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>
This commit is contained in:
dekun
@@ -28,8 +28,8 @@ const CLOSE_REASON_ZH: Record<string, string> = {
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premium_multiple: "权利金倍数达标·双腿全平",
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target_perp_only: "净盈利达标·只平永续(期权归档)",
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residual_premium_close: "残留期权·权利金回收中途平",
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semi_target_points: "半自动·标的到点且组合净利>0·双腿全平",
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semi_perp_exit: "半自动·净利基数达标·双腿全平",
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semi_target_points: "半自动·指数到行权价±波动点且净利>0·双腿全平",
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semi_perp_exit: "半自动·永续净利锁定达标·双腿全平",
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expiry: "到期结算",
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emergency: "紧急全平",
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manual: "手动平仓",
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+68
-38
@@ -226,8 +226,8 @@ function estimateSemiRiskQty(args: {
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}
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/**
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* 标的顺向波动 move 点后的组合盈亏粗估（期权用内在价值变化，永续按点位）。
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* 多=Call+永续空；空=Put+永续多。不含权利金时间价值/IV。
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* 指数走到「行权价 ± 波动点」时的组合盈亏粗估。
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* 多=Call 目标 K+N；空=Put 目标 K−N。不含 IV/时间价值。
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*/
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function estimateSemiMoveProfit(args: {
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view: "long" | "short";
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@@ -263,16 +263,17 @@ function estimateSemiMoveProfit(args: {
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if (!(S > 0) || !(K > 0) || !(move > 0) || !(oq > 0) || !(pq > 0)) {
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return { ok: false, detail: "缺指数/行权价/数量" };
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}
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const tgt = view === "long" ? S + move : S - move;
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const tgt = view === "long" ? K + move : K - move;
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const dSpot = tgt - S;
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const callIntr = (px: number) => Math.max(0, px - K);
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const putIntr = (px: number) => Math.max(0, K - px);
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const dIntr =
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view === "long"
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? callIntr(tgt) - callIntr(S)
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: putIntr(tgt) - putIntr(S);
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// 多：空永续随涨亏；空：多永续随跌亏 → 均为 -move×qty
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const optionPnl = dIntr * oq;
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const perpPnl = -move * pq;
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// 多：空永续；空：多永续 → 指数变化 dSpot 时永续盈亏 = −dSpot×qty
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const perpPnl = -dSpot * pq;
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const fees =
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feeRate > 0 ? S * feeRate * 3 * Math.max(oq, pq) /* 粗估开平 */ : 0;
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const net = optionPnl + perpPnl - fees;
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@@ -566,23 +567,50 @@ export default function PlanPage() {
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const movePct = pos?.move_pct ?? 0;
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const ooRatio = Number(plan?.oo_reward_ratio ?? 2);
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const ooBudget = plan?.risk_sizing_preview?.budget;
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const exitRuleLabel = isOo
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? exitTarget != null
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? `${riskLocked ? "锁定 " : ""}净盈≥${fmt(exitTarget)} U（${
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ooBudget != null ? `${fmt(ooBudget)}×` : "预算×"
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}${fmt(ooRatio, 1)}）`
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: `净盈≥预算×${fmt(ooRatio, 1)}（达标只平盈利腿）`
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: exitMode === "premium_multiple"
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? riskBased
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? exitTarget != null
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? `${riskLocked ? "锁定 " : ""}净盈≥${fmt(exitTarget)} U（权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}）`
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: `权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}（开仓后锁定）`
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: `权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
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: riskBased
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? exitTarget != null
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? `${riskLocked ? "锁定 " : "固定 "}${fmt(exitTarget)} U（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
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: `待估算（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
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: `固定 ${fmt(plan?.net_profit_target ?? 15)} U`;
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const semiExitMove = Number(semiMove) || 50;
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const semiExitView: "long" | "short" =
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(semiDirty ? semiView : plan?.semi_view_side === "short" ? "short" : "long") ===
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"short"
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? "short"
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: "long";
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const semiExitStrike =
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open && pos?.strike != null && Number.isFinite(Number(pos.strike))
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? Number(pos.strike)
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: null;
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const semiOptTarget =
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semiExitStrike != null
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? semiExitView === "short"
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? semiExitStrike - semiExitMove
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: semiExitStrike + semiExitMove
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: null;
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const semiNetLock = Number(
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plan?.semi_net_exit_target ??
