Add strategy residual table with manual close at panel bottom.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
+28
-1
@@ -1,8 +1,10 @@
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from __future__ import annotations
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import asyncio
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from typing import Annotated
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from fastapi import APIRouter, Depends
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from fastapi import APIRouter, Depends, HTTPException, status
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from pydantic import BaseModel, Field
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from ..strategy import get_engine
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from .auth import require_user
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@@ -28,3 +30,28 @@ async def plan_pause(_user: Annotated[str, Depends(require_user)]) -> dict:
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@router.post("/emergency-close")
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async def plan_emergency(_user: Annotated[str, Depends(require_user)]) -> dict:
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return await get_engine().emergency_close()
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class ResidualCloseBody(BaseModel):
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group_id: str = Field(min_length=1, max_length=128)
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@router.post("/residual/close")
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async def plan_residual_close(
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body: ResidualCloseBody,
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_user: Annotated[str, Depends(require_user)],
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) -> dict:
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"""手动平单条残留：只验流动性，不验权利金回收比例。"""
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matcher = get_engine().matcher
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result = await asyncio.to_thread(matcher.close_residual_manual, body.group_id)
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if not result.ok:
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raise HTTPException(
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status_code=status.HTTP_400_BAD_REQUEST,
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detail=result.detail or "平残留失败",
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)
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return {
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"ok": True,
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"detail": result.detail,
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"data": result.data,
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"liquidity_wait": result.liquidity_wait,
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}
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@@ -245,7 +245,7 @@ class StrategyEngine:
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"open_capacity": open_cap,
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"last_error": last_error,
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"position": upl,
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"residuals": self.matcher.list_residual_options(pending_only=True),
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"residuals": self.matcher.list_residual_options_enriched(),
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"ledger": self.ledger.snapshot(),
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"mode": "SIM" if s.is_sim else "LIVE",
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"sim": s.is_sim,
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@@ -307,11 +307,20 @@ export type PlanState = {
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};
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residuals?: {
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group_id: string;
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option_inst_id: string;
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option_side: string;
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strike: number | null;
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expiry_ymd: string | null;
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status: string;
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option_inst_id?: string;
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option_side?: string;
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option_qty_eth?: number | null;
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strike?: number | null;
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expiry_ymd?: string | null;
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status?: string;
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initial_premium?: number | null;
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bid_px?: number | null;
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bid_sz?: number | null;
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bid_sz_eth?: number | null;
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current_premium?: number | null;
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recovery_pct?: number | null;
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liquidity_ok?: boolean;
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liquidity_detail?: string | null;
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}[];
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ledger: { equity: number; available: number; reserved: number };
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mode?: "SIM" | "LIVE";
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+104
-21
@@ -94,11 +94,22 @@ const PHASE_ZH: Record<string, string> = {
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wait_funds: "资金不足",
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};
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function fmtBidLiquidity(
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bidPx: number | null | undefined,
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bidSzEth: number | null | undefined,
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): string {
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if (bidPx == null && bidSzEth == null) return "—";
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const px = bidPx == null ? "—" : fmtExPx("option", bidPx);
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const sz = bidSzEth == null ? "—" : fmt(bidSzEth, 2);
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return `${px} / ${sz}`;
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}
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export default function PlanPage() {
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const [snap, setSnap] = useState<MarketSnapshot | null>(null);
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const [plan, setPlan] = useState<PlanState | null>(null);
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const [err, setErr] = useState("");
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const [busy, setBusy] = useState("");
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const [residualBusy, setResidualBusy] = useState("");
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const [nowMs, setNowMs] = useState(() => Date.now());
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async function refresh() {
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@@ -139,6 +150,26 @@ export default function PlanPage() {
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}
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}
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async function closeResidual(groupId: string, optionInstId: string) {
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const ok = window.confirm(
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`确认平掉残留期权？\n\n组：${groupId}\n合约：${optionInstId}\n\n仅校验买一流动性，不要求权利金回收比例。`,
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);
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if (!ok) return;
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setResidualBusy(groupId);
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setErr("");
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try {
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await apiFetch("/api/plan/residual/close", {
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method: "POST",
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body: JSON.stringify({ group_id: groupId }),
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});
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await refresh();
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} catch (e) {
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setErr(e instanceof Error ? e.message : String(e));
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} finally {
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setResidualBusy("");
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}
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}
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const bias = snap?.ask_compare?.bias;
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const biasTag =
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bias === "strike_below_spot" ||
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@@ -485,27 +516,6 @@ export default function PlanPage() {
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</span>
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</span>
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</div>
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<div className="kv">
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<span>当前组</span>
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<span className="mono">{pos?.group_id || "—"}</span>
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</div>
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<div className="kv kv-residuals">
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<span>残留期权(待到期)</span>
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{plan?.residuals && plan.residuals.length > 0 ? (
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<div className="residual-list mono">
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{plan.residuals.map((r) => (
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<div
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key={`${r.group_id}:${r.option_inst_id || ""}`}
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className="residual-item"
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>
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{r.group_id}:{r.option_inst_id || "?"}@{r.expiry_ymd || "?"}
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</div>
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))}
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</div>
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) : (
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<span className="mono">无</span>
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)}
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</div>
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<div className="kv">
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<span>信号方向</span>
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<span className="mono">{biasTag}</span>
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@@ -559,6 +569,79 @@ export default function PlanPage() {
