Fix semi open stalls: one-leg asks, OTM realign, clearer pick errors.

Monitor no longer shows ATM Put bias while semi-auto is authorized for Call.

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

backend/app/strategy/engine.py

@@ -1238,9 +1238,17 @@ class StrategyEngine:
                     return
             except Exception:
                 pass
-            self._set_state(
-                last_error="无合格期权：需剩余时长、杠杆（及已开启的ATM偏差）同时满足"
-            )
+            pick_why = None
+            try:
+                pick_why = get_session().last_pick_fail_reason()
+            except Exception:
+                pick_why = None
+            if pick_why:
+                self._set_state(last_error=f"无合格期权：{pick_why}")
+            else:
+                self._set_state(
+                    last_error="无合格期权：需剩余时长、杠杆（及已开启的ATM偏差）同时满足"
+                )
             return
 
         # 半自动：选约异步窗口后再次确认授权，防止取消授权后仍开仓

backend/app/strategy/session.py

@@ -277,6 +277,7 @@ class StrategySession:
         self.ex = exchange or get_exchange()
         self._pair: OptionPair | None = None
         self._oo_amp: dict[str, Any] | None = None
+        self._last_pick_fail: str | None = None
         self._refresh_task: asyncio.Task[None] | None = None
         self._started = False
 
@@ -506,6 +507,9 @@ class StrategySession:
             return False
         return True
 
+    def last_pick_fail_reason(self) -> str | None:
+        return self._last_pick_fail
+
     def amplitude_gate_fail_reason(self) -> str | None:
         """若最近一次振幅快照显示过滤开启且未过关，返回文案。"""
         amp = self._oo_amp
@@ -723,6 +727,7 @@ class StrategySession:
         from .signal import decide, decide_fixed
         from .semi_auto import is_armed, is_semi_auto, read_semi_params
 
+        self._last_pick_fail = None
         s = self.settings
         min_hours, min_lev, max_atm_off, atm_off_on = _strategy_floats()
         fixed_on, fixed_perp = _fixed_direction()
@@ -732,6 +737,7 @@ class StrategySession:
         semi_otm_off: float | None = None
         if semi_on:
             if not is_armed():
+                self._last_pick_fail = "半自动未授权"
                 return None
             sp = read_semi_params()
             fixed_on = True
@@ -744,19 +750,23 @@ class StrategySession:
         opt_side_hint = _option_side_for_perp(fixed_perp) if fixed_on else None
         # 第一关：振幅过滤（默认关；开启则回看窗振幅须 ≤ 最大%）
         if not self._apply_amplitude_first_gate():
+            self._last_pick_fail = "振幅门未过"
             return None
         idx = self.ex.fetch_index(s.index_inst_id)
         mark = self.ex.fetch_mark(s.perp_inst_id) or idx
         if mark is None or mark <= 0:
+            self._last_pick_fail = "无标的价"
             return None
         underlying = float(mark)
         contracts = self.ex.list_option_contracts(s.option_inst_family)
         eligible = list_eligible_expiry_ymds(contracts, min_hours=min_hours)
         if not eligible:
             logger.info("no expiry with hours>=%.1f", min_hours)
+            self._last_pick_fail = f"无剩余≥{min_hours:g}h 的到期"
             return None
 
         skip_expiries = _skip_expiry_ymds_for_next()
+        last_skip = ""
 
