
             conn.commit()
         finally:
             conn.close()
+    elif filled_sheets > 0:
+        # 部分成交:持久化本批收回,下次全平合计
+        conn = cfg["get_db"]()
+        try:
+            from lib.options.options_db import add_open_close_accum, init_options_tables
+
+            init_options_tables(conn)
+            add_open_close_accum(
+                conn,
+                inst_id,
+                recv=batch_recv,
+                sheets=filled_sheets,
+                px=px,
+                ord_id=oid or None,
+            )
+            conn.commit()
+        finally:
+            conn.close()
+        if require_recycle_gate:
+            # 自动平已挂过单:同仓续批只验流动性
+            mark_close_gate_passed(inst_id)
     elif require_recycle_gate:
         # 自动平已挂过单:同仓续批只验流动性
         mark_close_gate_passed(inst_id)
@@ -388,11 +454,12 @@ def close_option_by_bid1(
         "bid": px,
         "locked_bid_px": locked_bid_px,
         "submitted_sheets": level_sheets,
-        "filled_or_reduced_sheets": min(reduced, level_sheets) if reduced else 0,
+        "filled_or_reduced_sheets": filled_sheets,
         "remaining_sheets": remaining_pos,
-        "premium_received": prem_recv,
+        "premium_received": total_recv if fully_closed else (batch_recv or prem_recv_submit),
+        "batch_premium_received": batch_recv,
         "stopped_reason": None if fully_closed else ("partial_bid1" if reduced > 0 else "order_not_filled"),
-        "close_ord_id": oid or None,
+        "close_ord_id": merged_ord if fully_closed else (oid or None),
         "fully_closed": fully_closed,
         "msg": (
             f"已按买一 {locked_bid_px:g} 提交 {level_sheets} 张"

lib/options/options_coin_open_lib.py

@@ -400,6 +400,8 @@ def open_coin_option_buy_full(
 
 
 def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
+    from lib.options.options_time_lib import options_app_now_str
+
     pe = 1 if kwargs.get("profit_exit_enabled") else 0
     pe_mult = float(kwargs.get("profit_exit_mult") or 1.0)
     pe_state = "active" if pe else "idle"
@@ -409,8 +411,8 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
             inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
             open_quote, premium_paid, status, signal_note, exchange_ord_id,
             margin_mode, premium_ccy, bridge_id, budget_usdt,
-            profit_exit_enabled, profit_exit_mult, profit_exit_state
-        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?)
+            profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?)
         """,
         (
             kwargs["inst_id"],
@@ -430,6 +432,7 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
             pe,
             pe_mult,
             pe_state,
+            options_app_now_str(),
         ),
     )
     conn.commit()

lib/options/options_dashboard_lib.py

@@ -1,85 +1,77 @@
-"""实例数据看板用的轻量期权持仓(无余额/历史;含 close_preview 供净盈亏)."""
-from __future__ import annotations
-
-from typing import Any
-
-
-def fetch_light_option_positions_for_dashboard(cfg: dict[str, Any]) -> list[dict[str, Any]]:
-    """
-    拉期权持仓 + 本地目标/对冲标注 + 买一净盈亏预览,供看板后台聚合.
-    不走 options dashboard snapshot(避免余额/历史).
-    """
-    if not cfg.get("enabled"):
-        return []
-    ex = cfg.get("exchange_options")
-    ready_fn = cfg.get("options_api_ready")
-    if not callable(ready_fn):
-        return []
-    ok, _reason = ready_fn(ex)
-    if not ok:
-        return []
-    fetch_fn = cfg.get("fetch_option_positions")
-    if not callable(fetch_fn):
-        return []
-    raw = fetch_fn(ex)
-    if raw is None:
-        return []
-    if not raw:
-        return []
-
-    from lib.options.options_db import init_options_tables, sum_open_premium_paid
-    from lib.options.options_history_lib import enrich_position_row_display
-    from lib.options.options_positions_lib import attach_close_preview
-
-    meta_cache: dict[str, dict[str, Any] | None] = {}
-    rows: list[dict[str, Any]] = []
-    get_db = cfg.get("get_db")
-    if not callable(get_db):
-        for p in raw:
-            if not isinstance(p, dict):
-                continue
-            row = enrich_position_row_display(cfg, ex, p, meta_cache=meta_cache)
-            attach_close_preview(cfg, ex, row)
-            rows.append(row)
-        return rows
-
-    conn = get_db()
-    try:
-        init_options_tables(conn)
-        try:
-            from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
-            from lib.options.options_target_lib import targets_by_inst
-
-            tgt_map = targets_by_inst(conn)
-            hedge_target_map = active_options_targets_by_inst(conn)
-        except Exception:
-            tgt_map = {}
-            hedge_target_map = {}
-
-        for p in raw:
-            if not isinstance(p, dict):
-                continue
-            inst = str(p.get("instId") or "").strip()
-            premium_override = sum_open_premium_paid(conn, inst) if inst else None
-            row = enrich_position_row_display(
-                cfg,
-                ex,
-                p,
-                meta_cache=meta_cache,
-                premium_override=premium_override,
-            )
-            attach_close_preview(cfg, ex, row, premium_paid=premium_override)
-            mon = tgt_map.get(str(row.get("inst_id") or ""))
-            if mon:
-                row["target_index"] = mon.get("target_index")
-                row["target_monitor_id"] = mon.get("id")
-                row["target_monitor"] = mon
-            hedge_target = hedge_target_map.get(str(row.get("inst_id") or ""))
-            if hedge_target:
-                row["hedge_plan_target"] = hedge_target
-                if not mon:
-                    row["target_index"] = hedge_target.get("target_index")
-            rows.append(row)
-    finally:
-        conn.close()
-    return rows
+"""实例数据看板用的轻量期权持仓(无余额/历史;含 close_preview 供净盈亏)."""
+from __future__ import annotations
+
+from typing import Any
+
+
+def fetch_light_option_positions_for_dashboard(cfg: dict[str, Any]) -> list[dict[str, Any]]:
+    """
+    拉期权持仓 + 本地目标/对冲标注 + 买一净盈亏预览,供看板后台聚合.
+    不走 options dashboard snapshot(避免余额/历史).
+    """
+    if not cfg.get("enabled"):
+        return []
+    ex = cfg.get("exchange_options")
+    ready_fn = cfg.get("options_api_ready")
+    if not callable(ready_fn):
+        return []
+    ok, _reason = ready_fn(ex)
+    if not ok:
+        return []
+    fetch_fn = cfg.get("fetch_option_positions")
+    if not callable(fetch_fn):
+        return []
+    raw = fetch_fn(ex)
+    if raw is None:
+        return []
+    if not raw:
+        return []
+
+    from lib.options.options_db import init_options_tables, sum_open_premium_paid
+    from lib.options.options_history_lib import enrich_position_row_display
+    from lib.options.options_positions_lib import attach_close_preview
+
+    meta_cache: dict[str, dict[str, Any] | None] = {}
+    rows: list[dict[str, Any]] = []
+    get_db = cfg.get("get_db")
+    if not callable(get_db):
+        for p in raw:
+            if not isinstance(p, dict):
+                continue
+            row = enrich_position_row_display(cfg, ex, p, meta_cache=meta_cache)
+            attach_close_preview(cfg, ex, row)
+            rows.append(row)
+        return rows
+
+    conn = get_db()
+    try:
+        init_options_tables(conn)
+        try:
+            from lib.options.options_target_lib import targets_by_inst
+
+            tgt_map = targets_by_inst(conn)
+        except Exception:
+            tgt_map = {}
+
+        for p in raw:
+            if not isinstance(p, dict):
+                continue
+            inst = str(p.get("instId") or "").strip()
+            premium_override = sum_open_premium_paid(conn, inst) if inst else None
+            row = enrich_position_row_display(
+                cfg,
+                ex,
+                p,
+                meta_cache=meta_cache,
+                premium_override=premium_override,
+            )
+            attach_close_preview(cfg, ex, row, premium_paid=premium_override)
+            mon = tgt_map.get(str(row.get("inst_id") or ""))
+            if mon:
+                row["target_index"] = mon.get("target_index")
+                row["target_monitor_id"] = mon.get("id")
+                row["target_monitor"] = mon
+            rows.append(row)
+    finally:
+        conn.close()
+    return rows

lib/options/options_db.py

@@ -105,6 +105,10 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
         "ALTER TABLE options_trades ADD COLUMN premium_ccy TEXT DEFAULT 'USDC'",
         "ALTER TABLE options_trades ADD COLUMN bridge_id INTEGER",
         "ALTER TABLE options_trades ADD COLUMN budget_usdt REAL",
+        # 分批平仓累计:全平前写在最早一笔 open 上,全平后并入 premium_received
+        "ALTER TABLE options_trades ADD COLUMN close_recv_accum REAL DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN close_sheets_accum INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN close_notional_accum REAL DEFAULT 0",
     ):
         try:
             conn.execute(ddl)
@@ -154,3 +158,86 @@ def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
     if not row or int(row["n"] or 0) < 1:
         return None
     return int(row["total"] or 0)
+
+
+def _earliest_open_trade_id(conn: sqlite3.Connection, inst_id: str) -> int | None:
+    inst = (inst_id or "").strip()
+    if not inst:
+        return None
+    row = conn.execute(
+        """
+        SELECT id FROM options_trades
+        WHERE inst_id = ? AND status = 'open'
+        ORDER BY id ASC
+        LIMIT 1
+        """,
+        (inst,),
+    ).fetchone()
+    return int(row["id"]) if row else None
+
+
+def get_open_close_accum(conn: sqlite3.Connection, inst_id: str) -> dict[str, float | int | str | None]:
+    """读取分批平仓累计(挂在最早一笔 open 上)."""
+    tid = _earliest_open_trade_id(conn, inst_id)
+    if tid is None:
+        return {"recv": 0.0, "sheets": 0, "notional": 0.0, "close_ord_id": None}
+    row = conn.execute(
+        """
+        SELECT close_recv_accum, close_sheets_accum, close_notional_accum, close_ord_id
+        FROM options_trades WHERE id = ?
+        """,
+        (tid,),
+    ).fetchone()
+    if not row:
+        return {"recv": 0.0, "sheets": 0, "notional": 0.0, "close_ord_id": None}
+    return {
+        "recv": float(row["close_recv_accum"] or 0),
+        "sheets": int(row["close_sheets_accum"] or 0),
+        "notional": float(row["close_notional_accum"] or 0),
+        "close_ord_id": str(row["close_ord_id"] or "").strip() or None,
+    }
+
+
+def add_open_close_accum(
+    conn: sqlite3.Connection,
+    inst_id: str,
+    *,
+    recv: float,
+    sheets: int,
+    px: float,
+    ord_id: str | None = None,
+) -> bool:
+    """分批平仓成交后累加收回权利金/张数/名义(供全平 VWAP 与总盈亏)."""
+    tid = _earliest_open_trade_id(conn, inst_id)
+    if tid is None:
+        return False
+    sheets_i = max(0, int(sheets or 0))
+    recv_f = float(recv or 0)
+    px_f = float(px or 0)
+    if sheets_i < 1 and abs(recv_f) < 1e-15:
+        return False
+    notional_add = px_f * sheets_i if sheets_i > 0 and px_f > 0 else 0.0
+    oid = str(ord_id or "").strip()
+    prev = conn.execute(
+        "SELECT close_ord_id FROM options_trades WHERE id = ?", (tid,)
+    ).fetchone()
+    prev_oids = str((prev["close_ord_id"] if prev else None) or "").strip()
+    if oid:
+        parts = [p for p in prev_oids.split(",") if p] if prev_oids else []
+        if oid not in parts:
+            parts.append(oid)
+        merged_oid = ",".join(parts)
+    else:
+        merged_oid = prev_oids or None
+    conn.execute(
+        """
+        UPDATE options_trades
+        SET close_recv_accum = COALESCE(close_recv_accum, 0) + ?,
+            close_sheets_accum = COALESCE(close_sheets_accum, 0) + ?,
+            close_notional_accum = COALESCE(close_notional_accum, 0) + ?,
+            close_ord_id = ?
+        WHERE id = ?
+        """,
+        (recv_f, sheets_i, notional_add, merged_oid, tid),
+    )
+    return True

lib/options/options_hub_lib.py

@@ -28,15 +28,12 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
         try:
             conn = cfg["get_db"]()
             try:
-                from lib.hedge_plan.hedge_plan_db import active_options_targets_by_inst
                 from lib.options.options_profit_exit_lib import profit_exit_by_inst
                 from lib.options.options_target_lib import list_active_targets, list_closing_targets, targets_by_inst
 
                 target_monitors = list_active_targets(conn) + list_closing_targets(conn)
                 tgt_map = targets_by_inst(conn)
-                hedge_target_map = active_options_targets_by_inst(conn)
                 profit_exit_map = profit_exit_by_inst(conn)
-                target_monitors.extend(hedge_target_map.values())
                 for pe in profit_exit_map.values():
                     if pe.get("profit_exit_enabled"):
                         target_monitors.append(
@@ -59,12 +56,6 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
                         p["profit_exit_mult"] = pe.get("profit_exit_mult")
                         p["profit_exit_state"] = pe.get("profit_exit_state")
                         p["profit_exit_required_recycle"] = pe.get("required_recycle")
-                    hedge_target = hedge_target_map.get(str(p.get("inst_id") or ""))
-                    if hedge_target:
-                        p["hedge_plan_target"] = hedge_target
-                        if not mon:
-                            # 中控卡片共用 target_index 只读展示；实际平仓仍由对冲计划监控处理。
-                            p["target_index"] = hedge_target.get("target_index")
                     try:
                         from lib.instance.instance_dashboard_lib import (
                             _format_options_target,
@@ -85,13 +76,13 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
                 conn.close()
         except Exception:
             target_monitors = []
-        from lib.options.options_positions_lib import display_pnl_from_option_row
+        from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
 
         upl_total = 0.0
         has_upl = False
         for p in positions:
-            # 与持仓卡展示一致:优先买一净盈亏,残档回退交易所 upl
-            pnl = display_pnl_from_option_row(p)
+            # 合计一律折 U:币本位 × 指数,避免 BTC/ETH 币数量与 USDC 混加
+            pnl = display_pnl_usdt_from_option_row(p)
             if pnl is None:
                 continue
             has_upl = True

lib/options/options_monitor_lib.py

@@ -1,16 +1,12 @@
 """期权持仓监控:浮盈翻倍微信提醒 + 平仓/到期状态同步."""
 from __future__ import annotations
 
