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

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

frontend/src/api/client.ts

@@ -117,11 +117,13 @@ export type PlanState = {
   running: boolean;
   phase: string;
   rounds_done: number;
-  max_rounds: number;
   window_key: string | null;
   rest_left_sec: number;
   rest_seconds: number;
-  exit_move_points: number;
+  exit_move_pct: number;
+  leverage: number;
+  min_option_hours: number;
+  min_option_leverage: number;
   can_open: boolean;
   last_error: string | null;
   position: {
@@ -133,6 +135,9 @@ export type PlanState = {
     perp_entry_px?: number;
     perp_qty_eth?: number;
     perp_mark_px?: number | null;
+    perp_notional?: number;
+    perp_margin?: number | null;
+    leverage?: number;
     option_inst_id?: string;
     option_entry_px?: number;
     option_qty_eth?: number;
@@ -145,6 +150,7 @@ export type PlanState = {
     index_px?: number | null;
     entry_index_px?: number;
     move_points?: number;
+    move_pct?: number;
     initial_premium?: number;
     premium_gap?: number;
   };
@@ -153,10 +159,12 @@ export type PlanState = {
 
 export type StrategySettings = {
   fee_rate: number;
-  exit_move_points: number;
+  exit_move_pct: number;
   rest_seconds: number;
-  max_rounds: number;
   initial_equity: number;
+  leverage: number;
+  min_option_hours: number;
+  min_option_leverage: number;
   perp_qty_eth: number;
   option_qty_eth: number;
   ledger: { equity: number; available: number };

frontend/src/pages/Plan.tsx

@@ -75,15 +75,15 @@ export default function PlanPage() {
 
   const pos = plan?.position;
   const open = !!pos?.has_position;
-  const exitN = plan?.exit_move_points ?? 30;
-  const move = pos?.move_points ?? 0;
+  const exitPct = plan?.exit_move_pct ?? 2;
+  const movePct = pos?.move_pct ?? 0;
   const phaseLabel = PHASE_ZH[plan?.phase || ""] || plan?.phase || "—";
 
   return (
     <div>
       <h2 style={{ marginTop: 0 }}>自动对冲计划</h2>
       <p style={{ color: "var(--muted)", marginTop: -8 }}>
-        SIM 本地撮合 · 期权只买 · 标的波动 N 点可配
+        SIM 本地撮合 · 期权只买 · 剩余时长选到期 · 波动按比例全平
       </p>
       {err ? <div className="err">{err}</div> : null}
 
@@ -142,14 +142,14 @@ export default function PlanPage() {
             )}
             <span className="mono">
               {" "}
-              · {phaseLabel} · 轮次 {plan?.rounds_done ?? 0}/{plan?.max_rounds ?? 3}
+              · {phaseLabel} · 已完成 {plan?.rounds_done ?? 0} 组
             </span>
           </span>
         </div>
         <div className="kv">
-          <span>开仓窗</span>
+          <span>选约条件</span>
           <span className="mono">
-            {plan?.can_open ? "可开" : "禁止新开"} · 窗 {plan?.window_key || "—"}
+            剩余≥{fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥{fmt(plan?.min_option_leverage, 0)}x
           </span>
         </div>
         <div className="kv">
@@ -159,9 +159,10 @@ export default function PlanPage() {
           </span>
         </div>
         <div className="kv">
-          <span>权益</span>
+          <span>权益 / 杠杆</span>
           <span className="mono">
-            {fmt(plan?.ledger?.equity)} / 可用 {fmt(plan?.ledger?.available)}
+            {fmt(plan?.ledger?.equity)} / 可用 {fmt(plan?.ledger?.available)} ·{" "}
+            {fmt(plan?.leverage, 0)}x
           </span>
         </div>
         <div className="kv">
@@ -181,9 +182,9 @@ export default function PlanPage() {
           </span>
         </div>
         <div className="kv">
-          <span>N 点进度</span>
+          <span>波动进度</span>
           <span className="mono">
-            {fmt(move, 1)} / {fmt(exitN, 0)}
+            {fmt(movePct, 2)}% / {fmt(exitPct, 2)}%
           </span>
         </div>
         {plan?.last_error ? (
@@ -217,6 +218,9 @@ export default function PlanPage() {
                   <span className="pos-meta-item">永续持仓</span>
                   <span className="pos-meta-item">组 {pos?.group_id}</span>
                   <span className="pos-meta-item mono">数量 {fmt(pos?.perp_qty_eth, 2)} ETH</span>
+                  <span className="pos-meta-item mono">
+                    {fmt(pos?.leverage ?? plan?.leverage, 0)}x
+                  </span>
                 </div>
                 <div className="pos-grid">
                   <div className="pos-cell">
@@ -234,16 +238,16 @@ export default function PlanPage() {
                     </span>
                   </div>
                   <div className="pos-cell">
-                    <span className="pos-label">指数</span>
-                    <span className="pos-value mono">{fmt(pos?.index_px)}</span>
+                    <span className="pos-label">保证金</span>
+                    <span className="pos-value mono">{fmt(pos?.perp_margin)}</span>
                   </div>
                   <div className="pos-cell">
-                    <span className="pos-label">开仓指数</span>
-                    <span className="pos-value mono">{fmt(pos?.entry_index_px)}</span>
+                    <span className="pos-label">名义价值</span>
+                    <span className="pos-value mono">{fmt(pos?.perp_notional)}</span>
                   </div>
                   <div className="pos-cell">
-                    <span className="pos-label">波动点数</span>
-                    <span className="pos-value mono">{fmt(move, 1)}</span>
+                    <span className="pos-label">波动比例</span>
+                    <span className="pos-value mono">{fmt(movePct, 2)}%</span>
                   </div>
                 </div>
               </div>

