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>

backend/app/strategy/selection.py

@@ -46,6 +46,53 @@ def pick_atm_strike(strikes: list[float], mark_px: float) -> float | None:
     return min(strikes, key=lambda s: (abs(s - mark_px), s))
 
 
+def pick_otm_strike(
+    strikes: list[float],
+    mark_px: float,
+    *,
+    option_side: str,
+    max_offset: float,
+) -> float | None:
+    """
+    虚值：Call K>S、Put K<S；取最接近标的且 |K−S|≤max_offset 的一档。
+    """
+    if not strikes or mark_px <= 0:
+        return None
+    side = (option_side or "").strip().lower()
+    spot = float(mark_px)
+    cap = max(0.0, float(max_offset))
+    if side == "call":
+        cands = [
+            float(s)
+            for s in strikes
+            if float(s) > spot + 1e-9 and float(s) - spot <= cap + 1e-9
+        ]
+    elif side == "put":
+        cands = [
+            float(s)
+            for s in strikes
+            if float(s) < spot - 1e-9 and spot - float(s) <= cap + 1e-9
+        ]
+    else:
+        return None
+    if not cands:
+        return None
+    return min(cands, key=lambda s: (abs(s - spot), s))
+
+
+def is_otm(*, option_side: str, strike: float, mark_px: float) -> bool:
+    if mark_px <= 0:
+        return False
+    side = (option_side or "").strip().lower()
+    k = float(strike)
+    s = float(mark_px)
+    if side == "call":
+        return k > s + 1e-9
+    if side == "put":
+        return k < s - 1e-9
+    return False
+
+
 def pick_itm_or_atm_strike(
     strikes: list[float],
     mark_px: float,
@@ -166,11 +213,14 @@ def select_option_pair(
     min_hours: float | None = None,
     now: datetime | None = None,
     option_side: str | None = None,
+    moneyness: str | None = None,
+    otm_max_offset: float | None = None,
 ) -> OptionPair | None:
     """
     选到期 + 行权价。
-    option_side 为 call/put 时：按实值/平值选档（固定方向模式）；
+    option_side 为 call/put 时：按 moneyness 选档（默认实值/平值，兼容固定方向）；
     否则仍选 ATM（现有规则）。
+    moneyness: itm | atm | otm（仅半自动传入 otm/atm）。
     """
     complete = _complete_by_expiry(contracts)
     if not complete:
@@ -194,13 +244,24 @@ def select_option_pair(
             ymd = eligible[0]
 
     ems, strikes_map = complete[ymd]
+    keys = list(strikes_map.keys())
     side = (option_side or "").strip().lower() or None
+    mny = (moneyness or "").strip().lower() or None
     if side in ("call", "put"):
-        strike = pick_itm_or_atm_strike(
-            list(strikes_map.keys()), mark_px, option_side=side
-        )
+        if mny == "otm":
+            strike = pick_otm_strike(
+                keys,
+                mark_px,
+                option_side=side,
+                max_offset=float(otm_max_offset or 0),
+            )
+        elif mny == "atm":
+            strike = pick_atm_strike(keys, mark_px)
+        else:
+            # itm 或未指定：实值/平值（固定方向默认）
+            strike = pick_itm_or_atm_strike(keys, mark_px, option_side=side)
     else:
-        strike = pick_atm_strike(list(strikes_map.keys()), mark_px)
+        strike = pick_atm_strike(keys, mark_px)
     if strike is None:
         return None
     legs = strikes_map[strike]