Keep OO amplitude refreshed while holding a position.

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

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

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:
@@ -441,24 +443,17 @@ class StrategySession:
             )
         return self._apply_pair(pair, mark=float(mark), idx=idx)
 
-    def align_oo_instruments(self) -> OptionPair | None:
+    def refresh_oo_amplitude(self) -> dict[str, Any] | 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）。"""
+        """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
-        from .oo_selection import select_oo_pair
 
-        if _has_open_position():
+            amp_pct, amp_hours, _, _ = _oo_settings()
-            return self.align_to_held_position()
-        s = self.settings
-        amp_pct, amp_hours, min_hours, _min_lev = _oo_settings()
-        idx = self.ex.fetch_index(s.index_inst_id)
-        mark = self.ex.fetch_mark(s.perp_inst_id) or idx
-        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
+                return self._oo_amp
-            raise RuntimeError("无法获取振幅 K 线高低点")
             self._oo_amp = {
                 "high": float(amp.high),
                 "low": float(amp.low),
@@ -468,13 +463,37 @@ class StrategySession:
                 "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 .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
+        amp_pct, amp_hours, min_hours, _min_lev = _oo_settings()
+        idx = self.ex.fetch_index(s.index_inst_id)
+        mark = self.ex.fetch_mark(s.perp_inst_id) or idx
+        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)
+        if self._oo_amp is None:
+            raise RuntimeError("无法获取振幅 K 线高低点")
+        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),
+            high=amp_high,
-            low=float(amp.low),
+            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 (

frontend/src/pages/Plan.tsx

@@ -766,14 +766,25 @@ export default function PlanPage() {
                             : "—"}
                         </span>
                         <span className="pos-meta-item mono">
-                          {fmt(pos?.option2_qty_eth, 2)} ETH ·{" "}
+                          {fmt(
-                          {fmt(pos?.option2_qty_contracts, 0)} 张
+                            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
                         </span>
                         <span
                           className="pos-meta-item mono"
                           title="开仓指数÷开仓均价"
                         >
-                          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,
+                              )}
                         </span>
                       </div>
                       <div className="pos-grid">
@@ -788,8 +799,8 @@ export default function PlanPage() {
                           <span className="pos-value mono">
                             {fmtBidLiqEx(
                               "option",
-                              pos?.option2_mark_px,
+                              pos?.option2_mark_px ?? snap?.put?.bid,
-                              pos?.option2_bid_sz,
+                              pos?.option2_bid_sz ?? snap?.put?.bid_sz,
                             )}
                           </span>
                         </div>