修复期权开平仓时间按 UTC 入库导致复盘K线标记偏8小时:统一业务时区并一次性迁移。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-09-15 11:20:39 +08:00
parent 0132ca4ca1
commit 72ad8ea7dc
8 changed files with 245 additions and 40 deletions
+3 -9
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@@ -214,16 +214,10 @@ def option_history_row_key(
def _ms_to_iso(ms: Any) -> str | None: def _ms_to_iso(ms: Any) -> str | None:
val = _safe_float(ms) """OKX ms → 业务时区墙钟(默认 Asia/Shanghai);勿用系统本地时区."""
if val is None or val <= 0: from lib.options.options_time_lib import ms_to_options_app_str
return None
try:
from datetime import datetime, timezone
dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone() return ms_to_options_app_str(ms)
return dt.strftime("%Y-%m-%d %H:%M:%S")
except (TypeError, ValueError, OSError):
return None
def option_instrument_meta_cached( def option_instrument_meta_cached(
+4 -1
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@@ -361,12 +361,15 @@ def close_option_by_bid1(
ELSE signal_note ELSE signal_note
END""" END"""
params.append(signal_note) params.append(signal_note)
from lib.options.options_time_lib import options_app_now_str
params.append(options_app_now_str())
params.append(int(row["id"])) params.append(int(row["id"]))
conn.execute( conn.execute(
f""" f"""
UPDATE options_trades UPDATE options_trades
SET status = 'closed', close_quote = ?, premium_received = ?, SET status = 'closed', close_quote = ?, premium_received = ?,
realized_pnl = ?, close_ord_id = ?, closed_at = CURRENT_TIMESTAMP realized_pnl = ?, close_ord_id = ?, closed_at = ?
{note_sql} {note_sql}
WHERE id = ? WHERE id = ?
""", """,
+5 -2
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@@ -407,6 +407,8 @@ def open_coin_option_buy_full(
def _insert_coin_trade(conn: Any, **kwargs: Any) -> int: def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
from lib.options.options_time_lib import options_app_now_str
pe = 1 if kwargs.get("profit_exit_enabled") else 0 pe = 1 if kwargs.get("profit_exit_enabled") else 0
pe_mult = float(kwargs.get("profit_exit_mult") or 1.0) pe_mult = float(kwargs.get("profit_exit_mult") or 1.0)
pe_state = "active" if pe else "idle" pe_state = "active" if pe else "idle"
@@ -416,8 +418,8 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount, inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
open_quote, premium_paid, status, signal_note, exchange_ord_id, open_quote, premium_paid, status, signal_note, exchange_ord_id,
margin_mode, premium_ccy, bridge_id, budget_usdt, margin_mode, premium_ccy, bridge_id, budget_usdt,
profit_exit_enabled, profit_exit_mult, profit_exit_state profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?) ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?)
""", """,
( (
kwargs["inst_id"], kwargs["inst_id"],
@@ -437,6 +439,7 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
pe, pe,
pe_mult, pe_mult,
pe_state, pe_state,
options_app_now_str(),
), ),
) )
conn.commit() conn.commit()
+8 -24
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@@ -1,16 +1,12 @@
"""期权持仓监控:浮盈翻倍微信提醒 + 平仓/到期状态同步.""" """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 from __future__ import annotations
import os
import sqlite3 import sqlite3
import time import time
from datetime import datetime, timezone
from typing import Any, Callable 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 from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
from lib.options.options_time_lib import ms_to_options_app_str, options_app_now_str, options_wall_clock_to_ms
_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: def _safe_float(v: Any) -> float | None:
@@ -133,18 +129,7 @@ def run_options_profit_alerts(
def _created_at_ms(created_at: Any) -> int | None: 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.""" """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 options_wall_clock_to_ms(created_at)
return None
