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

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
+15
View File
@@ -175,3 +175,18 @@ def test_amplitude_max_gate() -> None:
assert ok is not None
assert ok.call.strike == 2025.0
assert ok.put.strike == 1975.0
# 过滤关闭:振幅 3% 超过 1.5% 上限也可过
ok_off = build_oo_pick_core(
contracts=contracts,
spot=2000,
call_ask=5,
put_ask=5,
min_hours=1,
min_leverage=1,
amplitude_hours=12,
amplitude_pct=1.5,
amplitude=amp,
max_dev_pct=1.0,
amplitude_filter_enabled=False,
)
assert ok_off is not None