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/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"