Add fixed-direction switch for perp/option open side.

When enabled, lock perp long→buy Put or short→buy Call with ITM/ATM only; off keeps ATM/ask rules.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-29 19:18:12 +08:00
parent 55109e82d3
commit 0ee1d8be5d
16 changed files with 427 additions and 46 deletions
+2
View File
@@ -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,
)