Split OO budget per leg and size Call/Put independently.

Each half of the risk budget buys its own qty from ask; equal qty no longer forced.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-07 17:08:05 +08:00
parent 24943adf13
commit 24a860ad3f
11 changed files with 210 additions and 110 deletions
+1 -1
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@@ -23,7 +23,7 @@
## 定仓
- 仅支持以损定仓 + 亏损幅度 %(含倍投)。
- 预算 B 预留余地后两腿 **1:1** 平分权利金;数量 **一位小数向下取整**
- 预算 B 平分给 Call/Put(各约 B/2,再乘 cushion);两腿按各自卖一 **独立** 定仓(数量可不同)
- 出场目标按全额 B × 盈亏比(例 B=100、比=2 → 目标 200U)。
## 平仓