期权新增买卖方向和盈亏算法展示

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

ft-app/app/routers/option_trades.py

@@ -8,6 +8,7 @@ from app.models import OptionTrade, Contract, Product
 router = APIRouter(prefix="/options", tags=["options"])
 
 OPTION_TYPES = [("C", "C 看涨"), ("P", "P 看跌")]
+OPTION_DIRECTIONS = [("buy", "买"), ("sell", "卖")]
 
 
 def get_product_contracts(db: Session) -> dict:
@@ -43,6 +44,7 @@ def option_page(request: Request, db: Session = Depends(get_db)):
             active_nav="options",
             product_contracts=get_product_contracts(db),
             option_types=OPTION_TYPES,
+            option_directions=OPTION_DIRECTIONS,
             open_trades=open_trades,
             closed_trades=closed_trades,
             today=today_str(),
@@ -55,6 +57,7 @@ def open_trade(
     request: Request,
     contract_code: str = Form(...),
     option_type: str = Form(...),
+    direction: str = Form(...),
     strike_price: float = Form(...),
     open_date: str = Form(...),
     open_price: float = Form(...),
@@ -69,6 +72,7 @@ def open_trade(
         product_code=product_code,
         contract_code=code,
         option_type=option_type,
+        direction=direction,
         strike_price=strike_price,
         open_date=date.fromisoformat(open_date),
         open_price=open_price,