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
+12 -4
View File
@@ -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 };