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Show option net P/L from bid recycle minus premium.

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Rename floating P/L to net P/L, align ROI, and display bid depth as price/liquidity for only the levels needed to close.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-15 20:54:15 +08:00
parent da3975e42e
commit e15eca76f3
6 changed files with 114 additions and 23 deletions
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lib/common/static/options_panel.js
+42 -9
View File
@@ -372,16 +372,46 @@
return price + "/" + size;
}
/** 买盘深度:价格/流动性;仅展示平仓所需档位(买一不够才出买二…). */
function fmtCloseLevels(preview, tickSz) {
const levels = ((preview && preview.levels) || []).slice(0, 5);
if (!levels.length) return "—";
return levels.map(function (x, idx) {
const levelNo = x.level != null ? x.level : idx + 1;
const liq = x.available_sheets != null ? x.available_sheets : x.sz;
const pxTxt = fmtOptionPx(x.px, tickSz);
return "买" + levelNo + " " + pxTxt;
if (liq === null || liq === undefined || liq === "" || Number.isNaN(Number(liq))) {
return "买" + levelNo + " " + pxTxt;
}
const s = Number(liq);
const size = Math.abs(s - Math.round(s)) < 1e-9 ? String(Math.round(s)) : String(s);
return "买" + levelNo + " " + pxTxt + "/" + size;
}).join(" · ");
}
function netPnlFromPos(p) {
const preview = (p && p.close_preview) || {};
if (preview.estimated_pnl != null && !Number.isNaN(Number(preview.estimated_pnl))) {
return Number(preview.estimated_pnl);
}
const recv = Number(preview.total_received);
const prem = Number(p && p.premium_paid);
if (preview.total_received != null && !Number.isNaN(recv) && !Number.isNaN(prem)) {
return recv - prem;
}
return null;
}
function netRoiFromPos(p, net) {
const preview = (p && p.close_preview) || {};
if (preview.estimated_pnl_ratio_pct != null && !Number.isNaN(Number(preview.estimated_pnl_ratio_pct))) {
return Number(preview.estimated_pnl_ratio_pct);
}
const prem = Number(p && p.premium_paid);
if (net == null || Number.isNaN(prem) || prem <= 0) return null;
return (net / prem) * 100;
}
function fmtUsdc(v) {
if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
return Number(v).toFixed(2);
@@ -821,8 +851,9 @@
}
function renderPositionCardInner(p) {
const upl = p.upl;
const uplCls = upl > 0 ? "pos-pnl-profit" : upl < 0 ? "pos-pnl-loss" : "";
const net = netPnlFromPos(p);
const roi = netRoiFromPos(p, net);
const uplCls = pnlCls(net);
const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
@@ -853,9 +884,10 @@
'<div class="pos-cell"><span class="pos-label">指数价</span><span class="pos-value">' + fmt(p.idx_px, 0) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">浮盈亏</span><span class="pos-value ' + uplCls + '">' + fmt(p.upl, 2) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
(net == null ? "—" : fmt(net, 2)) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
(p.upl_ratio_pct != null ? fmt(p.upl_ratio_pct, 2) + "%" : "—") + "</span></div>" +
(roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
'<div class="pos-cell opt-pos-cell--depth"><span class="pos-label">买盘深度</span><span class="pos-value opt-bid-plain">' + fmtCloseLevels(closePreview, tickSz) + "</span></div>" +
'<div class="pos-cell opt-pos-cell--close"><span class="pos-label">按买盘回收</span><span class="pos-value">' + fmtClosePreview(closePreview, p.premium_paid) + "</span></div>" +
"</div>" +
@@ -957,8 +989,9 @@
}
function renderPositionAccordionItem(p, expanded) {
const upl = p.upl;
const uplCls = upl > 0 ? "pos-pnl-profit" : upl < 0 ? "pos-pnl-loss" : "";
const net = netPnlFromPos(p);
const roi = netRoiFromPos(p, net);
const uplCls = pnlCls(net);
const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
@@ -978,9 +1011,9 @@
(expAttr
? '<span class="opt-pos-bar-cd">到期 <span class="opt-expiry-cd" data-opt-exp-ms="' + expAttr + '">—</span></span>'
: "") +
'<span class="opt-pos-bar-pnl ' + uplCls + '">' + fmt(p.upl, 2) + " USDC</span>" +
'<span class="opt-pos-bar-pnl ' + uplCls + '">' + (net == null ? "—" : fmt(net, 2) + " USDC") + "</span>" +
