Revise strategy: TTM+ATM+leverage option pick, % exit, perp leverage/margin.
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -38,11 +38,15 @@ class Settings(BaseSettings):
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fee_rate: float = 0.0005
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initial_equity: float = 100_000.0
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max_rounds: int = 3
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open_hhmm: str = "16:00"
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stop_open_hhmm: str = "08:00"
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exit_move_points: float = 30.0
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max_rounds: int = 3 # 已不再强管控,仅兼容旧字段
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open_hhmm: str = "16:00" # 已废弃开仓窗
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stop_open_hhmm: str = "08:00" # 已废弃开仓窗
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exit_move_points: float = 30.0 # 旧字段,改用 exit_move_pct
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exit_move_pct: float = 2.0 # 相对开仓指数波动 % 全平
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rest_seconds: int = 300
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leverage: float = 3.0 # 永续杠杆
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min_option_hours: float = 12.0 # 期权最小剩余小时
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min_option_leverage: float = 100.0 # 现价/卖一权利金 下限
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perp_qty_eth: float = 1.0
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option_qty_eth: float = 2.0
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option_ct_mult_default: float = 0.01
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