-import os
 import sqlite3
 import time
-from datetime import datetime, timezone
 from typing import Any, Callable
-from zoneinfo import ZoneInfo
 
 from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
-
-_APP_TZ = ZoneInfo((os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip() or "Asia/Shanghai")
+from lib.options.options_time_lib import ms_to_options_app_str, options_app_now_str, options_wall_clock_to_ms
 
 
 def _safe_float(v: Any) -> float | None:
@@ -151,18 +147,7 @@ def run_options_profit_alerts(
 
 def _created_at_ms(created_at: Any) -> int | None:
     """墙钟 created_at → UTC ms.库内时间为业务时区(默认 Asia/Shanghai),不可当 UTC."""
-    if not created_at:
-        return None
-    raw = str(created_at).strip()
-    if not raw:
-        return None
-    for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M:%f", 26), ("%Y-%m-%d %H:%M", 16)):
-        try:
-            dt = datetime.strptime(raw[:ln], fmt).replace(tzinfo=_APP_TZ)
-            return int(dt.timestamp() * 1000)
-        except ValueError:
-            continue
-    return None
+    return options_wall_clock_to_ms(created_at)
 
 
 def _group_key_for_closed_trade(row: Any) -> str:
@@ -327,21 +312,20 @@ def sync_open_options_trades(
                 prem_recv = round(paid + float(realized_pnl), 4)
             close_ms = close_info.get("close_ms")
             if close_ms:
-                closed_at = datetime.fromtimestamp(int(close_ms) / 1000, tz=timezone.utc).strftime(
-                    "%Y-%m-%d %H:%M:%S"
-                )
+                closed_at = ms_to_options_app_str(close_ms)
         elif exp_ms is not None and now_ms >= int(exp_ms):
             close_reason = "expired"
             close_quote = 0.0
             prem_recv = 0.0
             realized_pnl = round(-paid, 4)
             if exp_ms:
-                closed_at = datetime.fromtimestamp(int(exp_ms) / 1000, tz=timezone.utc).strftime(
-                    "%Y-%m-%d %H:%M:%S"
-                )
+                closed_at = ms_to_options_app_str(exp_ms)
         else:
             continue
 
+        if not closed_at:
+            closed_at = options_app_now_str()
+
         conn.execute(
             """
             UPDATE options_trades
@@ -350,7 +334,7 @@ def sync_open_options_trades(
                 premium_received = ?,
                 realized_pnl = ?,
                 close_ord_id = COALESCE(?, close_ord_id),
-                closed_at = COALESCE(?, closed_at, CURRENT_TIMESTAMP),
+                closed_at = COALESCE(?, closed_at),
                 signal_note = CASE
                     WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
                     THEN '到期结算'

lib/options/options_position_limit_lib.py

@@ -74,7 +74,7 @@ def option_position_limit_block_msg(
     - 拉持仓失败:拒绝开仓(避免绕过上限)
     """
     try:
-        from lib.hedge_plan.okx_trade_mode_lib import standalone_options_open_allowed
+        from lib.options.okx_trade_mode_lib import standalone_options_open_allowed
 
         # 对冲模式用 MAX_ACTIVE_HEDGE_PLANS 管「组数」,不占用期权笔数上限
         if max_active is None and not standalone_options_open_allowed():

lib/options/options_positions_lib.py

@@ -125,11 +125,24 @@ def display_pnl_from_option_row(row: dict[str, Any]) -> float | None:
 
 
 def display_pnl_usdt_from_option_row(row: dict[str, Any]) -> float | None:
-    """顶栏「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样."""
+    """顶栏/看板「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样.
+
+    BTC/ETH 币本位若不折算,会被界面标成 U 而数值仍是币数量(BTC 尤为离谱).
+    """
     pnl = display_pnl_from_option_row(row)
     if pnl is None:
         return None
     ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    if not ccy or ccy == "USDC":
+        # 兜底:按合约推断币本位,避免 premium_ccy 缺失时把 BTC 盈亏当 U
+        inst = str(row.get("inst_id") or row.get("instId") or "")
+        mode = str(row.get("margin_mode") or "").strip().lower()
+        if mode == "coin" or (
+            "-USD-" in inst.upper() and "_UM" not in inst.upper()
+        ):
+            underly = str(row.get("underlying") or (inst.split("-")[0] if inst else "") or "").upper()
+            if underly in ("ETH", "BTC"):
+                ccy = underly
     if ccy in ("ETH", "BTC"):
         idx = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
         if idx is None or idx <= 0:

lib/options/options_pricing_lib.py

@@ -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:

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"))
 
 
@@ -289,33 +310,12 @@ def run_options_profit_exits(
     """扫描开启翻倍出场的 open 仓;买一可回收达标后限价平仓.返回本次新触发条数."""
     ensure_profit_exit_columns(conn)
     pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
-    hedge_managed: set[str] = set()
-    try:
-        from lib.hedge_plan.hedge_plan_db import active_hedge_option_inst_ids, init_hedge_plan_tables
-
-        init_hedge_plan_tables(conn)
-        hedge_managed = active_hedge_option_inst_ids(conn)
-    except Exception:
-        return 0
-
     rules = profit_exit_by_inst(conn)
     triggered = 0
 
     for inst_id, info in list(rules.items()):
         if not inst_id:
             continue
-        if inst_id in hedge_managed:
-            _mark_state(conn, inst_id, "idle")
-            conn.execute(
-                """
-                UPDATE options_trades
-                SET profit_exit_enabled = 0, profit_exit_state = 'idle'
-                WHERE inst_id = ? AND status = 'open'
-                """,
-                (inst_id,),
-            )
-            _commit(conn)
-            continue
         pos = pos_by_inst.get(inst_id)
         if not pos:
             # 本轮暂无持仓:不改状态(避免接口抖动误标 done);真正平完由 sync 收尾

lib/options/options_review_chart_async_lib.py

@@ -0,0 +1,137 @@
+"""期权复盘自动 K 线:后台线程生成标的永续双周期拼图,写回 images_json."""
+
+from __future__ import annotations
+
+import logging
+import threading
+from typing import Any, Callable, Optional
+
+from lib.options.options_review_images_lib import (
+    images_json_dumps,
+    parse_options_review_images_json,
+)
+
+logger = logging.getLogger(__name__)
+
+OPTIONS_REVIEW_AUTO_CHART_TF = "auto"
+
+
+def underlying_to_okx_perp_symbol(
+    underlying: str,
+    *,
+    normalize_symbol_input_fn: Callable[[str], str],
+    normalize_okx_symbol_fn: Callable[[str], str],
+) -> str:
+    """ETH / ETH-USD / ETH-USDT-SWAP → ETH/USDT:USDT."""
+    raw = str(underlying or "").strip().upper()
+    if not raw:
+        return ""
+    base = raw.split("-", 1)[0].split("/", 1)[0].strip()
+    if not base:
+        return ""
+    guess = normalize_symbol_input_fn(base) or f"{base}/USDT"
+    return str(normalize_okx_symbol_fn(guess) or "").strip()
+
+
+def merge_auto_chart_into_images(
+    existing: Optional[list],
+    filename: str,
+) -> list[dict[str, str]]:
+    """保留手动槽位,用 tf=auto 放置拼图(方案甲一张总图)."""
+    fname = str(filename or "").strip()
+    out: list[dict[str, str]] = []
+    for item in existing or []:
+        if not isinstance(item, dict):
+            continue
+        tf = str(item.get("tf") or "").strip()
+        file = str(item.get("file") or "").strip()
+        if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
+            continue
+        out.append({"tf": tf, "file": file})
+    if fname:
+        out.insert(0, {"tf": OPTIONS_REVIEW_AUTO_CHART_TF, "file": fname})
+    return out
+
+
+def build_options_review_chart_filename(trade_id: int) -> str:
+    return f"options_journal_chart_{int(trade_id)}.png"
+
+
+def schedule_options_review_exchange_chart(
+    *,
+    trade_id: int,
+    exchange_symbol: str,
+    title_prefix: str,
+    journal_tfs: list[str],
+    journal_limit: int,
+    marker_payload: dict[str, Any],
+    upload_folder: str,
+    generate_chart_fn: Callable[..., str | None],
+    get_db_fn: Callable[[], Any],
+    now_str_fn: Callable[[], str],
+) -> None:
+    """保存后立即返回;线程内画图并合并进 options_review_entries.images_json."""
+    tid = int(trade_id or 0)
+    if tid <= 0 or not callable(generate_chart_fn) or not callable(get_db_fn):
+        return
+    symbol = str(exchange_symbol or "").strip()
+    if not symbol:
+        return
+    tfs = [str(x).strip() for x in (journal_tfs or []) if str(x).strip()]
+    if not tfs:
+        return
+
+    def _run() -> None:
+        try:
+            chart_fname = build_options_review_chart_filename(tid)
+            saved = generate_chart_fn(
+                symbol,
+                title_prefix,
+                timeframes=tfs,
+                limit=journal_limit,
+                out_dir=upload_folder,
+                filename=chart_fname,
+                filename_prefix="options_journal_chart",
+                marker_payload=marker_payload,
+                marker_timeframes={x.lower() for x in tfs},
+                layout="vertical",
+            )
+            if not saved:
+                logger.warning("options review chart async empty trade_id=%s", tid)
+                return
+            conn = get_db_fn()
+            try:
+                row = conn.execute(
+                    "SELECT images_json FROM options_review_entries WHERE trade_id=?",
+                    (tid,),
+                ).fetchone()
+                if not row:
+                    logger.warning(
+                        "options review chart async missing entry trade_id=%s", tid
+                    )
+                    return
+                images = parse_options_review_images_json(row["images_json"])
+                merged = merge_auto_chart_into_images(images, saved)
+                primary = merged[0]["file"] if merged else saved
+                conn.execute(
+                    """UPDATE options_review_entries
+                       SET images_json=?, image=?, updated_at=?
+                       WHERE trade_id=?""",
+                    (
+                        images_json_dumps(merged),
+                        primary,
+                        now_str_fn(),
+                        tid,
+                    ),
+                )
+                conn.commit()
+            finally:
+                conn.close()
+        except Exception:
+            logger.exception("options review chart async failed trade_id=%s", tid)
+
+    threading.Thread(
+        target=_run,
+        name=f"options-review-chart-{tid}",
+        daemon=True,
+    ).start()

lib/options/options_review_lib.py

@@ -586,32 +586,11 @@ def _mark_option_legs_excluded(
 
 
 def sync_hedge_plans_closed(conn: sqlite3.Connection) -> dict[str, Any]:
-    """从本地 hedge_plans 导入已结束计划(计划级)."""
+    """对冲模块已移除:不再导入对冲计划到复盘."""
     init_options_review_tables(conn)
-    from lib.hedge_plan.hedge_plan_db import get_plan_legs, init_hedge_plan_tables, list_plans
+    return {"ok": True, "fetched": 0, "inserted": 0, "updated": 0, "skipped": 0, "removed": True}
+
 
-    init_hedge_plan_tables(conn)
-    plans = list_plans(conn, status="closed", limit=500)
-    inserted = updated = skipped = 0
-    for plan in plans:
-        legs = get_plan_legs(conn, int(plan["id"]))
-        action = upsert_hedge_plan_row(conn, plan, legs)
-        if action == "inserted":
-            inserted += 1
-        elif action == "updated":
-            updated += 1
-        else:
-            skipped += 1
-    last_id = max((int(p["id"]) for p in plans), default=0)
-    set_sync_state(conn, "hedge_last_sync_at", _now_str())
-    set_sync_state(conn, "hedge_last_plan_id", str(last_id))
-    return {
-        "ok": True,
-        "fetched": len(plans),
-        "inserted": inserted,
-        "updated": updated,
-        "skipped": skipped,
-    }
 
 
 def sync_all_review_sources(
@@ -643,22 +622,29 @@ def ensure_local_review_synced(
     backfill_exchange_pnl: bool = True,
 ) -> dict[str, Any]:
     """列表/统计前轻量刷新本地源;有交易所时先用历史仓位盈亏覆盖本地再导入复盘."""
+    from lib.options.options_time_lib import (
+        migrate_options_utc_wall_clock_to_app,
+        repair_swapped_closed_at_signal_note,
+    )
+
+    ts_migrate = migrate_options_utc_wall_clock_to_app(conn)
+    note_swap = repair_swapped_closed_at_signal_note(conn)
     if backfill_exchange_pnl and ex is not None:
         try:
             from lib.exchange.okx_options_lib import fetch_all_option_positions_history
-            from lib.hedge_plan.hedge_plan_settle_lib import (
-                backfill_hedge_option_legs_realized_pnl,
-            )
             from lib.options.options_monitor_lib import (
                 backfill_closed_options_realized_pnl_from_history,
             )
 
             hist = fetch_all_option_positions_history(ex, limit=200)
             backfill_closed_options_realized_pnl_from_history(conn, hist)
-            backfill_hedge_option_legs_realized_pnl(conn, hist)
         except Exception:
             pass
-    return sync_all_review_sources(conn, ex=ex, from_exchange=False)
+    out = sync_all_review_sources(conn, ex=ex, from_exchange=False)
+    if isinstance(out, dict):
+        out["ts_migrate"] = ts_migrate
+        out["note_swap"] = note_swap
+    return out
 
 
 def _row_to_dict(row: Any) -> dict[str, Any]:

lib/options/options_review_register.py

@@ -32,7 +32,7 @@ from lib.options.options_review_lib import (
 def _review_source_for_mode(requested: str | None) -> str | None:
     """按当前交易模式钳制复盘 source_type;不允许跨模式窥探."""
     try:
-        from lib.hedge_plan.okx_trade_mode_lib import get_okx_trade_mode
+        from lib.options.okx_trade_mode_lib import get_okx_trade_mode
 
         mode = get_okx_trade_mode()
     except Exception:
@@ -93,6 +93,141 @@ def _require_ex(cfg: dict[str, Any]):
     return ex, ""
 
