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

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

backend/tests/test_p1_p2_rules.py

@@ -1,10 +1,11 @@
-from app.strategy.signal import decide
-from app.strategy.exits import check_exits
-from app.sim.pricing import option_fill, perp_fill
-from app.strategy.clock import can_open_new, window_key
 from datetime import datetime
 from zoneinfo import ZoneInfo
 
+from app.sim.pricing import option_fill, perp_fill
+from app.strategy.clock import can_open_new, window_key
+from app.strategy.exits import check_exits
+from app.strategy.signal import decide
+
 _SH = ZoneInfo("Asia/Shanghai")
 
 
@@ -26,13 +27,19 @@ def test_signal_equal() -> None:
     assert decide(10.0, 10.0) is None
 
 
-def test_exit_premium_and_move() -> None:
-    assert check_exits(
-        perp_upl=50, initial_premium=40, move_points=1, exit_move_points=30
-    ).reason == "premium_cover"
-    assert check_exits(
-        perp_upl=1, initial_premium=40, move_points=30, exit_move_points=30
-    ).reason == "move_points"
+def test_exit_premium_and_move_pct() -> None:
+    assert (
+        check_exits(
+            perp_upl=50, initial_premium=40, move_pct=0.1, exit_move_pct=2
+        ).reason
+        == "premium_cover"
+    )
+    assert (
+        check_exits(
+            perp_upl=1, initial_premium=40, move_pct=2.0, exit_move_pct=2
+        ).reason
+        == "move_pct"
+    )
 
 
 def test_perp_pricing() -> None:
@@ -47,15 +54,10 @@ def test_option_open_close_pricing() -> None:
     assert c.fill_px < 10
 
 
-def test_window() -> None:
-    # 17:00 can open, window key today
+def test_window_always_open() -> None:
     n = datetime(2026, 7, 24, 17, 0, tzinfo=_SH)
     assert can_open_new(n) is True
     assert window_key(n) == "20260724"
-    # 10:00 cannot open
     n2 = datetime(2026, 7, 24, 10, 0, tzinfo=_SH)
-    assert can_open_new(n2) is False
-    # 07:00 still previous window, can open
-    n3 = datetime(2026, 7, 24, 7, 0, tzinfo=_SH)
-    assert can_open_new(n3) is True
-    assert window_key(n3) == "20260723"
+    assert can_open_new(n2) is True
+    assert window_key(n2) == "20260724"