Add dual exit modes: fixed USDT or premium multiple.

Net PnL (after estimated close fees) drives auto close; Plan/Settings expose the choice.

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

backend/app/strategy/engine.py

@@ -13,7 +13,7 @@ from ..models.db import get_db
 from ..sim.ledger import Ledger
 from ..sim.matcher import Matcher
 from .clock import window_key
-from .exits import check_exits
+from .exits import check_exits, resolve_exit_target
 from .group import next_group_id
 
 logger = logging.getLogger(__name__)
@@ -32,7 +32,19 @@ class StrategyEngine:
         assert row is not None
         upl = self.matcher.unrealized()
         s = get_settings()
-        exit_pct = self.ledger.get_setting_float("exit_move_pct", s.exit_move_pct)
+        exit_mode = self.ledger.get_setting_str("exit_mode", s.exit_mode)
+        net_target = self.ledger.get_setting_float(
+            "net_profit_target", s.net_profit_target
+        )
+        prem_mult = self.ledger.get_setting_float(
+            "premium_exit_multiple", s.premium_exit_multiple
+        )
+        exit_amt, _ = resolve_exit_target(
+            exit_mode=exit_mode,
+            net_profit_target=net_target,
+            premium_exit_multiple=prem_mult,
+            initial_premium=float(upl.get("initial_premium") or 0),
+        )
         rest_sec = self.ledger.get_setting_int("rest_seconds", s.rest_seconds)
         leverage = self.ledger.get_setting_float("leverage", s.leverage)
         min_hours = self.ledger.get_setting_float("min_option_hours", s.min_option_hours)
@@ -55,7 +67,10 @@ class StrategyEngine:
             "rest_until_ms": rest_until,
             "rest_left_sec": rest_left,
             "rest_seconds": rest_sec,
-            "exit_move_pct": exit_pct,
+            "exit_mode": exit_mode,
+            "net_profit_target": net_target,
+            "premium_exit_multiple": prem_mult,
+            "exit_target_usdt": exit_amt,
             "leverage": leverage,
             "min_option_hours": min_hours,
             "min_option_leverage": min_opt_lev,
@@ -153,17 +168,24 @@ class StrategyEngine:
 
         st = self.db.fetchone("SELECT * FROM strategy_state WHERE id=1")
         assert st is not None
-        exit_pct = self.ledger.get_setting_float("exit_move_pct", s.exit_move_pct)
+        exit_mode = self.ledger.get_setting_str("exit_mode", s.exit_mode)
+        net_target = self.ledger.get_setting_float(
+            "net_profit_target", s.net_profit_target
+        )
+        prem_mult = self.ledger.get_setting_float(
+            "premium_exit_multiple", s.premium_exit_multiple
+        )
         pos = self.matcher.current_position()
 
         # 有未平仓：只盯平仓，绝不开下一组
         if pos.get("status") == "open":
             upl = self.matcher.unrealized()
             decision = check_exits(
-                perp_upl=float(upl["perp_upl"]),
-                initial_premium=float(upl["initial_premium"] or 0),
-                move_pct=float(upl.get("move_pct") or 0),
-                exit_move_pct=exit_pct,
+                net_pnl=float(upl.get("net_pnl") or 0),
+                exit_mode=exit_mode,
+                net_profit_target=net_target,
+                premium_exit_multiple=prem_mult,
+                initial_premium=float(upl.get("initial_premium") or 0),
             )
             pending_close = st["phase"] in ("liquidity_wait", "closing")
             if decision.should_close or pending_close:

backend/app/strategy/exits.py

@@ -2,22 +2,48 @@ from __future__ import annotations
 
 from dataclasses import dataclass
 
+EXIT_MODE_FIXED = "fixed_usdt"
+EXIT_MODE_PREMIUM = "premium_multiple"
+
 
 @dataclass(slots=True)
 class ExitDecision:
     should_close: bool
     reason: str = ""
+    target: float = 0.0
+
+
+def resolve_exit_target(
+    *,
+    exit_mode: str,
+    net_profit_target: float,
+    premium_exit_multiple: float,
+    initial_premium: float,
+) -> tuple[float, str]:
+    """返回 (出场目标金额 USDT, 模式标记)。"""
+    mode = (exit_mode or EXIT_MODE_FIXED).strip().lower()
+    if mode == EXIT_MODE_PREMIUM:
+        mult = max(0.0, float(premium_exit_multiple))
+        return float(initial_premium) * mult, EXIT_MODE_PREMIUM
+    return float(net_profit_target), EXIT_MODE_FIXED
 
 
 def check_exits(
     *,
-    perp_upl: float,
+    net_pnl: float,
+    exit_mode: str,
+    net_profit_target: float,
+    premium_exit_multiple: float,
     initial_premium: float,
-    move_pct: float,
-    exit_move_pct: float,
 ) -> ExitDecision:
-    if initial_premium > 0 and perp_upl + 1e-9 >= initial_premium:
-        return ExitDecision(True, "premium_cover")
-    if exit_move_pct > 0 and move_pct + 1e-9 >= exit_move_pct:
-        return ExitDecision(True, "move_pct")
-    return ExitDecision(False, "")
+    """净盈利（预估全平后）≥ 所选模式目标则全平。"""
+    target, mode = resolve_exit_target(
+        exit_mode=exit_mode,
+        net_profit_target=net_profit_target,
+        premium_exit_multiple=premium_exit_multiple,
+        initial_premium=initial_premium,
+    )
+    if target > 0 and net_pnl + 1e-9 >= target:
+        reason = "premium_multiple" if mode == EXIT_MODE_PREMIUM else "fixed_usdt"
+        return ExitDecision(True, reason, target)
+    return ExitDecision(False, "", target)