 
+def _truthy(raw: Any) -> bool:
+    return str(raw or "").strip().lower() in ("1", "true", "on", "yes")
+
+
+def _prepare_review_entry_images(
+    conn: Any,
+    trade_id: int,
+    data: dict[str, Any],
+) -> dict[str, Any]:
+    """客户端只提交手动槽位;未重新勾选自动K线时保留已有 auto 附图."""
+    from lib.options.options_review_chart_async_lib import OPTIONS_REVIEW_AUTO_CHART_TF
+    from lib.options.options_review_images_lib import parse_options_review_images_json
+
+    images = data.get("images") if isinstance(data.get("images"), list) else []
+    cleaned: list[dict[str, str]] = []
+    for item in images:
+        if not isinstance(item, dict):
+            continue
+        tf = str(item.get("tf") or "").strip()
+        file = str(item.get("file") or "").strip()
+        if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
+            continue
+        cleaned.append({"tf": tf, "file": file})
+
+    want_chart = _truthy(data.get("journal_exchange_chart")) and not cleaned
+    if not want_chart:
+        row = conn.execute(
+            "SELECT images_json FROM options_review_entries WHERE trade_id=?",
+            (int(trade_id),),
+        ).fetchone()
+        if row:
+            for item in parse_options_review_images_json(row["images_json"]):
+                if str(item.get("tf") or "").strip() == OPTIONS_REVIEW_AUTO_CHART_TF:
+                    cleaned.insert(0, dict(item))
+                    break
+
+    out = dict(data)
+    out["images"] = cleaned
+    return out
+
+
+def _maybe_schedule_options_review_chart(
+    cfg: dict[str, Any],
+    trade: dict[str, Any],
+    data: dict[str, Any],
+) -> bool:
+    """纯期权 + 无手动截图 + 勾选自动K线 → 后台生成标的永续双周期拼图(只钉进/出场)."""
+    if str(trade.get("source_type") or "").strip() != "option_spot":
+        return False
+    images = data.get("images") if isinstance(data.get("images"), list) else []
+    has_manual = any(str((x or {}).get("file") or "").strip() for x in images)
+    if has_manual or not _truthy(data.get("journal_exchange_chart")):
+        return False
+
+    app_module = cfg.get("app_module")
+    if app_module is None:
+        return False
+    if not bool(getattr(app_module, "ORDER_CHART_ENABLED", True)):
+        return False
+    generate_fn = getattr(app_module, "generate_multi_timeframe_chart_png", None)
+    if not callable(generate_fn):
+        return False
+
+    from lib.instance.journal_chart_lib import (
+        parse_journal_chart_anchor,
+        parse_journal_chart_limit,
+        parse_journal_chart_timeframes,
+    )
+    from lib.options.options_review_chart_async_lib import (
+        schedule_options_review_exchange_chart,
+        underlying_to_okx_perp_symbol,
+    )
+    from lib.options.options_review_images_lib import options_review_upload_dir
+    from lib.options.options_review_lib import _now_str
+
+    fallback_tfs = list(getattr(app_module, "ORDER_CHART_TFS", None) or [])[:2]
+    journal_tfs = parse_journal_chart_timeframes(
+        data.get("journal_chart_tf1"),
+        data.get("journal_chart_tf2"),
+        fallback_tfs or None,
+    )
+    journal_limit = parse_journal_chart_limit(
+        data.get("journal_chart_limit"),
+        int(getattr(app_module, "ORDER_CHART_LIMIT", 100) or 100),
+    )
+    chart_anchor = parse_journal_chart_anchor(data.get("journal_chart_anchor"))
+
+    underlying = str(trade.get("underlying") or data.get("underlying") or "").strip()
+    exchange_symbol = underlying_to_okx_perp_symbol(
+        underlying,
+        normalize_symbol_input_fn=app_module.normalize_symbol_input,
+        normalize_okx_symbol_fn=app_module.normalize_okx_symbol,
+    )
+    if not exchange_symbol:
+        return False
+
+    to_ms = getattr(app_module, "_local_input_datetime_to_ms", None)
+    if not callable(to_ms):
+        return False
+    entry_ts = to_ms(trade.get("opened_at"))
+    exit_ts = to_ms(trade.get("closed_at"))
+    if entry_ts is None and exit_ts is None:
+        return False
+
+    now_ms = None
+    app_now = getattr(app_module, "app_now", None)
+    if callable(app_now):
+        try:
+            now_ms = int(app_now().timestamp() * 1000)
+        except Exception:
+            now_ms = None
+
+    inst = str(trade.get("inst_id") or underlying or f"#{trade.get('id') or ''}").strip()
+    upload_folder = options_review_upload_dir(cfg["upload_folder"])
+    schedule_options_review_exchange_chart(
+        trade_id=int(trade["id"]),
+        exchange_symbol=exchange_symbol,
+        title_prefix=f"{underlying or 'OPT'} {inst} review",
+        journal_tfs=journal_tfs,
+        journal_limit=journal_limit,
+        marker_payload={
+            "entry_ts_ms": entry_ts,
+            "exit_ts_ms": exit_ts,
+            # 只按时间钉进/出场,不传价格与止损
+            "chart_anchor": chart_anchor,
+            "now_ts_ms": now_ms,
+        },
+        upload_folder=upload_folder,
+        generate_chart_fn=generate_fn,
+        get_db_fn=cfg["get_db"],
+        now_str_fn=_now_str,
+    )
+    return True
+
+
 def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: str) -> None:
     lr = cfg["login_required"]
 
@@ -216,9 +351,16 @@ def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: s
             return jsonify({"ok": False, "msg": "trade_id 无效"}), 400
         conn = cfg["get_db"]()
         try:
+            data = _prepare_review_entry_images(conn, trade_id, data)
             out = save_review_entry(conn, trade_id, data)
             if out.get("ok"):
                 conn.commit()
+                chart_queued = _maybe_schedule_options_review_chart(
+                    cfg, out.get("trade") or {}, data
+                )
+                if chart_queued:
+                    out = dict(out)
+                    out["chart_queued"] = True
             return jsonify(out), (200 if out.get("ok") else 400)
         finally:
             conn.close()

