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

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/tests/test_oo_selection_sizing.py

@@ -17,6 +17,23 @@ def test_otm_strikes_near_amplitude() -> None:
     assert pick_otm_put_strike(strikes, spot=1950, low=1860) == 1850.0
 
 
+def test_otm_strikes_reject_beyond_1pct() -> None:
+    # 高点 2000，最近虚值 Call 仅 2100（偏离 5%）→ 拒绝
+    strikes = [1900.0, 1950.0, 2100.0]
+    assert pick_otm_call_strike(strikes, spot=1950, high=2000, max_dev_pct=1.0) is None
+    # 低点 1900，最近虚值 Put 仅 1800（偏离 ~5.3%）→ 拒绝
+    assert (
+        pick_otm_put_strike(
+            [1800.0, 1950.0, 2000.0], spot=1950, low=1900, max_dev_pct=1.0
+        )
+        is None
+    )
+    # 高点 2095，Call 2100 偏离约 0.24% → 通过
+    assert (
+        pick_otm_call_strike(strikes, spot=1950, high=2095, max_dev_pct=1.0) == 2100.0
+    )
+
+
 def test_select_oo_pair_same_expiry(tmp_path=None) -> None:
     contracts = []
     for k in (1900, 2000, 2100):
@@ -36,6 +53,7 @@ def test_select_oo_pair_same_expiry(tmp_path=None) -> None:
         high=2105.0,
         low=1890.0,
         min_hours=1.0,
+        max_dev_pct=1.0,
     )
     assert picked is not None
     ymd, _ems, ck, pk, call_i, put_i = picked
@@ -114,7 +132,7 @@ def test_amplitude_max_gate() -> None:
     from app.strategy.oo_selection import build_oo_pick_core
 
     contracts = []
-    for k in (1900, 2000, 2100):
+    for k in (1900, 1975, 2000, 2025, 2100):
         for side, letter in (("call", "C"), ("put", "P")):
             contracts.append(
                 {
@@ -141,7 +159,7 @@ def test_amplitude_max_gate() -> None:
         )
         is None
     )
-    # 3% ≤ 上限 3.5% → 可过振幅门（杠杆/卖一足够）
+    # 3% ≤ 上限 3.5%，且 2025/1975 贴高低 ≤1% → 通过
     ok = build_oo_pick_core(
         contracts=contracts,
         spot=2000,
@@ -152,5 +170,8 @@ def test_amplitude_max_gate() -> None:
         amplitude_hours=12,
         amplitude_pct=3.5,
         amplitude=amp,
+        max_dev_pct=1.0,
     )
     assert ok is not None
+    assert ok.call.strike == 2025.0
+    assert ok.put.strike == 1975.0