raw = str(created_at).strip()
if not raw:
return None
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[:ln], fmt).replace(tzinfo=_APP_TZ)
return int(dt.timestamp() * 1000)
except ValueError:
continue
return None
def _group_key_for_closed_trade(row: Any) -> str: def _group_key_for_closed_trade(row: Any) -> str:
@@ -309,21 +294,20 @@ def sync_open_options_trades(
prem_recv = round(paid + float(realized_pnl), 4) prem_recv = round(paid + float(realized_pnl), 4)
close_ms = close_info.get("close_ms") close_ms = close_info.get("close_ms")
if close_ms: if close_ms:
closed_at = datetime.fromtimestamp(int(close_ms) / 1000, tz=timezone.utc).strftime( closed_at = ms_to_options_app_str(close_ms)
"%Y-%m-%d %H:%M:%S"
)
elif exp_ms is not None and now_ms >= int(exp_ms): elif exp_ms is not None and now_ms >= int(exp_ms):
close_reason = "expired" close_reason = "expired"
close_quote = 0.0 close_quote = 0.0
prem_recv = 0.0 prem_recv = 0.0
realized_pnl = round(-paid, 4) realized_pnl = round(-paid, 4)
if exp_ms: if exp_ms:
closed_at = datetime.fromtimestamp(int(exp_ms) / 1000, tz=timezone.utc).strftime( closed_at = ms_to_options_app_str(exp_ms)
"%Y-%m-%d %H:%M:%S"
)
else: else:
continue continue
if not closed_at:
closed_at = options_app_now_str()
conn.execute( conn.execute(
""" """
UPDATE options_trades UPDATE options_trades
@@ -332,7 +316,7 @@ def sync_open_options_trades(
premium_received = ?, premium_received = ?,
realized_pnl = ?, realized_pnl = ?,
close_ord_id = COALESCE(?, close_ord_id), close_ord_id = COALESCE(?, close_ord_id),
closed_at = COALESCE(?, closed_at, CURRENT_TIMESTAMP), closed_at = COALESCE(?, closed_at),
signal_note = CASE signal_note = CASE
WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '') WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
THEN '到期结算' THEN '到期结算'
+8 -4
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@@ -1218,6 +1218,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
try: try:
init_options_tables(conn) init_options_tables(conn)
from lib.options.options_profit_exit_lib import ensure_profit_exit_columns from lib.options.options_profit_exit_lib import ensure_profit_exit_columns
from lib.options.options_time_lib import options_app_now_str
ensure_profit_exit_columns(conn) ensure_profit_exit_columns(conn)
meta = q.get("meta") or {} meta = q.get("meta") or {}
@@ -1230,8 +1231,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
INSERT INTO options_trades INSERT INTO options_trades
(inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount, (inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
open_quote, premium_paid, status, signal_note, exchange_ord_id, open_quote, premium_paid, status, signal_note, exchange_ord_id,
profit_exit_enabled, profit_exit_mult, profit_exit_state) profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?, ?)
""", """,
( (
inst_id, inst_id,
@@ -1248,6 +1249,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
1 if profit_exit_enabled else 0, 1 if profit_exit_enabled else 0,
profit_exit_mult if profit_exit_enabled else 1.0, profit_exit_mult if profit_exit_enabled else 1.0,
"active" if profit_exit_enabled else "idle", "active" if profit_exit_enabled else "idle",
options_app_now_str(),
), ),
) )
trade_id = int(cur.lastrowid) trade_id = int(cur.lastrowid)
@@ -1348,6 +1350,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
conn = cfg["get_db"]() conn = cfg["get_db"]()
try: try:
init_options_tables(conn) init_options_tables(conn)
from lib.options.options_time_lib import options_app_now_str
conn.execute( conn.execute(
""" """
UPDATE options_trades UPDATE options_trades
@@ -1356,10 +1360,10 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
WHEN signal_note IS NULL OR TRIM(signal_note) = '' THEN '委托撤销' WHEN signal_note IS NULL OR TRIM(signal_note) = '' THEN '委托撤销'
ELSE signal_note ELSE signal_note
END, END,
closed_at = CURRENT_TIMESTAMP closed_at = ?