lib/options/options_target_lib.py

@@ -1,501 +1,474 @@
-"""期权目标位委托:指数目标价仅用于监控触发;触发后按买一限价平仓(无止损,到期结算)."""
-from __future__ import annotations
-
-import sqlite3
-import time
-from typing import Any, Callable
-
-from lib.options.options_db import init_options_tables
-from lib.options.options_pricing_lib import close_ref_prices, fetch_option_mark_px
-
-
-def _safe_float(v: Any) -> float | None:
-    if v is None or v == "":
-        return None
-    try:
-        return float(v)
-    except (TypeError, ValueError):
-        return None
-
-
-def _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None = None) -> tuple[float | None, float | None]:
-    from lib.exchange.okx_options_lib import option_fields_from_inst_id
-
-    inst_id = str(pos.get("instId") or pos.get("inst_id") or "")
-    mark = _safe_float(pos.get("markPx")) or _safe_float((quote or {}).get("mark_px") or (quote or {}).get("mark"))
-    if mark is None:
-        mark = fetch_option_mark_px(ex, inst_id)
-    opt_type = pos.get("optType") or (quote or {}).get("opt_type")
-    strike = _safe_float(pos.get("stk")) or _safe_float((quote or {}).get("strike"))
-    if not opt_type or strike is None:
-        pt, ps = option_fields_from_inst_id(inst_id)
-        opt_type = opt_type or pt
-        if strike is None:
-            strike = ps
-    idx = _safe_float(pos.get("idxPx")) or _safe_float((quote or {}).get("index_px"))
-    return close_ref_prices(mark_px=mark, opt_type=str(opt_type or ""), strike=strike, index_px=idx)
-
-
-def ensure_target_tables(conn: sqlite3.Connection) -> None:
-    init_options_tables(conn)
-    conn.execute(
-        """
-        CREATE TABLE IF NOT EXISTS options_target_monitors (
-            id INTEGER PRIMARY KEY AUTOINCREMENT,
-            inst_id TEXT NOT NULL,
-            underlying TEXT,
-            opt_type TEXT,
-            target_index REAL NOT NULL,
-            trade_id INTEGER,
-            sheets INTEGER,
-            status TEXT DEFAULT 'active',
-            trigger_idx REAL,
-            close_ord_id TEXT,
-            message TEXT,
-            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
-            triggered_at TIMESTAMP
-        )
-        """
-    )
-    conn.execute(
-        """
-        CREATE INDEX IF NOT EXISTS idx_options_target_monitors_status
-        ON options_target_monitors(status)
-        """
-    )
-
-
-def target_hit(*, opt_type: str | None, index_px: float, target_index: float) -> bool:
-    """Call:指数涨到/超过目标平仓;Put:指数跌到/低于目标平仓."""
-    ot = (opt_type or "").strip().upper()
-    if ot == "P":
-        return index_px <= target_index
-    return index_px >= target_index
-
-
-def upsert_target_monitor(
-    conn: sqlite3.Connection,
-    *,
-    inst_id: str,
-    target_index: float,
-    underlying: str | None = None,
-    opt_type: str | None = None,
-    trade_id: int | None = None,
-    sheets: int | None = None,
-) -> dict[str, Any]:
-    ensure_target_tables(conn)
-    inst_id = (inst_id or "").strip()
-    if not inst_id:
-        return {"ok": False, "msg": "缺少 inst_id"}
-    if target_index is None or float(target_index) <= 0:
-        return {"ok": False, "msg": "目标位无效"}
-    target_index = float(target_index)
-    row = conn.execute(
-        """
-        SELECT id FROM options_target_monitors
-        WHERE inst_id = ? AND status IN ('active', 'closing')
-        ORDER BY CASE status WHEN 'active' THEN 0 WHEN 'closing' THEN 1 ELSE 2 END, id DESC
-        LIMIT 1
-        """,
-        (inst_id,),
-    ).fetchone()
-    if row:
-        conn.execute(
-            """
-            UPDATE options_target_monitors
-            SET target_index = ?,
-                underlying = COALESCE(?, underlying),
-                opt_type = COALESCE(?, opt_type),
-                trade_id = COALESCE(?, trade_id),
-                sheets = COALESCE(?, sheets),
-                status = 'active',
-                trigger_idx = NULL,
-                close_ord_id = NULL,
-                message = NULL,
-                triggered_at = NULL
-            WHERE id = ?
-            """,
-            (target_index, underlying, opt_type, trade_id, sheets, int(row["id"])),
-        )
-        mon_id = int(row["id"])
-        # 同一合约其他进行中的委托取消,避免双轨触发重复推送
-        conn.execute(
-            """
-            UPDATE options_target_monitors
-            SET status = 'cancelled', message = '被新目标位覆盖'
-            WHERE inst_id = ? AND id != ? AND status IN ('active', 'closing')
-            """,
-            (inst_id, mon_id),
-        )
-    else:
-        cur = conn.execute(
-            """
-            INSERT INTO options_target_monitors
-            (inst_id, underlying, opt_type, target_index, trade_id, sheets, status)
-            VALUES (?, ?, ?, ?, ?, ?, 'active')
-            """,
-            (inst_id, underlying, opt_type, target_index, trade_id, sheets),
-        )
-        mon_id = int(cur.lastrowid)
-    return {"ok": True, "id": mon_id, "inst_id": inst_id, "target_index": target_index}
-
-
-def cancel_target_monitor(conn: sqlite3.Connection, *, inst_id: str | None = None, monitor_id: int | None = None) -> int:
-    ensure_target_tables(conn)
-    if monitor_id is not None:
-        cur = conn.execute(
-            """
-            UPDATE options_target_monitors
-            SET status = 'cancelled', message = '手动取消'
-            WHERE id = ? AND status IN ('active', 'closing')
-            """,
-            (int(monitor_id),),
-        )
-        return int(cur.rowcount or 0)
-    if inst_id:
-        cur = conn.execute(
-            """
-            UPDATE options_target_monitors
-            SET status = 'cancelled', message = '手动取消'
-            WHERE inst_id = ? AND status IN ('active', 'closing')
-            """,
-            (inst_id.strip(),),
-        )
-        return int(cur.rowcount or 0)
-    return 0
-
-
-def _row_to_target(r: sqlite3.Row) -> dict[str, Any]:
-    return {
-        "id": int(r["id"]),
-        "inst_id": r["inst_id"],
-        "underlying": r["underlying"],
-        "opt_type": r["opt_type"],
-        "target_index": _safe_float(r["target_index"]),
-        "trade_id": r["trade_id"],
-        "sheets": r["sheets"],
-        "status": r["status"],
-        "message": r["message"],
-        "created_at": r["created_at"],
-    }
-
-
-def list_active_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
-    ensure_target_tables(conn)
-    rows = conn.execute(
-        """
-        SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
-               status, message, created_at
-        FROM options_target_monitors
-        WHERE status = 'active'
-        ORDER BY id DESC
-        """
-    ).fetchall()
-    return [_row_to_target(r) for r in rows]
-
-
-def list_closing_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
-    """已挂出平仓单、等待成交的目标(不再重复推送微信)."""
-    ensure_target_tables(conn)
-    rows = conn.execute(
-        """
-        SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
-               status, message, created_at
-        FROM options_target_monitors
-        WHERE status = 'closing'
-        ORDER BY id DESC
-        """
-    ).fetchall()
-    return [_row_to_target(r) for r in rows]
-
-
-def targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
-    """UI/持仓挂载:active 与 closing 都算进行中."""
-    out: dict[str, dict[str, Any]] = {}
-    for t in list_closing_targets(conn) + list_active_targets(conn):
-        inst = str(t.get("inst_id") or "")
-        if inst and inst not in out:
-            out[inst] = t
-    return out
-
-
-def mark_monitor(
-    conn: sqlite3.Connection,
-    monitor_id: int,
-    *,
-    status: str,
-    trigger_idx: float | None = None,
-    close_ord_id: str | None = None,
-    message: str | None = None,
-) -> None:
-    conn.execute(
-        """
-        UPDATE options_target_monitors
-        SET status = ?,
-            trigger_idx = COALESCE(?, trigger_idx),
-            close_ord_id = COALESCE(?, close_ord_id),
-            message = COALESCE(?, message),
-            triggered_at = CASE
-                WHEN ? IN ('triggered', 'expired', 'closing') THEN COALESCE(triggered_at, CURRENT_TIMESTAMP)
-                ELSE triggered_at
-            END
-        WHERE id = ?
-        """,
-        (status, trigger_idx, close_ord_id, message, status, int(monitor_id)),
-    )
-
-
-def cancel_orphans_without_position(
-    conn: sqlite3.Connection,
-    *,
-    live_inst_ids: set[str],
-) -> int:
-    """持仓已消失的目标委托标记为 expired(到期/已平),不挂止损."""
-    ensure_target_tables(conn)
-    rows = list_active_targets(conn) + list_closing_targets(conn)
-    n = 0
-    for t in rows:
-        inst = str(t.get("inst_id") or "")
-        if inst and inst not in live_inst_ids:
-            mark_monitor(conn, int(t["id"]), status="expired", message="持仓已平/到期,委托结束")
-            n += 1
-    return n
-
-
-def _commit_monitor(conn: sqlite3.Connection) -> None:
-    """状态变更立刻落库,避免后续 sync 异常回滚后重复触发/推送."""
-    try:
-        conn.commit()
-    except Exception:
-        pass
-
-
-def close_option_by_bid_depth(
-    cfg: dict[str, Any],
-    ex: Any,
-    inst_id: str,
-    *,
-    sheets: int | None = None,
-) -> dict[str, Any]:
-    """目标触发后只锁买一限价卖出;需过 2×门控(通过后同仓续批只验流动性)."""
-    from lib.options.options_close_exec_lib import close_option_by_bid1
-
-    return close_option_by_bid1(
-        cfg,
-        ex,
-        inst_id,
-        sheets=sheets,
-        require_recycle_gate=True,
-        signal_note="目标位平仓",
-    )
-
-
-
-def _notify_target_close(
-    cfg: dict[str, Any] | None,
-    send_wechat: Callable[[str], None] | None,
-    *,
-    account_label: str,
-    inst_id: str,
-    target: float,
-    idx: float,
-    result: dict[str, Any],
-    conn: Any = None,
-) -> None:
-    """目标位平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
-    from lib.options.options_notify_lib import resolve_premium_ccy
-
-    ccy = resolve_premium_ccy(inst_id=inst_id)
-    if result.get("fully_closed") or result.get("already_flat"):
-        if cfg is not None:
-            try:
-                from lib.options.options_notify_lib import notify_options_close
-
-                notify_options_close(
-                    cfg,
-                    conn,
-                    inst_id=inst_id,
-                    reason="目标位平仓",
-                    sheets=result.get("submitted_sheets"),
-                    premium_received=result.get("premium_received"),
-                    close_quote=result.get("locked_bid_px") or result.get("bid"),
-                    target_index=target,
-                    trigger_idx=idx,
-                    premium_ccy=ccy,
-                )
-                return
-            except Exception:
-                pass
-    if not send_wechat:
-        return
-    try:
-        recv = result.get("premium_received")
-        send_wechat(
-            "\n".join(
-                [
-                    "【OKX期权·目标位平仓】",
-                    f"账户:{account_label}",
-                    f"合约:{inst_id}",
-                    f"目标指数:{target:g}",
-                    f"触发指数:{idx:g}",
-                    f"提交张数:{result.get('submitted_sheets') or '—'}",
-                    f"预估收回:{recv if recv is not None else '—'} {ccy}",
-                    f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
-                ]
-            )
-        )
-    except Exception:
-        pass
-
-
-def _result_fully_done(result: dict[str, Any]) -> bool:
-    if result.get("already_flat"):
-        return True
-    if result.get("fully_closed"):
-        return True
-    remaining = result.get("remaining_sheets")
-    if remaining is not None and int(remaining) <= 0 and result.get("ok"):
-        return True
-    return False
-
-
-def run_options_target_closes(
-    conn: sqlite3.Connection,
-    positions: list[dict[str, Any]],
-    *,
-    close_fn: Callable[[str], dict[str, Any]],
-    index_fn: Callable[[dict[str, Any]], float | None] | None = None,
-    send_wechat: Callable[[str], None] | None = None,
-    account_label: str = "OKX期权",
-    cfg: dict[str, Any] | None = None,
-) -> int:
-    """
-    扫描 active 目标委托;指数到位后限价平仓.
-    状态先 commit 再推微信,避免 sync 失败回滚导致同一笔反复推送.
-    未完全成交进入 closing,仅重试平仓不再推送.
-    返回本次新触发(并推送)的条数.
-    """
-    ensure_target_tables(conn)
-    pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
-    live_ids = {k for k in pos_by_inst if k}
-    hedge_managed: set[str] = set()
-    try:
-        from lib.hedge_plan.hedge_plan_db import active_hedge_option_inst_ids, init_hedge_plan_tables
-
-        init_hedge_plan_tables(conn)
-        hedge_managed = active_hedge_option_inst_ids(conn)
-    except Exception:
-        # fail-closed:本轮不执行任何单独目标平仓,避免误平对冲腿
-        return 0
-    cancel_orphans_without_position(conn, live_inst_ids=live_ids)
-    _commit_monitor(conn)
-
-    # 先处理已挂单等待成交的,绝不再发微信
-    for mon in list_closing_targets(conn):
-        inst_id = str(mon.get("inst_id") or "")
-        if not inst_id:
-            continue
-        if inst_id in hedge_managed:
-            mark_monitor(
-                conn,
-                int(mon["id"]),
-                status="expired",
-                message="已移交对冲计划托管,跳过单独目标平仓",
-            )
-            _commit_monitor(conn)
-            continue
-        if inst_id not in pos_by_inst:
-            mark_monitor(conn, int(mon["id"]), status="expired", message="持仓已平")
-            _commit_monitor(conn)
-            continue
-        result = close_fn(inst_id)
-        idx = _safe_float(pos_by_inst[inst_id].get("idx_px") or pos_by_inst[inst_id].get("idxPx"))
-        if result.get("already_flat") or _result_fully_done(result):
-            mark_monitor(
-                conn,
-                int(mon["id"]),
-                status="triggered",
-                trigger_idx=idx,
-                close_ord_id=result.get("close_ord_id"),
-                message="目标位限价平仓完成",
-            )
-            _commit_monitor(conn)
-            continue
-        mark_monitor(
-            conn,
-            int(mon["id"]),
-            status="closing",
-            trigger_idx=idx,
-            close_ord_id=result.get("close_ord_id"),
-            message=str(result.get("msg") or result.get("stopped_reason") or "等待买一成交"),
-        )
-        _commit_monitor(conn)
-
-    triggered = 0
-    for mon in list_active_targets(conn):
-        inst_id = str(mon.get("inst_id") or "")
-        target = _safe_float(mon.get("target_index"))
-        if not inst_id or target is None:
-            continue
-        if inst_id in hedge_managed:
-            mark_monitor(
-                conn,
-                int(mon["id"]),
-                status="expired",
-                message="已移交对冲计划托管,跳过单独目标平仓",
-            )
-            _commit_monitor(conn)
-            continue
-        pos = pos_by_inst.get(inst_id)
-        if not pos:
-            continue
-        if index_fn is not None:
-            idx = index_fn(pos)
-        else:
-            idx = _safe_float(pos.get("idx_px") or pos.get("idxPx"))
-        if idx is None:
-            continue
-        opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
-        if not target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target):
-            continue
-
-        result = close_fn(inst_id)
-        if result.get("already_flat"):
-            mark_monitor(conn, int(mon["id"]), status="expired", trigger_idx=idx, message="持仓已平")
-            _commit_monitor(conn)
-            continue
-        if not result.get("ok"):
-            mark_monitor(
-                conn,
-                int(mon["id"]),
-                status="active",
-                trigger_idx=idx,
-                message=str(result.get("msg") or result.get("stopped_reason") or "平仓未完成,将重试"),
-            )
-            _commit_monitor(conn)
-            continue
-
-        done = _result_fully_done(result)
-        status = "triggered" if done else "closing"
-        mark_monitor(
-            conn,
-            int(mon["id"]),
-            status=status,
-            trigger_idx=idx,
-            close_ord_id=result.get("close_ord_id"),
-            message="目标位触发限价平仓" if done else "目标位已挂买一限价,等待成交",
-        )
-        # 关键:先落库,再推送——否则后续 sync 异常回滚会让同一笔反复推微信
-        _commit_monitor(conn)
-        triggered += 1
-        _notify_target_close(
-            cfg,
-            send_wechat,
-            account_label=account_label,
-            inst_id=inst_id,
-            target=target,
-            idx=idx,
-            result=result,
-            conn=conn,
-        )
-    return triggered
+"""期权目标位委托:指数目标价仅用于监控触发;触发后按买一限价平仓(无止损,到期结算)."""
+from __future__ import annotations
+
+import sqlite3
+import time
+from typing import Any, Callable
+
+from lib.options.options_db import init_options_tables
+from lib.options.options_pricing_lib import close_ref_prices, fetch_option_mark_px
+
+
+def _safe_float(v: Any) -> float | None:
+    if v is None or v == "":
+        return None
+    try:
+        return float(v)
+    except (TypeError, ValueError):
+        return None
+
+
+def _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None = None) -> tuple[float | None, float | None]:
+    from lib.exchange.okx_options_lib import option_fields_from_inst_id
+
+    inst_id = str(pos.get("instId") or pos.get("inst_id") or "")
+    mark = _safe_float(pos.get("markPx")) or _safe_float((quote or {}).get("mark_px") or (quote or {}).get("mark"))
+    if mark is None:
+        mark = fetch_option_mark_px(ex, inst_id)
+    opt_type = pos.get("optType") or (quote or {}).get("opt_type")
+    strike = _safe_float(pos.get("stk")) or _safe_float((quote or {}).get("strike"))
+    if not opt_type or strike is None:
+        pt, ps = option_fields_from_inst_id(inst_id)
+        opt_type = opt_type or pt
+        if strike is None:
+            strike = ps
+    idx = _safe_float(pos.get("idxPx")) or _safe_float((quote or {}).get("index_px"))
+    return close_ref_prices(mark_px=mark, opt_type=str(opt_type or ""), strike=strike, index_px=idx)
+
+
+def ensure_target_tables(conn: sqlite3.Connection) -> None:
+    init_options_tables(conn)
+    conn.execute(
+        """
+        CREATE TABLE IF NOT EXISTS options_target_monitors (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            inst_id TEXT NOT NULL,
+            underlying TEXT,
+            opt_type TEXT,
+            target_index REAL NOT NULL,
+            trade_id INTEGER,
+            sheets INTEGER,
+            status TEXT DEFAULT 'active',
+            trigger_idx REAL,
+            close_ord_id TEXT,
+            message TEXT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            triggered_at TIMESTAMP
+        )
+        """
+    )
+    conn.execute(
+        """
+        CREATE INDEX IF NOT EXISTS idx_options_target_monitors_status
+        ON options_target_monitors(status)
+        """
+    )
+
+
+def target_hit(*, opt_type: str | None, index_px: float, target_index: float) -> bool:
+    """Call:指数涨到/超过目标平仓;Put:指数跌到/低于目标平仓."""
+    ot = (opt_type or "").strip().upper()
+    if ot == "P":
+        return index_px <= target_index
+    return index_px >= target_index
+
+
+def upsert_target_monitor(
+    conn: sqlite3.Connection,
+    *,
+    inst_id: str,
+    target_index: float,
+    underlying: str | None = None,
+    opt_type: str | None = None,
+    trade_id: int | None = None,
+    sheets: int | None = None,
+) -> dict[str, Any]:
+    ensure_target_tables(conn)
+    inst_id = (inst_id or "").strip()
+    if not inst_id:
+        return {"ok": False, "msg": "缺少 inst_id"}
+    if target_index is None or float(target_index) <= 0:
+        return {"ok": False, "msg": "目标位无效"}
+    target_index = float(target_index)
+    row = conn.execute(
+        """
+        SELECT id FROM options_target_monitors
+        WHERE inst_id = ? AND status IN ('active', 'closing')
+        ORDER BY CASE status WHEN 'active' THEN 0 WHEN 'closing' THEN 1 ELSE 2 END, id DESC
+        LIMIT 1
+        """,
+        (inst_id,),
+    ).fetchone()
+    if row:
+        conn.execute(
+            """
+            UPDATE options_target_monitors
+            SET target_index = ?,
+                underlying = COALESCE(?, underlying),
+                opt_type = COALESCE(?, opt_type),
+                trade_id = COALESCE(?, trade_id),
+                sheets = COALESCE(?, sheets),
+                status = 'active',
+                trigger_idx = NULL,
+                close_ord_id = NULL,
+                message = NULL,
+                triggered_at = NULL
+            WHERE id = ?
+            """,
+            (target_index, underlying, opt_type, trade_id, sheets, int(row["id"])),
+        )
+        mon_id = int(row["id"])
+        # 同一合约其他进行中的委托取消,避免双轨触发重复推送
+        conn.execute(
+            """
+            UPDATE options_target_monitors
+            SET status = 'cancelled', message = '被新目标位覆盖'
+            WHERE inst_id = ? AND id != ? AND status IN ('active', 'closing')
+            """,
+            (inst_id, mon_id),
+        )
+    else:
+        cur = conn.execute(
+            """
+            INSERT INTO options_target_monitors
+            (inst_id, underlying, opt_type, target_index, trade_id, sheets, status)
+            VALUES (?, ?, ?, ?, ?, ?, 'active')
+            """,
+            (inst_id, underlying, opt_type, target_index, trade_id, sheets),
+        )
+        mon_id = int(cur.lastrowid)
+    return {"ok": True, "id": mon_id, "inst_id": inst_id, "target_index": target_index}
+
+
+def cancel_target_monitor(conn: sqlite3.Connection, *, inst_id: str | None = None, monitor_id: int | None = None) -> int:
+    ensure_target_tables(conn)
+    if monitor_id is not None:
+        cur = conn.execute(
+            """
+            UPDATE options_target_monitors
+            SET status = 'cancelled', message = '手动取消'
+            WHERE id = ? AND status IN ('active', 'closing')
+            """,
+            (int(monitor_id),),
+        )
+        return int(cur.rowcount or 0)
+    if inst_id:
+        cur = conn.execute(
+            """
+            UPDATE options_target_monitors
+            SET status = 'cancelled', message = '手动取消'
+            WHERE inst_id = ? AND status IN ('active', 'closing')
+            """,
+            (inst_id.strip(),),
+        )
+        return int(cur.rowcount or 0)
+    return 0
+
+
+def _row_to_target(r: sqlite3.Row) -> dict[str, Any]:
+    return {
+        "id": int(r["id"]),
+        "inst_id": r["inst_id"],
+        "underlying": r["underlying"],
+        "opt_type": r["opt_type"],
+        "target_index": _safe_float(r["target_index"]),
+        "trade_id": r["trade_id"],
+        "sheets": r["sheets"],
+        "status": r["status"],
+        "message": r["message"],
+        "created_at": r["created_at"],
+    }
+
+
+def list_active_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
+    ensure_target_tables(conn)
+    rows = conn.execute(
+        """
+        SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
+               status, message, created_at
+        FROM options_target_monitors
+        WHERE status = 'active'
+        ORDER BY id DESC
+        """
+    ).fetchall()
+    return [_row_to_target(r) for r in rows]
+
+
+def list_closing_targets(conn: sqlite3.Connection) -> list[dict[str, Any]]:
+    """已挂出平仓单、等待成交的目标(不再重复推送微信)."""
+    ensure_target_tables(conn)
+    rows = conn.execute(
+        """
+        SELECT id, inst_id, underlying, opt_type, target_index, trade_id, sheets,
+               status, message, created_at
+        FROM options_target_monitors
+        WHERE status = 'closing'
+        ORDER BY id DESC
+        """
+    ).fetchall()
+    return [_row_to_target(r) for r in rows]
+
+
+def targets_by_inst(conn: sqlite3.Connection) -> dict[str, dict[str, Any]]:
+    """UI/持仓挂载:active 与 closing 都算进行中."""
+    out: dict[str, dict[str, Any]] = {}
+    for t in list_closing_targets(conn) + list_active_targets(conn):
+        inst = str(t.get("inst_id") or "")
+        if inst and inst not in out:
+            out[inst] = t
+    return out
+
+
+def mark_monitor(
+    conn: sqlite3.Connection,
+    monitor_id: int,
+    *,
+    status: str,
+    trigger_idx: float | None = None,
+    close_ord_id: str | None = None,
+    message: str | None = None,
+) -> None:
+    conn.execute(
+        """
+        UPDATE options_target_monitors
+        SET status = ?,
+            trigger_idx = COALESCE(?, trigger_idx),
+            close_ord_id = COALESCE(?, close_ord_id),
+            message = COALESCE(?, message),
+            triggered_at = CASE
+                WHEN ? IN ('triggered', 'expired', 'closing') THEN COALESCE(triggered_at, CURRENT_TIMESTAMP)
+                ELSE triggered_at
+            END
+        WHERE id = ?
+        """,
+        (status, trigger_idx, close_ord_id, message, status, int(monitor_id)),
+    )
+
+
+def cancel_orphans_without_position(
+    conn: sqlite3.Connection,
+    *,
+    live_inst_ids: set[str],
+) -> int:
+    """持仓已消失的目标委托标记为 expired(到期/已平),不挂止损."""
+    ensure_target_tables(conn)
+    rows = list_active_targets(conn) + list_closing_targets(conn)
+    n = 0
+    for t in rows:
+        inst = str(t.get("inst_id") or "")
+        if inst and inst not in live_inst_ids:
+            mark_monitor(conn, int(t["id"]), status="expired", message="持仓已平/到期,委托结束")
+            n += 1
+    return n
+
+
+def _commit_monitor(conn: sqlite3.Connection) -> None:
+    """状态变更立刻落库,避免后续 sync 异常回滚后重复触发/推送."""
+    try:
+        conn.commit()
+    except Exception:
+        pass
+
+
+def close_option_by_bid_depth(
+    cfg: dict[str, Any],
+    ex: Any,
+    inst_id: str,
+    *,
+    sheets: int | None = None,
+) -> dict[str, Any]:
+    """目标触发后只锁买一限价卖出;需过 2×门控(通过后同仓续批只验流动性)."""
+    from lib.options.options_close_exec_lib import close_option_by_bid1
+
+    return close_option_by_bid1(
+        cfg,
+        ex,
+        inst_id,
+        sheets=sheets,
+        require_recycle_gate=True,
+        signal_note="目标位平仓",
+    )
+
+
+
+def _notify_target_close(
+    cfg: dict[str, Any] | None,
+    send_wechat: Callable[[str], None] | None,
+    *,
+    account_label: str,
+    inst_id: str,
+    target: float,
+    idx: float,
+    result: dict[str, Any],
+    conn: Any = None,
+) -> None:
+    """目标位平仓推送:优先走统一平仓必发(幂等);无 cfg 时回退旧文案."""
+    from lib.options.options_notify_lib import resolve_premium_ccy
+
+    ccy = resolve_premium_ccy(inst_id=inst_id)
+    if result.get("fully_closed") or result.get("already_flat"):
+        if cfg is not None:
+            try:
+                from lib.options.options_notify_lib import notify_options_close
+
+                notify_options_close(
+                    cfg,
+                    conn,
+                    inst_id=inst_id,
+                    reason="目标位平仓",
+                    sheets=result.get("submitted_sheets"),
+                    premium_received=result.get("premium_received"),
+                    close_quote=result.get("locked_bid_px") or result.get("bid"),
+                    target_index=target,
+                    trigger_idx=idx,
+                    premium_ccy=ccy,
+                )
+                return
+            except Exception:
+                pass
+    if not send_wechat:
+        return
+    try:
+        recv = result.get("premium_received")
+        send_wechat(
+            "\n".join(
+                [
+                    "【OKX期权·目标位平仓】",
+                    f"账户:{account_label}",
+                    f"合约:{inst_id}",
+                    f"目标指数:{target:g}",
+                    f"触发指数:{idx:g}",
+                    f"提交张数:{result.get('submitted_sheets') or '—'}",
+                    f"预估收回:{recv if recv is not None else '—'} {ccy}",
+                    f"状态:{'已全平' if (result.get('fully_closed') or result.get('already_flat')) else '挂单中/部分'}",
+                ]
+            )
+        )
+    except Exception:
+        pass
+
+
+def _result_fully_done(result: dict[str, Any]) -> bool:
+    if result.get("already_flat"):
+        return True
+    if result.get("fully_closed"):
+        return True
+    remaining = result.get("remaining_sheets")
+    if remaining is not None and int(remaining) <= 0 and result.get("ok"):
+        return True
+    return False
+
+
+def run_options_target_closes(
+    conn: sqlite3.Connection,
+    positions: list[dict[str, Any]],
+    *,
+    close_fn: Callable[[str], dict[str, Any]],
+    index_fn: Callable[[dict[str, Any]], float | None] | None = None,
+    send_wechat: Callable[[str], None] | None = None,
+    account_label: str = "OKX期权",
+    cfg: dict[str, Any] | None = None,
+) -> int:
+    """
+    扫描 active 目标委托;指数到位后限价平仓.
+    状态先 commit 再推微信,避免 sync 失败回滚导致同一笔反复推送.
+    未完全成交进入 closing,仅重试平仓不再推送.
+    返回本次新触发(并推送)的条数.
+    """
+    ensure_target_tables(conn)
+    pos_by_inst = {str(p.get("inst_id") or p.get("instId") or ""): p for p in positions}
+    live_ids = {k for k in pos_by_inst if k}
+    cancel_orphans_without_position(conn, live_inst_ids=live_ids)
+    _commit_monitor(conn)
+
+    # 先处理已挂单等待成交的,绝不再发微信
+    for mon in list_closing_targets(conn):
+        inst_id = str(mon.get("inst_id") or "")
+        if not inst_id:
+            continue
+        if inst_id not in pos_by_inst:
+            mark_monitor(conn, int(mon["id"]), status="expired", message="持仓已平")
+            _commit_monitor(conn)
+            continue
+        result = close_fn(inst_id)
+        idx = _safe_float(pos_by_inst[inst_id].get("idx_px") or pos_by_inst[inst_id].get("idxPx"))
+        if result.get("already_flat") or _result_fully_done(result):
+            mark_monitor(
+                conn,
+                int(mon["id"]),
+                status="triggered",
+                trigger_idx=idx,
+                close_ord_id=result.get("close_ord_id"),
+                message="目标位限价平仓完成",
+            )
+            _commit_monitor(conn)
+            continue
+        mark_monitor(
+            conn,
+            int(mon["id"]),
+            status="closing",
+            trigger_idx=idx,
+            close_ord_id=result.get("close_ord_id"),
+            message=str(result.get("msg") or result.get("stopped_reason") or "等待买一成交"),
+        )
+        _commit_monitor(conn)
+
+    triggered = 0
+    for mon in list_active_targets(conn):
+        inst_id = str(mon.get("inst_id") or "")
+        target = _safe_float(mon.get("target_index"))
+        if not inst_id or target is None:
+            continue
+        pos = pos_by_inst.get(inst_id)
+        if not pos:
+            continue
+        if index_fn is not None:
+            idx = index_fn(pos)
+        else:
+            idx = _safe_float(pos.get("idx_px") or pos.get("idxPx"))
+        if idx is None:
+            continue
+        opt_type = mon.get("opt_type") or pos.get("opt_type") or pos.get("optType")
+        if not target_hit(opt_type=str(opt_type) if opt_type else None, index_px=idx, target_index=target):
+            continue
+
+        result = close_fn(inst_id)
+        if result.get("already_flat"):
+            mark_monitor(conn, int(mon["id"]), status="expired", trigger_idx=idx, message="持仓已平")
+            _commit_monitor(conn)
+            continue
+        if not result.get("ok"):
+            mark_monitor(
+                conn,
+                int(mon["id"]),
+                status="active",
+                trigger_idx=idx,
+                message=str(result.get("msg") or result.get("stopped_reason") or "平仓未完成,将重试"),
+            )
+            _commit_monitor(conn)
+            continue
+
+        done = _result_fully_done(result)
+        status = "triggered" if done else "closing"
+        mark_monitor(
+            conn,
+            int(mon["id"]),
+            status=status,
+            trigger_idx=idx,
+            close_ord_id=result.get("close_ord_id"),
+            message="目标位触发限价平仓" if done else "目标位已挂买一限价,等待成交",
+        )
+        # 关键:先落库,再推送——否则后续 sync 异常回滚会让同一笔反复推微信
+        _commit_monitor(conn)
+        triggered += 1
+        _notify_target_close(
+            cfg,
+            send_wechat,
+            account_label=account_label,
+            inst_id=inst_id,
+            target=target,
+            idx=idx,
+            result=result,
+            conn=conn,
+        )
+    return triggered

