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

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

backend/tests/test_instruments.py

@@ -74,3 +74,12 @@ def test_eligible_skips_short_ttm() -> None:
 def test_option_leverage() -> None:
     assert abs((option_leverage(1850, 18.5) or 0) - 100) < 1e-9
     assert option_leverage(1850, 0) is None
+
+
+def test_atm_allows_open_offset() -> None:
+    from app.strategy.selection import atm_allows_open, atm_open_offset
+
+    assert atm_open_offset(1850, 1852.5) == 2.5
+    assert atm_allows_open(1850, 1852.5, max_offset=3) is True
+    assert atm_allows_open(1850, 1854, max_offset=3) is False
+    assert atm_allows_open(1850, 1860, max_offset=3) is False