'<span class="opt-pos-bar-roi ' + uplCls + '">' +
(p.upl_ratio_pct != null ? fmt(p.upl_ratio_pct, 2) + "%" : "—") + "</span>" +
(roi == null ? "—" : fmt(roi, 2) + "%") + "</span>" +
"</span>" +
"</button>" +
'<div class="opt-pos-accordion-body"' + (expanded ? "" : ' hidden') + '>' +
lib/common/static/options_position_cards.js
+41 -5
View File
@@ -41,15 +41,49 @@
return "";
}
function fmtPxSz(px, sz, tickSz) {
if (px === null || px === undefined || Number.isNaN(Number(px))) return "—";
let price = fmtOptionPx(px, tickSz);
if (sz === null || sz === undefined || sz === "" || Number.isNaN(Number(sz))) return price;
const s = Number(sz);
const size = Math.abs(s - Math.round(s)) < 1e-9 ? String(Math.round(s)) : String(s);
return price + "/" + size;
}
/** 买盘深度:价格/流动性;仅展示平仓所需档位(买一不够才出买二…). */
function fmtCloseLevels(preview, tickSz) {
const levels = ((preview && preview.levels) || []).slice(0, 5);
if (!levels.length) return "—";
return levels.map(function (x, idx) {
const levelNo = x.level != null ? x.level : idx + 1;
return "买" + levelNo + " " + fmtOptionPx(x.px, tickSz);
const liq = x.available_sheets != null ? x.available_sheets : x.sz;
return "买" + levelNo + " " + fmtPxSz(x.px, liq, tickSz);
}).join(" · ");
}
function netPnlFromPos(p) {
const preview = (p && p.close_preview) || {};
if (preview.estimated_pnl != null && !Number.isNaN(Number(preview.estimated_pnl))) {
return Number(preview.estimated_pnl);
}
const recv = Number(preview.total_received);
const prem = Number(p && p.premium_paid);
if (preview.total_received != null && !Number.isNaN(recv) && !Number.isNaN(prem)) {
return recv - prem;
}
return null;
}
function netRoiFromPos(p, net) {
const preview = (p && p.close_preview) || {};
if (preview.estimated_pnl_ratio_pct != null && !Number.isNaN(Number(preview.estimated_pnl_ratio_pct))) {
return Number(preview.estimated_pnl_ratio_pct);
}
const prem = Number(p && p.premium_paid);
if (net == null || Number.isNaN(prem) || prem <= 0) return null;
return (net / prem) * 100;
}
function fmtClosePreview(preview, premiumPaid, hub) {
if (!preview || preview.total_received == null) return "—";
const recvTxt = fmtUsdc(preview.total_received);
@@ -73,8 +107,9 @@
opts = opts || {};
const hub = !!opts.hub;
const readOnly = !!opts.readOnly;
const upl = p.upl;
const uplCls = pnlCls(upl, hub);
const net = netPnlFromPos(p);
const roi = netRoiFromPos(p, net);
const uplCls = pnlCls(net, hub);
const sideCls = (p.opt_type || "").toUpperCase() === "P" ? "pos-side-short" : "pos-side-long";
const expMs = p.exp_time_ms != null ? p.exp_time_ms : p.exp_time;
const expAttr = expMs != null && expMs !== "" ? String(expMs) : "";
@@ -111,9 +146,10 @@
'<div class="pos-cell"><span class="pos-label">指数价</span><span class="pos-value">' + fmt(p.idx_px, 0) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">到期平衡</span><span class="pos-value">' + fmt(p.expiry_be_px, 0) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">平掉回本</span><span class="pos-value">' + fmt(p.close_be_px, 0) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">浮盈亏</span><span class="pos-value ' + uplCls + '">' + fmt(p.upl, 2) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">净盈亏</span><span class="pos-value ' + uplCls + '">' +
(net == null ? "—" : fmt(net, 2)) + "</span></div>" +
'<div class="pos-cell"><span class="pos-label">收益率</span><span class="pos-value ' + uplCls + '">' +
(p.upl_ratio_pct != null ? fmt(p.upl_ratio_pct, 2) + "%" : "—") + "</span></div>" +
(roi == null ? "—" : fmt(roi, 2) + "%") + "</span></div>" +
'<div class="pos-cell opt-pos-cell--depth"><span class="pos-label">买盘深度</span><span class="pos-value opt-bid-plain">' + fmtCloseLevels(closePreview, tickSz) + "</span></div>" +
'<div class="pos-cell opt-pos-cell--close"><span class="pos-label">按买盘回收</span><span class="pos-value">' + fmtClosePreview(closePreview, p.premium_paid, hub) + "</span></div>" +
"</div>" +
lib/options/options_hub_lib.py
+7 -3
View File
@@ -51,11 +51,15 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
upl_total = 0.0