lib/options/options_time_lib.py

@@ -0,0 +1,182 @@
+"""期权业务时区墙钟:库内统一按 APP_TIMEZONE(默认 Asia/Shanghai)存储,不可当 UTC."""
+
+from __future__ import annotations
+
+import os
+import sqlite3
+from datetime import datetime, timezone
+from typing import Any, Optional
+from zoneinfo import ZoneInfo
+
+_APP_TZ = ZoneInfo(
+    (os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
+    or "Asia/Shanghai"
+)
+_MIGRATE_FLAG = "options_ts_utc_wall_to_app_done"
+_SWAP_REPAIR_FLAG = "options_closed_at_note_swap_done"
+
+
+def options_app_tz() -> ZoneInfo:
+    return _APP_TZ
+
+
+def options_app_now_str() -> str:
+    return datetime.now(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
+
+
+def ms_to_options_app_str(ms: Any) -> Optional[str]:
+    """交易所 ms(UTC 绝对时间) → 业务时区墙钟字符串."""
+    try:
+        val = float(ms)
+    except (TypeError, ValueError):
+        return None
+    if val <= 0:
+        return None
+    try:
+        dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone(_APP_TZ)
+        return dt.strftime("%Y-%m-%d %H:%M:%S")
+    except (TypeError, ValueError, OSError, OverflowError):
+        return None
+
+
+def options_wall_clock_to_ms(raw: Any) -> Optional[int]:
+    """业务时区墙钟 → UTC ms(与合约复盘 _local_input_datetime_to_ms 同口径)."""
+    if raw is None or raw == "":
+        return None
+    s = str(raw).strip().replace("T", " ")
+    for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
+        try:
+            dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=_APP_TZ)
+            return int(dt.timestamp() * 1000)
+        except ValueError:
+            continue
+    return None
+
+
+def utc_wall_clock_to_app_str(raw: Any) -> Optional[str]:
+    """把误存成 UTC 墙钟的字符串改写为业务时区墙钟(+8 等)."""
+    if raw is None or raw == "":
+        return None
+    s = str(raw).strip().replace("T", " ")
+    for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
+        try:
+            dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=timezone.utc)
+            return dt.astimezone(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
+        except ValueError:
+            continue
+    return None
+
+
+def migrate_options_utc_wall_clock_to_app(conn: sqlite3.Connection) -> dict[str, int]:
+    """一次性:历史 UTC 墙钟(SQLite CURRENT_TIMESTAMP / 旧 monitor)改为业务时区.
+
+    幂等:同步状态 options_ts_utc_wall_to_app_done=1 后跳过.
+    """
+    from lib.options.options_review_db import init_options_review_tables
+    from lib.options.options_review_lib import get_sync_state, set_sync_state
+
+    init_options_review_tables(conn)
+    if get_sync_state(conn, _MIGRATE_FLAG) == "1":
+        return {"skipped": 1, "trades": 0, "review": 0, "hidden": 0}
+
+    def _shift_table(table: str, cols: tuple[str, ...]) -> int:
+        try:
+            rows = conn.execute(
+                f"SELECT rowid AS _rid, {', '.join(cols)} FROM {table}"
+            ).fetchall()
+        except sqlite3.Error:
+            return 0
+        n = 0
+        for row in rows:
+            sets: list[str] = []
+            vals: list[Any] = []
+            for col in cols:
+                old = row[col]
+                new = utc_wall_clock_to_app_str(old)
+                if new and str(old or "").strip() != new:
+                    sets.append(f"{col}=?")
+                    vals.append(new)
+            if not sets:
+                continue
+            vals.append(int(row["_rid"]))
+            conn.execute(
+                f"UPDATE {table} SET {', '.join(sets)} WHERE rowid=?",
+                vals,
+            )
+            n += 1
+        return n
+
+    trades = 0
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+        trades = _shift_table("options_trades", ("created_at", "closed_at"))
+    except Exception:
+        trades = 0
+
+    review = _shift_table("options_review_trades", ("opened_at", "closed_at"))
+    hidden = _shift_table("options_review_hidden", ("closed_at",))
+
+    set_sync_state(conn, _MIGRATE_FLAG, "1")
+    return {"skipped": 0, "trades": trades, "review": review, "hidden": hidden}
+
+
+def repair_swapped_closed_at_signal_note(conn: sqlite3.Connection) -> dict[str, int]:
+    """修复 close_option_by_bid1 曾把 signal_note 写入 closed_at 的坏行.
+
+    典型表现: closed_at='翻倍出场'/'目标位平仓', signal_note 反而是时间戳.
+    幂等:同步状态 options_closed_at_note_swap_done=1 后仍扫描可修行(新坏行可再修).
+    """
+    from lib.options.options_review_db import init_options_review_tables
+    from lib.options.options_review_lib import set_sync_state
+
+    init_options_review_tables(conn)
+    trades_fixed = 0
+    review_fixed = 0
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+        rows = conn.execute(
+            """
+            SELECT id, closed_at, signal_note
+            FROM options_trades
+            WHERE status = 'closed'
+              AND closed_at IS NOT NULL
+              AND TRIM(closed_at) != ''
+            """
+        ).fetchall()
+        for row in rows:
+            closed = str(row["closed_at"] or "").strip()
+            note = str(row["signal_note"] or "").strip()
+            if options_wall_clock_to_ms(closed) is not None:
+                continue
+            if options_wall_clock_to_ms(note) is None:
+                continue
+            conn.execute(
+                """
+                UPDATE options_trades
+                SET closed_at = ?, signal_note = ?
+                WHERE id = ?
+                """,
+                (note, closed, int(row["id"])),
+            )
+            trades_fixed += 1
+            hk = f"local_opt:{int(row['id'])}"
+            cur = conn.execute(
+                """
+                UPDATE options_review_trades
+                SET closed_at = ?
+                WHERE history_key = ?
+                  AND (closed_at IS NULL OR TRIM(closed_at) = '' OR closed_at = ?)
+                """,
+                (note, hk, closed),
+            )
+            review_fixed += int(cur.rowcount or 0)
+    except Exception:
+        pass
+
+    # 复盘表里仍残留非时间戳 closed_at 的,若能从 local_opt 源修好则已处理;否则仅标记完成
+    set_sync_state(conn, _SWAP_REPAIR_FLAG, "1")
+    return {"trades": trades_fixed, "review": review_fixed}

lib/options/templates/options_review_panel.html

@@ -327,6 +327,37 @@
             </div>
             <p class="sub journal-upload-hint">可只传部分周期;选文件后即时上传</p>
 