frontend/src/pages/Settings.tsx

@@ -21,9 +21,11 @@ export default function SettingsPage() {
   const [loading, setLoading] = useState(false);
 
   const [fee, setFee] = useState(0.0005);
-  const [exitPts, setExitPts] = useState(30);
+  const [exitPct, setExitPct] = useState(2);
   const [rest, setRest] = useState(300);
-  const [maxRounds, setMaxRounds] = useState(3);
+  const [leverage, setLeverage] = useState(3);
+  const [minHours, setMinHours] = useState(12);
+  const [minOptLev, setMinOptLev] = useState(100);
   const [perpQty, setPerpQty] = useState(1);
   const [optQty, setOptQty] = useState(2);
   const [stratOk, setStratOk] = useState("");
@@ -32,9 +34,11 @@ export default function SettingsPage() {
     apiFetch<StrategySettings>("/api/settings/strategy")
       .then((s) => {
         setFee(s.fee_rate);
-        setExitPts(s.exit_move_points);
+        setExitPct(s.exit_move_pct ?? 2);
         setRest(s.rest_seconds);
-        setMaxRounds(s.max_rounds);
+        setLeverage(s.leverage ?? 3);
+        setMinHours(s.min_option_hours ?? 12);
+        setMinOptLev(s.min_option_leverage ?? 100);
         setPerpQty(s.perp_qty_eth ?? 1);
         setOptQty(s.option_qty_eth ?? 2);
       })
@@ -81,9 +85,11 @@ export default function SettingsPage() {
         method: "PUT",
         body: JSON.stringify({
           fee_rate: fee,
-          exit_move_points: exitPts,
+          exit_move_pct: exitPct,
           rest_seconds: rest,
-          max_rounds: maxRounds,
+          leverage,
+          min_option_hours: minHours,
+          min_option_leverage: minOptLev,
           perp_qty_eth: perpQty,
           option_qty_eth: optQty,
         }),
@@ -117,11 +123,62 @@ export default function SettingsPage() {
       {tab === "strategy" ? (
         <div className="card">
           <p style={{ color: "var(--muted)", marginTop: 0 }}>
-            标的波动 N 点全平、轮次休息、仓位数量、费率（滑点=1×费率）。
+            无开仓时间窗；期权按剩余时长选到期 → 平值 → 校验杠杆；波动按百分比全平。
           </p>
           {stratOk ? <div style={{ color: "var(--up)", marginBottom: 12 }}>{stratOk}</div> : null}
           {err && tab === "strategy" ? <div className="err">{err}</div> : null}
           <form onSubmit={onSaveStrategy}>
+            <h3 style={{ margin: "0 0 10px", fontSize: 14, color: "var(--muted)" }}>资金</h3>
+            <div className="field">
+              <label htmlFor="lev">永续杠杆倍数</label>
+              <input
+                id="lev"
+                className="mono"
+                type="number"
+                step="1"
+                min="1"
+                value={leverage}
+                onChange={(e) => setLeverage(Number(e.target.value))}
+              />
+            </div>
+
+            <h3 style={{ margin: "18px 0 10px", fontSize: 14, color: "var(--muted)" }}>策略</h3>
+            <div className="field">
+              <label htmlFor="hours">期权最小剩余小时</label>
+              <input
+                id="hours"
+                className="mono"
+                type="number"
+                step="1"
+                min="1"
+                value={minHours}
+                onChange={(e) => setMinHours(Number(e.target.value))}
+              />
+            </div>
+            <div className="field">
+              <label htmlFor="olev">期权杠杆下限（现价÷卖一权利金）</label>
+              <input
+                id="olev"
+                className="mono"
+                type="number"
+                step="1"
+                min="1"
+                value={minOptLev}
+                onChange={(e) => setMinOptLev(Number(e.target.value))}
+              />
+            </div>
+            <div className="field">
+              <label htmlFor="exit">波动出场比例（%）</label>
+              <input
+                id="exit"
+                className="mono"
+                type="number"
+                step="0.1"
+                min="0.1"
+                value={exitPct}
+                onChange={(e) => setExitPct(Number(e.target.value))}
+              />
+            </div>
             <div className="field">
               <label htmlFor="perp">永续 ETH 数量</label>
               <input
@@ -146,17 +203,6 @@ export default function SettingsPage() {
                 onChange={(e) => setOptQty(Number(e.target.value))}
               />
             </div>
-            <div className="field">
-              <label htmlFor="exit">标的波动点数（全平阈值）</label>
-              <input
-                id="exit"
-                className="mono"
-                type="number"
-                step="1"
-                value={exitPts}
-                onChange={(e) => setExitPts(Number(e.target.value))}
-              />
-            </div>
             <div className="field">
               <label htmlFor="rest">轮间休息秒数</label>
               <input
@@ -168,17 +214,6 @@ export default function SettingsPage() {
                 onChange={(e) => setRest(Number(e.target.value))}
               />
             </div>
-            <div className="field">
-              <label htmlFor="rounds">每日最大轮次</label>
-              <input
-                id="rounds"
-                className="mono"
-                type="number"
-                step="1"
-                value={maxRounds}
-                onChange={(e) => setMaxRounds(Number(e.target.value))}
-              />
-            </div>
             <div className="field">
               <label htmlFor="fee">手续费率</label>
               <input