diff --git a/lib/common/static/options_panel.js b/lib/common/static/options_panel.js index 466f75e..bbf206d 100644 --- a/lib/common/static/options_panel.js +++ b/lib/common/static/options_panel.js @@ -2367,7 +2367,14 @@ } } - function paintPnlStat(el, value) { + function statsPnlUnit(d) { + const u = String((d && d.pnl_unit) || "").trim().toUpperCase(); + if (u === "U" || u === "USDT") return "U"; + if (u === "ETH" || u === "BTC") return u; + return "USDC"; + } + + function paintPnlStat(el, value, unit) { if (!el) return; if (value == null || value === "" || Number.isNaN(Number(value))) { el.textContent = "—"; @@ -2375,7 +2382,9 @@ return; } const n = Number(value); - el.textContent = (n > 0 ? "+" : "") + fmt(n, 2) + " USDC"; + const label = unit || "USDC"; + const decimals = label === "ETH" || label === "BTC" ? 6 : 2; + el.textContent = (n > 0 ? "+" : "") + fmt(n, decimals) + " " + label; el.classList.toggle("pos-pnl-profit", n > 0); el.classList.toggle("pos-pnl-loss", n < 0); } @@ -2405,9 +2414,10 @@ paintStatsCharts(null); return; } - paintPnlStat(totalPnlEl, d.total_pnl); - paintPnlStat(netRealizedEl, d.net_realized_pnl); - paintPnlStat(openFloatEl, d.open_float_pnl); + const unit = statsPnlUnit(d); + paintPnlStat(totalPnlEl, d.total_pnl, unit); + paintPnlStat(netRealizedEl, d.net_realized_pnl, unit); + paintPnlStat(openFloatEl, d.open_float_pnl, unit); if (winEl) winEl.textContent = d.total_closed ? d.win_rate + "%" : "0%"; if (plrEl) { plrEl.textContent = d.profit_loss_ratio != null ? String(d.profit_loss_ratio) : "—"; @@ -2415,11 +2425,11 @@ if (closedEl) closedEl.textContent = String(d.total_closed || 0); if (profitEl) { profitEl.textContent = d.avg_win != null && d.avg_win > 0 - ? fmt(d.avg_win, 2) + " USDC" : (d.win_count ? "0 USDC" : "—"); + ? fmt(d.avg_win, 2) + " " + unit : (d.win_count ? "0 " + unit : "—"); } if (lossEl) { lossEl.textContent = d.avg_loss != null && d.avg_loss > 0 - ? fmt(d.avg_loss, 2) + " USDC" : (d.loss_count ? "0 USDC" : "—"); + ? fmt(d.avg_loss, 2) + " " + unit : (d.loss_count ? "0 " + unit : "—"); } if (avgHoldEl) avgHoldEl.textContent = fmtDuration(d.avg_hold_sec); if (winHoldEl) winHoldEl.textContent = fmtDuration(d.avg_win_hold_sec); @@ -2484,17 +2494,18 @@ const profit = Math.max(0, Number(d.avg_win) || 0); const loss = Math.max(0, Number(d.avg_loss) || 0); + const unit = statsPnlUnit(d); const pnlTotal = profit + loss; if (pnlTotal > 0) { setBarFill(profitBar, (profit / pnlTotal) * 100); setBarFill(lossBar, (loss / pnlTotal) * 100); - if (profitBarLabel) profitBarLabel.textContent = fmt(profit, 2) + " USDC"; - if (lossBarLabel) lossBarLabel.textContent = fmt(loss, 2) + " USDC"; + if (profitBarLabel) profitBarLabel.textContent = fmt(profit, 2) + " " + unit; + if (lossBarLabel) lossBarLabel.textContent = fmt(loss, 2) + " " + unit; } else { setBarFill(profitBar, 0); setBarFill(lossBar, 0); - if (profitBarLabel) profitBarLabel.textContent = d.win_count ? "0 USDC" : "—"; - if (lossBarLabel) lossBarLabel.textContent = d.loss_count ? "0 USDC" : "—"; + if (profitBarLabel) profitBarLabel.textContent = d.win_count ? "0 " + unit : "—"; + if (lossBarLabel) lossBarLabel.textContent = d.loss_count ? "0 " + unit : "—"; } const winHold = Number(d.avg_win_hold_sec) || 0; diff --git a/lib/options/options_register.py b/lib/options/options_register.py index 466f9e0..78ae9f2 100644 --- a/lib/options/options_register.py +++ b/lib/options/options_register.py @@ -1815,8 +1815,34 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None: if raw_live is None: return jsonify({"ok": False, "msg": "获取期权持仓失败"}) history = load_options_history(ex, cfg) - stats = compute_options_stats_from_history(history) + index_px = None + try: + from lib.exchange.okx_options_lib import fetch_index_price + from lib.options.options_margin_mode_lib import ( + is_coin_margin_mode, + normalize_options_margin_mode, + ) + + underly = (cfg.get("default_underly") or "ETH").strip().upper() or "ETH" + if is_coin_margin_mode(normalize_options_margin_mode(cfg.get("margin_mode"))): + index_px = fetch_index_price(ex, underly) + except