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