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>

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"],
     )