Close residual options when premium recovers above configurable threshold.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/strategy/engine.py

@@ -31,6 +31,7 @@ class StrategyEngine:
         self._lock = asyncio.Lock()
         self._retry_gate = LiveRetryGate()
         self._extra_sleep_sec = 0.0
+        self._last_residual_premium_check_ms = 0
 
     def refresh_executor(self) -> None:
         """MODE 变更后刷新执行器。"""
@@ -545,6 +546,41 @@ class StrategyEngine:
     async def _settle_residuals(self) -> None:
         await asyncio.to_thread(self.matcher.settle_due_residuals)
 
+    async def _maybe_close_residuals_by_premium(self) -> None:
+        """残留期权：权利金回升达标时周期性尝试中途平仓。"""
+        s = get_settings()
+        interval_sec = int(
+            self.ledger.get_setting_int(
+                "residual_close_check_sec", s.residual_close_check_sec
+            )
+        )
+        interval_sec = max(30, interval_sec)
+        now_ms = int(time.time() * 1000)
+        if now_ms - self._last_residual_premium_check_ms < interval_sec * 1000:
+            return
+        self._last_residual_premium_check_ms = now_ms
+        fn = getattr(self.matcher, "try_close_pending_residuals", None)
+        if not callable(fn):
+            return
+        try:
+            closed = await asyncio.to_thread(fn)
+        except Exception:
+            logger.exception("try_close_pending_residuals failed")
+            return
+        if not closed:
+            return
+        for item in closed:
+            try:
+                from ..notify import wecom
+
+                wecom.notify_close(
+                    reason="residual_premium_close",
+                    detail="残留期权权利金回收中途平",
+                    data=item if isinstance(item, dict) else {},
+                )
+            except Exception:
+                logger.exception("wecom notify residual premium close failed")
+
     async def _maybe_expiry_close(self) -> bool:
         """若持仓已到期则强制全平。返回是否触发到期平仓。"""
         await self._settle_residuals()
@@ -613,6 +649,7 @@ class StrategyEngine:
     async def _tick_manage_positions(self) -> None:
         """有仓时的盯盘：残留结算 / 半仓修复 / 目标平 / 到期平。不新开仓。"""
         await self._settle_residuals()
+        await self._maybe_close_residuals_by_premium()
 
         s = get_settings()
         st = self.db.fetchone("SELECT * FROM strategy_state WHERE id=1")