diff --git a/backend/app/api/settings.py b/backend/app/api/settings.py
index 5b3c208..2cb16ef 100644
--- a/backend/app/api/settings.py
+++ b/backend/app/api/settings.py
@@ -41,6 +41,8 @@ KEYS = (
"min_option_leverage",
"atm_open_offset_enabled",
"max_atm_open_offset",
+ "fixed_direction_enabled",
+ "fixed_perp_side",
"close_bid_mark_max_pct",
"perp_qty_eth",
"option_qty_eth",
@@ -63,6 +65,8 @@ class StrategySettingsBody(BaseModel):
min_option_leverage: float | None = Field(default=None, ge=1, le=10000)
atm_open_offset_enabled: bool | None = None
max_atm_open_offset: float | None = Field(default=None, ge=0, le=100)
+ fixed_direction_enabled: bool | None = None
+ fixed_perp_side: str | None = Field(default=None, pattern="^(long|short)$")
close_bid_mark_max_pct: float | None = Field(default=None, ge=1, le=100)
perp_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
option_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
@@ -131,6 +135,25 @@ def _read_settings() -> dict:
db.get_setting("max_atm_open_offset", str(s.max_atm_open_offset))
or s.max_atm_open_offset
),
+ "fixed_direction_enabled": _as_bool(
+ db.get_setting(
+ "fixed_direction_enabled", str(s.fixed_direction_enabled)
+ ),
+ s.fixed_direction_enabled,
+ ),
+ "fixed_perp_side": (
+ side
+ if (
+ side := str(
+ db.get_setting("fixed_perp_side", s.fixed_perp_side)
+ or s.fixed_perp_side
+ )
+ .strip()
+ .lower()
+ )
+ in ("long", "short")
+ else "long"
+ ),
"close_bid_mark_max_pct": float(
db.get_setting("close_bid_mark_max_pct", str(s.close_bid_mark_max_pct))
or s.close_bid_mark_max_pct
diff --git a/backend/app/config.py b/backend/app/config.py
index 2640aa6..242df7b 100644
--- a/backend/app/config.py
+++ b/backend/app/config.py
@@ -72,6 +72,9 @@ class Settings(BaseSettings):
min_option_leverage: float = 100.0 # 现价/卖一权利金 下限
atm_open_offset_enabled: bool = False # 开仓 ATM 偏差限制开关（默认关）
max_atm_open_offset: float = 3.0 # 开启后：|ATM行权价−标的| 上限（点）
+ # 固定方向：关=现有 ATM/比价规则；开=指定永续多/空，期权 Put/Call 且须实值或平值
+ fixed_direction_enabled: bool = False
+ fixed_perp_side: str = "long" # long|short；long→买Put，short→买Call
close_bid_mark_max_pct: float = 30.0 # 平仓：买一相对标记最大偏差%
perp_qty_eth: float = 1.0
option_qty_eth: float = 2.0
diff --git a/backend/app/exchange/types.py b/backend/app/exchange/types.py
index 34bbdc5..bb0c404 100644
--- a/backend/app/exchange/types.py
+++ b/backend/app/exchange/types.py
@@ -88,7 +88,26 @@ def _open_bias(
call: Quote | None,
put: Quote | None,
) -> str:
- """与开仓 decide 一致：先按 ATM 相对现价，贴平时再卖一比价。"""
+ """与开仓 decide 一致；固定方向开启时显示 fixed_*。"""
+ try:
+ from ..config import get_settings
+ from ..models.db import get_db
+
+ s = get_settings()
+ db = get_db()
+ raw = db.get_setting(
+ "fixed_direction_enabled", str(s.fixed_direction_enabled)
+ )
+ on = str(raw or "").strip().lower() in ("1", "true", "yes", "on")
+ if on:
+ side = str(
+ db.get_setting("fixed_perp_side", s.fixed_perp_side)
+ or s.fixed_perp_side
+ or "long"
+ ).strip().lower()
+ return "fixed_long_put" if side == "long" else "fixed_short_call"
