Add risk leverage basis option: actual ask vs selection leverage.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-01 17:01:18 +08:00
parent f1da2778ef
commit 9c515644a3
7 changed files with 201 additions and 7 deletions
+2
View File
@@ -74,6 +74,8 @@ class Settings(BaseSettings):
perp_margin_mode: str = "cross"
min_option_hours: float = 12.0 # 期权最小剩余小时
min_option_leverage: float = 100.0 # 现价/卖一权利金 下限
# 以损定仓权利金口径:actual=盘口卖一;selection=指数/选约杠杆(控节奏,默认)
risk_leverage_basis: str = "selection"
atm_open_offset_enabled: bool = False # 开仓 ATM 偏差限制开关(默认关)
max_atm_open_offset: float = 3.0 # 开启后:|ATM行权价−标的| 上限(点)
# 固定方向:关=现有 ATM/比价规则;开=指定永续多/空,期权 Put/Call 且须实值或平值