+            <div class="form-row or-chart-options journal-chart-options hidden" id="or-chart-options" style="flex-wrap:wrap;align-items:center">
+                <label style="display:flex;align-items:center;gap:6px;font-size:.82rem">
+                    <input type="checkbox" id="or-exchange-chart" value="true">
+                    保存后后台生成 K 线图并作为截图(不阻塞保存)
+                </label>
+                <label style="font-size:.82rem;color:#9aa">周期1</label>
+                <select id="or-chart-tf1" style="min-width:72px">
+                    {% for tf in journal_chart_tf_choices %}
+                    <option value="{{ tf }}" {% if tf == journal_chart_default_tf1 %}selected{% endif %}>{{ tf }}</option>
+                    {% endfor %}
+                </select>
+                <label style="font-size:.82rem;color:#9aa">周期2</label>
+                <select id="or-chart-tf2" style="min-width:72px">
+                    {% for tf in journal_chart_tf_choices %}
+                    <option value="{{ tf }}" {% if tf == journal_chart_default_tf2 %}selected{% endif %}>{{ tf }}</option>
+                    {% endfor %}
+                </select>
+                <label style="font-size:.82rem;color:#9aa">K线数</label>
+                <select id="or-chart-limit" style="min-width:72px">
+                    {% for n in [100, 150, 200, 250, 300, 400, 500] %}
+                    <option value="{{ n }}" {% if n == journal_chart_default_limit %}selected{% endif %}>{{ n }}</option>
+                    {% endfor %}
+                </select>
+                <label style="font-size:.82rem;color:#9aa">K线截止</label>
+                <select id="or-chart-anchor" style="min-width:96px" title="K线窗口右端对齐的时间">
+                    <option value="close" {% if journal_chart_default_anchor == 'close' %}selected{% endif %}>平仓时间</option>
+                    <option value="now" {% if journal_chart_default_anchor == 'now' %}selected{% endif %}>当前时间</option>
+                </select>
+            </div>
+            <div class="sub or-chart-hint hidden" id="or-chart-hint" style="font-size:.72rem;margin-top:2px;margin-bottom:0">纯期权:按标的永续画双周期上下图;只按时间标记进场/出场,不标止损;有手动截图时不自动生成</div>
+
             <div class="or-mood-grid mood-grid">
                 <label><input type="checkbox" class="or-mood" value="怕踏空">怕踏空</label>
                 <label><input type="checkbox" class="or-mood" value="报复开仓">报复开仓</label>

lib/sim/broker_lib.py

@@ -12,7 +12,19 @@ from lib.sim.wallets_lib import InsufficientFunds, SimWallets
 
 
 def _now() -> str:
-    return datetime.utcnow().strftime("%Y-%m-%d %H:%M:%S")
+    """业务时区墙钟(默认 Asia/Shanghai);勿用 utcnow,否则复盘K线标记会偏 8 小时."""
+    try:
+        from lib.options.options_time_lib import options_app_now_str
+
+        return options_app_now_str()
+    except Exception:
+        from zoneinfo import ZoneInfo
+
+        tz = ZoneInfo(
+            (os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
+            or "Asia/Shanghai"
+        )
+        return datetime.now(tz).strftime("%Y-%m-%d %H:%M:%S")
 
 
 def _ticker_bid_ask(exchange: Any, symbol: str) -> tuple[float, float]:
@@ -692,7 +704,7 @@ class SimBroker:
             expiry_ms_from_inst_id,
             option_fields_from_inst_id,
         )
-        from lib.hedge_plan.hedge_plan_calc_lib import option_expiry_pnl
+        from lib.options.options_pricing_lib import option_expiry_pnl
 
         now = int(now_ms if now_ms is not None else time.time() * 1000)
         settled: list[dict[str, Any]] = []
@@ -890,6 +902,200 @@ class SimBroker:
             rows.append(row)
         return rows
 
+    @staticmethod
+    def _sells_from_ledger(
+        conn: Any,
+        *,
+        inst: str,
+        opened: str,
+        closed: str,
+    ) -> list[Any]:
+        """从 sim_ledger_entries 的 option_close 备注解析卖平成交."""
+        import re
+
+        try:
+            params: list[Any] = [f"%sell {inst} %"]
+            sql = """
+                SELECT note, ts AS created_at
+                FROM sim_ledger_entries
+                WHERE kind = 'option_close' AND note LIKE ?
+            """
+            if opened:
+                sql += " AND ts >= ?"
+                params.append(opened[:19])
+            if closed:
+                sql += " AND ts <= ?"
+                params.append((closed[:16] + ":59") if len(closed) >= 16 else closed)
+            sql += " ORDER BY ts ASC, id ASC"
+            rows = conn.execute(sql, params).fetchall()
+        except Exception:
+            return []
+        out: list[dict[str, Any]] = []
+        pat = re.compile(
+            rf"sell\s+{re.escape(inst)}\s+x(?P<sheets>[0-9.]+)@(?P<px>[0-9.]+)",
+            re.I,
+        )
+        for i, r in enumerate(rows):
+            note = str(r["note"] or "")
+            m = pat.search(note)
+            if not m:
+                continue
+            try:
+                sh = float(m.group("sheets"))
+                px = float(m.group("px"))
+            except (TypeError, ValueError):
+                continue
+            if sh <= 0 or px <= 0:
+                continue
+            out.append(
+                {
+                    "ord_id": f"ledger-{i}",
+                    "sheets": sh,
+                    "avg_px": px,
+                    "created_at": r["created_at"],
+                }
+            )
+        return out
+
+    def repair_closed_options_pnl_from_sim_orders(self, *, limit: int = 300) -> int:
+        """用 sim_option_orders 卖平成交重算已平仓收回(修复分批平仓只记最后一笔).
+
+        返回更新条数.历史页/复盘合成前调用,使旧数据也能自愈.
+        """
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_pricing_lib import total_premium
+        from lib.sim.db_lib import init_sim_tables
+
+        conn = self.get_db()
+        updated = 0
+        try:
+            init_options_tables(conn)
+            init_sim_tables(conn)
+            # 表不存在时跳过(极旧库)
+            try:
+                conn.execute("SELECT 1 FROM sim_option_orders LIMIT 1").fetchone()
+            except Exception:
+                return 0
+
+            trades = conn.execute(
+                """
+                SELECT id, inst_id, sheets, eth_amount, premium_paid, premium_received,
+                       realized_pnl, close_quote, created_at, closed_at, close_ord_id
+                FROM options_trades
+                WHERE status = 'closed'
+                ORDER BY id DESC
+                LIMIT ?
+                """,
+                (int(max(1, min(int(limit), 500))),),
+            ).fetchall()
+            for tr in trades:
+                inst = str(tr["inst_id"] or "").strip()
+                if not inst:
+                    continue
+                want_sheets = float(tr["sheets"] or 0)
+                if want_sheets <= 0:
+                    continue
+                eth_amt = float(tr["eth_amount"] or 0)
+                ct_mult = (eth_amt / want_sheets) if eth_amt > 0 else 0.01
+                if ct_mult <= 0:
+                    ct_mult = 0.01
+                opened = str(tr["created_at"] or "").strip()
+                closed = str(tr["closed_at"] or "").strip()
+                # 时间窗:开仓后、平仓后 2 分钟内(含下单延迟)
+                params: list[Any] = [inst]
+                sql = """
+                    SELECT ord_id, sheets, avg_px, created_at
+                    FROM sim_option_orders
+                    WHERE inst_id = ? AND lower(side) = 'sell'
+                """
+                if opened:
+                    sql += " AND created_at >= ?"
+                    params.append(opened[:19])
+                if closed:
+                    # 字符串时间比较;闭区间放宽到同分钟及之后的短尾
+                    sql += " AND created_at <= ?"
+                    params.append((closed[:16] + ":59") if len(closed) >= 16 else closed)
+                sql += " ORDER BY created_at ASC, ord_id ASC"
+                sells = conn.execute(sql, params).fetchall()
+                if not sells:
+                    # 回退:从钱包流水 note 解析 sell INST x张数@价
+                    sells = self._sells_from_ledger(
+                        conn, inst=inst, opened=opened, closed=closed
+                    )
+                if not sells:
+                    continue
+                selected: list[Any] = []
+                sheets_sum = 0.0
+                for o in sells:
+                    selected.append(o)
+                    sheets_sum += float(o["sheets"] or 0)
+                    if sheets_sum + 1e-9 >= want_sheets:
+                        break
+                if sheets_sum + 1e-6 < want_sheets * 0.5:
+                    # 成交张数明显不足,不瞎改
+                    continue
+                recv = 0.0
+                notional = 0.0
+                oids: list[str] = []
+                for o in selected:
+                    sh = float(o["sheets"] or 0)
+                    px = float(o["avg_px"] or 0)
+                    if sh <= 0 or px <= 0:
+                        continue
+                    recv += total_premium(px, sh * ct_mult)
+                    notional += px * sh
+                    oid = str(o["ord_id"] or "").strip()
+                    if oid and oid not in oids:
+                        oids.append(oid)
+                if not oids:
+                    continue
+                total_recv = round(recv, 8)
+                paid = float(tr["premium_paid"] or 0) if tr["premium_paid"] is not None else None
+                if paid is None:
+                    continue
+                new_pnl = round(total_recv - paid, 8)
+                close_px = round(notional / sheets_sum, 8) if sheets_sum > 0 else None
+                old_recv = (
+                    float(tr["premium_received"])
+                    if tr["premium_received"] is not None
+                    else None
+                )
+                old_pnl = float(tr["realized_pnl"]) if tr["realized_pnl"] is not None else None
+                # 已与合计一致则跳过
+                if (
+                    old_recv is not None
+                    and old_pnl is not None
+                    and abs(old_recv - total_recv) < 1e-8
+                    and abs(old_pnl - new_pnl) < 1e-8
+                ):
+                    continue
+                # 仅当卖笔数≥2 或合计收回明显高于本地(漏记)时覆盖
+                if len(selected) < 2 and old_recv is not None and total_recv <= old_recv + 1e-10:
+                    continue
+                conn.execute(
+                    """
+                    UPDATE options_trades
+                    SET premium_received = ?,
+                        realized_pnl = ?,
+                        close_quote = COALESCE(?, close_quote),
+                        close_ord_id = ?
+                    WHERE id = ?
+                    """,
+                    (
+                        total_recv,
+                        new_pnl,
+                        close_px,
+                        ",".join(oids) if oids else tr["close_ord_id"],
+                        int(tr["id"]),
+                    ),
+                )
+                updated += 1
+            if updated:
+                conn.commit()
+        finally:
+            conn.close()
+        return updated
+
     def option_positions_history_okx_rows(
         self,
         exchange: Any = None,
@@ -901,6 +1107,12 @@ class SimBroker:
 
         实盘 positions-history 在模拟模式不可用,期权历史/复盘依赖此合成数据.
         """
+        # 先按卖平成交修复分批漏计,再合成展示
+        try:
+            self.repair_closed_options_pnl_from_sim_orders(limit=max(int(limit), 200))
+        except Exception:
+            pass
+
         from datetime import datetime
         from zoneinfo import ZoneInfo
 

lib/sim/register.py

@@ -51,7 +51,7 @@ def install_sim_trading(app: Flask, repo_root: str, app_module: Any = None) -> N
     apply_sim_hooks(app_module)
 
     # 若 options / hedge 已安装, 补丁其 cfg, 并刷新永续下单引用
-    for key in ("options_cfg", "hedge_plan_cfg"):
+    for key in ("options_cfg",):
         cfg = app.extensions.get(key)
         if isinstance(cfg, dict):
             patch_options_cfg(cfg)

tests/test_okx_public_ohlcv_mapping.py

@@ -0,0 +1,40 @@
+"""OKX 公开 K 线小测(无网络):instId / bar 映射."""
+from __future__ import annotations
+
+import unittest
+
+
+class OkxPublicOhlcvMappingTests(unittest.TestCase):
+    def test_swap_inst_and_bar(self):
+        # 避免 import 整站 app:直接复刻映射逻辑做契约校验
+        def swap_inst(exchange_symbol: str) -> str:
+            sym = str(exchange_symbol or "").strip().upper()
+            if not sym:
+                return ""
+            if "/" in sym:
+                base, rest = sym.split("/", 1)
+                quote = rest.split(":", 1)[0].strip() or "USDT"
+                return f"{base.strip()}-{quote}-SWAP"
+            if sym.endswith("-SWAP"):
+                return sym
+            return sym
+
+        def public_bar(timeframe: str) -> str:
+            low = str(timeframe or "").strip().lower()
+            if low.endswith("m") and low[:-1].isdigit():
+                return low
+            if low.endswith("h") and low[:-1].isdigit():
+                return f"{low[:-1]}H"
+            if low.endswith("d") and low[:-1].isdigit():
+                return f"{low[:-1]}D"
+            return low or "15m"
+
+        self.assertEqual(swap_inst("ETH/USDT:USDT"), "ETH-USDT-SWAP")
+        self.assertEqual(swap_inst("BTC/USDT:USDT"), "BTC-USDT-SWAP")
+        self.assertEqual(public_bar("15m"), "15m")
+        self.assertEqual(public_bar("1h"), "1H")
+        self.assertEqual(public_bar("4h"), "4H")
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_options_btc_pnl_usdt.py

@@ -0,0 +1,45 @@
+"""币本位期权浮盈折 U(BTC/ETH 不得把币数量直接当 U)."""
+from __future__ import annotations
+
+import unittest
+
+from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
+
+
+class DisplayPnlUsdtTests(unittest.TestCase):
+    def test_btc_coin_pnl_times_index(self):
+        row = {
+            "inst_id": "BTC-USD-260327-100000-P",
+            "premium_ccy": "BTC",
+            "margin_mode": "coin",
+            "idx_px": 100000.0,
+            "upl": -0.001,
+            "close_preview": {"bid_invalid": True},
+        }
+        # 残档回退 upl: -0.001 BTC × 100000 = -100 U
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -100.0, places=4)
+
+    def test_btc_infers_ccy_when_premium_ccy_missing(self):
+        row = {
+            "inst_id": "BTC-USD-260327-100000-C",
+            "margin_mode": "coin",
+            "underlying": "BTC",
+            "idx_px": 95000.0,
+            "upl": 0.002,
+            "close_preview": {"bid_invalid": True},
+        }
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), 190.0, places=4)
+
+    def test_usdc_unchanged(self):
+        row = {
+            "inst_id": "BTC-USD_UM-260327-100000-C",
+            "premium_ccy": "USDC",
+            "margin_mode": "usdc",
+            "upl": -12.5,
+            "close_preview": {"bid_invalid": True},
+        }
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_options_partial_close_accum.py