+ except Exception:
+ pass
mark = None
if index_px is not None and index_px > 0:
mark = float(index_px)
diff --git a/backend/app/market/instruments.py b/backend/app/market/instruments.py
index 3717227..53688de 100644
--- a/backend/app/market/instruments.py
+++ b/backend/app/market/instruments.py
@@ -40,6 +40,7 @@ def select_option_pair(
expiry_ymd: str | None = None,
min_hours: float | None = None,
now=None,
+ option_side: str | None = None,
) -> OptionPair | None:
contracts = normalize_contracts(instruments)
return _select_pair(
@@ -48,6 +49,7 @@ def select_option_pair(
expiry_ymd=expiry_ymd,
min_hours=min_hours,
now=now,
+ option_side=option_side,
)
diff --git a/backend/app/models/db.py b/backend/app/models/db.py
index 0e12d78..77d2d0f 100644
--- a/backend/app/models/db.py
+++ b/backend/app/models/db.py
@@ -232,6 +232,8 @@ class Database:
"min_option_leverage": str(s.min_option_leverage),
"atm_open_offset_enabled": str(s.atm_open_offset_enabled),
"max_atm_open_offset": str(s.max_atm_open_offset),
+ "fixed_direction_enabled": str(s.fixed_direction_enabled),
+ "fixed_perp_side": str(s.fixed_perp_side),
"close_bid_mark_max_pct": str(s.close_bid_mark_max_pct),
"perp_qty_eth": str(s.perp_qty_eth),
"option_qty_eth": str(s.option_qty_eth),
diff --git a/backend/app/strategy/engine.py b/backend/app/strategy/engine.py
index 556da97..a96b4e2 100644
--- a/backend/app/strategy/engine.py
+++ b/backend/app/strategy/engine.py
@@ -93,6 +93,16 @@ class StrategyEngine:
max_atm_off = self.ledger.get_setting_float(
"max_atm_open_offset", s.max_atm_open_offset
)
+ fixed_dir_on = self.ledger.get_setting_bool(
+ "fixed_direction_enabled", s.fixed_direction_enabled
+ )
+ fixed_perp = str(
+ self.ledger.get_setting_str("fixed_perp_side", s.fixed_perp_side)
+ or s.fixed_perp_side
+ or "long"
+ ).strip().lower()
+ if fixed_perp not in ("long", "short"):
+ fixed_perp = "long"
perp_qty = self.ledger.get_setting_float("perp_qty_eth", s.perp_qty_eth)
opt_qty = self.ledger.get_setting_float("option_qty_eth", s.option_qty_eth)
rest_until = row["rest_until_ms"]
@@ -136,6 +146,8 @@ class StrategyEngine:
"min_option_leverage": min_opt_lev,
"atm_open_offset_enabled": atm_off_on,
"max_atm_open_offset": max_atm_off,
+ "fixed_direction_enabled": fixed_dir_on,
+ "fixed_perp_side": fixed_perp,
"can_open": allow_open,
"open_capacity": open_cap,
"last_error": last_error,
diff --git a/backend/app/strategy/selection.py b/backend/app/strategy/selection.py
index 5e25e6a..8953ce9 100644
--- a/backend/app/strategy/selection.py
+++ b/backend/app/strategy/selection.py
@@ -46,6 +46,46 @@ def pick_atm_strike(strikes: list[float], mark_px: float) -> float | None:
return min(strikes, key=lambda s: (abs(s - mark_px), s))
+def pick_itm_or_atm_strike(
+ strikes: list[float],
+ mark_px: float,
+ *,
+ option_side: str,
+) -> float | None:
+ """
+ 固定方向选约：只要实值或平值，不要虚值。
+ - Call：行权价 ≤ 标的（平值/实值）
+ - Put：行权价 ≥ 标的（平值/实值）
+ 在合格档中取最接近标的者（优先平值）。
+ """
+ if not strikes or mark_px <= 0:
+ return None