         for ymd in eligible:
             if ymd in skip_expiries:
@@ -775,6 +785,10 @@ class StrategySession:
             )
             if pair is None:
                 if semi_on and semi_mny == "otm":
+                    last_skip = (
+                        f"{ymd} 无{opt_side_hint or '?'}虚值"
+                        f"（偏离≤{float(semi_otm_off or 0):g}）"
+                    )
                     logger.info(
                         "skip expiry=%s no OTM within offset=%.1f for %s mark=%.2f",
                         ymd,
@@ -782,6 +796,8 @@ class StrategySession:
                         opt_side_hint,
                         underlying,
                     )
+                else:
+                    last_skip = f"{ymd} 无合格行权价"
                 continue
             if fixed_on:
                 from .selection import is_otm
@@ -793,11 +809,16 @@ class StrategySession:
                         strike=pair.strike,
                         mark_px=underlying,
                     ):
+                        last_skip = f"{ymd} K{pair.strike:g} 非虚值"
                         continue
                     if (
                         atm_open_offset(pair.strike, underlying)
                         > float(semi_otm_off or 0) + 1e-9
                     ):
+                        last_skip = (
+                            f"{ymd} K{pair.strike:g} 偏离>"
+                            f"{float(semi_otm_off or 0):g}"
+                        )
                         continue
                 elif semi_on and semi_mny == "atm":
                     # 平值：须为该到期最接近标的的档
@@ -807,6 +828,7 @@ class StrategySession:
                     strike=pair.strike,
                     mark_px=underlying,
                 ):
+                    last_skip = f"{ymd} K{pair.strike:g} 非实值/平值"
                     logger.info(
                         "skip expiry=%s strike=%.0f not ITM/ATM for %s mark=%.2f",
                         ymd,
@@ -823,6 +845,7 @@ class StrategySession:
                     max_offset=max_atm_off,
                     enabled=atm_off_on,
                 ):
+                    last_skip = f"{ymd} ATM偏离{offset:.1f}>{max_atm_off:g}"
                     logger.info(
                         "skip expiry=%s strike=%.0f atm_offset=%.1f > max=%.1f",
                         ymd,
@@ -852,11 +875,19 @@ class StrategySession:
                     mark_px=underlying,
                 )
             if sig is None:
+                need = "Call" if (opt_side_hint == "call") else (
+                    "Put" if opt_side_hint == "put" else "Call/Put"
+                )
+                last_skip = f"{ymd} K{pair.strike:g} 缺{need}卖一"
                 continue
             opt_ask = sig.call_ask if sig.option_side == "call" else sig.put_ask
             lev = option_leverage(underlying, opt_ask)
             hours_left = hours_until_expiry(ymd, expiry_ms=pair.expiry_ms)
             if lev is None or lev + 1e-9 < min_lev:
+                last_skip = (
+                    f"{ymd} {sig.option_side.upper()}@{pair.strike:g} "
+                    f"杠杆{(f'{lev:.0f}x' if lev else 'n/a')}<{min_lev:g}x"
+                )
                 logger.info(
                     "skip expiry=%s strike=%.0f side=%s lev=%s need>=%.0f hours=%.1f",
                     ymd,
@@ -876,6 +907,7 @@ class StrategySession:
                 cache: BookCache = self.ex.cache  # type: ignore[attr-defined]
                 cache.upsert_book(pair.call_inst_id, bids=call_bids, asks=call_asks)
                 cache.upsert_book(pair.put_inst_id, bids=put_bids, asks=put_asks)
+            self._last_pick_fail = None
             return OpenPick(
                 pair=pair,
                 option_side=sig.option_side,
@@ -889,6 +921,16 @@ class StrategySession:
                 underlying_px=underlying,
                 hedge_mode="perp_option",
             )
+        if last_skip:
+            hint = ""
+            if semi_on:
+                hint = (
+                    f"（半自动{opt_side_hint or '?'}·"
+                    f"{semi_mny or '?'}·≥{min_lev:g}x·≥{min_hours:g}h）"
+                )
+            self._last_pick_fail = f"最近跳过: {last_skip}{hint}"
+        else:
+            self._last_pick_fail = "合格到期均被跳过（一日一到期/残余等）"
         return None
 
     async def realign_async(self) -> OptionPair | None:
@@ -944,6 +986,33 @@ class StrategySession:
         if mark is None or mark <= 0:
             return False
         fixed_on, fixed_perp = _fixed_direction()
+        # 半自动虚值/平值：监控对齐勿按「必须实值」强行重钉，否则 OTM 会一直 realign
+        try:
+            from .semi_auto import is_semi_auto, read_semi_params
+            from .selection import is_otm
+
+            if is_semi_auto():
+                sp = read_semi_params()
+                mny = str(sp.get("moneyness") or "otm")
+                opt = _option_side_for_perp(str(sp["perp_side"]))
+                if mny == "otm":
+                    off = float(sp.get("otm_max_offset") or 0)
+                    if not is_otm(
+                        option_side=opt,
+                        strike=float(self._pair.strike),
+                        mark_px=float(mark),
+                    ):
+                        return True
+                    if atm_open_offset(self._pair.strike, mark) > off + 1e-9:
+                        return True
+                    return False
+                if mny == "atm":
+                    return (
+                        abs(float(self._pair.strike) - float(mark))
+                        >= _ATM_DRIFT_POINTS
+                    )
+        except Exception:
+            logger.debug("semi atm_needs_realign check failed", exc_info=True)
         if fixed_on:
             opt = _option_side_for_perp(fixed_perp)
             if not is_itm_or_atm(

