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>

frontend/src/api/client.ts

@@ -277,6 +277,10 @@ export type PlanState = {
   semi_perp_exit_unit?: number;
   semi_min_option_hours?: number;
   semi_min_option_leverage?: number;
+  semi_moneyness?: "itm" | "atm" | "otm";
+  semi_otm_max_offset?: number;
+  semi_perp_unit?: number;
+  semi_option_unit?: number;
   semi_net_exit_target?: number;
   can_open: boolean;
   open_capacity?: {
@@ -421,6 +425,10 @@ export type StrategySettings = {
   semi_perp_exit_unit?: number;
   semi_min_option_hours?: number;
   semi_min_option_leverage?: number;
+  semi_moneyness?: "itm" | "atm" | "otm";
+  semi_otm_max_offset?: number;
+  semi_perp_unit?: number;
+  semi_option_unit?: number;
   close_bid_mark_max_pct?: number;
   residual_min_premium_pct?: number;
   residual_close_check_sec?: number;

frontend/src/pages/Plan.tsx

@@ -116,9 +116,25 @@ export default function PlanPage() {
   const [semiMove, setSemiMove] = useState(50);
   const [semiExitU, setSemiExitU] = useState(5);
   const [semiMinH, setSemiMinH] = useState(30);
-  const [semiMinLev, setSemiMinLev] = useState(100);
+  const [semiMinLev, setSemiMinLev] = useState(200);
+  const [semiMny, setSemiMny] = useState<"itm" | "atm" | "otm">("otm");
+  const [semiOtmOff, setSemiOtmOff] = useState(25);
+  const [semiPerpU, setSemiPerpU] = useState(1);
+  const [semiOptU, setSemiOptU] = useState(4);
   const [semiDirty, setSemiDirty] = useState(false);
 
