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/session.py

@@ -726,8 +726,10 @@ class StrategySession:
         s = self.settings
         min_hours, min_lev, max_atm_off, atm_off_on = _strategy_floats()
         fixed_on, fixed_perp = _fixed_direction()
-        # 半自动：强制看法方向 + 实值/平值 + 半自动选约门槛（须已授权）
+        # 半自动：强制看法方向 + 行权类型(itm/atm/otm) + 半自动选约门槛（须已授权）
         semi_on = is_semi_auto()
+        semi_mny: str | None = None
+        semi_otm_off: float | None = None
         if semi_on:
             if not is_armed():
                 return None
@@ -737,6 +739,8 @@ class StrategySession:
             min_hours = float(sp["min_option_hours"])
             min_lev = float(sp["min_option_leverage"])
             atm_off_on = False
+            semi_mny = str(sp.get("moneyness") or "otm")
+            semi_otm_off = float(sp.get("otm_max_offset") or 0)
         opt_side_hint = _option_side_for_perp(fixed_perp) if fixed_on else None
         # 第一关：振幅过滤（默认关；开启则回看窗振幅须 ≤ 最大%）
         if not self._apply_amplitude_first_gate():
@@ -766,12 +770,40 @@ class StrategySession:
                 mark_px=underlying,
                 expiry_ymd=ymd,
                 option_side=opt_side_hint,
+                moneyness=semi_mny if semi_on else None,
+                otm_max_offset=semi_otm_off if semi_on else None,
             )
             if pair is None:
+                if semi_on and semi_mny == "otm":
+                    logger.info(
+                        "skip expiry=%s no OTM within offset=%.1f for %s mark=%.2f",
+                        ymd,
+                        float(semi_otm_off or 0),
+                        opt_side_hint,
+                        underlying,
+                    )
                 continue
             if fixed_on:
-                if not is_itm_or_atm(
-                    option_side=opt_side_hint or "",
+                from .selection import is_otm
+
+                side = opt_side_hint or ""
+                if semi_on and semi_mny == "otm":
+                    if not is_otm(
+                        option_side=side,
+                        strike=pair.strike,
+                        mark_px=underlying,
+                    ):
+                        continue
+                    if (
+                        atm_open_offset(pair.strike, underlying)
+                        > float(semi_otm_off or 0) + 1e-9
+                    ):
+                        continue
+                elif semi_on and semi_mny == "atm":
+                    # 平值：须为该到期最接近标的的档
+                    pass
+                elif not is_itm_or_atm(
+                    option_side=side,
                     strike=pair.strike,
                     mark_px=underlying,
                 ):