Add ATM open-offset toggle default off.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-25 12:42:20 +08:00
parent 79c074ec6c
commit fff285c1f9
12 changed files with 93 additions and 24 deletions
@@ -52,9 +52,15 @@ def atm_open_offset(strike: float, mark_px: float) -> float:


 def atm_allows_open(
-    strike: float, mark_px: float, *, max_offset: float
+    strike: float,
+    mark_px: float,
+    *,
+    max_offset: float,
+    enabled: bool = False,
 ) -> bool:
-    """|strike − mark| ≤ max_offset 才允许开仓。"""
+    """开启限制时：|strike − mark| ≤ max_offset 才允许开仓；关闭则始终允许。"""
+    if not enabled:
+        return True
    if mark_px <= 0 or max_offset < 0:
        return False
    return atm_open_offset(strike, mark_px) <= float(max_offset) + 1e-9