Exception: + index_px = None + stats = compute_options_stats_from_history(history, index_px=index_px) open_float = sum_options_net_pnl_usdc(cfg, ex, raw_live) + # 币本位浮盈为币数量,折算为 U 再与已平合计 + if open_float is not None and str(stats.get("pnl_unit") or "") == "U": + px = index_px + if px is None or px <= 0: + for h in history: + try: + px = float(h.get("idx_px") or 0) + except (TypeError, ValueError): + px = 0 + if px > 0: + break + if px and px > 0: + open_float = round(float(open_float) * float(px), 4) net_realized = _safe_float(stats.get("net_realized_pnl")) or 0.0 total_pnl = None if open_float is not None: diff --git a/lib/options/options_stats_lib.py b/lib/options/options_stats_lib.py index 052c43e..916bc70 100644 --- a/lib/options/options_stats_lib.py +++ b/lib/options/options_stats_lib.py @@ -6,6 +6,7 @@ from typing import Any from lib.instance.instance_embed_context_lib import profit_loss_ratio_from_averages from lib.options.options_db import init_options_tables +from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode def _parse_ts(raw: Any) -> datetime | None: @@ -33,8 +34,62 @@ def _avg_seconds(values: list[float]) -> float | None: return round(sum(values) / len(values), 1) -def compute_options_stats_from_history(history: list[dict[str, Any]]) -> dict[str, Any]: - """基于期权历史列表(交易所)计算统计.""" +def _safe_float(v: Any) -> float | None: + if v is None or v == "": + return None + try: + return float(v) + except (TypeError, ValueError): + return None + + +def _row_premium_ccy(row: dict[str, Any]) -> str: + ccy = str(row.get("premium_ccy") or "").strip().upper() + if ccy: + return ccy + inst = str(row.get("inst_id") or "").strip() + mode = str(row.get("margin_mode") or "").strip().lower() + underly = str(row.get("underlying") or (inst.split("-")[0] if inst else "ETH") or "ETH") + if mode: + return premium_ccy_for_mode(mode, underly) + if not inst: + # 旧统计行无合约信息时按 USDC 口径,避免默认币本位把盈亏跳过 + return "USDC" + return premium_ccy_for_mode(margin_mode_from_inst_id(inst), underly) + + +def _pnl_as_usdt(row: dict[str, Any], *, fallback_index: float | None = None) -> float | None: + """已平/浮盈统一折算为 USDT(币本位×指数;USDC 原样).""" + pnl = _safe_float(row.get("realized_pnl")) + if pnl is None: + pnl = _safe_float(row.get("upl")) + if pnl is None: + return None + ccy = _row_premium_ccy(row) + if ccy in ("ETH", "BTC"): + px = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px")) + if px is None or px <= 0: + px = fallback_index + if px is None or px <= 0: + return None + return float(pnl) * float(px) + return float(pnl) + + +def _history_index_px(history: list[dict[str, Any]]) -> float | None: + for row in history: + px = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px")) + if px is not None and px > 0: + return px + return None + + +def compute_options_stats_from_history( + history: list[dict[str, Any]], + *, + index_px: float | None = None, +) -> dict[str, Any]: + """基于期权历史列表计算统计;币本位盈亏按指数折算为 U.""" wins: list[float] = [] losses: list[float] = [] win_holds: list[float] = [] @@ -42,8 +97,13 @@ def compute_options_stats_from_history(history: list[dict[str, Any]]) -> dict[st all_holds: list[float] = [] open_holds: list[float] = [] now = datetime.now() + fallback_idx = index_px if index_px is not None and index_px > 0 else _history_index_px(history) + coinish = False for row in history: + ccy = _row_premium_ccy(row) + if ccy in ("ETH", "BTC"): + coinish = True if row.get("status") == "open": start = _parse_ts(row.get("created_at")) if start is not None: @@ -51,12 +111,8 @@ def compute_options_stats_from_history(history: list[dict[str, Any]]) -> dict[st if sec >= 0: open_holds.append(sec) continue - pnl_raw = row.get("realized_pnl") - if pnl_raw is None: - continue - try: - pnl = float(pnl_raw) - except (TypeError, ValueError): + pnl = _pnl_as_usdt(row, fallback_index=fallback_idx) + if pnl is None: continue hold = _hold_seconds(row.get("created_at"), row.get("closed_at")) if hold is not None: @@ -94,6 +150,8 @@ def compute_options_stats_from_history(history: list[dict[str, Any]]) -> dict[st "avg_loss_hold_sec": _avg_seconds(loss_holds), "open_count": len(open_holds), "avg_open_hold_sec": _avg_seconds(open_holds), + "pnl_unit": "U" if coinish else "USDC", + "index_px": fallback_idx, } @@ -103,7 +161,7 @@ def compute_options_stats(get_db) -> dict[str, Any]: init_options_tables(conn) closed_rows = conn.execute( """ - SELECT realized_pnl, created_at, closed_at + SELECT realized_pnl, created_at, closed_at, inst_id, premium_ccy, margin_mode FROM options_trades WHERE status = 'closed' AND realized_pnl IS NOT NULL """ @@ -116,58 +174,19 @@ def compute_options_stats(get_db) -> dict[str, Any]: finally: conn.close() - wins: list[float] = [] - losses: list[float] = [] - win_holds: list[float] = [] - loss_holds: list[float] = [] - all_holds: list[float] = [] - now = datetime.now() - + hist = [] for row in closed_rows: - pnl = float(row["realized_pnl"]) - hold = _hold_seconds(row["created_at"], row["closed_at"]) - if hold is not None: - all_holds.append(hold) - if pnl > 0: - wins.append(pnl) - if hold is not None: - win_holds.append(hold) - elif pnl < 0: - losses.append(pnl) - if hold is not None: - loss_holds.append(hold) - - open_holds: list[float] = [] + hist.append( + { + "status": "closed", + "realized_pnl": row["realized_pnl"], + "created_at": row["created_at"], + "closed_at": row["closed_at"], + "inst_id": row["inst_id"] if "inst_id" in row.keys() else None, + "premium_ccy": row["premium_ccy"] if "premium_ccy" in row.keys() else None, + "margin_mode": row["margin_mode"] if "margin_mode" in row.keys() else None, + } + ) for row in open_rows: - start = _parse_ts(row["created_at"]) - if start is None: - continue - sec = (now - start).total_seconds() - if sec >= 0: - open_holds.append(sec) - - total_closed = len(wins) + len(losses) - win_rate = round(len(wins) / total_closed * 100, 2) if total_closed else 0 - avg_win = sum(wins) / len(wins) if wins else None - avg_loss = sum(losses) / len(losses) if losses else None - - total_profit = round(sum(wins), 4) if wins else 0.0 - total_loss = round(abs(sum(losses)), 4) if losses else 0.0 - net_realized = round(sum(wins) + sum(losses), 4) - return { - "total_closed": total_closed, - "win_count": len(wins), - "loss_count": len(losses), - "win_rate": win_rate, - "profit_loss_ratio": profit_loss_ratio_from_averages(avg_win, avg_loss), - "avg_win": round(avg_win, 4) if avg_win is not None else None, - "avg_loss": round(abs(avg_loss), 4) if avg_loss is not None else None, - "total_profit": total_profit, - "total_loss": total_loss, - "net_realized_pnl": net_realized, - "avg_hold_sec": _avg_seconds(all_holds), - "avg_win_hold_sec": _avg_seconds(win_holds), - "avg_loss_hold_sec": _avg_seconds(loss_holds), - "open_count": len(open_holds), - "avg_open_hold_sec": _avg_seconds(open_holds), - } + hist.append({"status": "open", "created_at": row["created_at"]}) + return compute_options_stats_from_history(hist) diff --git a/lib/options/templates/options_panel.html b/lib/options/templates/options_panel.html index b506784..f6b3cb2 100644 --- a/lib/options/templates/options_panel.html +++ b/lib/options/templates/options_panel.html @@ -351,4 +351,4 @@ - + diff --git a/tests/test_options_stats_lib.py b/tests/test_options_stats_lib.py index 62ab1cf..aa78b6e 100644 --- a/tests/test_options_stats_lib.py +++ b/tests/test_options_stats_lib.py @@ -84,3 +84,21 @@ class OptionsStatsLibTests(TestCase): self.assertAlmostEqual(out["profit_loss_ratio"], 0.33, places=2) self.assertEqual(out["open_count"], 1) self.assertAlmostEqual(out["net_realized_pnl"], round(0.87 - 3.99 - 1.33, 4), places=4) + + def test_compute_options_stats_coin_to_usdt(self): + history = [ + { + "status": "closed", + "realized_pnl": 0.00078, + "premium_ccy": "ETH", + "margin_mode": "coin", + "inst_id": "ETH-USD-260822-2250-C", + "idx_px": 2280, + "created_at": "2026-08-20 08:00:00", + "closed_at": "2026-08-20 13:32:00", + } + ] + out = compute_options_stats_from_history(history) + self.assertEqual(out["pnl_unit"], "U") + self.assertEqual(out["total_closed"], 1) + self.assertAlmostEqual(out["net_realized_pnl"], 0.00078 * 2280, places=4)