Add amplitude filter as first open gate for 永期 hedge.

Reuse OO amplitude settings (default off); Plan shows index/HL when filtering.

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

backend/app/strategy/session.py

@@ -352,8 +352,7 @@ class StrategySession:
 
     def align_to_held_position(self) -> OptionPair | None:
         """有活跃仓时：监控对锁定为持仓合约的到期/行权价。"""
-        if _hedge_mode() == "option_option":
-            self.refresh_oo_amplitude()
+        self.refresh_oo_amplitude()
         call_id, put_id = _held_option_legs()
         held = call_id or _held_option_inst_id()
         if not held:
@@ -421,6 +420,8 @@ class StrategySession:
             return self.align_to_held_position()
         if _hedge_mode() == "option_option":
             return self.align_oo_instruments()
+        # 永期：刷新振幅供 Plan（过滤关也展示；开仓门禁在 pick）
+        self.refresh_oo_amplitude()
         s = self.settings
         idx = self.ex.fetch_index(s.index_inst_id)
         mark = self.ex.fetch_mark(s.perp_inst_id) or idx
@@ -464,35 +465,67 @@ class StrategySession:
         return self._apply_pair(pair, mark=float(mark), idx=idx)
 
     def refresh_oo_amplitude(self) -> dict[str, Any] | None:
-        """刷新振幅高低（有仓/无仓都要，否则持仓后 UI 指数/振幅会空）。"""
-        if _hedge_mode() != "option_option":
-            return None
+        """刷新振幅高低（永期/期期；有仓/无仓都要，否则 UI 指数/振幅会空）。"""
         try:
             from ..exchange.candles import fetch_amplitude_hl_for_runtime
+            from .amplitude_gate import evaluate_amplitude_gate
 
             amp_pct, amp_hours, _, _, _, amp_filt = _oo_settings()
             amp = fetch_amplitude_hl_for_runtime(amp_hours)
-            if amp is None:
-                return self._oo_amp
-            self._oo_amp = {
-                "high": float(amp.high),
-                "low": float(amp.low),
-                "mid": float(amp.mid),
-                "range_pct": float(amp.range_pct),
-                "hours": float(amp_hours),
-                "max_pct": float(amp_pct),
-                "filter_enabled": bool(amp_filt),
-                "ok": (
-                    True
-                    if not amp_filt
-                    else float(amp.range_pct) <= float(amp_pct) + 1e-12
-                ),
-            }
+            gate = evaluate_amplitude_gate(
+                filter_enabled=bool(amp_filt),
+                amp=amp,
+                max_pct=float(amp_pct),
+                hours=float(amp_hours),
+            )
+            self._oo_amp = dict(gate["snapshot"])
             return self._oo_amp
         except Exception:
             logger.exception("refresh_oo_amplitude failed")
             return self._oo_amp
 
+    def _apply_amplitude_first_gate(self) -> bool:
+        """
+        振幅过滤为开仓第一关。返回 True=可继续选约；False=拒开。
+        无论是否开启过滤都写入 _oo_amp 供 Plan 展示。
+        """
+        from ..exchange.candles import fetch_amplitude_hl_for_runtime
+        from .amplitude_gate import evaluate_amplitude_gate
+
+        amp_pct, amp_hours, _, _, _, amp_filt = _oo_settings()
+        amp = fetch_amplitude_hl_for_runtime(amp_hours)
+        gate = evaluate_amplitude_gate(
+            filter_enabled=bool(amp_filt),
+            amp=amp,
+            max_pct=float(amp_pct),
+            hours=float(amp_hours),
+        )
+        self._oo_amp = dict(gate["snapshot"])
+        if gate["blocked"]:
+            logger.info("amplitude gate blocked: %s", gate.get("reason"))
+            return False
+        return True
+
+    def amplitude_gate_fail_reason(self) -> str | None:
+        """若最近一次振幅快照显示过滤开启且未过关，返回文案。"""
+        amp = self._oo_amp
+        if not amp or not amp.get("filter_enabled"):
+            return None
+        if amp.get("ok") is True:
+            return None
+        hours = amp.get("hours")
+        range_pct = amp.get("range_pct")
+        max_pct = amp.get("max_pct")
+        if range_pct is None:
+            return f"振幅未过关：无法获取近 {hours:g}h K 线高低" if hours is not None else "振幅未过关"
+        try:
+            return (
+                f"振幅未过关：{float(hours):g}h 内 "
+                f"{float(range_pct):.2f}% > {float(max_pct):g}%"
+            )
+        except (TypeError, ValueError):
+            return "振幅未过关"
+
     def align_oo_instruments(self) -> OptionPair | None:
         """期期监控：按振幅高低点选虚值 Call/Put（展示用；振幅超限仍对齐候选）。"""
         from .oo_selection import select_oo_pair
@@ -693,6 +726,9 @@ class StrategySession:
         min_hours, min_lev, max_atm_off, atm_off_on = _strategy_floats()
         fixed_on, fixed_perp = _fixed_direction()
         opt_side_hint = _option_side_for_perp(fixed_perp) if fixed_on else None
+        # 第一关：振幅过滤（默认关；开启则回看窗振幅须 ≤ 最大%）
+        if not self._apply_amplitude_first_gate():
+            return None
         idx = self.ex.fetch_index(s.index_inst_id)
         mark = self.ex.fetch_mark(s.perp_inst_id) or idx
         if mark is None or mark <= 0:
@@ -932,9 +968,8 @@ class StrategySession:
 
     async def ensure_atm_async(self, *, force: bool = False) -> OptionPair | None:
         if _has_open_position():
-            # 持仓期间：钉住持仓行权价（禁止漂到新 ATM/虚值）；期期仍刷新振幅供 UI
-            if _hedge_mode() == "option_option":
-                await asyncio.to_thread(self.refresh_oo_amplitude)
+            # 持仓期间：钉住持仓行权价（禁止漂到新 ATM/虚值）；仍刷新振幅供 UI
+            await asyncio.to_thread(self.refresh_oo_amplitude)
             call_id, put_id = _held_option_legs()
             held = call_id or _held_option_inst_id()
             if held and (