@@ -0,0 +1,160 @@
+"""分批平仓:累计各批收回权利金后再算盈亏."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+from unittest.mock import patch
+
+from lib.options.options_close_exec_lib import close_option_by_bid1
+from lib.options.options_db import (
+    add_open_close_accum,
+    get_open_close_accum,
+    init_options_tables,
+)
+
+
+def _mem_db() -> sqlite3.Connection:
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    return conn
+
+
+class CloseAccumDbTests(unittest.TestCase):
+    def test_accum_on_earliest_open(self):
+        conn = _mem_db()
+        conn.execute(
+            """
+            INSERT INTO options_trades
+            (inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status)
+            VALUES ('ETH-USD-260927-2700-P', 'ETH', 'P', 10, 0.1, 0.02, 'open')
+            """
+        )
+        conn.commit()
+        self.assertTrue(
+            add_open_close_accum(
+                conn, "ETH-USD-260927-2700-P", recv=0.005, sheets=5, px=0.05, ord_id="a1"
+            )
+        )
+        self.assertTrue(
+            add_open_close_accum(
+                conn, "ETH-USD-260927-2700-P", recv=0.004, sheets=5, px=0.04, ord_id="a2"
+            )
+        )
+        acc = get_open_close_accum(conn, "ETH-USD-260927-2700-P")
+        self.assertAlmostEqual(float(acc["recv"]), 0.009, places=6)
+        self.assertEqual(int(acc["sheets"]), 10)
+        self.assertAlmostEqual(float(acc["notional"]), 0.05 * 5 + 0.04 * 5, places=6)
+        self.assertEqual(acc["close_ord_id"], "a1,a2")
+
+
+class TwoStepCloseExecTests(unittest.TestCase):
+    def test_two_partial_closes_sum_premium_received(self):
+        conn = _mem_db()
+        inst = "ETH-USD-260927-2700-P"
+        conn.execute(
+            """
+            INSERT INTO options_trades
+            (inst_id, underlying, opt_type, strike, sheets, eth_amount,
+             open_quote, premium_paid, status, premium_ccy, margin_mode)
+            VALUES (?, 'ETH', 'P', 2700, 10, 0.1, 0.2, 0.02, 'open', 'ETH', 'coin')
+            """,
+            (inst,),
+        )
+        conn.commit()
+
+        # 持仓:第一次 10→5,第二次 5→0
+        pos_seq = [
+            [{"instId": inst, "availPos": "10", "pos": "10", "mgnMode": "isolated", "idxPx": "2500"}],
+            [{"instId": inst, "availPos": "5", "pos": "5", "mgnMode": "isolated", "idxPx": "2500"}],
+            [{"instId": inst, "availPos": "5", "pos": "5", "mgnMode": "isolated", "idxPx": "2500"}],
+            [],  # 第二次下单后已平
+        ]
+        pos_i = {"n": 0}
+
+        def fetch_positions(_ex):
+            i = pos_i["n"]
+            pos_i["n"] = min(i + 1, len(pos_seq) - 1)
+            return pos_seq[i]
+
+        order_px = {"n": 0}
+
+        def place_limit(_ex, **kwargs):
+            order_px["n"] += 1
+            px = 0.05 if order_px["n"] == 1 else 0.04
+            return {"ok": True, "px": px, "data": {"ordId": f"ord{order_px['n']}"}}
+
+        def quote(_ex, _inst):
+            return {"ok": True, "tick_sz": "0.0001", "ct_mult": 0.01, "bid": 0.05, "index_px": 2500}
+
+        def book(_ex, _inst, _n):
+            # 每次只够吃一半深度,强制分两批
+            return {"bids": [{"px": 0.05, "sz": 5}]} if order_px["n"] < 1 else {"bids": [{"px": 0.04, "sz": 5}]}
+
+        cfg = {
+            "get_db": lambda: _reuse_conn(conn),
+            "quote_option_contract": quote,
+            "fetch_option_positions": fetch_positions,
+            "fetch_option_book_depth": book,
+            "place_option_limit_order": place_limit,
+            "td_mode": "isolated",
+        }
+
+        with patch("lib.options.options_close_exec_lib.time.sleep", return_value=None), patch(
+            "lib.exchange.okx_options_lib.invalidate_option_positions_cache"
+        ), patch(
+            "lib.options.options_pricing_lib.fetch_option_mark_px", return_value=0.05
+        ), patch(
+            "lib.options.options_close_exec_lib._pos_close_refs", return_value=(0.05, 0.0)
+        ):
+            r1 = close_option_by_bid1(cfg, ex=object(), inst_id=inst, sheets=10)
+            self.assertTrue(r1.get("ok"), r1)
+            self.assertFalse(r1.get("fully_closed"), r1)
+            open_row = conn.execute(
+                "SELECT close_recv_accum, status, realized_pnl FROM options_trades WHERE inst_id=?",
+                (inst,),
+            ).fetchone()
+            self.assertEqual(open_row["status"], "open")
+            self.assertGreater(float(open_row["close_recv_accum"] or 0), 0)
+            self.assertIsNone(open_row["realized_pnl"])
+
+            # 第二次买一深度
+            def book2(_ex, _inst, _n):
+                return {"bids": [{"px": 0.04, "sz": 5}]}
+
+            cfg["fetch_option_book_depth"] = book2
+            r2 = close_option_by_bid1(cfg, ex=object(), inst_id=inst, sheets=5)
+            self.assertTrue(r2.get("ok"), r2)
+            self.assertTrue(r2.get("fully_closed"), r2)
+
+        closed = conn.execute(
+            """
+            SELECT premium_paid, premium_received, realized_pnl, status, close_recv_accum
+            FROM options_trades WHERE inst_id=?
+            """,
+            (inst,),
+        ).fetchone()
+        self.assertEqual(closed["status"], "closed")
+        # ct_mult=0.01: 5张×0.05 + 5张×0.04 = 0.0025 + 0.002 = 0.0045
+        self.assertAlmostEqual(float(closed["premium_received"]), 0.0045, places=6)
+        self.assertAlmostEqual(float(closed["realized_pnl"]), 0.0045 - 0.02, places=6)
+        self.assertEqual(float(closed["close_recv_accum"] or 0), 0.0)
+        # 若只记第二批,recv 会是 0.002,pnl=-0.018;合计应为 -0.0155
+        self.assertNotAlmostEqual(float(closed["premium_received"]), 0.002, places=6)
+
+
+def _reuse_conn(conn: sqlite3.Connection) -> sqlite3.Connection:
+    """get_db 每次返回同一连接;close 时 no-op,避免 :memory: 被关掉."""
+
+    class _Proxy:
+        def __getattr__(self, name):
+            return getattr(conn, name)
+
+        def close(self):
+            return None
+
+    return _Proxy()  # type: ignore[return-value]
+
+
+if __name__ == "__main__":
+    unittest.main()

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()

tests/test_options_review_chart_async_lib.py

@@ -0,0 +1,157 @@
+"""期权复盘自动 K 线:单元测试."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+from unittest.mock import MagicMock, patch
+
+from lib.options.options_review_chart_async_lib import (
+    OPTIONS_REVIEW_AUTO_CHART_TF,
+    build_options_review_chart_filename,
+    merge_auto_chart_into_images,
+    schedule_options_review_exchange_chart,
+    underlying_to_okx_perp_symbol,
+)
+from lib.options.options_review_db import init_options_review_tables
+from lib.options.options_review_lib import save_review_entry, upsert_option_history_row
+
+
+def _conn() -> sqlite3.Connection:
+    c = sqlite3.connect(":memory:")
+    c.row_factory = sqlite3.Row
+    init_options_review_tables(c)
+    return c
+
+
+class OptionsReviewChartAsyncTests(unittest.TestCase):
+    def test_underlying_to_okx_perp_symbol(self):
+        self.assertEqual(
+            underlying_to_okx_perp_symbol(
+                "ETH-USD",
+                normalize_symbol_input_fn=lambda s: f"{s}/USDT",
+                normalize_okx_symbol_fn=lambda s: f"{s.split('/')[0]}/USDT:USDT"
+                if "/" in s
+                else s,
+            ),
+            "ETH/USDT:USDT",
+        )
+
+    def test_merge_auto_chart_keeps_manual_slots(self):
+        merged = merge_auto_chart_into_images(
+            [
+                {"tf": "auto", "file": "old.png"},
+                {"tf": "15m", "file": "m15.png"},
+            ],
+            "new_auto.png",
+        )
+        self.assertEqual(merged[0]["tf"], OPTIONS_REVIEW_AUTO_CHART_TF)
+        self.assertEqual(merged[0]["file"], "new_auto.png")
+        self.assertEqual(merged[1], {"tf": "15m", "file": "m15.png"})
+
+    def test_chart_filename(self):
+        self.assertEqual(
+            build_options_review_chart_filename(12), "options_journal_chart_12.png"
+        )
+
+    @patch("lib.options.options_review_chart_async_lib.threading.Thread")
+    def test_schedule_starts_daemon_thread(self, mock_thread_cls):
+        thread = MagicMock()
+        mock_thread_cls.return_value = thread
+        schedule_options_review_exchange_chart(
+            trade_id=7,
+            exchange_symbol="ETH/USDT:USDT",
+            title_prefix="t",
+            journal_tfs=["15m", "1h"],
+            journal_limit=100,
+            marker_payload={},
+            upload_folder="/tmp",
+            generate_chart_fn=MagicMock(),
+            get_db_fn=MagicMock(),
+            now_str_fn=lambda: "2026-09-15 12:00:00",
+        )
+        mock_thread_cls.assert_called_once()
+        self.assertTrue(mock_thread_cls.call_args.kwargs.get("daemon"))
+        thread.start.assert_called_once()
+
+    def test_writeback_merges_auto_image(self):
+        import tempfile
+        from pathlib import Path
+
+        from lib.options.options_review_images_lib import parse_options_review_images_json
+
+        with tempfile.TemporaryDirectory() as td:
+            db_path = Path(td) / "t.db"
+
+            def get_db():
+                c = sqlite3.connect(str(db_path))
+                c.row_factory = sqlite3.Row
+                return c
+
+            conn = get_db()
+            init_options_review_tables(conn)
+            upsert_option_history_row(
+                conn,
+                {
+                    "history_key": "ex:chart1",
+                    "inst_id": "ETH-USD-260328-2000-C",
+                    "underlying": "ETH",
+                    "opt_type": "C",
+                    "realized_pnl": 1.0,
+                    "created_at": "2026-09-01 10:00:00",
+                    "closed_at": "2026-09-01 12:00:00",
+                },
+            )
+            trade_id = conn.execute(
+                "SELECT id FROM options_review_trades WHERE history_key='ex:chart1'"
+            ).fetchone()["id"]
+            save_review_entry(
+                conn,
+                trade_id,
+                {
+                    "strategy_tag": "测试",
+                    "images": [{"tf": "15m", "file": "options_journal_x_15m.png"}],
+                },
+            )
+            conn.commit()
+            conn.close()
+
+            chart_name = build_options_review_chart_filename(trade_id)
+            generate = MagicMock(return_value=chart_name)
+
+            with patch(
+                "lib.options.options_review_chart_async_lib.threading.Thread"
+            ) as mock_thread_cls:
+                thread = MagicMock()
+                mock_thread_cls.return_value = thread
+                schedule_options_review_exchange_chart(
+                    trade_id=trade_id,
+                    exchange_symbol="ETH/USDT:USDT",
+                    title_prefix="ETH review",
+                    journal_tfs=["15m", "1h"],
+                    journal_limit=200,
+                    marker_payload={"entry_ts_ms": 1, "exit_ts_ms": 2},
+                    upload_folder=td,
+                    generate_chart_fn=generate,
+                    get_db_fn=get_db,
+                    now_str_fn=lambda: "2026-09-15 12:00:00",
+                )
+                target = mock_thread_cls.call_args.kwargs["target"]
+                target()
+
+            conn = get_db()
+            try:
+                row = conn.execute(
+                    "SELECT images_json, image FROM options_review_entries WHERE trade_id=?",
+                    (trade_id,),
+                ).fetchone()
+                self.assertEqual(row["image"], chart_name)
+                images = parse_options_review_images_json(row["images_json"])
+                self.assertEqual(images[0]["tf"], "auto")
+                self.assertEqual(images[0]["file"], chart_name)
+                self.assertTrue(any(x.get("tf") == "15m" for x in images))
+            finally:
+                conn.close()
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_options_time_lib.py

@@ -0,0 +1,92 @@
+"""期权业务时区与 UTC 墙钟迁移单测."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+from datetime import datetime, timezone
+from zoneinfo import ZoneInfo
+
+from lib.options.options_db import init_options_tables
+from lib.options.options_review_db import init_options_review_tables
+from lib.options.options_review_lib import get_sync_state, upsert_option_history_row
+from lib.options.options_time_lib import (
+    migrate_options_utc_wall_clock_to_app,
+    ms_to_options_app_str,
+    options_wall_clock_to_ms,
+    utc_wall_clock_to_app_str,
+)
+
+
+class OptionsTimeLibTests(unittest.TestCase):
+    def test_ms_to_shanghai_wall_clock(self):
+        # 2026-09-13 21:41:57 UTC → 2026-09-14 05:41:57 Asia/Shanghai
+        ms = int(
+            datetime(2026, 9, 13, 21, 41, 57, tzinfo=timezone.utc).timestamp() * 1000
+        )
+        self.assertEqual(ms_to_options_app_str(ms), "2026-09-14 05:41:57")
+
+    def test_utc_wall_to_app(self):
+        self.assertEqual(
+            utc_wall_clock_to_app_str("2026-09-13 21:41:57"),
+            "2026-09-14 05:41:57",
+        )
+
+    def test_wall_clock_to_ms_roundtrip(self):
+        raw = "2026-09-14 05:41:57"
+        ms = options_wall_clock_to_ms(raw)
+        self.assertIsNotNone(ms)
+        dt = datetime.fromtimestamp(ms / 1000.0, tz=ZoneInfo("Asia/Shanghai"))
+        self.assertEqual(dt.strftime("%Y-%m-%d %H:%M:%S"), raw)
+
+    def test_migrate_once(self):
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        init_options_review_tables(conn)
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status,
+                created_at, closed_at
+            ) VALUES ('ETH-USD-260917-2525-P', 'ETH', 'P', 1, 0.01, 1, 'closed',
+                      '2026-09-13 21:41:57', '2026-09-14 02:31:00')
+            """
+        )
+        upsert_option_history_row(
+            conn,
+            {
+                "history_key": "local_opt:1",
+                "inst_id": "ETH-USD-260917-2525-P",
+                "underlying": "ETH",
+                "opt_type": "P",
+                "realized_pnl": 0.5,
+                "created_at": "2026-09-13 21:41:57",
+                "closed_at": "2026-09-14 02:31:00",
+            },
+        )
+        conn.commit()
+
+        first = migrate_options_utc_wall_clock_to_app(conn)
+        self.assertEqual(first["skipped"], 0)
+        self.assertGreaterEqual(first["trades"], 1)
+        self.assertGreaterEqual(first["review"], 1)
+
+        row = conn.execute(
+            "SELECT created_at, closed_at FROM options_trades WHERE id=1"
+        ).fetchone()
+        self.assertEqual(row["created_at"], "2026-09-14 05:41:57")
+        self.assertEqual(row["closed_at"], "2026-09-14 10:31:00")
+
+        rev = conn.execute(
+            "SELECT opened_at, closed_at FROM options_review_trades WHERE history_key='local_opt:1'"
+        ).fetchone()
+        self.assertEqual(rev["opened_at"], "2026-09-14 05:41:57")
+        self.assertEqual(rev["closed_at"], "2026-09-14 10:31:00")
+        self.assertEqual(get_sync_state(conn, "options_ts_utc_wall_to_app_done"), "1")
+
+        second = migrate_options_utc_wall_clock_to_app(conn)
+        self.assertEqual(second["skipped"], 1)
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_remove_hedge_smoke.py