+ side = (option_side or "").strip().lower()
+ if side == "call":
+ cands = [float(s) for s in strikes if float(s) <= float(mark_px) + 1e-9]
+ elif side == "put":
+ cands = [float(s) for s in strikes if float(s) >= float(mark_px) - 1e-9]
+ else:
+ return None
+ if not cands:
+ return None
+ return min(cands, key=lambda s: (abs(s - float(mark_px)), s))
+
+
+def is_itm_or_atm(*, option_side: str, strike: float, mark_px: float) -> bool:
+ """Call: K≤S；Put: K≥S。"""
+ if mark_px <= 0:
+ return False
+ side = (option_side or "").strip().lower()
+ k = float(strike)
+ s = float(mark_px)
+ if side == "call":
+ return k <= s + 1e-9
+ if side == "put":
+ return k >= s - 1e-9
+ return False
+
+
def atm_open_offset(strike: float, mark_px: float) -> float:
"""开仓用：ATM 行权价相对标的的绝对点差。"""
return abs(float(strike) - float(mark_px))
@@ -125,7 +165,13 @@ def select_option_pair(
expiry_ymd: str | None = None,
min_hours: float | None = None,
now: datetime | None = None,
+ option_side: str | None = None,
) -> OptionPair | None:
+ """
+ 选到期 + 行权价。
+ option_side 为 call/put 时：按实值/平值选档（固定方向模式）；
+ 否则仍选 ATM（现有规则）。
+ """
complete = _complete_by_expiry(contracts)
if not complete:
return None
@@ -148,14 +194,20 @@ def select_option_pair(
ymd = eligible[0]
ems, strikes_map = complete[ymd]
- atm = pick_atm_strike(list(strikes_map.keys()), mark_px)
- if atm is None:
+ side = (option_side or "").strip().lower() or None
+ if side in ("call", "put"):
+ strike = pick_itm_or_atm_strike(
+ list(strikes_map.keys()), mark_px, option_side=side
+ )
+ else:
+ strike = pick_atm_strike(list(strikes_map.keys()), mark_px)
+ if strike is None:
return None
- legs = strikes_map[atm]
+ legs = strikes_map[strike]
return OptionPair(
expiry_ymd=ymd,
expiry_ms=ems,
- strike=atm,
+ strike=strike,
call_inst_id=legs["C"],
put_inst_id=legs["P"],
)
diff --git a/backend/app/strategy/session.py b/backend/app/strategy/session.py
index df52414..1185c69 100644
--- a/backend/app/strategy/session.py
+++ b/backend/app/strategy/session.py
@@ -16,6 +16,7 @@ from .selection import (
atm_allows_open,
atm_open_offset,
hours_until_expiry,
+ is_itm_or_atm,
list_eligible_expiry_ymds,
option_leverage,
select_option_pair,
@@ -101,6 +102,36 @@ def _strategy_floats() -> tuple[float, float, float, bool]:
)
+def _fixed_direction() -> tuple[bool, str]:
+ """(enabled, perp_side long|short)。默认关。"""
+ s = get_settings()
+ try:
+ from ..models.db import get_db
+
+ db = get_db()
+ enabled = _as_bool_setting(
+ db.get_setting(
+ "fixed_direction_enabled", str(s.fixed_direction_enabled)
+ ),
+ s.fixed_direction_enabled,
+ )
+ side = str(
+ db.get_setting("fixed_perp_side", s.fixed_perp_side) or s.fixed_perp_side
+ ).strip().lower()
+ if side not in ("long", "short"):
+ side = "long"
+ return enabled, side
+ except Exception:
+ side = str(s.fixed_perp_side or "long").strip().lower()
+ if side not in ("long", "short"):
+ side = "long"
+ return bool(s.fixed_direction_enabled), side
+
+
+def _option_side_for_perp(perp_side: str) -> str:
+ return "put" if (perp_side or "").strip().lower() == "long" else "call"
+
+
@dataclass(slots=True)
class OpenPick:
pair: OptionPair
@@ -230,19 +261,29 @@ class StrategySession:
if mark is None or mark <= 0:
raise RuntimeError("无法获取标的标记/指数价格，无法选 ATM")
min_hours, _, _, _ = _strategy_floats()
+ fixed_on, fixed_perp = _fixed_direction()
+ opt_side = _option_side_for_perp(fixed_perp) if fixed_on else None
contracts = self.ex.list_option_contracts(s.option_inst_family)
- pair = select_option_pair(contracts, mark_px=float(mark), min_hours=min_hours)
+ pair = select_option_pair(
+ contracts,
+ mark_px=float(mark),
+ min_hours=min_hours,
+ option_side=opt_side,
+ )
if pair is None:
+ kind = f"实值/平值 {opt_side}" if opt_side else "ATM"
raise RuntimeError(
- f"未找到剩余≥{min_hours}h 的 ATM Call/Put (family={s.option_inst_family})"
+ f"未找到剩余≥{min_hours}h 的 {kind} Call/Put (family={s.option_inst_family})"
)
return self._apply_pair(pair, mark=float(mark), idx=idx)
def pick_for_open(self) -> OpenPick | None:
- from .signal import decide
+ from .signal import decide, decide_fixed
s = self.settings
min_hours, min_lev, max_atm_off, atm_off_on = _strategy_floats()
+ fixed_on, fixed_perp = _fixed_direction()
+ opt_side_hint = _option_side_for_perp(fixed_perp) if fixed_on else None
idx = self.ex.fetch_index(s.index_inst_id)
mark = self.ex.fetch_mark(s.perp_inst_id) or idx
if mark is None or mark <= 0:
@@ -255,24 +296,44 @@ class StrategySession:
return None
for ymd in eligible:
- pair = select_option_pair(contracts, mark_px=underlying, expiry_ymd=ymd)
+ pair = select_option_pair(
+ contracts,
+ mark_px=underlying,
+ expiry_ymd=ymd,
+ option_side=opt_side_hint,
+ )
if pair is None:
continue
- offset = atm_open_offset(pair.strike, underlying)
- if not atm_allows_open(
- pair.strike,
- underlying,
- max_offset=max_atm_off,
- enabled=atm_off_on,
- ):
- logger.info(
- "skip expiry=%s strike=%.0f atm_offset=%.1f > max=%.1f",
- ymd,
+ if fixed_on:
+ if not is_itm_or_atm(
+ option_side=opt_side_hint or "",
+ strike=pair.strike,
+ mark_px=underlying,
+ ):
+ logger.info(
+ "skip expiry=%s strike=%.0f not ITM/ATM for %s mark=%.2f",
+ ymd,
+ pair.strike,
+ opt_side_hint,
+ underlying,
+ )
+ continue
+ else:
+ offset = atm_open_offset(pair.strike, underlying)
+ if not atm_allows_open(
pair.strike,
- offset,
- max_atm_off,
- )
- continue
+ underlying,
+ max_offset=max_atm_off,
+ enabled=atm_off_on,
+ ):
+ logger.info(
+ "skip expiry=%s strike=%.0f atm_offset=%.1f > max=%.1f",
+ ymd,
+ pair.strike,
+ offset,
+ max_atm_off,
+ )
+ continue
call_bids, call_asks, _ = self.ex.fetch_book(pair.call_inst_id, depth=5)
put_bids, put_asks, _ = self.ex.fetch_book(pair.put_inst_id, depth=5)
call_ask = call_asks[0].px if call_asks else None
@@ -284,12 +345,15 @@ class StrategySession:
if put_ask is None:
pq = self.ex.quote(pair.put_inst_id)
put_ask = pq.ask if pq else None
- sig = decide(
- call_ask,
- put_ask,
- strike=pair.strike,
- mark_px=underlying,
- )
+ if fixed_on:
+ sig = decide_fixed(call_ask, put_ask, perp_side=fixed_perp)
