Extend semi-auto with ITM/ATM/OTM, offset, and 1:4 sizing.

Moneyness and perp:option units are plan-only; OTM enforces leverage >=180.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-08 11:42:57 +08:00
parent 4585dba3c3
commit 457838ef64
17 changed files with 428 additions and 41 deletions
+17
View File
@@ -76,10 +76,27 @@ def size_and_gate(
if not rs.ok:
return OpenPrepResult(ok=False, detail=rs.detail, sizing_detail=rs.detail)
else:
from ..sim.ledger import Ledger
from .risk_sizing import is_risk_based
from .semi_auto import is_semi_auto, read_semi_params
led = Ledger(database)
semi_perp = None
semi_opt = None
if is_semi_auto(led):
sp = read_semi_params(led)
semi_perp = float(sp["perp_unit"])
semi_opt = float(sp["option_unit"])
if not is_risk_based(led):
# 手动仓:半自动直接写入 永续:期权 配比名义
database.set_setting("perp_qty_eth", f"{semi_perp:.4f}")
database.set_setting("option_qty_eth", f"{semi_opt:.4f}")
rs = apply_risk_sizing_to_ledger(
index_px=float(index_px),
option_ask=float(option_ask),
db=database,
perp_unit=semi_perp,
option_unit=semi_opt,
)
if not rs.ok:
return OpenPrepResult(ok=False, detail=rs.detail, sizing_detail=rs.detail)