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
+10
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@@ -5,6 +5,16 @@
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## 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。
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## 2026-07-29 — 企微不标模拟盘;已完成组数按已平仓统计
### 变更