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</div>
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) : null}
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</div>
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{plan?.residuals && plan.residuals.length > 0 ? (
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<div className="plan-residual-block">
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<div className="plan-residual-head">
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<h4>残留期权</h4>
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<span className="meta">
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自动平仓仍要求权利金≥设定比例；「平仓」仅验流动性
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</span>
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</div>
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<div className="plan-residual-wrap">
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<table className="plan-residual-table">
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<thead>
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<tr>
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<th>组名</th>
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<th>期权名</th>
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<th>数量</th>
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<th>开仓权利金</th>
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<th title="最新买一价格 / 买一数量(ETH)">买一流动性</th>
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<th title="买一价 × 持仓数量">买一权利金</th>
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<th title="买一权利金 ÷ 开仓权利金">占比</th>
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<th>操作</th>
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</tr>
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</thead>
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<tbody>
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{plan.residuals.map((r) => {
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const gid = String(r.group_id || "");
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const inst = String(r.option_inst_id || "—");
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const liqOk = r.liquidity_ok === true;
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return (
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<tr key={`${gid}:${inst}`}>
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<td className="mono">{gid || "—"}</td>
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<td className="mono">{inst}</td>
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<td className="mono">{fmt(r.option_qty_eth, 4)}</td>
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<td className="mono">{fmt(r.initial_premium, 2)}</td>
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<td
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className="mono"
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title={
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liqOk
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? "买一深度可覆盖持仓"
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: "买一不足或盘口不可用"
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}
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>
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{fmtBidLiquidity(r.bid_px, r.bid_sz_eth)}
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</td>
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<td className="mono">{fmt(r.current_premium, 2)}</td>
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<td className="mono">
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{r.recovery_pct == null
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? "—"
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: `${fmt(r.recovery_pct, 1)}%`}
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</td>
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<td>
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<button
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type="button"
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className="btn ghost"
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style={{ padding: "4px 10px", fontSize: 12 }}
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disabled={!!residualBusy || !!busy || !liqOk}
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title={
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liqOk
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? "按最新买一 IOC 平仓（不验权利金比例）"
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: "买一流动性不足或盘口不可用"
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}
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onClick={() => void closeResidual(gid, inst)}
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>
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{residualBusy === gid ? "平仓中…" : "平仓"}
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</button>
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</td>
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</tr>
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);
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})}
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</tbody>
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</table>
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</div>
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</div>
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) : null}
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</div>
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<div className="plan-positions">
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+44
-34
@@ -725,49 +725,59 @@ input {
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min-width: 0;
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}
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.kv-residuals {
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align-items: flex-start;
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.plan-residual-block {
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margin-top: 14px;
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padding-top: 12px;
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border-top: 1px solid var(--line);
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}
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.kv-residuals > span:first-child {
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padding-top: 2px;
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}
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.residual-list {
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.plan-residual-head {
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display: flex;
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flex-direction: column;
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align-items: flex-end;
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gap: 6px;
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min-width: 0;
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max-width: min(100%, 28em);
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align-items: baseline;
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justify-content: space-between;
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gap: 12px;
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flex-wrap: wrap;
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margin-bottom: 8px;
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}
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.residual-item {
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text-align: right;
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line-height: 1.35;
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word-break: break-word;
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overflow-wrap: anywhere;
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.plan-residual-head h4 {
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margin: 0;
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font-size: 0.95rem;
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color: var(--accent);
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letter-spacing: 0.06em;
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}
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@media (max-width: 900px) {
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.kv-residuals {
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flex-direction: column;
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align-items: stretch;
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gap: 6px;
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}
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.plan-residual-wrap {
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overflow: auto;
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border: 1px solid var(--line);
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border-radius: 8px;
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background: rgba(0, 0, 0, 0.18);
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}
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.residual-list {
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align-items: stretch;
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max-width: none;
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}
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.plan-residual-table {
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width: 100%;
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min-width: 720px;
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border-collapse: collapse;
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font-size: 0.85rem;
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}
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.residual-item {
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text-align: left;
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padding: 6px 8px;
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border-radius: 6px;
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background: rgba(255, 255, 255, 0.03);
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border: 1px solid var(--line);
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}
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.plan-residual-table th,
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.plan-residual-table td {
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padding: 8px 10px;
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border-bottom: 1px solid rgba(0, 229, 255, 0.1);
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text-align: center;
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white-space: nowrap;
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vertical-align: middle;
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}
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.plan-residual-table th {
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color: var(--accent);
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font-weight: 650;
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background: rgba(0, 40, 60, 0.45);
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}
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.plan-residual-table tbody tr:last-child td {
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border-bottom: 0;
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}
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.trade-list {
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