dekun
61 lines
1.4 KiB
Python
61 lines
1.4 KiB
Python
"""兼容层：选约逻辑已迁至 strategy.selection；OKX 解析在 exchange.okx.parse。"""
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from __future__ import annotations
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from typing import Any
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from ..exchange.expiry import expiry_ms_from_ymd
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from ..exchange.okx.parse import (
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parse_option_inst_id,
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safe_float,
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)
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from ..exchange.types import OptionPair
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from ..strategy.selection import (
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hours_until_expiry,
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list_eligible_expiry_ymds as _list_eligible,
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next_session_expiry_ymd,
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option_leverage,
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pick_atm_strike,
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select_option_pair as _select_pair,
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normalize_contracts,
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)
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__all__ = [
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"expiry_ms_from_ymd",
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"hours_until_expiry",
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"list_eligible_expiry_ymds",
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"next_session_expiry_ymd",
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"option_leverage",
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"parse_option_inst_id",
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"pick_atm_strike",
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"safe_float",
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"select_option_pair",
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]
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def select_option_pair(
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instruments: list[dict[str, Any]],
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*,
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mark_px: float,
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expiry_ymd: str | None = None,
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min_hours: float | None = None,
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now=None,
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) -> OptionPair | None:
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contracts = normalize_contracts(instruments)
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return _select_pair(
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contracts,
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mark_px=mark_px,
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expiry_ymd=expiry_ymd,
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min_hours=min_hours,
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now=now,
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)
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def list_eligible_expiry_ymds(
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instruments: list[dict[str, Any]],
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*,
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min_hours: float,
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now=None,
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) -> list[str]:
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return _list_eligible(normalize_contracts(instruments), min_hours=min_hours, now=now)
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