dekun/eth_hedge_sim
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Polish risk sizing: 2dp money preview, editable ratio/exit, plan badge.

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Exit unit and perp/option units scale with k; plan page shows 以损定仓.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-29 23:48:34 +08:00
parent 3a4c8d639c
commit a47a9b6377
8 changed files with 349 additions and 38 deletions
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backend/app/strategy/engine.py
+22
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@@ -112,6 +112,22 @@ class StrategyEngine:
fixed_perp = "long"
perp_qty = self.ledger.get_setting_float("perp_qty_eth", s.perp_qty_eth)
opt_qty = self.ledger.get_setting_float("option_qty_eth", s.option_qty_eth)
sizing_mode = (
sm
if (
sm := str(
self.ledger.get_setting_str("sizing_mode", "manual") or "manual"
)
.strip()
.lower()
)
in ("manual", "risk_based")
else "manual"
)
risk_perp_unit = self.ledger.get_setting_float("risk_perp_unit", 1.0)
risk_option_unit = self.ledger.get_setting_float("risk_option_unit", 2.0)
risk_exit_unit = self.ledger.get_setting_float("risk_exit_unit", 15.0)
risk_last_k = self.ledger.get_setting_float("risk_last_k", 0.0)
rest_until = row["rest_until_ms"]
rest_left = 0
if rest_until:
@@ -150,6 +166,12 @@ class StrategyEngine:
"perp_margin_mode": perp_mm,
"perp_qty_eth": perp_qty,
"option_qty_eth": opt_qty,
"sizing_mode": sizing_mode,
"risk_based": sizing_mode == "risk_based",
"risk_perp_unit": risk_perp_unit,
"risk_option_unit": risk_option_unit,
"risk_exit_unit": risk_exit_unit,
"risk_last_k": risk_last_k if risk_last_k > 0 else None,
"min_option_hours": min_hours,
"min_option_leverage": min_opt_lev,
"atm_open_offset_enabled": atm_off_on,