Anchor semi exit to strike +/- move points; side-by-side semi cards.
Forward target is K+/-N not spot+/-N; UI shows option target and perp net lock. Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -12,10 +12,10 @@ from app.strategy.semi_auto import (
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def test_semi_points_long_needs_net_positive() -> None:
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# 到点但净利≤0 → 不平
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# 目标 = 行权价 1800 + 50 = 1850;到点但净利≤0 → 不平
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d = check_semi_exits(
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net_pnl=-1.0,
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entry_index=1800,
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strike=1800,
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index_px=1850,
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view_side="long",
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option_move_points=50,
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@@ -27,7 +27,7 @@ def test_semi_points_long_needs_net_positive() -> None:
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d2 = check_semi_exits(
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net_pnl=1.0,
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entry_index=1800,
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strike=1800,
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index_px=1850,
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view_side="long",
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option_move_points=50,
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@@ -36,12 +36,41 @@ def test_semi_points_long_needs_net_positive() -> None:
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)
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assert d2.should_close is True
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assert d2.reason == REASON_POINTS
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assert d2.target_index == 1850.0
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def test_semi_points_uses_strike_not_spot() -> None:
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# 现价 1915、K1930、+50 → 目标 1980;现价未到则不平
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d = check_semi_exits(
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net_pnl=5.0,
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strike=1930,
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index_px=1915,
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view_side="long",
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option_move_points=50,
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perp_exit_unit=5,
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risk_k=1,
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)
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assert d.should_close is False
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assert d.target_index == 1980.0
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d2 = check_semi_exits(
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net_pnl=5.0,
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strike=1930,
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index_px=1980,
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view_side="long",
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option_move_points=50,
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perp_exit_unit=5,
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risk_k=1,
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)
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assert d2.should_close is True
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assert d2.reason == REASON_POINTS
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def test_semi_points_short() -> None:
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# Put:目标 = K − 50
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d = check_semi_exits(
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net_pnl=2.0,
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entry_index=1800,
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strike=1800,
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index_px=1750,
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view_side="short",
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option_move_points=50,
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@@ -50,13 +79,14 @@ def test_semi_points_short() -> None:
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)
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assert d.should_close is True
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assert d.reason == REASON_POINTS
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assert d.target_index == 1750.0
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def test_semi_net_exit_with_k() -> None:
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# 未到点,但净利 ≥ 5×2=10
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# 未到点,但净利 ≥ 5×2=10(永续锁定)
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d = check_semi_exits(
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net_pnl=10.0,
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entry_index=1800,
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strike=1800,
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index_px=1810,
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view_side="long",
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option_move_points=50,
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@@ -71,7 +101,7 @@ def test_semi_net_exit_with_k() -> None:
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def test_semi_not_yet() -> None:
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d = check_semi_exits(
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net_pnl=3.0,
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entry_index=1800,
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strike=1800,
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index_px=1820,
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view_side="long",
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option_move_points=50,
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