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:
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user