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

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 08:38:03 +08:00
parent 7db4c9c8a3
commit 3957a83761
16 changed files with 532 additions and 261 deletions
@@ -13,11 +13,11 @@ def check_exits(
    *,
    perp_upl: float,
    initial_premium: float,
-    move_points: float,
-    exit_move_points: float,
+    move_pct: float,
+    exit_move_pct: float,
 ) -> ExitDecision:
    if initial_premium > 0 and perp_upl + 1e-9 >= initial_premium:
        return ExitDecision(True, "premium_cover")
-    if exit_move_points > 0 and move_points + 1e-9 >= exit_move_points:
-        return ExitDecision(True, "move_points")
+    if exit_move_pct > 0 and move_pct + 1e-9 >= exit_move_pct:
+        return ExitDecision(True, "move_pct")
    return ExitDecision(False, "")