Show option bid as price/size and option leverage on plan and trades.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -101,6 +101,36 @@ def _move_points(g: dict, fills: list) -> float | None:
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return round(float(close_px) - e, 2)
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def _option_entry_px(fills: list) -> float | None:
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for row in fills:
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f = dict(row) if not isinstance(row, dict) else row
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if str(f.get("leg") or "") != "option" or str(f.get("action") or "") != "open":
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continue
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try:
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v = float(f.get("fill_px") or 0)
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if v > 0:
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return v
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except (TypeError, ValueError):
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pass
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break
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return None
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def _option_leverage(g: dict, fills: list) -> float | None:
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"""开仓期权杠杆 = 开仓指数 ÷ 期权开仓均价(与选约门限口径一致)。"""
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from ..strategy.selection import option_leverage
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try:
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entry = float(g.get("entry_index_px") or 0)
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except (TypeError, ValueError):
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return None
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opt_px = _option_entry_px(fills)
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if entry <= 0 or opt_px is None:
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return None
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lev = option_leverage(entry, opt_px)
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return round(float(lev), 1) if lev is not None else None
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def _enrich_group(g: dict, fills: list) -> dict:
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summary = summarize_fills_pnl(fills)
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# LIVE:优先 groups.realized_pnl(已按交易所回写,含资金费)
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@@ -124,6 +154,7 @@ def _enrich_group(g: dict, fills: list) -> dict:
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mp = _move_points(g, fills)
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g["move_points"] = mp
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g["close_index_px"] = _close_index_px(g, fills)
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g["option_leverage"] = _option_leverage(g, fills)
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return g
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