WHERE inst_id = ? AND exchange_ord_id = ? AND status = 'open' WHERE inst_id = ? AND exchange_ord_id = ? AND status = 'open'
""", """,
(inst_id, ord_id), (options_app_now_str(), inst_id, ord_id),
) )
conn.commit() conn.commit()
finally: finally:
+4
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@@ -715,6 +715,9 @@ def ensure_local_review_synced(
backfill_exchange_pnl: bool = True, backfill_exchange_pnl: bool = True,
) -> dict[str, Any]: ) -> dict[str, Any]:
"""列表/统计前轻量刷新本地源;有交易所时先用历史仓位盈亏覆盖本地再导入复盘.""" """列表/统计前轻量刷新本地源;有交易所时先用历史仓位盈亏覆盖本地再导入复盘."""
from lib.options.options_time_lib import migrate_options_utc_wall_clock_to_app
ts_migrate = migrate_options_utc_wall_clock_to_app(conn)
if backfill_exchange_pnl and ex is not None: if backfill_exchange_pnl and ex is not None:
try: try:
from lib.exchange.okx_options_lib import fetch_all_option_positions_history from lib.exchange.okx_options_lib import fetch_all_option_positions_history
@@ -735,6 +738,7 @@ def ensure_local_review_synced(
out["repaired_usdt"] = repair_coin_review_rows_to_usdt(conn, ex=ex) out["repaired_usdt"] = repair_coin_review_rows_to_usdt(conn, ex=ex)
except Exception: except Exception:
out["repaired_usdt"] = 0 out["repaired_usdt"] = 0
out["ts_migrate"] = ts_migrate
return out return out
+121
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@@ -0,0 +1,121 @@
"""期权业务时区墙钟:库内统一按 APP_TIMEZONE(默认 Asia/Shanghai)存储,不可当 UTC."""
from __future__ import annotations
import os
import sqlite3
from datetime import datetime, timezone
from typing import Any, Optional
from zoneinfo import ZoneInfo
_APP_TZ = ZoneInfo(
(os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
or "Asia/Shanghai"
)
_MIGRATE_FLAG = "options_ts_utc_wall_to_app_done"
def options_app_tz() -> ZoneInfo:
return _APP_TZ
def options_app_now_str() -> str:
return datetime.now(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
def ms_to_options_app_str(ms: Any) -> Optional[str]:
"""交易所 ms(UTC 绝对时间) → 业务时区墙钟字符串."""
try:
val = float(ms)
except (TypeError, ValueError):
return None
if val <= 0:
return None
try:
dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone(_APP_TZ)
return dt.strftime("%Y-%m-%d %H:%M:%S")
except (TypeError, ValueError, OSError, OverflowError):
return None
def options_wall_clock_to_ms(raw: Any) -> Optional[int]:
"""业务时区墙钟 → UTC ms(与合约复盘 _local_input_datetime_to_ms 同口径)."""
if raw is None or raw == "":
return None
s = str(raw).strip().replace("T", " ")
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
try:
dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=_APP_TZ)
return int(dt.timestamp() * 1000)
except ValueError:
continue
return None
def utc_wall_clock_to_app_str(raw: Any) -> Optional[str]:
"""把误存成 UTC 墙钟的字符串改写为业务时区墙钟(+8 等)."""
if raw is None or raw == "":
return None
s = str(raw).strip().replace("T", " ")
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
try:
dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=timezone.utc)
return dt.astimezone(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
except ValueError:
continue
return None
def migrate_options_utc_wall_clock_to_app(conn: sqlite3.Connection) -> dict[str, int]:
"""一次性:历史 UTC 墙钟(SQLite CURRENT_TIMESTAMP / 旧 monitor)改为业务时区.
幂等:同步状态 options_ts_utc_wall_to_app_done=1 后跳过.
"""
from lib.options.options_review_db import init_options_review_tables
from lib.options.options_review_lib import get_sync_state, set_sync_state
init_options_review_tables(conn)
if get_sync_state(conn, _MIGRATE_FLAG) == "1":
return {"skipped": 1, "trades": 0, "review": 0, "hidden": 0}
def _shift_table(table: str, cols: tuple[str, ...]) -> int:
try:
rows = conn.execute(
f"SELECT rowid AS _rid, {', '.join(cols)} FROM {table}"
).fetchall()
except sqlite3.Error:
return 0
n = 0
for row in rows:
sets: list[str] = []
vals: list[Any] = []
for col in cols:
old = row[col]
new = utc_wall_clock_to_app_str(old)
if new and str(old or "").strip() != new:
sets.append(f"{col}=?")
