Fix hedge option PnL match by parsing opened_at as Asia/Shanghai.

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/hedge_plan/hedge_plan_settle_lib.py

@@ -1,13 +1,17 @@
 """对冲计划结算辅助:到期内在价值与期权腿收口."""
 from __future__ import annotations
 
+import os
 import time
-from datetime import datetime, timezone
+from datetime import datetime
 from typing import Any, Callable, Optional
+from zoneinfo import ZoneInfo
 
 from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
 from lib.hedge_plan.hedge_plan_calc_lib import option_expiry_pnl
 
+_APP_TZ = ZoneInfo((os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip() or "Asia/Shanghai")
+
 
 def _sf(v: Any) -> Optional[float]:
     try:
@@ -64,14 +68,15 @@ def all_option_legs_expired(legs: list[dict[str, Any]], *, now_ms: Optional[int]
 
 
 def _parse_opened_ms(raw: Any) -> Optional[int]:
+    """墙钟开仓时间 → UTC ms.库内时间为业务时区(默认 Asia/Shanghai),不可当 UTC."""
     if raw is None or raw == "":
         return None
     s = str(raw).strip()
     if not s:
         return None
-    for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M:%f"):
+    for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M:%f", 26), ("%Y-%m-%d %H:%M", 16)):
         try:
-            dt = datetime.strptime(s[:26], fmt).replace(tzinfo=timezone.utc)
+            dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=_APP_TZ)
             return int(dt.timestamp() * 1000)
         except ValueError:
             continue

lib/options/options_monitor_lib.py

@@ -1,13 +1,17 @@
 """期权持仓监控:浮盈翻倍微信提醒 + 平仓/到期状态同步."""
 from __future__ import annotations
 
+import os
 import sqlite3
 import time
 from datetime import datetime, timezone
 from typing import Any, Callable
+from zoneinfo import ZoneInfo
 
 from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
 
+_APP_TZ = ZoneInfo((os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip() or "Asia/Shanghai")
+
 
 def _safe_float(v: Any) -> float | None:
     if v is None:
@@ -121,14 +125,15 @@ def run_options_profit_alerts(
 
 
 def _created_at_ms(created_at: Any) -> int | None:
+    """墙钟 created_at → UTC ms.库内时间为业务时区(默认 Asia/Shanghai),不可当 UTC."""
     if not created_at:
         return None
     raw = str(created_at).strip()
     if not raw:
         return None
-    for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%d %H:%M:%f"):
+    for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M:%f", 26), ("%Y-%m-%d %H:%M", 16)):
         try:
-            dt = datetime.strptime(raw[:26], fmt).replace(tzinfo=timezone.utc)
+            dt = datetime.strptime(raw[:ln], fmt).replace(tzinfo=_APP_TZ)
             return int(dt.timestamp() * 1000)
         except ValueError:
             continue

tests/test_hedge_exchange_pnl.py

@@ -6,6 +6,7 @@ import unittest
 
 from lib.hedge_plan.hedge_plan_db import get_plan, init_hedge_plan_tables, insert_leg, insert_plan
 from lib.hedge_plan.hedge_plan_settle_lib import (
+    _parse_opened_ms,
     backfill_hedge_option_legs_realized_pnl,
     resolve_option_leg_realized_pnl,
 )
@@ -32,6 +33,30 @@ class HedgeExchangePnlTest(unittest.TestCase):
         self.assertEqual(src, "exchange")
         self.assertEqual(pnl, 12.0)
 
+    def test_opened_at_beijing_wall_clock_not_utc(self):
+        # 北京 09:19 开仓 → UTC 01:19; 到期结算北京 16:00:31 = UTC 08:00:31
+        open_ms = _parse_opened_ms("2026-07-20 09:19:30")
+        self.assertEqual(open_ms, 1784510370000)
+        leg = {
+            "inst_id": "ETH-USD_UM-260720-1870-C",
+            "opened_at": "2026-07-20 09:19:30",
+            "premium": 6.9,
+        }
+        hist = [
+            {
+                "instId": "ETH-USD_UM-260720-1870-C",
+                "uTime": "1784534431512",
+                "realizedPnl": "-7.1812815",
+                "pnl": "-6.9",
+                "type": "2",
+            }
+        ]
+        pnl, src = resolve_option_leg_realized_pnl(
+            leg=leg, hist_rows=hist, fallback=-6.9
+        )
+        self.assertEqual(src, "exchange")
+        self.assertAlmostEqual(pnl, -7.1813, places=4)
+
     def test_backfill_updates_plan_total(self):
         conn = sqlite3.connect(":memory:")
         conn.row_factory = sqlite3.Row