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
@@ -265,6 +265,7 @@ export default function PlanPage() {
      : "ATM偏差关";
  const ooSelectLabel = [
    `振幅≤${fmt(plan?.oo_amplitude_pct ?? 1.5, 1)}%/${fmt(plan?.oo_amplitude_hours ?? 12, 0)}h`,
+    `贴高低≤${fmt(plan?.oo_strike_max_dev_pct ?? 1, 1)}%`,
    "虚值Call@高·Put@低",
    `剩余≥${fmt(plan?.oo_min_option_hours ?? 24, 0)}h`,
    `杠杆≥${fmt(plan?.oo_min_leverage ?? 200, 0)}x`,