vals.append(new)
if not sets:
continue
vals.append(int(row["_rid"]))
conn.execute(
f"UPDATE {table} SET {', '.join(sets)} WHERE rowid=?",
vals,
)
n += 1
return n
trades = 0
try:
from lib.options.options_db import init_options_tables
init_options_tables(conn)
trades = _shift_table("options_trades", ("created_at", "closed_at"))
except Exception:
trades = 0
review = _shift_table("options_review_trades", ("opened_at", "closed_at"))
hidden = _shift_table("options_review_hidden", ("closed_at",))
set_sync_state(conn, _MIGRATE_FLAG, "1")
return {"skipped": 0, "trades": trades, "review": review, "hidden": hidden}
+92
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@@ -0,0 +1,92 @@
"""期权业务时区与 UTC 墙钟迁移单测."""
from __future__ import annotations
import sqlite3
import unittest
from datetime import datetime, timezone
from zoneinfo import ZoneInfo
from lib.options.options_db import init_options_tables
from lib.options.options_review_db import init_options_review_tables
from lib.options.options_review_lib import get_sync_state, upsert_option_history_row
from lib.options.options_time_lib import (
migrate_options_utc_wall_clock_to_app,
ms_to_options_app_str,
options_wall_clock_to_ms,
utc_wall_clock_to_app_str,
)
class OptionsTimeLibTests(unittest.TestCase):
def test_ms_to_shanghai_wall_clock(self):
# 2026-09-13 21:41:57 UTC → 2026-09-14 05:41:57 Asia/Shanghai
ms = int(
datetime(2026, 9, 13, 21, 41, 57, tzinfo=timezone.utc).timestamp() * 1000
)
self.assertEqual(ms_to_options_app_str(ms), "2026-09-14 05:41:57")
def test_utc_wall_to_app(self):
self.assertEqual(
utc_wall_clock_to_app_str("2026-09-13 21:41:57"),
"2026-09-14 05:41:57",
)
def test_wall_clock_to_ms_roundtrip(self):
raw = "2026-09-14 05:41:57"
ms = options_wall_clock_to_ms(raw)
self.assertIsNotNone(ms)
dt = datetime.fromtimestamp(ms / 1000.0, tz=ZoneInfo("Asia/Shanghai"))
self.assertEqual(dt.strftime("%Y-%m-%d %H:%M:%S"), raw)
def test_migrate_once(self):
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
init_options_tables(conn)
init_options_review_tables(conn)
conn.execute(
"""
INSERT INTO options_trades(
inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status,
created_at, closed_at
) VALUES ('ETH-USD-260917-2525-P', 'ETH', 'P', 1, 0.01, 1, 'closed',
'2026-09-13 21:41:57', '2026-09-14 02:31:00')
"""
)
upsert_option_history_row(
conn,
{
"history_key": "local_opt:1",
"inst_id": "ETH-USD-260917-2525-P",
"underlying": "ETH",
"opt_type": "P",
"realized_pnl": 0.5,
"created_at": "2026-09-13 21:41:57",
"closed_at": "2026-09-14 02:31:00",
},
)
conn.commit()
first = migrate_options_utc_wall_clock_to_app(conn)
self.assertEqual(first["skipped"], 0)
self.assertGreaterEqual(first["trades"], 1)
self.assertGreaterEqual(first["review"], 1)
row = conn.execute(
"SELECT created_at, closed_at FROM options_trades WHERE id=1"
).fetchone()
self.assertEqual(row["created_at"], "2026-09-14 05:41:57")
self.assertEqual(row["closed_at"], "2026-09-14 10:31:00")
rev = conn.execute(
"SELECT opened_at, closed_at FROM options_review_trades WHERE history_key='local_opt:1'"
).fetchone()
self.assertEqual(rev["opened_at"], "2026-09-14 05:41:57")
self.assertEqual(rev["closed_at"], "2026-09-14 10:31:00")
self.assertEqual(get_sync_state(conn, "options_ts_utc_wall_to_app_done"), "1")
second = migrate_options_utc_wall_clock_to_app(conn)
self.assertEqual(second["skipped"], 1)
if __name__ == "__main__":
unittest.main()