from __future__ import annotations import time from dataclasses import dataclass EXIT_MODE_FIXED = "fixed_usdt" EXIT_MODE_PREMIUM = "premium_multiple" @dataclass(slots=True) class ExitDecision: should_close: bool reason: str = "" target: float = 0.0 def resolve_exit_target( *, exit_mode: str, net_profit_target: float, premium_exit_multiple: float, initial_premium: float, ) -> tuple[float, str]: """返回 (出场目标金额 USDT, 模式标记)。""" mode = (exit_mode or EXIT_MODE_FIXED).strip().lower() if mode == EXIT_MODE_PREMIUM: mult = max(0.0, float(premium_exit_multiple)) return float(initial_premium) * mult, EXIT_MODE_PREMIUM return float(net_profit_target), EXIT_MODE_FIXED def check_expiry_close( *, expiry_ms: int | None, now_ms: int | None = None, ) -> ExitDecision: """期权到期时刻(含)→ 强制全平。""" if expiry_ms is None: return ExitDecision(False, "", 0.0) now = int(time.time() * 1000) if now_ms is None else int(now_ms) if now >= int(expiry_ms): return ExitDecision(True, "expiry", 0.0) return ExitDecision(False, "", 0.0) def check_exits( *, net_pnl: float, exit_mode: str, net_profit_target: float, premium_exit_multiple: float, initial_premium: float, ) -> ExitDecision: """净盈利(预估全平后)≥ 所选模式目标则全平。""" target, mode = resolve_exit_target( exit_mode=exit_mode, net_profit_target=net_profit_target, premium_exit_multiple=premium_exit_multiple, initial_premium=initial_premium, ) if target > 0 and net_pnl + 1e-9 >= target: reason = "premium_multiple" if mode == EXIT_MODE_PREMIUM else "fixed_usdt" return ExitDecision(True, reason, target) return ExitDecision(False, "", target)