Hide perp signal direction in option-option mode.

Plan panel shows Call+Put structure and OO selection/exit labels instead.

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

backend/app/strategy/engine.py

@@ -261,6 +261,36 @@ class StrategyEngine:
                 in ("perp_option", "option_option")
                 else "perp_option"
             ),
+            "oo_amplitude_pct": float(
+                self.ledger.get_setting_float(
+                    "oo_amplitude_pct", s.oo_amplitude_pct
+                )
+                or s.oo_amplitude_pct
+            ),
+            "oo_amplitude_hours": float(
+                self.ledger.get_setting_float(
+                    "oo_amplitude_hours", s.oo_amplitude_hours
+                )
+                or s.oo_amplitude_hours
+            ),
+            "oo_min_option_hours": float(
+                self.ledger.get_setting_float(
+                    "oo_min_option_hours", s.oo_min_option_hours
+                )
+                or s.oo_min_option_hours
+            ),
+            "oo_min_leverage": float(
+                self.ledger.get_setting_float(
+                    "oo_min_leverage", s.oo_min_leverage
+                )
+                or s.oo_min_leverage
+            ),
+            "oo_reward_ratio": float(
+                self.ledger.get_setting_float(
+                    "oo_reward_ratio", s.oo_reward_ratio
+                )
+                or s.oo_reward_ratio
+            ),
             "risk_perp_unit": risk_perp_unit,
             "risk_option_unit": risk_option_unit,
             "risk_exit_unit": risk_exit_unit,

frontend/src/api/client.ts

@@ -348,6 +348,11 @@ export type PlanState = {
   risk_effective_loss_pct?: number;
   risk_loss_pct?: number;
   hedge_mode?: "perp_option" | "option_option";
+  oo_amplitude_pct?: number;
+  oo_amplitude_hours?: number;
+  oo_min_option_hours?: number;
+  oo_min_leverage?: number;
+  oo_reward_ratio?: number;
   sizing_mode?: "manual" | "risk_based";
   risk_based?: boolean;
   ledger: { equity: number; available: number; reserved: number };

frontend/src/pages/Plan.tsx

@@ -185,6 +185,10 @@ export default function PlanPage() {
     );
 