+ else:
+ sig = decide(
+ call_ask,
+ put_ask,
+ strike=pair.strike,
+ mark_px=underlying,
+ )
if sig is None:
continue
opt_ask = sig.call_ask if sig.option_side == "call" else sig.put_ask
@@ -376,6 +440,13 @@ class StrategySession:
mark = mark_px if mark_px is not None else self._mark_for_atm()
if mark is None or mark <= 0:
return False
+ fixed_on, fixed_perp = _fixed_direction()
+ if fixed_on:
+ opt = _option_side_for_perp(fixed_perp)
+ if not is_itm_or_atm(
+ option_side=opt, strike=float(self._pair.strike), mark_px=float(mark)
+ ):
+ return True
return abs(float(self._pair.strike) - float(mark)) >= _ATM_DRIFT_POINTS
async def ensure_atm_async(self, *, force: bool = False) -> OptionPair | None:
diff --git a/backend/app/strategy/signal.py b/backend/app/strategy/signal.py
index def2b8d..c2a3875 100644
--- a/backend/app/strategy/signal.py
+++ b/backend/app/strategy/signal.py
@@ -66,3 +66,38 @@ def decide(
put_ask=pa,
)
return None
+
+
+def decide_fixed(
+ call_ask: float | None,
+ put_ask: float | None,
+ *,
+ perp_side: str,
+) -> Signal | None:
+ """
+ 固定方向：
+ - 永续多 → 买 Put
+ - 永续空 → 买 Call
+ """
+ if call_ask is None or put_ask is None:
+ return None
+ side = (perp_side or "").strip().lower()
+ ca = float(call_ask)
+ pa = float(put_ask)
+ if side == "long":
+ return Signal(
+ bias="fixed_long_put",
+ option_side="put",
+ perp_side="long",
+ call_ask=ca,
+ put_ask=pa,
+ )
+ if side == "short":
+ return Signal(
+ bias="fixed_short_call",
+ option_side="call",
+ perp_side="short",
+ call_ask=ca,
+ put_ask=pa,
+ )
+ return None
diff --git a/backend/tests/test_instruments.py b/backend/tests/test_instruments.py
index 01a010e..37f8708 100644
--- a/backend/tests/test_instruments.py
+++ b/backend/tests/test_instruments.py
@@ -27,6 +27,43 @@ def test_pick_atm_strike() -> None:
assert pick_atm_strike([3400, 3500, 3600], 3510) == 3500
+def test_pick_itm_or_atm_strike() -> None:
+ from app.strategy.selection import is_itm_or_atm, pick_itm_or_atm_strike
+
+ strikes = [3400, 3500, 3600]
+ # Call：K≤S，现价 3510 → 3500（平值侧最近）
+ assert pick_itm_or_atm_strike(strikes, 3510, option_side="call") == 3500
+ # Put：K≥S，现价 3510 → 3600（实值最近；无 3510 档）
+ assert pick_itm_or_atm_strike(strikes, 3510, option_side="put") == 3600
+ # Put 现价正好 3500 → 平值 3500
+ assert pick_itm_or_atm_strike(strikes, 3500, option_side="put") == 3500
+ assert is_itm_or_atm(option_side="call", strike=3500, mark_px=3510)
+ assert not is_itm_or_atm(option_side="call", strike=3600, mark_px=3510)
+ assert is_itm_or_atm(option_side="put", strike=3600, mark_px=3510)
+ assert not is_itm_or_atm(option_side="put", strike=3400, mark_px=3510)
+
+
+def test_select_option_pair_itm_put() -> None:
+ rows = [
+ {"instId": "ETH-USD_UM-260725-3490-C", "state": "live"},
+ {"instId": "ETH-USD_UM-260725-3490-P", "state": "live"},
+ {"instId": "ETH-USD_UM-260725-3500-C", "state": "live"},
+ {"instId": "ETH-USD_UM-260725-3500-P", "state": "live"},
+ {"instId": "ETH-USD_UM-260725-3510-C", "state": "live"},
