diff --git a/backend/app/sim/matcher.py b/backend/app/sim/matcher.py
index 00479fd..0b8db03 100644
--- a/backend/app/sim/matcher.py
+++ b/backend/app/sim/matcher.py
@@ -2011,9 +2011,19 @@ class Matcher:
if index_px is None and snap.perp:
index_px = snap.perp.mark_px
qty = float(pos.get("option_qty_eth") or 0)
- qty2 = float(pos.get("option2_qty_eth") or qty)
+ raw_q2 = pos.get("option2_qty_eth")
+ try:
+ qty2 = float(raw_q2) if raw_q2 is not None else 0.0
+ except (TypeError, ValueError):
+ qty2 = 0.0
+ if qty2 <= 0:
+ qty2 = qty
contracts1 = float(pos.get("option_qty_contracts") or 0)
- contracts2 = float(pos.get("option2_qty_contracts") or 0)
+ raw_c2 = pos.get("option2_qty_contracts")
+ try:
+ contracts2 = float(raw_c2) if raw_c2 is not None else 0.0
+ except (TypeError, ValueError):
+ contracts2 = 0.0
prem1 = float(pos.get("initial_premium") or 0)
prem2 = float(pos.get("initial_premium2") or 0)
call_id = str(pos.get("option_inst_id") or "")
@@ -2022,6 +2032,19 @@ class Matcher:
entry2 = float(pos.get("option2_entry_px") or 0)
oq1 = self._quote_held_option(call_id) if call_id else None
oq2 = self._quote_held_option(put_id) if put_id else None
+ # 盘口缓存未订阅到 Put 时，回退 session 监控腿（与「持仓虚值」同数据源）
+ if (oq2 is None or (oq2.bid is None and oq2.mark_px is None)) and put_id:
+ try:
+ if snap.put and str(getattr(snap.put, "inst_id", "") or "") == put_id:
+ oq2 = snap.put
+ except Exception:
+ pass
+ if (oq1 is None or (oq1.bid is None and oq1.mark_px is None)) and call_id:
+ try:
+ if snap.call and str(getattr(snap.call, "inst_id", "") or "") == call_id:
+ oq1 = snap.call
+ except Exception:
+ pass
option_upl = 0.0
option2_upl = 0.0
fees = 0.0
diff --git a/backend/app/strategy/session.py b/backend/app/strategy/session.py
index 0ccba8e..5164585 100644
--- a/backend/app/strategy/session.py
+++ b/backend/app/strategy/session.py
@@ -332,6 +332,8 @@ class StrategySession:
def align_to_held_position(self) -> OptionPair | None:
"""有活跃仓时：监控对锁定为持仓合约的到期/行权价。"""
+ if _hedge_mode() == "option_option":
+ self.refresh_oo_amplitude()
call_id, put_id = _held_option_legs()
held = call_id or _held_option_inst_id()
if not held:
@@ -441,11 +443,37 @@ class StrategySession:
)
return self._apply_pair(pair, mark=float(mark), idx=idx)
+ def refresh_oo_amplitude(self) -> dict[str, Any] | None:
+ """刷新振幅高低（有仓/无仓都要，否则持仓后 UI 指数/振幅会空）。"""
+ if _hedge_mode() != "option_option":
+ return None
+ try:
+ from ..exchange.candles import fetch_amplitude_hl_for_runtime
+
+ amp_pct, amp_hours, _, _ = _oo_settings()
+ amp = fetch_amplitude_hl_for_runtime(amp_hours)
+ if amp is None:
+ return self._oo_amp
+ self._oo_amp = {
+ "high": float(amp.high),
+ "low": float(amp.low),
+ "mid": float(amp.mid),
+ "range_pct": float(amp.range_pct),
+ "hours": float(amp_hours),
+ "max_pct": float(amp_pct),
+ "ok": float(amp.range_pct) <= float(amp_pct) + 1e-12,
+ }
+ return self._oo_amp
+ except Exception:
+ logger.exception("refresh_oo_amplitude failed")
+ return self._oo_amp
+
def align_oo_instruments(self) -> OptionPair | None:
"""期期监控：按振幅高低点选虚值 Call/Put（展示用；振幅超限仍对齐候选）。"""
- from ..exchange.candles import fetch_amplitude_hl_for_runtime
from .oo_selection import select_oo_pair
+ # 有仓也刷新振幅（钉仓不再走选约，否则 _oo_amp 一直空）
+ self.refresh_oo_amplitude()
if _has_open_position():
return self.align_to_held_position()
s = self.settings
@@ -455,26 +483,17 @@ class StrategySession:
if mark is None or mark <= 0:
raise RuntimeError("无法获取标的标记/指数价格，无法选期期虚值")
underlying = float(mark)
- amp = fetch_amplitude_hl_for_runtime(amp_hours)
- if amp is None:
- self._oo_amp = None
+ if self._oo_amp is None:
raise RuntimeError("无法获取振幅 K 线高低点")
- self._oo_amp = {
- "high": float(amp.high),
- "low": float(amp.low),
- "mid": float(amp.mid),
- "range_pct": float(amp.range_pct),
- "hours": float(amp_hours),
- "max_pct": float(amp_pct),
- "ok": float(amp.range_pct) <= float(amp_pct) + 1e-12,
- }
+ amp_high = float(self._oo_amp["high"])
+ amp_low = float(self._oo_amp["low"])
contracts = self.ex.list_option_contracts(s.option_inst_family)
skip = _skip_expiry_ymds_for_next()
picked = select_oo_pair(
contracts,
spot=underlying,
- high=float(amp.high),
- low=float(amp.low),
+ high=amp_high,
+ low=amp_low,
min_hours=float(min_hours),
skip_expiry_ymds=skip,
)
@@ -518,6 +537,16 @@ class StrategySession:
if amp is None:
logger.info("oo: amplitude candles unavailable")
return None
+ # 无论是否超限都写入，供「指数/振幅」面板展示
+ self._oo_amp = {
+ "high": float(amp.high),
+ "low": float(amp.low),
+ "mid": float(amp.mid),
+ "range_pct": float(amp.range_pct),
+ "hours": float(amp_hours),
+ "max_pct": float(amp_pct),
+ "ok": float(amp.range_pct) <= float(amp_pct) + 1e-12,
+ }
if float(amp.range_pct) > float(amp_pct) + 1e-12:
logger.info(
"oo: amplitude %.3f%% > max %.3f%% (H=%.2f L=%.2f)",
@@ -862,7 +891,9 @@ class StrategySession:
async def ensure_atm_async(self, *, force: bool = False) -> OptionPair | None:
if _has_open_position():
- # 持仓期间：钉住持仓行权价（禁止漂到新 ATM/虚值）
+ # 持仓期间：钉住持仓行权价（禁止漂到新 ATM/虚值）；期期仍刷新振幅供 UI
+ if _hedge_mode() == "option_option":
+ await asyncio.to_thread(self.refresh_oo_amplitude)
call_id, put_id = _held_option_legs()
held = call_id or _held_option_inst_id()
if held and (
diff --git a/frontend/src/pages/Plan.tsx b/frontend/src/pages/Plan.tsx
index 0ed321e..f2a31d0 100644
--- a/frontend/src/pages/Plan.tsx
+++ b/frontend/src/pages/Plan.tsx
@@ -766,14 +766,25 @@ export default function PlanPage() {
: "—"}
- {fmt(pos?.option2_qty_eth, 2)} ETH ·{" "}
- {fmt(pos?.option2_qty_contracts, 0)} 张
+ {fmt(
+ pos?.option2_qty_eth ??
+ plan?.oo_put_qty_eth ??
+ plan?.risk_sizing_preview?.put_qty_eth,
+ 2,
+ )}{" "}
+ ETH · {fmt(pos?.option2_qty_contracts, 0)} 张
- 杠杆 {fmt(pos?.option2_leverage, 0)}x
+ 杠杆{" "}
+ {pos?.option2_leverage != null
+ ? `${fmt(pos.option2_leverage, 0)}x`
+ : optionLevLabel(
+ pos?.entry_index_px ?? snap?.index_px,
+ pos?.option2_entry_px,
+ )}
@@ -788,8 +799,8 @@ export default function PlanPage() {
{fmtBidLiqEx(
"option",
- pos?.option2_mark_px,
- pos?.option2_bid_sz,
+ pos?.option2_mark_px ?? snap?.put?.bid,
+ pos?.option2_bid_sz ?? snap?.put?.bid_sz,
)}