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>
2026-08-07 16:35:39 +08:00
parent 7d21bc26c7
commit eaf94448a2
9 changed files with 78 additions and 20 deletions
@@ -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