   const pos = plan?.position;
+  const isOo =
+    plan?.hedge_mode === "option_option" ||
+    pos?.hedge_mode === "option_option" ||
+    !!pos?.option2_inst_id;
   const open = !!pos?.has_position;
   const exitMode = plan?.exit_mode ?? "fixed_usdt";
   const riskBased =
@@ -202,20 +206,28 @@ export default function PlanPage() {
     : null;
   const netPnl = pos?.net_pnl ?? 0;
   const movePct = pos?.move_pct ?? 0;
-  const exitRuleLabel =
+  const ooRatio = Number(plan?.oo_reward_ratio ?? 2);
-    exitMode === "premium_multiple"
+  const exitRuleLabel = isOo
+    ? exitTarget != null
+      ? `${riskLocked ? "锁定 " : ""}净盈≥${fmt(exitTarget)} U（预算×${fmt(ooRatio, 1)}）`
+      : `净盈≥预算×${fmt(ooRatio, 1)}（达标只平盈利腿）`
+    : exitMode === "premium_multiple"
       ? `权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
       : riskBased
         ? exitTarget != null
           ? `${riskLocked ? "锁定 " : "固定 "}${fmt(exitTarget)} U（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
           : `待估算（基数${fmt(plan?.risk_exit_unit ?? 15)}）`
         : `固定 ${fmt(plan?.net_profit_target ?? 15)} U`;
-  const riskRatioLabel = `比例${Number(plan?.risk_perp_unit ?? 1)}:${Number(plan?.risk_option_unit ?? 2)}`;
+  const riskRatioLabel = isOo
+    ? "Call:Put 1:1"
+    : `比例${Number(plan?.risk_perp_unit ?? 1)}:${Number(plan?.risk_option_unit ?? 2)}`;
   const sizingModeLabel = riskBased
     ? [
-        plan?.hedge_mode === "option_option" ? "期期对冲" : "以损定仓",
+        isOo ? "期期对冲" : "以损定仓",
         riskRatioLabel,
-        plan?.risk_last_k != null ? `k=${fmt(plan.risk_last_k, 1)}` : null,
+        !isOo && plan?.risk_last_k != null
+          ? `k=${fmt(plan.risk_last_k, 1)}`
+          : null,
         riskLocked
           ? exitTarget != null
             ? `目标锁定${fmt(exitTarget, 2)}U`
@@ -236,7 +248,7 @@ export default function PlanPage() {
       ]
         .filter(Boolean)
         .join("  ")
-    : plan?.hedge_mode === "option_option"
+    : isOo
       ? "期期对冲"
       : "手动仓位";
   const phaseLabel = PHASE_ZH[plan?.phase || ""] || plan?.phase || "—";
@@ -247,8 +259,18 @@ export default function PlanPage() {
     : plan?.atm_open_offset_enabled
       ? `ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
       : "ATM偏差关";
-  const exitDetail =
+  const ooSelectLabel = [
-    exitMode === "premium_multiple"
+    `振幅≥${fmt(plan?.oo_amplitude_pct ?? 1.5, 1)}%/${fmt(plan?.oo_amplitude_hours ?? 12, 0)}h`,
+    "虚值Call@高·Put@低",
+    `剩余≥${fmt(plan?.oo_min_option_hours ?? 24, 0)}h`,
+    `杠杆≥${fmt(plan?.oo_min_leverage ?? 200, 0)}x`,
+    displayOptQty != null ? `单腿${fmt(displayOptQty, 1)}ETH` : null,
+  ]
+    .filter(Boolean)
+    .join(" · ");
+  const exitDetail = isOo
+    ? `净盈利≥预算×${fmt(ooRatio, 1)} → 只平盈利腿，亏损腿残留`
+    : exitMode === "premium_multiple"
       ? `净盈利≥初始权利金×${fmt(plan?.premium_exit_multiple ?? 1, 2)}`
       : `净盈利≥${fmt(plan?.net_profit_target ?? 15)} U`;
   const expiryMs =
@@ -328,26 +350,40 @@ export default function PlanPage() {
             </p>
             <p>
               <span className="plan-rules-k">开仓</span>
-              永续{" "}
+              {isOo ? (
-              {displayPerpQty != null
+                <>
-                ? `${fmt(displayPerpQty, 2)} ETH`
+                  {ooSelectLabel}
-                : "—"}{" "}
+                  {plan?.skip_weekends ? " · 周末跳过开仓" : ""}
-              / {fmt(plan?.leverage, 0)}x
+                  {plan?.one_expiry_per_day !== false
-              · 期权{" "}
+                    ? " · 每个到期只开一次"
-              {displayOptQty != null
+                    : ""}
-                ? `${fmt(displayOptQty, 2)} ETH`
+                </>
-                : "—"}{" "}
+              ) : (
-              名义 · 剩余≥
+                <>
-              {fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
+                  永续{" "}
-              {fmt(plan?.min_option_leverage, 0)}x · {atmRule}
+                  {displayPerpQty != null
-              {plan?.skip_weekends ? " · 周末跳过开仓" : ""}
+                    ? `${fmt(displayPerpQty, 2)} ETH`
-              {plan?.one_expiry_per_day !== false
+                    : "—"}{" "}
-                ? " · 每个到期只开一次"
+                  / {fmt(plan?.leverage, 0)}x
-                : ""}
+                  · 期权{" "}
+                  {displayOptQty != null
+                    ? `${fmt(displayOptQty, 2)} ETH`
+                    : "—"}{" "}
+                  名义 · 剩余≥
+                  {fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
+                  {fmt(plan?.min_option_leverage, 0)}x · {atmRule}
+                  {plan?.skip_weekends ? " · 周末跳过开仓" : ""}
+                  {plan?.one_expiry_per_day !== false
+                    ? " · 每个到期只开一次"
+                    : ""}