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(riskBased
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? Number(semiExitU) *
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Number(plan?.risk_last_k ?? plan?.risk_sizing_preview?.k ?? 1)
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: semiExitU),
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);
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const exitRuleLabel = semiOn
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? semiOptTarget != null
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? `期权目标 K${Math.round(semiExitStrike!)}→${fmtExPx("index", semiOptTarget)} · 永续净利锁定≥${fmt(semiNetLock, 2)}U`
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: `期权目标 行权价${semiExitView === "short" ? "−" : "+"}${fmt(semiExitMove, 0)} · 永续净利锁定≥${fmt(semiNetLock, 2)}U`
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: isOo
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? exitTarget != null
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? `${riskLocked ? "锁定 " : ""}净盈≥${fmt(exitTarget)} U（${
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ooBudget != null ? `${fmt(ooBudget)}×` : "预算×"
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}${fmt(ooRatio, 1)}）`
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: `净盈≥预算×${fmt(ooRatio, 1)}（达标只平盈利腿）`
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: exitMode === "premium_multiple"
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? riskBased
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? exitTarget != null
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? `${riskLocked ? "锁定 " : ""}净盈≥${fmt(exitTarget)} U（权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}）`
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: `权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}（开仓后锁定）`
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: `权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
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: riskBased
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? exitTarget != null
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? `${riskLocked ? "锁定 " : "固定 "}${fmt(exitTarget)} U（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
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: `待估算（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
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: `固定 ${fmt(plan?.net_profit_target ?? 15)} U`;
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const riskRatioLabel = isOo
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? "预算平分 Call/Put"
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: `比例${Number(plan?.risk_perp_unit ?? 1)}:${Number(plan?.risk_option_unit ?? 2)}`;
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@@ -887,9 +915,9 @@ export default function PlanPage() {
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<li>人工定方向、行权类型、永续:期权配比与出场 →「授权开下一单」后机器盯选约/开/平。</li>
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<li>平仓后停在等待授权，不自动连开；与全自动循环无关。</li>
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<li>虚值：偏离 ≤ 设定点数；杠杆门 ≥180（默认 200）。实值/平值用本单最低杠杆。</li>
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<li>波动点：标的相对当前价顺向波动 N 点（多涨/空跌）；下方按行权价内在价值变化 + 永续点位粗估盈利。</li>
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<li>顺向出场：开仓指数 ± 波动点，且组合净利 > 0 → 双腿全平（先期权后永续）。</li>
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<li>逆向兑现：组合净利 ≥ 净利基数 × k → 全平。</li>
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<li>波动点 N：期权目标位 = 行权价 ± N（多 Call：K+N；空 Put：K−N），不是现价±N。</li>
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<li>顺向出场：指数到期权目标位且组合净利 > 0 → 双腿全平（先期权后永续）。</li>
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<li>永续锁定：组合净利 ≥ 净利基数 × k → 全平（不必等点位）。</li>
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<li>以损定仓时配比为单位再乘 k；手动仓按配比直接开。</li>
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</ul>
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</details>
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@@ -981,7 +1009,7 @@ export default function PlanPage() {
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/>
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</div>
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<div className="field">
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<label htmlFor="semiMove">波动点(预估)</label>
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<label htmlFor="semiMove">波动点(相对K)</label>
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<input
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id="semiMove"
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className="mono"
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@@ -1121,15 +1149,15 @@ export default function PlanPage() {
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: semiExitU),
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);
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if (idx == null || !Number.isFinite(idx)) {
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return `逆向兑现≥${fmt(reverseTgt, 2)}U`;
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}
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if (strike == null || !Number.isFinite(strike)) {
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return `期权目标 行权价${semiView === "short" ? "−" : "+"}${fmt(Number(semiMove) || 50, 0)} · 永续锁定≥${fmt(reverseTgt, 2)}U`;
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}
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if (idx == null || !Number.isFinite(idx)) {
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const tgt =
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semiView === "long"
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? idx + Number(semiMove)
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: idx - Number(semiMove);
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return `${fmtExPx("index", idx)}→${fmtExPx("index", tgt)} · 待行权价估盈利 · 逆向≥${fmt(reverseTgt, 2)}U`;
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? strike + Number(semiMove)
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: strike - Number(semiMove);
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return `期权目标 K${Math.round(strike)}→${fmtExPx("index", tgt)} · 永续锁定≥${fmt(reverseTgt, 2)}U`;
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}
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const prof = estimateSemiMoveProfit({
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@@ -1139,22 +1167,23 @@ export default function PlanPage() {
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movePoints: Number(semiMove) || 50,
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optionQty: optQty,
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perpQty: perpQty,
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feeRate: 0, // 预估展示用内在+永续点位；手续费另计
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feeRate: 0,
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});
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if (!prof.ok) {
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return prof.detail;
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}
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return (
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<>
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{fmtExPx("index", idx)}→{fmtExPx("index", prof.targetPx!)} ·
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K{Math.round(strike)} · 顺向预估≈{fmt(prof.netEst, 2)}U
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期权目标 K{Math.round(strike)}→
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{fmtExPx("index", prof.targetPx!)} · 现价
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{fmtExPx("index", idx)} · 到点预估≈{fmt(prof.netEst, 2)}U
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<span className="meta">
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{" "}
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(期权{fmt(prof.optionPnl, 1)}/永续
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{fmt(prof.perpPnl, 1)} · 内在粗估)
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{fmt(prof.perpPnl, 1)})
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</span>
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{" · "}
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逆向≥{fmt(reverseTgt, 2)}U
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永续锁定≥{fmt(reverseTgt, 2)}U
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</>
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);
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})()}
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@@ -1437,7 +1466,8 @@ export default function PlanPage() {
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? ` · 虚值≤${fmt(semiOtmOff, 0)}点`
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: ""}
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{" · "}
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顺向±{fmt(semiMove, 0)}点且净利>0 / 净利≥
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期权目标K{semiExitView === "short" ? "−" : "+"}
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{fmt(semiMove, 0)}且净利>0 / 永续锁定≥
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{fmt(semiExitU, 1)}×k
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</>
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) : isOo ? (
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@@ -474,10 +474,22 @@ input {
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}
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.plan-semi-tab {
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display: flex;
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flex-direction: column;
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display: grid;
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grid-template-columns: minmax(0, 1fr) minmax(0, 1fr);
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gap: 10px;
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margin-bottom: 12px;
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align-items: start;
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}
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.plan-semi-tab > .card {
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margin-bottom: 0;
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min-width: 0;
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}
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@media (max-width: 960px) {
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.plan-semi-tab {
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grid-template-columns: 1fr;
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}
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}
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.plan-semi-compact {
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