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Treat option-option amplitude as a maximum cap.

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

Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
2026-08-07 16:35:39 +08:00
parent 7d21bc26c7
commit eaf94448a2
9 changed files with 78 additions and 20 deletions
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docs/期期对冲说明.md
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@@ -12,7 +12,7 @@
| 参数 | 默认 | 含义 |
|------|------|------|
| 振幅最小 % | 1.5 | 回看窗内 `(高-低)/中价` 须 ≥ 该值 |
| 振幅最大 % | 1.5 | 回看窗内 `(高-低)/中价` 须 ≤ 该值，超过不开 |
| 振幅回看小时 | 12 | 用 1H K 线取真实高低点 |
| 最短剩余到期 | 24 | 期权剩余小时 |
| 单腿最低杠杆 | 200 | `指数 / 卖一` |