Reject OO strikes more than 1% from amplitude high/low.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-07 17:50:12 +08:00
parent 6d63c52ae0
commit 0daac05ef5
9 changed files with 124 additions and 19 deletions
@@ -297,6 +297,12 @@ class StrategyEngine:
                )
                or s.oo_reward_ratio
            ),
+            "oo_strike_max_dev_pct": float(
+                self.ledger.get_setting_float(
+                    "oo_strike_max_dev_pct", s.oo_strike_max_dev_pct
+                )
+                or s.oo_strike_max_dev_pct
+            ),
            "risk_perp_unit": risk_perp_unit,
            "risk_option_unit": risk_option_unit,
            "risk_exit_unit": risk_exit_unit,