backend/app/strategy/signal.py

@@ -76,15 +76,16 @@ def decide_fixed(
 ) -> Signal | None:
     """
     固定方向：
-    - 永续多 → 买 Put
-    - 永续空 → 买 Call
+    - 永续多 → 买 Put（只需 Put 卖一）
+    - 永续空 → 买 Call（只需 Call 卖一）
+    对侧卖一缺失时用本侧占位，避免半自动虚值因对侧盘口空而拒单。
     """
-    if call_ask is None or put_ask is None:
-        return None
     side = (perp_side or "").strip().lower()
-    ca = float(call_ask)
-    pa = float(put_ask)
     if side == "long":
+        if put_ask is None or float(put_ask) <= 0:
+            return None
+        pa = float(put_ask)
+        ca = float(call_ask) if call_ask is not None and float(call_ask) > 0 else pa
         return Signal(
             bias="fixed_long_put",
             option_side="put",
@@ -93,6 +94,10 @@ def decide_fixed(
             put_ask=pa,
         )
     if side == "short":
+        if call_ask is None or float(call_ask) <= 0:
+            return None
+        ca = float(call_ask)
+        pa = float(put_ask) if put_ask is not None and float(put_ask) > 0 else ca
         return Signal(
             bias="fixed_short_call",
             option_side="call",

backend/tests/test_p1_p2_rules.py

@@ -53,6 +53,17 @@ def test_decide_fixed_short_call() -> None:
     assert s.bias == "fixed_short_call"
 
 
+def test_decide_fixed_needs_only_own_leg() -> None:
+    from app.strategy.signal import decide_fixed
+
+    # 半自动多/空：对侧卖一缺失仍可定方向
+    sc = decide_fixed(8.2, None, perp_side="short")
+    assert sc is not None and sc.option_side == "call"
+    sp = decide_fixed(None, 11.4, perp_side="long")
+    assert sp is not None and sp.option_side == "put"
+    assert decide_fixed(None, None, perp_side="short") is None
+
+
 def test_signal_strike_below_spot_call_short() -> None:
     # 现价 1859、ATM 1850：即使 Put 卖一更高，也走 Call+空
     s = decide(10.0, 20.0, strike=1850, mark_px=1859)

frontend/src/pages/Plan.tsx

@@ -489,6 +489,14 @@ export default function PlanPage() {
   // 持仓中展示本组成交方向，勿用监控 ATM 的实时盘口信号（会漂）
   const heldOpt = String(pos?.option_side || "").toLowerCase();
   const heldPerp = String(pos?.perp_side || "").toLowerCase();
+
+  const isOo =
+    plan?.hedge_mode === "option_option" ||
+    snap?.hedge_mode === "option_option" ||
+    pos?.hedge_mode === "option_option" ||
+    !!pos?.option2_inst_id;
+  const semiOn = !!plan?.semi_auto_enabled && !isOo;
+  // 半自动：信号=人工看法，勿展示 ATM 盘口比价（会显示成 Put 造成误会）
   const biasTag = open ? (
     heldOpt === "call" || heldPerp === "short" ? (
       <span className="tag up">买 Call + 永续空</span>
@@ -497,6 +505,13 @@ export default function PlanPage() {
     ) : (
       <span className="tag">持仓中</span>
     )
+  ) : semiOn ? (
+    (semiDirty ? semiView : plan?.semi_view_side === "short" ? "short" : "long") ===
+    "short" ? (
+      <span className="tag down">半自动空 · Put + 永续多</span>
+    ) : (
+      <span className="tag up">半自动多 · Call + 永续空</span>
+    )
   ) : bias === "strike_below_spot" ||
     bias === "call_ask_gt_put" ||
     bias === "fixed_short_call" ? (
@@ -508,13 +523,6 @@ export default function PlanPage() {
   ) : (
     <span className="tag">等待 / 相等</span>
   );
-
-  const isOo =
-    plan?.hedge_mode === "option_option" ||
-    snap?.hedge_mode === "option_option" ||
-    pos?.hedge_mode === "option_option" ||
-    !!pos?.option2_inst_id;
-  const semiOn = !!plan?.semi_auto_enabled && !isOo;
   const showAmpCard = plan?.oo_amplitude_filter_enabled === true;
 
   // 看法 / 最短小时变化时立刻刷新报价链（小时输入防抖）