Add ATM open-offset toggle default off.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-25 12:42:20 +08:00
parent 79c074ec6c
commit fff285c1f9
12 changed files with 93 additions and 24 deletions
+26 -8
View File
@@ -36,8 +36,14 @@ def _has_open_position() -> bool:
return False
def _strategy_floats() -> tuple[float, float, float]:
"""min_hours, min_leverage, max_atm_open_offset"""
def _as_bool_setting(raw: str | None, default: bool) -> bool:
if raw is None or raw == "":
return default
return str(raw).strip().lower() in ("1", "true", "yes", "on")
def _strategy_floats() -> tuple[float, float, float, bool]:
"""min_hours, min_leverage, max_atm_open_offset, atm_open_offset_enabled"""
s = get_settings()
try:
from ..models.db import get_db
@@ -55,9 +61,18 @@ def _strategy_floats() -> tuple[float, float, float]:
db.get_setting("max_atm_open_offset", str(s.max_atm_open_offset))
or s.max_atm_open_offset
)
return hours, lev, atm_off
atm_on = _as_bool_setting(
db.get_setting("atm_open_offset_enabled", str(s.atm_open_offset_enabled)),
s.atm_open_offset_enabled,
)
return hours, lev, atm_off, atm_on
except Exception:
return s.min_option_hours, s.min_option_leverage, s.max_atm_open_offset
return (
s.min_option_hours,
s.min_option_leverage,
s.max_atm_open_offset,
s.atm_open_offset_enabled,
)
@dataclass(slots=True)
@@ -142,7 +157,7 @@ class StrategySession:
mark = self.ex.fetch_mark(s.perp_inst_id) or idx
if mark is None or mark <= 0:
raise RuntimeError("无法获取标的标记/指数价格,无法选 ATM")
min_hours, _, _ = _strategy_floats()
min_hours, _, _, _ = _strategy_floats()
contracts = self.ex.list_option_contracts(s.option_inst_family)
pair = select_option_pair(contracts, mark_px=float(mark), min_hours=min_hours)
if pair is None:
@@ -155,7 +170,7 @@ class StrategySession:
from .signal import decide
s = self.settings
min_hours, min_lev, max_atm_off = _strategy_floats()
min_hours, min_lev, max_atm_off, atm_off_on = _strategy_floats()
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:
@@ -173,7 +188,10 @@ class StrategySession:
continue
offset = atm_open_offset(pair.strike, underlying)
if not atm_allows_open(
pair.strike, underlying, max_offset=max_atm_off
pair.strike,
underlying,
max_offset=max_atm_off,
enabled=atm_off_on,
):
logger.info(
"skip expiry=%s strike=%.0f atm_offset=%.1f > max=%.1f",
@@ -281,7 +299,7 @@ class StrategySession:
def atm_needs_realign(self, mark_px: float | None = None) -> bool:
if self._pair is None:
return True
min_hours, _, _ = _strategy_floats()
min_hours, _, _, _ = _strategy_floats()
if (
hours_until_expiry(self._pair.expiry_ymd, expiry_ms=self._pair.expiry_ms)
+ 1e-9