dekun/eth_hedge_sim
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Add delete for closed trade records.

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Only closed groups can be removed from local history; equity is unchanged.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-07 16:06:36 +08:00
parent ec244c63c6
commit 42e56d940c
5 changed files with 331 additions and 68 deletions
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backend/app/strategy/open_capacity.py
+26 -26
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@@ -139,34 +139,34 @@ def assess_open_capacity(
idx, ask_book = _index_and_option_ask()
ask = float(option_ask) if option_ask is not None and float(option_ask) > 0 else ask_book
if hedge == "option_option":
ca = float(call_ask) if call_ask is not None and float(call_ask) > 0 else None
pa = float(put_ask) if put_ask is not None and float(put_ask) > 0 else None
if ca is None or pa is None:
# 回退：用监控对 call/put 卖一
try:
from .session import get_session
if hedge == "option_option":
ca = float(call_ask) if call_ask is not None and float(call_ask) > 0 else None
pa = float(put_ask) if put_ask is not None and float(put_ask) > 0 else None
if ca is None or pa is None:
# 回退：用监控对 call/put 卖一
try:
from .session import get_session
snap = get_session().snapshot()
if ca is None and snap.call and snap.call.ask:
ca = float(snap.call.ask)
if pa is None and snap.put and snap.put.ask:
pa = float(snap.put.ask)
except Exception:
pass
cush = float(
ledger.get_setting_float("oo_budget_cushion", s.oo_budget_cushion)
or s.oo_budget_cushion
)
cush = min(1.0, max(0.5, cush))
if ca is not None and pa is not None and ca > 0 and pa > 0:
# 与定仓一致：按预留后的权利金需求估资金门
premium_need = (ca + pa) * opt_qty * (1.0 + fee_rate) * cush
else:
premium_need = None
margin_need = 0.0
perp_qty = 0.0
snap = get_session().snapshot()
if ca is None and snap.call and snap.call.ask:
ca = float(snap.call.ask)
if pa is None and snap.put and snap.put.ask:
pa = float(snap.put.ask)
except Exception:
pass
cush = float(
ledger.get_setting_float("oo_budget_cushion", s.oo_budget_cushion)
or s.oo_budget_cushion
)
cush = min(1.0, max(0.5, cush))
if ca is not None and pa is not None and ca > 0 and pa > 0:
# 与定仓一致：按预留后的权利金需求估资金门
premium_need = (ca + pa) * opt_qty * (1.0 + fee_rate) * cush
else:
premium_need = None
margin_need = 0.0
perp_qty = 0.0
else:
margin_need = (float(idx) * perp_qty / lev) if idx and idx > 0 else None
premium_need = (
float(ask) * opt_qty * (1.0 + fee_rate) if ask is not None and ask > 0 else None