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/semi_auto.py

@@ -13,6 +13,8 @@ PHASE_WAIT_HUMAN = "wait_human"
 REASON_POINTS = "semi_target_points"
 REASON_PERP_NET = "semi_perp_exit"
 TRADE_LOCK_KEY = "semi_trade_lock"
+OTM_LEV_FLOOR = 180.0
+MONEYNESS_CHOICES = ("itm", "atm", "otm")
 
 
 def is_semi_auto(ledger: Ledger | None = None) -> bool:
@@ -60,12 +62,23 @@ def lock_trade_params(
     view_side: str,
     option_move_points: float,
     perp_exit_unit: float,
+    moneyness: str = "otm",
+    otm_max_offset: float = 25.0,
+    perp_unit: float = 1.0,
+    option_unit: float = 4.0,
 ) -> None:
+    mny = str(moneyness or "otm").strip().lower()
+    if mny not in MONEYNESS_CHOICES:
+        mny = "otm"
     payload = {
         "group_id": str(group_id),
         "view_side": "short" if view_side == "short" else "long",
         "option_move_points": float(option_move_points),
         "perp_exit_unit": float(perp_exit_unit),
+        "moneyness": mny,
+        "otm_max_offset": float(otm_max_offset),
+        "perp_unit": float(perp_unit),
+        "option_unit": float(option_unit),
     }
     db.set_setting(TRADE_LOCK_KEY, json.dumps(payload, ensure_ascii=False))
 
@@ -74,6 +87,19 @@ def clear_trade_lock(db: Any) -> None:
     db.set_setting(TRADE_LOCK_KEY, "")
 
 
+def _norm_moneyness(raw: str | None, default: str = "otm") -> str:
+    m = str(raw or default).strip().lower()
+    return m if m in MONEYNESS_CHOICES else default
+
+
+def effective_min_leverage(moneyness: str, configured: float) -> float:
+    """虚值强制不低于 180；实值/平值用配置值。"""
+    lev = max(1.0, float(configured))
+    if _norm_moneyness(moneyness) == "otm":
+        return max(lev, OTM_LEV_FLOOR)
+    return lev
+
+
 def read_semi_params(
     ledger: Ledger | None = None,
     *,
@@ -96,7 +122,32 @@ def read_semi_params(
         led.get_setting_float("semi_perp_exit_unit", s.semi_perp_exit_unit)
         or s.semi_perp_exit_unit
     )
-    # 持仓中优先用开仓时锁定的出场参数
+    moneyness = _norm_moneyness(
+        led.get_setting_str("semi_moneyness", s.semi_moneyness),
+        s.semi_moneyness,
+    )
+    otm_off = float(
+        led.get_setting_float("semi_otm_max_offset", s.semi_otm_max_offset)
+        or s.semi_otm_max_offset
+    )
+    perp_u = float(
+        led.get_setting_float("semi_perp_unit", s.semi_perp_unit) or s.semi_perp_unit
+    )
+    opt_u = float(
+        led.get_setting_float("semi_option_unit", s.semi_option_unit)
+        or s.semi_option_unit
+    )
+    if perp_u <= 0:
+        perp_u = float(s.semi_perp_unit)
+    if opt_u <= 0:
+        opt_u = float(s.semi_option_unit)
+    min_lev_cfg = float(
+        led.get_setting_float(
+            "semi_min_option_leverage", s.semi_min_option_leverage
+        )
+        or s.semi_min_option_leverage
+    )
+    # 持仓中优先用开仓时锁定的出场/选约参数
     lock = read_trade_lock(led)
     if lock and group_id and str(lock.get("group_id")) == str(group_id):
         view = str(lock.get("view_side") or view).strip().lower()
@@ -105,8 +156,12 @@ def read_semi_params(
         try:
             move = float(lock.get("option_move_points", move))
             exit_unit = float(lock.get("perp_exit_unit", exit_unit))
+            otm_off = float(lock.get("otm_max_offset", otm_off))
+            perp_u = float(lock.get("perp_unit", perp_u))
+            opt_u = float(lock.get("option_unit", opt_u))
         except (TypeError, ValueError):
             pass
+        moneyness = _norm_moneyness(str(lock.get("moneyness") or moneyness), moneyness)
     return {
         "enabled": is_semi_auto(led),
         "armed": is_armed(led),
@@ -116,19 +171,21 @@ def read_semi_params(
         "perp_side": "short" if view == "long" else "long",
         "option_move_points": move,
         "perp_exit_unit": exit_unit,
+        "moneyness": moneyness,
+        "otm_max_offset": max(0.0, otm_off),
+        "perp_unit": perp_u,
+        "option_unit": opt_u,
         "min_option_hours": float(
             led.get_setting_float(
                 "semi_min_option_hours", s.semi_min_option_hours
             )
             or s.semi_min_option_hours
         ),
-        "min_option_leverage": float(
-            led.get_setting_float(
-                "semi_min_option_leverage", s.semi_min_option_leverage
-            )
-            or s.semi_min_option_leverage
+        "min_option_leverage": effective_min_leverage(moneyness, min_lev_cfg),
+        "min_option_leverage_cfg": min_lev_cfg,
+        "trade_locked": bool(
+            lock and group_id and str(lock.get("group_id")) == str(group_id)
         ),
-        "trade_locked": bool(lock and group_id and str(lock.get("group_id")) == str(group_id)),
     }