+                </>
+              )}
             </p>
             <p>
               <span className="plan-rules-k">平仓</span>
-              {exitDetail} → 双腿全平；期权远虚则只平永续、期权到期结算；未达标拖到期
+              {isOo
+                ? `${exitDetail}；否则到期结算`
+                : `${exitDetail} → 双腿全平；期权远虚则只平永续、期权到期结算；未达标拖到期`}
             </p>
             <p>
               <span className="plan-rules-k">节奏</span>
@@ -460,24 +496,30 @@ export default function PlanPage() {
               <div className="kv">
                 <span>选约条件</span>
                 <span className="mono">
-                  永续
+                  {isOo ? (
-                  {displayPerpQty != null
+                    ooSelectLabel
-                    ? `${fmt(displayPerpQty, 2)}ETH`
+                  ) : (
-                    : "—"}
+                    <>
-                  /期权
+                      永续
-                  {displayOptQty != null
+                      {displayPerpQty != null
-                    ? `${fmt(displayOptQty, 2)}ETH`
+                        ? `${fmt(displayPerpQty, 2)}ETH`
-                    : "—"}{" "}
+                        : "—"}
-                  · 剩余≥
+                      /期权
-                  {fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
+                      {displayOptQty != null
-                  {fmt(plan?.min_option_leverage, 0)}x
+                        ? `${fmt(displayOptQty, 2)}ETH`
-                  {plan?.fixed_direction_enabled
+                        : "—"}{" "}
-                    ? plan?.fixed_perp_side === "short"
+                      · 剩余≥
-                      ? " · 固定空+Call(实/平)"
+                      {fmt(plan?.min_option_hours, 0)}h · 期权杠杆≥
-                      : " · 固定多+Put(实/平)"
+                      {fmt(plan?.min_option_leverage, 0)}x
-                    : plan?.atm_open_offset_enabled
+                      {plan?.fixed_direction_enabled
-                      ? ` · ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
+                        ? plan?.fixed_perp_side === "short"
-                      : " · ATM偏差关"}
+                          ? " · 固定空+Call(实/平)"
+                          : " · 固定多+Put(实/平)"
+                        : plan?.atm_open_offset_enabled
+                          ? ` · ATM偏差≤${fmt(plan?.max_atm_open_offset ?? 3, 0)}`
+                          : " · ATM偏差关"}
+                    </>
+                  )}
                 </span>
               </div>
               <div className="kv">
@@ -525,10 +567,20 @@ export default function PlanPage() {
                   </span>
                 </span>
               </div>
-              <div className="kv">
+              {isOo ? (
-                <span>信号方向</span>
+                <div className="kv">
-                <span className="mono">{biasTag}</span>
+                  <span>开仓结构</span>
-              </div>
+                  <span className="mono">
+                    <span className="tag">买 Call + 买 Put</span>
+                    <span className="meta"> · 不按永期方向信号</span>
+                  </span>
+                </div>
+              ) : (
+                <div className="kv">
+                  <span>信号方向</span>
+                  <span className="mono">{biasTag}</span>
+                </div>
+              )}
               <div className="kv">
                 <span>出场规则</span>
                 <span className="mono">{exitRuleLabel}</span>
@@ -540,7 +592,7 @@ export default function PlanPage() {
                     {open ? fmt(netPnl) : "—"}
                   </span>
                   {" / "}
-                  {open || exitMode === "fixed_usdt"
+                  {open || exitMode === "fixed_usdt" || isOo
                     ? exitTarget != null
                       ? fmt(exitTarget)
                       : "—"
@@ -548,11 +600,15 @@ export default function PlanPage() {
                 </span>
               </div>
               <div className="kv">
-                <span>永续/期权浮盈</span>
+                <span>{isOo ? "Call/Put 浮盈" : "永续/期权浮盈"}</span>
                 <span className="mono">
-                  <span className={pnlClass(pos?.perp_upl)}>{fmt(pos?.perp_upl)}</span>
+                  <span className={pnlClass(pos?.perp_upl)}>
+                    {fmt(isOo ? pos?.option_upl : pos?.perp_upl)}
+                  </span>
                   {" / "}
-                  <span className={pnlClass(pos?.option_upl)}>{fmt(pos?.option_upl)}</span>
+                  <span className={pnlClass(isOo ? pos?.option2_upl : pos?.option_upl)}>
+                    {fmt(isOo ? pos?.option2_upl : pos?.option_upl)}
+                  </span>
                 </span>
               </div>
               {plan?.mode === "LIVE" && open ? (