CONFIG
Short Strangle 配置
运行时状态
环境变量拥有最高优先级，以下值只读且不会写回 YAML。只读：环境变量运行时设置；敏感值则单独标为不回显。
OpenD
127.0.0.1:11111
只读：环境变量运行时设置
Web
127.0.0.1:8765
只读：环境变量运行时设置
实时送单总闸
开启
只读：环境变量运行时设置
数据库
sqlite:///./auto_invest.db
只读：环境变量运行时设置
Futu 交易口令
已配置
敏感值不回显
飞书应用凭证
已配置
敏感值不回显
只读配置文件（YAML）
审计当前三份 YAML 的完整内容；敏感值已遮蔽。
strategy.yaml
risk:
max_initial_margin_pct: 0.5
margin_cap_vix_bands:
- - 0.0
- 0.25
- - 15.0
- 0.3
- - 20.0
- 0.35
- - 30.0
- 0.4
- - 40.0
- 0.5
close_rules:
take_profit_pct: 0.5
take_profit_tiers: []
close_price_buffer_pct: 0.05
manage_dte: 21
at21_weekend_lookahead: true
roll_chain_fee_per_trade_usd: 2.0
roll_chain_fee_multiple: 2.0
strangle:
delta_target:
- 0.1
- 0.2
delta_sweet: 0.16
dte_target: 45
profit_target_pct: 0.5
manage_dte: 21
repeat_cooldown_days: 14
close_profit_floor_usd: 5.0
defend_target_delta: 0.16
defend_max_per_side: 1
defend_max_delta: 0.25
ivr_min: 0.3
ivp_min: 0.7
sell_price_buffer_pct: 0.0
roll_min_net_credit: 0.07
buyback_fill_timeout_sec: 60
rollout_choices: 3
score_weights:
ivr: 0.625
credit: 0.375
margin_grace_vix_threshold: 30.0
margin_grace_count_low_vix: 1
margin_grace_count_high_vix: 2
preview_reuse_sec: 900
covered_call:
enabled: true
ivr_min: 0.2
ivr_unlimited: 0.4
max_concurrent_contracts_mid_ivr: 2
delta_target:
- 0.05
- 0.15
delta_sweet: 0.1
dte_target: 45
dte_range:
- 22
- 80
max_contracts_per_symbol_per_week: 1
profit_target_pct: 0.5
manage_dte: 21
symbols:
BABA:
reserve_stock_pct: 0.375
reserve_release_daily_gain_pct: 0.06
universe.yaml
wheel_tickers: - BABA blacklist: [] cash_equivalents: - SGOV - BIL - JPST - USFR - SHV - TBIL - CASH strangle_universe: index: - SPY - GLD - IWM - QQQ - TLT - USO stock: - AAPL - TSLA
settings.yaml
account:
market: US
trd_env: REAL
security_firm: FUTUSECURITIES
fx_to_usd:
USD: 1.0
HKD: 0.128
usd_to_cny: 7.2
fee_per_contract_round_trip_usd: 6.0
notifications:
file_log: runs/alerts.log
slack_webhook: '[未配置]'
email_to: ''
smtp_host: ''
smtp_port: 587
smtp_ssl: false
smtp_user: ''
smtp_password: '[未配置]'
feishu_webhook: '[未配置]'
feishu_webhook_secret: '[未配置]'
auto_trade:
enabled: true
execution_policy: observe_only
tick_interval_sec: 900
close_check_interval_sec: 180
approval_timeout_min: 30
approval_timeouts:
strangle_open: 10
covered_call_open: 10
covered_call_tp: 30
covered_call_21d: 30
close_position: 30
assignment_record: 60
requote:
enabled: true
max_mid_drift_pct: 0.15
max_spread_pct: 0.5
strangle_automation:
enabled: false
veto_window_min: 10
auto_tp_close: false
auto_close_21d: false
auto_defend_roll: false
auto_rollout_21d: false
auto_open: false
max_auto_actions_per_day: 6
demote_after_failures: 3
morning_summary_at_et: 09:00
evening_summary_at_beijing: 09:00
enable_close_at_tp: true
enable_at21_management: true
enable_assignment_detect: true
rate_limit_alert_per_hour: 1
tick_stall_alert_min: 10
enable_margin_monitor: true
margin_buffer_warn: 1.05
margin_buffer_critical: 1.02
margin_buffer_rearm: 1.07
circuit_breaker_daily_drawdown_pct: 0.05
max_new_strangles_per_day: 1
financial_freedom:
target_net_value_usd: 1400000
monthly_expense_usd: 4000
safe_withdrawal_rate: 0.04
expected_annual_return: 0.08
expected_annual_return_cash: 0.018
expected_annual_return_other: 0.03
monthly_contribution_usd: 0