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

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

backend/app/strategy/selection.py

@@ -46,6 +46,20 @@ def pick_atm_strike(strikes: list[float], mark_px: float) -> float | None:
     return min(strikes, key=lambda s: (abs(s - mark_px), s))
 
 
+def atm_open_offset(strike: float, mark_px: float) -> float:
+    """开仓用：ATM 行权价相对标的的绝对点差。"""
+    return abs(float(strike) - float(mark_px))
+
+
+def atm_allows_open(
+    strike: float, mark_px: float, *, max_offset: float
+) -> bool:
+    """|strike − mark| ≤ max_offset 才允许开仓。"""
+    if mark_px <= 0 or max_offset < 0:
+        return False
+    return atm_open_offset(strike, mark_px) <= float(max_offset) + 1e-9
+
+
 def option_leverage(underlying_px: float, premium_ask: float) -> float | None:
     if underlying_px <= 0 or premium_ask is None or premium_ask <= 0:
         return None