Gate opens when ATM-spot offset exceeds configurable max (default 3).

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

backend/app/strategy/engine.py

@@ -52,6 +52,9 @@ class StrategyEngine:
         min_opt_lev = self.ledger.get_setting_float(
             "min_option_leverage", s.min_option_leverage
         )
+        max_atm_off = self.ledger.get_setting_float(
+            "max_atm_open_offset", s.max_atm_open_offset
+        )
         rest_until = row["rest_until_ms"]
         rest_left = 0
         if rest_until:
@@ -77,6 +80,7 @@ class StrategyEngine:
             "leverage": leverage,
             "min_option_hours": min_hours,
             "min_option_leverage": min_opt_lev,
+            "max_atm_open_offset": max_atm_off,
             "can_open": allow_open,
             "last_error": last_error,
             "position": upl,
@@ -306,7 +310,7 @@ class StrategyEngine:
         pick = await get_session().pick_for_open_async()
         if pick is None:
             self._set_state(
-                last_error="无合格期权：需剩余时长与杠杆倍数同时满足"
+                last_error="无合格期权：需剩余时长、ATM开仓偏差与杠杆同时满足"
             )
             return