Drive semi quote ladder by min remaining hours input.

Picks nearest expiry with hours >= threshold and refreshes the list as the field changes.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-08 14:20:28 +08:00
parent ebd88718a7
commit 7db8b724ac
3 changed files with 51 additions and 24 deletions
+3 -2
View File
@@ -23,13 +23,14 @@ async def market_option_ladder(
_user: Annotated[str, Depends(require_user)],
wings: int = Query(default=5, ge=1, le=12),
side: str = Query(default="call", pattern="^(call|put)$"),
min_hours: float = Query(default=30, ge=1, le=720),
) -> dict:
"""半自动页单边报价列表:ATM 上下各 wings 档;side=call|put"""
"""半自动页单边报价:选剩余时长≥min_hours 的最近到期"""
gw = get_gateway()
ladder = getattr(gw, "option_ladder", None)
if not callable(ladder):
raise HTTPException(status_code=501, detail="当前会话不支持 option-ladder")
return ladder(wings=wings, side=side)
return ladder(wings=wings, side=side, min_hours=min_hours)
@router.post("/realign")
+19 -9
View File
@@ -1058,13 +1058,20 @@ class StrategySession:
d["ask_compare"] = ac
return d
def option_ladder(self, *, wings: int = 5, side: str = "call") -> dict[str, Any]:
def option_ladder(
self,
*,
wings: int = 5,
side: str = "call",
min_hours: float = 30.0,
) -> dict[str, Any]:
"""
半自动单边报价:ATM 上下若干档。
side=call(看多)或 put(看空);每档含卖一/流动性/杠杆与实值|平值|虚值
到期:剩余时长 ≥ min_hours 的最近一档(与选约门槛一致)
"""
s = self.settings
wings = max(1, min(12, int(wings)))
min_h = max(1.0, float(min_hours))
opt_side = "put" if str(side).strip().lower() == "put" else "call"
idx = self.ex.fetch_index(s.index_inst_id)
mark = self.ex.fetch_mark(s.perp_inst_id) or idx
@@ -1075,24 +1082,23 @@ class StrategySession:
"rows": [],
"index_px": None,
"side": opt_side,
"min_hours": min_h,
}
underlying = float(mark)
contracts = self.ex.list_option_contracts(s.option_inst_family)
from .selection import _complete_by_expiry, pick_atm_strike
eligible = list_eligible_expiry_ymds(contracts, min_hours=1.0)
ymd = None
if self._pair is not None and self._pair.expiry_ymd:
ymd = str(self._pair.expiry_ymd)
if not ymd and eligible:
ymd = eligible[0]
# 与半自动选约一致:只考虑剩余 ≥ min_hours 的到期,取最近一档
eligible = list_eligible_expiry_ymds(contracts, min_hours=min_h)
ymd = eligible[0] if eligible else None
if not ymd:
return {
"ok": False,
"detail": "合格到期",
"detail": f"剩余≥{min_h:g}h 的到期",
"rows": [],
"index_px": underlying,
"side": opt_side,
"min_hours": min_h,
}
complete = _complete_by_expiry(contracts)
if ymd not in complete:
@@ -1103,8 +1109,10 @@ class StrategySession:
"index_px": underlying,
"expiry_ymd": ymd,
"side": opt_side,
"min_hours": min_h,
}
_ems, strikes_map = complete[ymd]
hours_left = hours_until_expiry(ymd, expiry_ms=_ems)
strikes = sorted(float(k) for k in strikes_map.keys())
atm = pick_atm_strike(strikes, underlying)
if atm is None:
@@ -1172,6 +1180,8 @@ class StrategySession:
"side": opt_side,
"index_px": underlying,
"expiry_ymd": ymd,
"hours_left": round(float(hours_left), 1) if hours_left is not None else None,
"min_hours": min_h,
"atm_strike": float(atm),
"rows": rows,
}