+  const semiParamsBody = () => ({
+    semi_view_side: semiView,
+    semi_option_move_points: semiMove,
+    semi_perp_exit_unit: semiExitU,
+    semi_min_option_hours: semiMinH,
+    semi_min_option_leverage: semiMinLev,
+    semi_moneyness: semiMny,
+    semi_otm_max_offset: semiOtmOff,
+    semi_perp_unit: semiPerpU,
+    semi_option_unit: semiOptU,
+  });
+
   async function refresh() {
     try {
       const [m, p] = await Promise.all([
@@ -132,7 +148,12 @@ export default function PlanPage() {
         setSemiMove(Number(p.semi_option_move_points ?? 50));
         setSemiExitU(Number(p.semi_perp_exit_unit ?? 5));
         setSemiMinH(Number(p.semi_min_option_hours ?? 30));
-        setSemiMinLev(Number(p.semi_min_option_leverage ?? 100));
+        setSemiMinLev(Number(p.semi_min_option_leverage ?? 200));
+        const m = p.semi_moneyness;
+        setSemiMny(m === "itm" || m === "atm" || m === "otm" ? m : "otm");
+        setSemiOtmOff(Number(p.semi_otm_max_offset ?? 25));
+        setSemiPerpU(Number(p.semi_perp_unit ?? 1));
+        setSemiOptU(Number(p.semi_option_unit ?? 4));
       }
       setErr("");
     } catch (e) {
@@ -146,13 +167,7 @@ export default function PlanPage() {
     try {
       const p = await apiFetch<PlanState>("/api/plan/semi/params", {
         method: "PUT",
-        body: JSON.stringify({
-          semi_view_side: semiView,
-          semi_option_move_points: semiMove,
-          semi_perp_exit_unit: semiExitU,
-          semi_min_option_hours: semiMinH,
-          semi_min_option_leverage: semiMinLev,
-        }),
+        body: JSON.stringify(semiParamsBody()),
       });
       setPlan(p);
       setSemiDirty(false);
@@ -170,13 +185,7 @@ export default function PlanPage() {
       if (semiDirty) {
         await apiFetch<PlanState>("/api/plan/semi/params", {
           method: "PUT",
-          body: JSON.stringify({
-            semi_view_side: semiView,
-            semi_option_move_points: semiMove,
-            semi_perp_exit_unit: semiExitU,
-            semi_min_option_hours: semiMinH,
-            semi_min_option_leverage: semiMinLev,
-          }),
+          body: JSON.stringify(semiParamsBody()),
         });
         setSemiDirty(false);
       }
@@ -568,7 +577,7 @@ export default function PlanPage() {
         <section className="card plan-semi-card" aria-label="半自动本单">
           <h3 className="plan-panel-title">半自动 · 本单</h3>
           <p className="meta" style={{ marginTop: 0 }}>
-            人工定方向与目标 → 授权后机器盯选约/开平 → 平完停，再授权下一单。选约：≥剩余时长与杠杆、实值或平值。顺向：开仓指数±点数且组合净利&gt;0；逆向兑现：净利≥基数×k。平仓先期权后永续。
+            人工定方向/行权类型/配比 → 授权后机器盯开平 → 平完停。虚值杠杆门≥180（默认200）。顺向：开仓指数±点数且净利&gt;0；逆向：净利≥基数×k。
           </p>
           <div className="settings-fields" style={{ marginTop: 8 }}>
             <div className="field">
@@ -587,6 +596,76 @@ export default function PlanPage() {
                 <option value="short">空 · 买 Put + 永续多</option>
               </select>
             </div>
+            <div className="field">
+              <label htmlFor="semiMny">行权类型</label>
+              <select
+                id="semiMny"
+                className="mono"
+                disabled={open || !!busy || !!plan.semi_armed}
+                value={semiMny}
+                onChange={(e) => {
+                  const v = e.target.value;
+                  setSemiMny(
+                    v === "itm" || v === "atm" || v === "otm" ? v : "otm",
+                  );
+                  setSemiDirty(true);
+                }}
+              >
+                <option value="itm">实值（含平值）</option>
+                <option value="atm">平值</option>
+                <option value="otm">虚值</option>
+              </select>
+            </div>
+            {semiMny === "otm" ? (
+              <div className="field">
+                <label htmlFor="semiOtmOff">虚值最大偏离（点）</label>
+                <input
+                  id="semiOtmOff"
+                  className="mono"
+                  type="number"
+                  step="1"
+                  min="1"
+                  disabled={open || !!busy || !!plan.semi_armed}
+                  value={semiOtmOff}
+                  onChange={(e) => {
+                    setSemiOtmOff(Number(e.target.value));
+                    setSemiDirty(true);
+                  }}
+                />
+              </div>
+            ) : null}
+            <div className="field">
+              <label htmlFor="semiPerpU">永续名义单位</label>
+              <input
+                id="semiPerpU"
+                className="mono"
+                type="number"
+                step="0.1"
+                min="0.01"
+                disabled={open || !!busy || !!plan.semi_armed}
+                value={semiPerpU}
+                onChange={(e) => {
+                  setSemiPerpU(Number(e.target.value));
+                  setSemiDirty(true);
+                }}
+              />
+            </div>
+            <div className="field">
+              <label htmlFor="semiOptU">期权名义单位（配比）</label>
+              <input
+                id="semiOptU"
+                className="mono"
+                type="number"
+                step="0.1"
+                min="0.01"
+                disabled={open || !!busy || !!plan.semi_armed}
+                value={semiOptU}
+                onChange={(e) => {
+                  setSemiOptU(Number(e.target.value));
+                  setSemiDirty(true);
+                }}
+              />
+            </div>
             <div className="field">
               <label htmlFor="semiMove">期权出场 · 波动点数</label>
               <input
@@ -661,7 +740,11 @@ export default function PlanPage() {
               const n = Number(idx);
               const tgt =
                 semiView === "long" ? n + Number(semiMove) : n - Number(semiMove);
-              return `指数 ${fmtExPx("index", n)} → 到点 ${fmtExPx("index", tgt)} · 净利目标≈${fmt(plan.semi_net_exit_target ?? semiExitU, 2)}U · ${plan.semi_armed ? "已授权盯开" : "未授权"}`;
+              const mnyZh =
+                semiMny === "itm" ? "实值" : semiMny === "atm" ? "平值" : "虚值";
+              return `指数 ${fmtExPx("index", n)} → 到点 ${fmtExPx("index", tgt)} · ${mnyZh}${
+                semiMny === "otm" ? `≤${fmt(semiOtmOff, 0)}点` : ""
+              } · 配比 ${fmt(semiPerpU, 2)}:${fmt(semiOptU, 2)} · 净利目标≈${fmt(plan.semi_net_exit_target ?? semiExitU, 2)}U · ${plan.semi_armed ? "已授权盯开" : "未授权"}`;
             })()}
           </div>
           <div className="plan-actions" style={{ marginTop: 10, paddingTop: 0 }}>