+ {"instId": "ETH-USD_UM-260725-3510-P", "state": "live"},
+ ]
+ # 标的 3502：Put 实/平 → 3510（≥3502 最近）
+ pair = select_option_pair(rows, mark_px=3502, expiry_ymd="260725", option_side="put")
+ assert pair is not None
+ assert pair.strike == 3510
+ # Call 实/平 → 3500（≤3502 最近）
+ pair_c = select_option_pair(
+ rows, mark_px=3502, expiry_ymd="260725", option_side="call"
+ )
+ assert pair_c is not None
+ assert pair_c.strike == 3500
+
+
def test_next_session_expiry_before_open() -> None:
now = datetime(2026, 7, 24, 15, 0, tzinfo=_SH)
assert next_session_expiry_ymd(now) == "260724"
diff --git a/backend/tests/test_p1_p2_rules.py b/backend/tests/test_p1_p2_rules.py
index f1e333a..35dbbf0 100644
--- a/backend/tests/test_p1_p2_rules.py
+++ b/backend/tests/test_p1_p2_rules.py
@@ -28,6 +28,26 @@ def test_signal_equal() -> None:
assert decide(10.0, 10.0) is None
+def test_decide_fixed_long_put() -> None:
+ from app.strategy.signal import decide_fixed
+
+ s = decide_fixed(20.0, 15.0, perp_side="long")
+ assert s is not None
+ assert s.option_side == "put"
+ assert s.perp_side == "long"
+ assert s.bias == "fixed_long_put"
+
+
+def test_decide_fixed_short_call() -> None:
+ from app.strategy.signal import decide_fixed
+
+ s = decide_fixed(20.0, 15.0, perp_side="short")
+ assert s is not None
+ assert s.option_side == "call"
+ assert s.perp_side == "short"
+ assert s.bias == "fixed_short_call"
+
+
def test_signal_strike_below_spot_call_short() -> None:
# 现价 1859、ATM 1850：即使 Put 卖一更高，也走 Call+空
s = decide(10.0, 20.0, strike=1850, mark_px=1859)
diff --git a/docs/更新说明.md b/docs/更新说明.md
index c86801b..86104ee 100644
--- a/docs/更新说明.md
+++ b/docs/更新说明.md
@@ -5,6 +5,16 @@
---
+## 2026-07-24 — 策略设置：固定方向开关
+
+### 变更
+
+1. 选约增加 **固定方向**（默认关）：开则固定永续多→买 Put，或永续空→买 Call。
+2. 固定方向开启时，期权只选 **实值或平值**（Call：K≤标的；Put：K≥标的），不买虚值；ATM 偏差限制不适用。
+3. 关闭时仍按现有 ATM / 卖一比价规则开仓。
+
+---
+
## 2026-07-29 — 企微不标模拟盘；已完成组数按已平仓统计
### 变更
diff --git a/docs/策略说明.md b/docs/策略说明.md
index 7e181fd..713dcd3 100644
--- a/docs/策略说明.md
+++ b/docs/策略说明.md
@@ -39,7 +39,9 @@
永续杠杆默认 **3×**（可配）。同时最多 **1 组**仓，禁止叠仓开下一组。
-### 2.1 开仓方向（ATM 相对现价优先）
+### 2.1 开仓方向
+
+#### 默认（`fixed_direction_enabled=false`）：ATM 相对现价优先
行权价相对标的有偏离时（币安粗档常见），**先按 ATM 偏上/偏下选向**；仅当行权价与标的贴平（≈）时，才回退卖一比价。
@@ -53,6 +55,17 @@
直觉：偏下行权价用 Call+空，偏上行权价用 Put+多；贴平时再按权利金溢价侧选向。
+#### 固定方向（`fixed_direction_enabled=true`）
+
+设置里可开「固定方向」（默认关），并指定永续多或空：
+
+| `fixed_perp_side` | 永续 | 期权 | 行权价约束 | bias |
+|-------------------|------|------|------------|------|
+| `long` | 做多 | 买入 Put | 实值或平值（K ≥ 标的），优先贴近标的 | `fixed_long_put` |
+| `short` | 做空 | 买入 Call | 实值或平值（K ≤ 标的），优先贴近标的 | `fixed_short_call` |
+
+固定方向开启时：**不买虚值**；ATM 偏差限制不适用（由实值/平值规则替代）。
+
---
## 3. 开仓机制
@@ -64,9 +77,9 @@
→ 无持仓且不在休息期
→ 非周末跳过（若开启）
→ 选到期：剩余时长 ≥ min_option_hours（默认 12h）
- → 该到期 ATM 行权价（最接近标的）
- → 若开启 atm_open_offset_enabled：|ATM − 标的| ≤ max_atm_open_offset（默认 3）否则跳过
- → 选向：ATM 偏下→Call+空；偏上→Put+多；贴平→卖一比价
+ → 若固定方向关：该到期 ATM；若开：按 Put/Call 选实值或平值档
+ → 若未开固定方向且开启 atm_open_offset_enabled：|ATM − 标的| ≤ max_atm_open_offset（默认 3）否则跳过