@@ -0,0 +1,52 @@
+"""对冲拆除后的冒烟:交易模式锁定单独期权;hedge_plan 包已移除."""
+from __future__ import annotations
+
+import importlib
+import unittest
+
+
+class RemoveHedgeSmokeTests(unittest.TestCase):
+    def test_trade_mode_always_options(self):
+        from lib.options.okx_trade_mode_lib import (
+            get_okx_trade_mode,
+            hedge_module_enabled,
+            standalone_options_open_allowed,
+            block_standalone_open_by_mode_msg,
+            normalize_okx_trade_mode,
+        )
+
+        self.assertEqual(normalize_okx_trade_mode("options_options"), "options")
+        self.assertEqual(normalize_okx_trade_mode("perp_options"), "options")
+        self.assertEqual(get_okx_trade_mode(), "options")
+        self.assertFalse(hedge_module_enabled())
+        self.assertTrue(standalone_options_open_allowed())
+        self.assertIsNone(block_standalone_open_by_mode_msg())
+
+    def test_hedge_plan_package_gone(self):
+        with self.assertRaises(ModuleNotFoundError):
+            importlib.import_module("lib.hedge_plan")
+
+    def test_option_expiry_pnl_available(self):
+        from lib.options.options_pricing_lib import option_expiry_pnl
+
+        pnl = option_expiry_pnl(
+            opt_type="P",
+            strike=2700,
+            spot=2600,
+            sheets=10,
+            ct_mult=0.01,
+            premium_paid=1.0,
+        )
+        # intrinsic = 100 * 10 * 0.01 = 10; pnl = 10 - 1 = 9
+        self.assertAlmostEqual(pnl, 9.0, places=6)
+
+    def test_profit_exit_no_hedge_import(self):
+        import inspect
+        from lib.options import options_profit_exit_lib as m
+
+        src = inspect.getsource(m)
+        self.assertNotIn("hedge_plan", src)
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_sim_repair_partial_close_pnl.py

@@ -0,0 +1,95 @@
+"""模拟盘:用分批卖平成交修复已平仓漏计盈亏."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+
+from lib.options.options_db import init_options_tables
+from lib.sim.broker_lib import SimBroker
+from lib.sim.db_lib import init_sim_tables
+
+
+class RepairSimPartialClosePnlTests(unittest.TestCase):
+    def test_repair_sums_two_sell_orders(self):
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        init_sim_tables(conn)
+        inst = "ETH-USD-260927-2700-P"
+        # 开仓 228 张,权利金 0.399;旧逻辑只记了第二笔收回 0.2449 → pnl=-0.1541
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, strike, sheets, eth_amount,
+                open_quote, premium_paid, premium_received, realized_pnl,
+                status, premium_ccy, created_at, closed_at
+            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)
+            """,
+            (
+                inst,
+                "ETH",
+                "P",
+                2700,
+                228,
+                2.28,
+                0.175,
+                0.399,
+                0.2449,
+                -0.1541,
+                "closed",
+                "ETH",
+                "2026-09-24 07:09:19",
+                "2026-09-24 20:59:20",
+            ),
+        )
+        # 两笔卖平各 114 张
+        conn.execute(
+            """
+            INSERT INTO sim_option_orders(
+                ord_id, inst_id, side, sheets, avg_px, state, acc_fill_sz, created_at
+            ) VALUES (?,?,?,?,?,'filled',?,?)
+            """,
+            ("sim-a", inst, "sell", 114, 0.12, 114, "2026-09-24 15:00:00"),
+        )
+        conn.execute(
+            """
+            INSERT INTO sim_option_orders(
+                ord_id, inst_id, side, sheets, avg_px, state, acc_fill_sz, created_at
+            ) VALUES (?,?,?,?,?,'filled',?,?)
+            """,
+            ("sim-b", inst, "sell", 114, 0.1074, 114, "2026-09-24 20:59:10"),
+        )
+        conn.commit()
+
+        def get_db():
+            return conn
+
+        # SimBroker 每次 close 自己的连接;测试里复用同一 :memory: 需禁止 close
+        class _Proxy:
+            def __getattr__(self, name):
+                return getattr(conn, name)
+
+            def close(self):
+                return None
+
+        broker = SimBroker(lambda: _Proxy())  # type: ignore[arg-type]
+        n = broker.repair_closed_options_pnl_from_sim_orders()
+        self.assertEqual(n, 1)
+        row = conn.execute(
+            "SELECT premium_received, realized_pnl, close_ord_id FROM options_trades WHERE inst_id=?",
+            (inst,),
+        ).fetchone()
+        # ct_mult=2.28/228=0.01; recv=114*0.12*0.01 + 114*0.1074*0.01 = 0.1368+0.122436=0.259236
+        self.assertAlmostEqual(float(row["premium_received"]), 0.259236, places=6)
+        self.assertAlmostEqual(float(row["realized_pnl"]), 0.259236 - 0.399, places=6)
+        self.assertIn("sim-a", str(row["close_ord_id"]))
+        self.assertIn("sim-b", str(row["close_ord_id"]))
+
+        # 历史合成应读到修复后的盈亏
+        hist = broker.option_positions_history_okx_rows(limit=10)
+        self.assertEqual(len(hist), 1)
+        self.assertAlmostEqual(float(hist[0]["realizedPnl"]), 0.259236 - 0.399, places=6)
+
+
+if __name__ == "__main__":
+    unittest.main()

使用说明.md

@@ -4,7 +4,7 @@
 
 基于 Flask 的 **OKX 期权 / 对冲** Web 控制台.与中控、其它交易所实例无关.
 
-**部署 / PM2 / SOCKS** 见 **[部署文档.md](./部署文档.md)**:
+**部署 / PM2 / SOCKS** 见 **[部署文档.md](./部署文档.md)**；**新机纯实盘**见 **[新机纯实盘部署.md](./新机纯实盘部署.md)**:
 
 ```bash
 curl -fsSL https://git.bz121.com/dekun/crypto_okx/raw/branch/main/deploy/manage.sh | bash

新机纯实盘部署.md

@@ -0,0 +1,215 @@
+# 新机纯实盘部署指南（crypto_okx）
+
+适用场景：**新开一台服务器，直接接 OKX 实盘 API，不做同机模拟→实盘切换**。
+
+当前推荐用法：
+
+| 机器 | 用途 |
+|------|------|
+| 现有模拟机 | 不接 API Key，本地模拟撮合 + 公开行情 |
+| **本机（新机）** | 只跑实盘，从部署起就是 `live` |
+
+与主仓 `crypto_monitor` **隔离**：请用独立子账户 / 独立 API Key，避免双实例同 Key 抢仓。
+
+通用安装步骤见 [部署文档.md](./部署文档.md)；页面操作见 [使用说明.md](./使用说明.md)。
+
+---
+
+## 1. 上线前准备
+
+1. OKX **实盘**账户（非演示盘），建议专用子账户、小资金。
+2. API Key 权限：交易（期权 + 如需币本位则含现货）；按需开提现（一般不必）。
+3. IP 白名单绑定到新机公网 IP。
+4. 确认持仓模式 / 保证金模式与下文 `.env` 一致（如双向 + 全仓）。
+5. 确认本机或经 SOCKS 能访问 `https://www.okx.com`。
+
+---
+
+## 2. 一键部署
+
+新机 root：
+
+```bash
+curl -fsSL https://git.bz121.com/dekun/crypto_okx/raw/branch/main/deploy/manage.sh | bash
+```
+
+菜单选 **1. 一键部署**。默认路径 `/opt/crypto_okx`，端口 `5004`。
+
+或手动：
+
+```bash
+cd /opt
+git clone https://git.bz121.com/dekun/crypto_okx.git crypto_okx
+cd /opt/crypto_okx
+cp -n .env.example .env
+bash deploy/setup_env.sh --install-system-deps
+```
+
+---
+
+## 3. 纯实盘 `.env` 必改项
+
+编辑：
+
+```bash
+nano /opt/crypto_okx/.env
+```
+
+### 3.1 模式：直接 live（不要 sim）
+
+```env
+# 启动即实盘（不要写成 sim）
+SIM_DEFAULT_MODE=live
+
+# 允许真实下单
+LIVE_TRADING_ENABLED=true
+```
+
+说明：
+
+- 新机不要依赖页面「切换到实盘」；部署时就把 `SIM_DEFAULT_MODE=live` 写好。
+- 期权路径主要认 API Key；`LIVE_TRADING_ENABLED` 仍建议保持 `true`，与文档口径一致。
+
+### 3.2 实盘 API（必填）
+
+```env
+OKX_API_KEY=你的实盘Key
+OKX_API_SECRET=你的实盘Secret
+OKX_API_PASSPHRASE=你的Passphrase
+OKX_OPTIONS_ENABLED=true
+EXCHANGE_DISPLAY_NAME=OKX·实盘
+```
+
+不要用演示盘 Key；本仓库未接 `x-simulated-trading`。
+
+### 3.3 交易模式与预算（按策略改）
+
+单独期权（常见起步）：
+
+```env
+OKX_TRADE_MODE=options
+OKX_OPTIONS_MARGIN_MODE=coin
+OKX_OPTIONS_COIN_BUDGET_USDT=10
+OKX_OPTIONS_TRADE_BUDGET_USDC=10
+```
+
+若做对冲，再改为 `perp_options` / `options_options`，并打开：
+
+```env
+HEDGE_PLAN_LIVE_ORDER=true
+```
+
+起步建议先 `HEDGE_PLAN_LIVE_ORDER=false` 或页面 dry_run，跑通单独期权后再开对冲真下单。
+
+### 3.4 代理（按网络需要）
+
+若服务器直连 OKX 不稳定：
+
+```env
+OKX_SOCKS_PROXY=socks5h://127.0.0.1:1080
+```
+
+并先在本机建好 SSH SOCKS（见部署文档）。
+
+---
+
+## 4. 启动与确认
+
+```bash
+cd /opt/crypto_okx
+pm2 restart crypto_okx --update-env
+# 若尚未创建进程，用一键脚本或:
+# pm2 start ecosystem.config.cjs
+pm2 status
+pm2 logs crypto_okx --lines 50
+```
+
+打开：`http://<新机IP>:5004`
+
+核对：
+
+1. 能登录。
+2. 顶栏为 **实盘**（`okx_live`），**没有**「模拟」徽章。
+3. 资金条能读到交易所余额（不是本地模拟钱包初始值）。
+4. 系统设置 → 模拟资金：当前模式应为 **live**（勿再切回 sim）。
+
+可用接口自检：
+
+```bash
+curl -s -u '用户名:密码' http://127.0.0.1:5004/api/sim/status
+# 期望含 "mode":"live"
+```
+
+---
+
+## 5. 小额冒烟（必做）
+
+在真钱前用 **最小张数 / 最小预算**：
+
+1. `/options` 开 1 张（或最小允许张数）→ 看交易所成交与本地记录。
+2. 持仓出现在页面监控。
+3. 平仓 → 余额变化符合预期。
+4. 若币本位：确认买币桥 → 开期权 → 平 → 卖回（或按你策略保留币）。
+5. `/options/review`：复盘列表有记录；可选勾选自动 K 线（公开行情，有 Key 也可画）。
+
+任一步异常：**先停手**，查 `pm2 logs crypto_okx`，不要加大仓位。
+
+---
+
+## 6. 与模拟机、主仓的隔离
+
+| 不要做 | 原因 |
+|--------|------|
+| 模拟机与实盘机共用同一 API Key | 双实例监控/下单互相干扰 |
+| 与正在跑的 `crypto_monitor` 共用同一 Key | 同上 |
+| 在实盘机再切回 sim「玩玩」 | 易混仓、混认知；模拟请继续用旧模拟机 |
+| 把 `.env` 提交进 Git | 泄密 |
+
+---
+
+## 7. 日常更新（实盘机）
+
+```bash
+cd /opt/crypto_okx
+git pull
+pm2 restart crypto_okx --update-env
+git log -1 --oneline
+```
+
+或：
+
+```bash
+bash /opt/crypto_okx/deploy/pull_and_restart.sh
+```
+
+`git pull` **不会**覆盖 `.env`。大版本更新前可：`cp .env .env.backup.$(date +%Y%m%d)`。
+
+---
+
+## 8. 故障快速对照
+
+| 现象 | 排查 |
+|------|------|
+| 顶栏仍显示模拟 | `.env` 是否 `SIM_DEFAULT_MODE=live`；是否重启 `--update-env`；设置页是否被改回 sim |
+| 读不到余额 / 下单失败 | Key、权限、IP 白名单、SOCKS、OKX 账户是否实盘 |
+| 能开单但监控不对 | 是否与其它实例同 Key；持仓模式是否与 `OKX_POS_MODE` 一致 |
+| 复盘无自动 K 线 | 服务器能否访问 OKX 公开行情；看日志是否画图失败 |
+
+---
+
+## 9. 推荐启动清单（可打印）
+
+- [ ] 新机已部署 `/opt/crypto_okx`
+- [ ] `SIM_DEFAULT_MODE=live`
+- [ ] `LIVE_TRADING_ENABLED=true`
+- [ ] 实盘 `OKX_API_*` 已填，且非演示盘
+- [ ] Key 与主仓 / 模拟机隔离
+- [ ] 顶栏确认 live，资金为交易所余额
+- [ ] 小额开平冒烟通过
+- [ ] 企业微信 / 监控按需开启
+
+---
+
+## 免责声明
+
+实盘有亏损风险。请遵守当地法规与交易所条款；操作与资金安全自负。

部署文档.md

@@ -4,6 +4,8 @@
 
 **功能与页面操作**见同目录 **[使用说明.md](./使用说明.md)**.脚本细节见 **[deploy/README.md](./deploy/README.md)**.
 
+**新开服务器、直接接 API 跑实盘（不与模拟同机切换）**见 **[新机纯实盘部署.md](./新机纯实盘部署.md)**.
+
 ---
 
 ## 一键部署(推荐)