Align options review PnL with OKX positions-history realizedPnl.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-21 10:05:27 +08:00
parent 1bc12a32c6
commit 6876515160
5 changed files with 168 additions and 9 deletions
@@ -173,3 +173,43 @@ def test_reconcile_live_open_trades_reopens_sync_artifact():
    assert row["realized_pnl"] == -0.5
    assert row["premium_received"] == 0.74
    assert row["close_ord_id"] == "pos-1"
+
+
+def test_backfill_closed_options_realized_pnl_from_history():
+    from lib.options.options_monitor_lib import backfill_closed_options_realized_pnl_from_history
+
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
+         open_quote, close_quote, premium_paid, premium_received, realized_pnl,
+         status, created_at, closed_at, close_ord_id)
+        VALUES (?, 'ETH', 'C', 1860, '', 43, 0.43, 22.4, 50.6, 9.632, 21.758, 12.126,
+                'closed', '2026-07-20 08:02:14', '2026-07-21 01:38:43', 'ord-1')
+        """,
+        ("ETH-USD_UM-260721-1860-C",),
+    )
+    conn.commit()
+    hist = [
+        {
+            "instId": "ETH-USD_UM-260721-1860-C",
+            "uTime": "1784564323000",
+            "realizedPnl": "11.64",
+            "closeAvgPx": "48.5",
+            "closeTotalPos": "43",
+            "posId": "pos-x",
+        }
+    ]
+    n = backfill_closed_options_realized_pnl_from_history(conn, hist)
+    assert n == 1
+    row = conn.execute(
+        "SELECT realized_pnl, premium_received, close_quote FROM options_trades WHERE id=1"
+    ).fetchone()
+    assert row["realized_pnl"] == 11.64
+    assert abs(float(row["premium_received"]) - (9.632 + 11.64)) < 1e-6
+    assert float(row["close_quote"]) == 48.5
+    # idempotent
+    assert backfill_closed_options_realized_pnl_from_history(conn, hist) == 0