has_upl = False
for p in positions:
upl = p.get("upl")
if upl is None:
# 汇总优先用买盘净盈亏,与持仓卡「净盈亏」一致
preview = p.get("close_preview") or {}
net = preview.get("estimated_pnl")
if net is None:
net = p.get("upl")
if net is None:
continue
has_upl = True
upl_total += float(upl)
upl_total += float(net)
bal = cfg["fetch_options_balances"](ex)
stats = _compute_options_stats(ex, cfg)
return {
lib/options/options_pricing_lib.py
+8 -2
View File
@@ -70,6 +70,7 @@ def estimate_close_by_bids(
"total_received": 0.0,
"avg_px": None,
"estimated_pnl": None,
"estimated_pnl_ratio_pct": None,
}
for i, level in enumerate(bids or [], start=1):
if remaining <= 0:
@@ -98,10 +99,14 @@ def estimate_close_by_bids(
remaining -= take
covered = target - remaining
avg_px = (total_received / eth_amount_from_sheets(covered, ct_mult)) if covered > 0 else None
# 净盈亏 = 按买盘可回收 − 全部权利金(与「可落袋」口径一致;买一不够会展开更多档)
estimated_pnl = None
estimated_pnl_ratio_pct = None
if premium_paid is not None and covered > 0:
paid_basis = float(premium_paid) * (covered / target)
estimated_pnl = round(total_received - paid_basis, 4)
paid = float(premium_paid)
estimated_pnl = round(total_received - paid, 4)
if paid > 0:
estimated_pnl_ratio_pct = round(estimated_pnl / paid * 100.0, 2)
return {
"levels": levels,
"covered_sheets": covered,
@@ -109,6 +114,7 @@ def estimate_close_by_bids(
"total_received": round(total_received, 4),
"avg_px": round(avg_px, 4) if avg_px is not None else None,
"estimated_pnl": estimated_pnl,
"estimated_pnl_ratio_pct": estimated_pnl_ratio_pct,
}
manual_trading_hub/static/app.js
+12 -3
View File
@@ -3550,10 +3550,19 @@
function renderOptionsPositionsTable(pos) {
if (!pos.length) return '<div class="empty-hint">暂无期权持仓</div>';
let html = '<div class="table-wrap hub-options-table-wrap"><table class="hub-options-table"><thead><tr>';
html += "<th>合约</th><th>类型</th><th>张数</th><th>到期倒计时</th><th>指数</th><th>到期平衡</th><th>平掉回本</th><th>浮盈</th><th>浮盈%</th>";
html += "<th>合约</th><th>类型</th><th>张数</th><th>到期倒计时</th><th>指数</th><th>到期平衡</th><th>平掉回本</th><th>净盈亏</th><th>收益率</th>";
html += "</tr></thead><tbody>";
pos.forEach((p) => {
const optType = (p.opt_type || "").toUpperCase() === "C" ? "Call" : (p.opt_type || "").toUpperCase() === "P" ? "Put" : (p.opt_type || "—");
const preview = p.close_preview || {};
let net = preview.estimated_pnl;
if (net == null && preview.total_received != null && p.premium_paid != null) {
net = Number(preview.total_received) - Number(p.premium_paid);
}
let roi = preview.estimated_pnl_ratio_pct;
if (roi == null && net != null && Number(p.premium_paid) > 0) {
roi = (Number(net) / Number(p.premium_paid)) * 100;
}
html += `<tr>
<td><code class="hub-options-inst" title="${esc(p.inst_id || "")}">${esc(shortOptionsInst(p.inst_id))}</code></td>
<td>${esc(optType)}</td>
@@ -3562,8 +3571,8 @@
<td>${p.idx_px != null ? fmt(p.idx_px, 0) : "—"}</td>
<td>${p.expiry_be_px != null ? fmt(p.expiry_be_px, 0) : "—"}</td>
<td>${p.close_be_px != null ? fmt(p.close_be_px, 0) : "—"}</td>
<td class="${pnlCls(p.upl)}">${fmt(p.upl, 2)}</td>
<td class="${pnlCls(p.upl)}">${p.upl_ratio_pct != null ? esc(p.upl_ratio_pct) + "%" : "—"}</td>
<td class="${pnlCls(net)}">${net == null ? "—" : fmt(net, 2)}</td>
<td class="${pnlCls(net)}">${roi == null ? "—" : esc(Number(roi).toFixed(2)) + "%"}</td>
</tr>`;
});
html += "</tbody></table></div>";
tests/test_options_pricing.py
+4 -1
View File
@@ -196,6 +196,7 @@ def test_estimate_close_by_bids_full_depth():
assert out["total_received"] == 0.488
assert out["avg_px"] == 12.2
assert out["estimated_pnl"] == 0.088
assert out["estimated_pnl_ratio_pct"] == 22.0
assert [x["sheets"] for x in out["levels"]] == [2, 2]
@@ -206,7 +207,9 @@ def test_estimate_close_by_bids_partial_depth():
assert out["covered_sheets"] == 1
assert out["uncovered_sheets"] == 2
assert out["total_received"] == 0.1
assert out["estimated_pnl"] == -0.1
# 净盈亏 = 回收 − 全部权利金(不按覆盖比例摊薄)
assert out["estimated_pnl"] == -0.5
assert out["estimated_pnl_ratio_pct"] == round(-0.5 / 0.6 * 100, 2)
def test_estimate_close_by_bids_empty():