Revise strategy: TTM+ATM+leverage option pick, % exit, perp leverage/margin.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/api/settings.py

@@ -14,10 +14,12 @@ router = APIRouter(prefix="/api/settings", tags=["settings"])
 
 KEYS = (
     "fee_rate",
-    "exit_move_points",
+    "exit_move_pct",
     "rest_seconds",
-    "max_rounds",
     "initial_equity",
+    "leverage",
+    "min_option_hours",
+    "min_option_leverage",
     "perp_qty_eth",
     "option_qty_eth",
 )
@@ -25,10 +27,12 @@ KEYS = (
 
 class StrategySettingsBody(BaseModel):
     fee_rate: float | None = Field(default=None, ge=0, le=0.05)
-    exit_move_points: float | None = Field(default=None, ge=1, le=500)
+    exit_move_pct: float | None = Field(default=None, ge=0.1, le=50)
     rest_seconds: int | None = Field(default=None, ge=0, le=3600)
-    max_rounds: int | None = Field(default=None, ge=1, le=20)
     initial_equity: float | None = Field(default=None, ge=1000)
+    leverage: float | None = Field(default=None, ge=1, le=125)
+    min_option_hours: float | None = Field(default=None, ge=1, le=720)
+    min_option_leverage: float | None = Field(default=None, ge=1, le=10000)
     perp_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
     option_qty_eth: float | None = Field(default=None, ge=0.01, le=100)
 
@@ -38,18 +42,24 @@ def _read_settings() -> dict:
     s = get_settings()
     return {
         "fee_rate": float(db.get_setting("fee_rate", str(s.fee_rate)) or s.fee_rate),
-        "exit_move_points": float(
-            db.get_setting("exit_move_points", str(s.exit_move_points)) or s.exit_move_points
+        "exit_move_pct": float(
+            db.get_setting("exit_move_pct", str(s.exit_move_pct)) or s.exit_move_pct
         ),
         "rest_seconds": int(
             float(db.get_setting("rest_seconds", str(s.rest_seconds)) or s.rest_seconds)
         ),
-        "max_rounds": int(
-            float(db.get_setting("max_rounds", str(s.max_rounds)) or s.max_rounds)
-        ),
         "initial_equity": float(
             db.get_setting("initial_equity", str(s.initial_equity)) or s.initial_equity
         ),
+        "leverage": float(db.get_setting("leverage", str(s.leverage)) or s.leverage),
+        "min_option_hours": float(
+            db.get_setting("min_option_hours", str(s.min_option_hours))
+            or s.min_option_hours
+        ),
+        "min_option_leverage": float(
+            db.get_setting("min_option_leverage", str(s.min_option_leverage))
+            or s.min_option_leverage
+        ),
         "perp_qty_eth": float(
             db.get_setting("perp_qty_eth", str(s.perp_qty_eth)) or s.perp_qty_eth
         ),

backend/app/api/sim.py

@@ -7,10 +7,10 @@ from pydantic import BaseModel, Field
 
 from ..market import get_gateway
 from ..models.db import get_db
+from ..sim.ledger import Ledger
 from ..sim.matcher import Matcher
 from ..strategy.clock import window_key
 from ..strategy.group import next_group_id
-from ..strategy.signal import decide
 from .auth import require_user
 
 router = APIRouter(prefix="/api/sim", tags=["sim"])
@@ -38,37 +38,45 @@ async def sim_open_group(
     body: ManualOpenBody | None = None,
 ) -> dict:
     gw = get_gateway()
-    # 开仓前按现价强制重选 ATM，避免沿用启动时的旧行权价
-    try:
-        await gw.ensure_atm_async(force=True)
-    except Exception as e:
-        raise HTTPException(status_code=503, detail=f"ATM 对齐失败: {e}") from e
-    snap = gw.snapshot()
-    if not snap.pair or not snap.call or not snap.put:
-        raise HTTPException(status_code=503, detail="行情未就绪")
+    pick = await gw.pick_for_open_async()
+    if pick is None:
+        raise HTTPException(
+            status_code=409,
+            detail="无合格期权：请检查剩余时长(≥设置小时)与杠杆(现价/卖一)",
+        )
+
     force = (body.force_option_side if body else None) or None
     if force in ("call", "put"):
         option_side = force
         perp_side = "short" if force == "call" else "long"
         bias = "manual_" + force
+        option_ask = pick.call_ask if force == "call" else pick.put_ask
+        from ..config import get_settings
+        from ..market.instruments import option_leverage
+        from ..sim.ledger import Ledger as Led
+
+        s = get_settings()
+        min_lev = Led().get_setting_float("min_option_leverage", s.min_option_leverage)
+        lev = option_leverage(pick.underlying_px, option_ask)
+        if lev is None or lev < min_lev:
+            raise HTTPException(
+                status_code=409,
+                detail=f"强制方向杠杆不足: {lev or 0:.1f} < {min_lev:.0f}",
+            )
     else:
-        sig = decide(snap.call.ask, snap.put.ask)
-        if sig is None:
-            raise HTTPException(status_code=409, detail="Call/Put 卖一相等，跳过")
-        option_side = sig.option_side
-        perp_side = sig.perp_side
-        bias = sig.bias
+        option_side = pick.option_side
+        perp_side = pick.perp_side
+        bias = pick.bias
 
     option_inst = (
-        snap.pair.call_inst_id if option_side == "call" else snap.pair.put_inst_id
+        pick.pair.call_inst_id if option_side == "call" else pick.pair.put_inst_id
     )
-    entry_idx = snap.index_px or (snap.perp.mark_px if snap.perp else None)
-    if entry_idx is None:
-        raise HTTPException(status_code=503, detail="无指数/标记价")
 
     wkey = window_key()
     db = get_db()
-    count = len(db.fetchall("SELECT group_id FROM groups WHERE group_id LIKE ?", (f"G-{wkey}-%",)))
+    count = len(
+        db.fetchall("SELECT group_id FROM groups WHERE group_id LIKE ?", (f"G-{wkey}-%",))
+    )
     gid = next_group_id(count)
     r = Matcher().open_group(
         group_id=gid,
@@ -76,13 +84,21 @@ async def sim_open_group(
         option_side=option_side,
         perp_side=perp_side,
         option_inst_id=option_inst,
-        entry_index_px=float(entry_idx),
-        strike=snap.pair.strike,
-        expiry_ymd=snap.pair.expiry_ymd,
+        entry_index_px=float(pick.underlying_px),
+        strike=pick.pair.strike,
+        expiry_ymd=pick.pair.expiry_ymd,
     )
     if not r.ok:
         raise HTTPException(status_code=400, detail=r.detail)
-    return {"ok": True, **(r.data or {}), "detail": r.detail}
+    return {
+        "ok": True,
+        **(r.data or {}),
+        "detail": r.detail,
+        "option_leverage": pick.option_leverage,
+        "hours_left": pick.hours_left,
+        "expiry_ymd": pick.pair.expiry_ymd,
+        "strike": pick.pair.strike,
+    }
 
 
 @router.post("/close-group")