Treat option-option amplitude as a maximum cap.

Reject opens when range exceeds the setting; update UI and docs labels.

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

backend/app/config.py

@@ -82,7 +82,7 @@ class Settings(BaseSettings):
     martingale_max_doubles: int = 3  # 最多翻倍次数（如 2→4→8→16 为 3 次）
     # 对冲模式：perp_option=永期（默认）| option_option=期期
     hedge_mode: str = "perp_option"
-    oo_amplitude_pct: float = 1.5  # 振幅最小 %（回看窗内高低）
+    oo_amplitude_pct: float = 1.5  # 振幅最大 %（回看窗内高低；超过则不开）
     oo_amplitude_hours: float = 12.0  # 振幅回看小时
     oo_min_option_hours: float = 24.0  # 期期：最短剩余到期小时
     oo_min_leverage: float = 200.0  # 期期：单腿最低杠杆

backend/app/strategy/oo_selection.py

@@ -118,7 +118,7 @@ def build_oo_pick_core(
     amp = amplitude or fetch_amplitude_hl_for_runtime(amplitude_hours)
     if amp is None:
         return None
-    if float(amp.range_pct) + 1e-12 < float(amplitude_pct):
+    if float(amp.range_pct) > float(amplitude_pct) + 1e-12:
         return None
     if spot <= 0:
         spot = float(amp.mid)

backend/app/strategy/session.py

@@ -442,7 +442,7 @@ class StrategySession:
         return self._apply_pair(pair, mark=float(mark), idx=idx)
 
     def align_oo_instruments(self) -> OptionPair | None:
-        """期期监控：按振幅高低点选虚值 Call/Put（展示用；振幅不足仍对齐候选）。"""
+        """期期监控：按振幅高低点选虚值 Call/Put（展示用；振幅超限仍对齐候选）。"""
         from ..exchange.candles import fetch_amplitude_hl_for_runtime
         from .oo_selection import select_oo_pair
 
@@ -465,8 +465,8 @@ class StrategySession:
             "mid": float(amp.mid),
             "range_pct": float(amp.range_pct),
             "hours": float(amp_hours),
-            "min_pct": float(amp_pct),
-            "ok": float(amp.range_pct) + 1e-12 >= float(amp_pct),
+            "max_pct": float(amp_pct),
+            "ok": float(amp.range_pct) <= float(amp_pct) + 1e-12,
         }
         contracts = self.ex.list_option_contracts(s.option_inst_family)
         skip = _skip_expiry_ymds_for_next()
@@ -518,9 +518,9 @@ class StrategySession:
         if amp is None:
             logger.info("oo: amplitude candles unavailable")
             return None
-        if float(amp.range_pct) + 1e-12 < float(amp_pct):
+        if float(amp.range_pct) > float(amp_pct) + 1e-12:
             logger.info(
-                "oo: amplitude %.3f%% < need %.3f%% (H=%.2f L=%.2f)",
+                "oo: amplitude %.3f%% > max %.3f%% (H=%.2f L=%.2f)",
                 amp.range_pct,
                 amp_pct,
                 amp.high,
@@ -584,7 +584,7 @@ class StrategySession:
             "mid": float(amp.mid),
             "range_pct": float(amp.range_pct),
             "hours": float(amp_hours),
-            "min_pct": float(amp_pct),
+            "max_pct": float(amp_pct),
             "ok": True,
         }
         self._apply_pair(pair, mark=underlying, idx=idx)
@@ -837,8 +837,8 @@ class StrategySession:
                 "mid": float(amp.mid),
                 "range_pct": float(amp.range_pct),
                 "hours": float(amp_hours),
-                "min_pct": float(_amp_pct),
-                "ok": float(amp.range_pct) + 1e-12 >= float(_amp_pct),
+                "max_pct": float(_amp_pct),
+                "ok": float(amp.range_pct) <= float(_amp_pct) + 1e-12,
             }
             contracts = self.ex.list_option_contracts(self.settings.option_inst_family)
             picked = select_oo_pair(

backend/tests/test_oo_selection_sizing.py

@@ -64,3 +64,49 @@ def test_compute_oo_sizing_1_1_and_reward() -> None:
 def test_amplitude_range_pct() -> None:
     a = AmplitudeHL(high=2030, low=1970, mid=2000, hours=12, bar_count=12)
     assert abs(a.range_pct - 3.0) < 1e-9
+
+
+def test_amplitude_max_gate() -> None:
+    from app.strategy.oo_selection import build_oo_pick_core
+
+    contracts = []
+    for k in (1900, 2000, 2100):
+        for side, letter in (("call", "C"), ("put", "P")):
+            contracts.append(
+                {
+                    "expiry_ymd": "260810",
+                    "expiry_ms": 1_786_320_000_000,
+                    "strike": float(k),
+                    "side": letter,
+                    "inst_id": f"ETH-{k}-{letter}",
+                }
+            )
+    amp = AmplitudeHL(high=2030, low=1970, mid=2000, hours=12, bar_count=12)
+    # 3% > 上限 1.5% → 拒
+    assert (
+        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,
+        )
+        is None
+    )
+    # 3% ≤ 上限 3.5% → 可过振幅门（杠杆/卖一足够）
+    ok = 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=3.5,
+        amplitude=amp,
+    )
+    assert ok is not None