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Move settings hints into rules; add OO amplitude filter toggle default off.

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-07 17:58:50 +08:00
parent 0daac05ef5
commit ab612df818
10 changed files with 201 additions and 118 deletions
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backend/app/strategy/session.py
+38 -10
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@@ -192,13 +192,24 @@ def _hedge_mode() -> str:
return "perp_option"
def _oo_settings() -> tuple[float, float, float, float, float]:
"""amplitude_pct, amplitude_hours, min_option_hours, min_leverage, strike_max_dev_pct"""
def _oo_settings() -> tuple[float, float, float, float, float, bool]:
"""amplitude_pct, amplitude_hours, min_option_hours, min_leverage, strike_max_dev_pct, amp_filter_on"""
s = get_settings()
try:
from ..models.db import get_db
db = get_db()
filt_raw = db.get_setting(
"oo_amplitude_filter_enabled", str(s.oo_amplitude_filter_enabled)
)
filt_on = str(filt_raw or "").strip().lower() in (
"1",
"true",
"yes",
"on",
)
if filt_raw is None or filt_raw == "":
filt_on = bool(s.oo_amplitude_filter_enabled)
return (
float(db.get_setting("oo_amplitude_pct", str(s.oo_amplitude_pct)) or s.oo_amplitude_pct),
float(
@@ -216,6 +227,7 @@ def _oo_settings() -> tuple[float, float, float, float, float]:
)
or s.oo_strike_max_dev_pct
),
filt_on,
)
except Exception:
return (
@@ -224,6 +236,7 @@ def _oo_settings() -> tuple[float, float, float, float, float]:
s.oo_min_option_hours,
s.oo_min_leverage,
s.oo_strike_max_dev_pct,
bool(s.oo_amplitude_filter_enabled),
)
@@ -457,7 +470,7 @@ class StrategySession:
try:
from ..exchange.candles import fetch_amplitude_hl_for_runtime
amp_pct, amp_hours, _, _, _ = _oo_settings()
amp_pct, amp_hours, _, _, _, amp_filt = _oo_settings()
amp = fetch_amplitude_hl_for_runtime(amp_hours)
if amp is None:
return self._oo_amp
@@ -468,7 +481,12 @@ class StrategySession:
"range_pct": float(amp.range_pct),
"hours": float(amp_hours),
"max_pct": float(amp_pct),
"ok": float(amp.range_pct) <= float(amp_pct) + 1e-12,
"filter_enabled": bool(amp_filt),
"ok": (
True
if not amp_filt
else float(amp.range_pct) <= float(amp_pct) + 1e-12
),
}
return self._oo_amp
except Exception:
@@ -484,7 +502,7 @@ class StrategySession:
if _has_open_position():
return self.align_to_held_position()
s = self.settings
amp_pct, amp_hours, min_hours, _min_lev, max_dev = _oo_settings()
amp_pct, amp_hours, min_hours, _min_lev, max_dev, _amp_filt = _oo_settings()
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:
@@ -535,7 +553,7 @@ class StrategySession:
from .selection import _complete_by_expiry, option_leverage
s = self.settings
amp_pct, amp_hours, min_hours, min_lev, max_dev = _oo_settings()
amp_pct, amp_hours, min_hours, min_lev, max_dev, amp_filt = _oo_settings()
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:
@@ -553,9 +571,14 @@ class StrategySession:
"range_pct": float(amp.range_pct),
"hours": float(amp_hours),
"max_pct": float(amp_pct),
"ok": float(amp.range_pct) <= float(amp_pct) + 1e-12,
"filter_enabled": bool(amp_filt),
"ok": (
True
if not amp_filt
else float(amp.range_pct) <= float(amp_pct) + 1e-12
),
}
if float(amp.range_pct) > float(amp_pct) + 1e-12:
if amp_filt and float(amp.range_pct) > float(amp_pct) + 1e-12:
logger.info(
"oo: amplitude %.3f%% > max %.3f%% (H=%.2f L=%.2f)",
amp.range_pct,
@@ -852,7 +875,7 @@ class StrategySession:
def oo_needs_realign(self) -> bool:
if self._pair is None:
return True
_amp_pct, amp_hours, min_hours, _, max_dev = _oo_settings()
_amp_pct, amp_hours, min_hours, _, max_dev, amp_filt = _oo_settings()
if (
hours_until_expiry(self._pair.expiry_ymd, expiry_ms=self._pair.expiry_ms)
+ 1e-9
@@ -879,7 +902,12 @@ class StrategySession:
"range_pct": float(amp.range_pct),
"hours": float(amp_hours),
"max_pct": float(_amp_pct),
"ok": float(amp.range_pct) <= float(_amp_pct) + 1e-12,
"filter_enabled": bool(amp_filt),
"ok": (
True
if not amp_filt
else float(amp.range_pct) <= float(_amp_pct) + 1e-12
),
}
contracts = self.ex.list_option_contracts(self.settings.option_inst_family)
picked = select_oo_pair(