+ → 选向：固定方向按设置；否则 ATM 偏下→Call+空；偏上→Put+多；贴平→卖一比价
→ 期权杠杆 = 标的价 ÷ 卖一权利金 ≥ min_option_leverage（默认 100）
→ 先开期权（吃卖一）→ 再市价开永续（一组）
→ 锁定 initial_premium = 期权成交价 × 期权名义（不含费）
@@ -78,9 +91,11 @@
|------|------|------|
| `min_option_hours` | 12 | 过滤过近到期，减少刚开仓就到期 |
| `min_option_leverage` | 100 | 权利金相对标的不能太贵（现价/卖一） |
-| `atm_open_offset_enabled` | false | 开仓 ATM 偏差限制开关（默认关） |
+| `fixed_direction_enabled` | false | 固定方向开关（默认关） |
+| `fixed_perp_side` | long | 开启后：long=多+Put / short=空+Call |
+| `atm_open_offset_enabled` | false | 开仓 ATM 偏差限制开关（默认关；固定方向开启时忽略） |
| `max_atm_open_offset` | 3 | 开关开启后：\|ATM − 标的\| 超过则不开 |
-| ATM | — | 同到期、最接近指数/标记价的行权价 |
+| ATM / 实值平值 | — | 默认 ATM；固定方向时同到期实值或平值、最贴近标的 |
无合格合约时：状态停留等待，记录「无合格期权…」，不硬开。
@@ -324,6 +339,8 @@
| `skip_weekends` | true | 时间 |
| `min_option_hours` | 12 | 选约 |
| `min_option_leverage` | 100 | 选约 |
+| `fixed_direction_enabled` | false | 固定方向开关 |
+| `fixed_perp_side` | long | 固定永续方向 |
| `atm_open_offset_enabled` | false | 开仓 ATM 偏差开关 |
| `max_atm_open_offset` | 3 | 开仓 ATM 偏差上限 |
| `close_bid_mark_max_pct` | 30 | 平仓流动性 |
@@ -334,6 +351,7 @@
| 日期 | 说明 |
|------|------|
+| 2026-07-24 | 选约增加固定方向开关：永续多→Put / 空→Call，期权仅实值或平值；关则沿用 ATM/比价 |
| 2026-07-25 | 初稿：对齐当前开平仓、周末跳过、到期全平、净盈利口径与资金建议 |
| 2026-07-25 | 平仓顺序改为先期权后永续（与开仓同理：薄腿优先） |
| 2026-07-26 | 到期按内在价值结算（对齐实盘）；紧急平仓仍用 max(买一,标记,内在价值) |
diff --git a/frontend/src/api/client.ts b/frontend/src/api/client.ts
index b88abb3..c6d71f6 100644
--- a/frontend/src/api/client.ts
+++ b/frontend/src/api/client.ts
@@ -234,6 +234,8 @@ export type PlanState = {
min_option_leverage: number;
atm_open_offset_enabled?: boolean;
max_atm_open_offset?: number;
+ fixed_direction_enabled?: boolean;
+ fixed_perp_side?: "long" | "short";
can_open: boolean;
open_capacity?: {
leverage?: number;
@@ -299,6 +301,29 @@ export type PlanState = {
live_ready_reason?: string;
};
+export type StrategySettings = {
+ fee_rate: number;
+ exit_mode: "fixed_usdt" | "premium_multiple";
+ net_profit_target: number;
+ premium_exit_multiple: number;
+ rest_seconds: number;
+ live_order_interval_sec?: number;
+ skip_weekends?: boolean;
+ initial_equity?: number;
+ leverage?: number;
+ min_option_hours?: number;
+ min_option_leverage?: number;
+ atm_open_offset_enabled?: boolean;
+ max_atm_open_offset?: number;
+ fixed_direction_enabled?: boolean;
+ fixed_perp_side?: "long" | "short";
+ close_bid_mark_max_pct?: number;
+ perp_qty_eth?: number;
+ option_qty_eth?: number;
+ show_manual_trade_buttons?: boolean;
+ exchange?: string;
+};
+
export type RuntimeSettings = {
mode: "SIM" | "LIVE";
exchange: string;
diff --git a/frontend/src/pages/Plan.tsx b/frontend/src/pages/Plan.tsx
index ac92285..b4d7d89 100644
--- a/frontend/src/pages/Plan.tsx
+++ b/frontend/src/pages/Plan.tsx
@@ -130,9 +130,13 @@ export default function PlanPage() {
const bias = snap?.ask_compare?.bias;
const biasTag =
- bias === "strike_below_spot" || bias === "call_ask_gt_put" ? (
+ bias === "strike_below_spot" ||
+ bias === "call_ask_gt_put" ||
