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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。

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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
Download Patch File Download Diff File Expand all files Collapse all files
lib/exchange/okx_options_lib.py
+3 -9
View File
@@ -214,16 +214,10 @@ def option_history_row_key(
def _ms_to_iso(ms: Any) -> str | None:
val = _safe_float(ms)
if val is None or val <= 0:
return None
try:
from datetime import datetime, timezone
"""OKX ms → 业务时区墙钟(默认 Asia/Shanghai);勿用系统本地时区."""
from lib.options.options_time_lib import ms_to_options_app_str
dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone()
return dt.strftime("%Y-%m-%d %H:%M:%S")
except (TypeError, ValueError, OSError):
return None
return ms_to_options_app_str(ms)
def option_instrument_meta_cached(
lib/options/options_close_exec_lib.py
+4 -1
View File
@@ -361,12 +361,15 @@ def close_option_by_bid1(
ELSE signal_note
END"""
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"]))
conn.execute(
f"""
UPDATE options_trades
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}
WHERE id = ?
""",
lib/options/options_coin_open_lib.py
+5 -2
View File
@@ -407,6 +407,8 @@ def open_coin_option_buy_full(
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_mult = float(kwargs.get("profit_exit_mult") or 1.0)
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,
open_quote, premium_paid, status, signal_note, exchange_ord_id,
margin_mode, premium_ccy, bridge_id, budget_usdt,
profit_exit_enabled, profit_exit_mult, profit_exit_state
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?)
profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?)
""",
(
kwargs["inst_id"],
@@ -437,6 +439,7 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
pe,
pe_mult,
pe_state,
options_app_now_str(),
),
)
conn.commit()
lib/options/options_monitor_lib.py
+8 -24
View File
@@ -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."""
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")
from lib.options.options_time_lib import ms_to_options_app_str, options_app_now_str, options_wall_clock_to_ms
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:
"""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, 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
return options_wall_clock_to_ms(created_at)
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)
close_ms = close_info.get("close_ms")
if close_ms:
closed_at = datetime.fromtimestamp(int(close_ms) / 1000, tz=timezone.utc).strftime(
"%Y-%m-%d %H:%M:%S"
)
closed_at = ms_to_options_app_str(close_ms)
elif exp_ms is not None and now_ms >= int(exp_ms):
close_reason = "expired"
close_quote = 0.0
prem_recv = 0.0
realized_pnl = round(-paid, 4)
if exp_ms:
closed_at = datetime.fromtimestamp(int(exp_ms) / 1000, tz=timezone.utc).strftime(
"%Y-%m-%d %H:%M:%S"
)
closed_at = ms_to_options_app_str(exp_ms)
else:
continue
if not closed_at:
closed_at = options_app_now_str()
conn.execute(
"""
UPDATE options_trades
@@ -332,7 +316,7 @@ def sync_open_options_trades(
premium_received = ?,
realized_pnl = ?,
close_ord_id = COALESCE(?, close_ord_id),
closed_at = COALESCE(?, closed_at, CURRENT_TIMESTAMP),
closed_at = COALESCE(?, closed_at),
signal_note = CASE
WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
THEN '到期结算'
lib/options/options_register.py
+8 -4
View File
@@ -1218,6 +1218,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
try:
init_options_tables(conn)
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)
meta = q.get("meta") or {}
@@ -1230,8 +1231,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
INSERT INTO options_trades
(inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
open_quote, premium_paid, status, signal_note, exchange_ord_id,
profit_exit_enabled, profit_exit_mult, profit_exit_state)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?)
profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?, ?)
""",
(
inst_id,
@@ -1248,6 +1249,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
1 if profit_exit_enabled else 0,
profit_exit_mult if profit_exit_enabled else 1.0,
"active" if profit_exit_enabled else "idle",
options_app_now_str(),
),
)
trade_id = int(cur.lastrowid)
@@ -1348,6 +1350,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
conn = cfg["get_db"]()
try:
init_options_tables(conn)
from lib.options.options_time_lib import options_app_now_str
conn.execute(
"""
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'
ELSE signal_note
END,
closed_at = CURRENT_TIMESTAMP
closed_at = ?
WHERE inst_id = ? AND exchange_ord_id = ? AND status = 'open'
""",
(inst_id, ord_id),
(options_app_now_str(), inst_id, ord_id),
)
conn.commit()
finally:
lib/options/options_review_lib.py
+4
View File
@@ -715,6 +715,9 @@ def ensure_local_review_synced(
backfill_exchange_pnl: bool = True,
) -> 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."""
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:
try:
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)
except Exception:
out["repaired_usdt"] = 0
out["ts_migrate"] = ts_migrate
return out
lib/options/options_time_lib.py
+121
View File
@@ -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}
tests/test_options_time_lib.py
+92
View File
@@ -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()