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/tests/test_amplitude_gate.py

@@ -0,0 +1,60 @@
+"""振幅过滤门：永期开仓第一关 / 与期期共用口径。"""
+
+from __future__ import annotations
+
+from app.exchange.candles import AmplitudeHL
+from app.strategy.amplitude_gate import evaluate_amplitude_gate
+
+
+def test_amplitude_gate_off_always_pass() -> None:
+    amp = AmplitudeHL(high=2060, low=1940, mid=2000, hours=12, bar_count=12)
+    # 6% 超常见上限，但过滤关 → 不拦
+    g = evaluate_amplitude_gate(
+        filter_enabled=False, amp=amp, max_pct=2.0, hours=12
+    )
+    assert g["blocked"] is False
+    assert g["ok"] is True
+    assert g["reason"] is None
+    assert g["snapshot"]["filter_enabled"] is False
+    assert g["snapshot"]["range_pct"] == amp.range_pct
+
+
+def test_amplitude_gate_on_blocks_over_max() -> None:
+    amp = AmplitudeHL(high=2060, low=1940, mid=2000, hours=12, bar_count=12)
+    assert amp.range_pct == 6.0
+    g = evaluate_amplitude_gate(
+        filter_enabled=True, amp=amp, max_pct=2.0, hours=12
+    )
+    assert g["blocked"] is True
+    assert g["ok"] is False
+    assert "振幅未过关" in (g["reason"] or "")
+    assert "6.00%" in (g["reason"] or "")
+    assert "2%" in (g["reason"] or "")
+
+
+def test_amplitude_gate_on_pass_within_max() -> None:
+    amp = AmplitudeHL(high=2010, low=1990, mid=2000, hours=12, bar_count=12)
+    assert amp.range_pct == 1.0
+    g = evaluate_amplitude_gate(
+        filter_enabled=True, amp=amp, max_pct=2.0, hours=12
+    )
+    assert g["blocked"] is False
+    assert g["ok"] is True
+    assert g["reason"] is None
+
+
+def test_amplitude_gate_on_no_candles_fail_closed() -> None:
+    g = evaluate_amplitude_gate(
+        filter_enabled=True, amp=None, max_pct=2.0, hours=12
+    )
+    assert g["blocked"] is True
+    assert g["ok"] is False
+    assert "无法获取" in (g["reason"] or "")
+
+
+def test_amplitude_gate_off_no_candles_still_ok() -> None:
+    g = evaluate_amplitude_gate(
+        filter_enabled=False, amp=None, max_pct=2.0, hours=12
+    )
+    assert g["blocked"] is False
+    assert g["ok"] is True