+ bias === "fixed_short_call" ? (
买 Call + 永续空
- ) : bias === "strike_above_spot" || bias === "put_ask_gt_call" ? (
+ ) : bias === "strike_above_spot" ||
+ bias === "put_ask_gt_call" ||
+ bias === "fixed_long_put" ? (
买 Put + 永续多
) : (
等待 / 相等
@@ -149,9 +153,13 @@ export default function PlanPage() {
? `权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
: `固定 ${fmt(plan?.net_profit_target ?? 15)} U`;
const phaseLabel = PHASE_ZH[plan?.phase || ""] || plan?.phase || "—";
- const atmRule = plan?.atm_open_offset_enabled
- ? `ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
- : "ATM偏差关";
+ const atmRule = plan?.fixed_direction_enabled
+ ? plan?.fixed_perp_side === "short"
+ ? "固定：永续空+买Call(实/平)"
+ : "固定：永续多+买Put(实/平)"
+ : plan?.atm_open_offset_enabled
+ ? `ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
+ : "ATM偏差关";
const exitDetail =
exitMode === "premium_multiple"
? `净盈利≥初始权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
@@ -337,9 +345,13 @@ export default function PlanPage() {
剩余≥{fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
{fmt(plan?.min_option_leverage, 0)}x
- {plan?.atm_open_offset_enabled
- ? ` · ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
- : " · ATM偏差关"}
+ {plan?.fixed_direction_enabled
+ ? plan?.fixed_perp_side === "short"
+ ? " · 固定空+Call(实/平)"
+ : " · 固定多+Put(实/平)"
+ : plan?.atm_open_offset_enabled
+ ? ` · ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
+ : " · ATM偏差关"}
diff --git a/frontend/src/pages/Settings.tsx b/frontend/src/pages/Settings.tsx
index 94f5334..f44f59e 100644
--- a/frontend/src/pages/Settings.tsx
+++ b/frontend/src/pages/Settings.tsx
@@ -74,6 +74,8 @@ export default function SettingsPage() {
const [minOptLev, setMinOptLev] = useState(100);
const [atmOffOn, setAtmOffOn] = useState(false);
const [maxAtmOff, setMaxAtmOff] = useState(3);
+ const [fixedDirOn, setFixedDirOn] = useState(false);
+ const [fixedPerpSide, setFixedPerpSide] = useState<"long" | "short">("long");
const [closeDevPct, setCloseDevPct] = useState(30);
const [perpQty, setPerpQty] = useState(1);
const [optQty, setOptQty] = useState(2);
@@ -158,6 +160,8 @@ export default function SettingsPage() {
setMinOptLev(s.min_option_leverage ?? 100);
setAtmOffOn(s.atm_open_offset_enabled === true);
setMaxAtmOff(s.max_atm_open_offset ?? 3);
+ setFixedDirOn(s.fixed_direction_enabled === true);
+ setFixedPerpSide(s.fixed_perp_side === "short" ? "short" : "long");
setCloseDevPct(s.close_bid_mark_max_pct ?? 30);
setPerpQty(s.perp_qty_eth ?? 1);
setOptQty(s.option_qty_eth ?? 2);
@@ -302,6 +306,8 @@ export default function SettingsPage() {
min_option_leverage: minOptLev,
atm_open_offset_enabled: atmOffOn,
max_atm_open_offset: maxAtmOff,
+ fixed_direction_enabled: fixedDirOn,
+ fixed_perp_side: fixedPerpSide,
close_bid_mark_max_pct: closeDevPct,
perp_qty_eth: perpQty,
option_qty_eth: optQty,
@@ -610,11 +616,41 @@ export default function SettingsPage() {
onChange={(e) => setMinOptLev(Number(e.target.value))}
/>
+
+
+
+
+
+
+
+