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

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-25 08:38:03 +08:00
parent 7db4c9c8a3
commit 3957a83761
16 changed files with 532 additions and 261 deletions
+8 -4
View File
@@ -38,11 +38,15 @@ class Settings(BaseSettings):
fee_rate: float = 0.0005
initial_equity: float = 100_000.0
max_rounds: int = 3
open_hhmm: str = "16:00"
stop_open_hhmm: str = "08:00"
exit_move_points: float = 30.0
max_rounds: int = 3 # 已不再强管控,仅兼容旧字段
open_hhmm: str = "16:00" # 已废弃开仓窗
stop_open_hhmm: str = "08:00" # 已废弃开仓窗
exit_move_points: float = 30.0 # 旧字段,改用 exit_move_pct
exit_move_pct: float = 2.0 # 相对开仓指数波动 % 全平
rest_seconds: int = 300
leverage: float = 3.0 # 永续杠杆
min_option_hours: float = 12.0 # 期权最小剩余小时
min_option_leverage: float = 100.0 # 现价/卖一权利金 下限
perp_qty_eth: float = 1.0
option_qty_eth: float = 2.0
option_ct_mult_default: float = 0.01