dekun/eth_hedge_sim
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Split fee stats by leg and hide LIVE slip.

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SIM shows perp/option fees and slip separately; LIVE keeps real exchange fees only with slip forced to zero.

Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
2026-07-29 16:37:18 +08:00
parent 8518a207a7
commit 1c75db4a19
8 changed files with 122 additions and 20 deletions
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docs/策略说明.md
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@@ -98,7 +98,8 @@
### 3.4 费用（SIM）
- 永续、期权均按可配 `fee_rate`（默认 0.0005）计费。
- 滑点按约 1 倍费率计入成交价，手续费另扣。
- **SIM**：滑点按约 1 倍费率计入成交价，手续费另扣；统计拆分「永续手续费 / 期权手续费 / 滑点」。
- **LIVE**：用交易所真实成交价与真实手续费，**不计、不展示**模拟滑点。
- 开仓现金：支付期权权利金 + 开仓手续费；永续开仓主要扣费。
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