修复币本位期权历史权利金/盈亏显示0.00；复盘盈亏按指数换算为U

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/common/static/options_panel.js

@@ -2560,11 +2560,25 @@
     }
     list.forEach(function (h) {
       const tr = document.createElement("tr");
-      const premTxt = fmtDisplay(h.premium_paid_fmt, h.premium_paid != null ? fmtUsdc(h.premium_paid) : null);
+      const ccy = posPremiumCcy(h);
+      const premTxt =
+        h.premium_paid != null && !Number.isNaN(Number(h.premium_paid))
+          ? fmtPremiumAmt(h.premium_paid, ccy) + (ccy !== "USDC" ? " " + ccy : "")
+          : "—";
       const isOpen = h.status === "open";
       const pnl = isOpen ? null : h.realized_pnl;
-      const pnlTxt = pnl != null ? fmt(pnl, 2) : "—";
-      const pnlCls = pnl > 0 ? "pos-pnl-profit" : pnl < 0 ? "pos-pnl-loss" : "";
+      let pnlTxt = "—";
+      let pnlCls = "";
+      if (pnl != null && !Number.isNaN(Number(pnl))) {
+        const n = Number(pnl);
+        pnlCls = n > 0 ? "pos-pnl-profit" : n < 0 ? "pos-pnl-loss" : "";
+        if (ccy === "ETH" || ccy === "BTC") {
+          const sign = n > 0 ? "+" : n < 0 ? "-" : "";
+          pnlTxt = sign + fmtPremiumAmt(Math.abs(n), ccy) + " " + ccy;
+        } else {
+          pnlTxt = (n > 0 ? "+" : "") + fmt(n, 2);
+        }
+      }
       const timeTxt = (h.closed_at || h.created_at || "—").replace("T", " ").slice(0, 19);
       const histKey = h.history_key || "";
       tr.innerHTML =

lib/common/static/options_review.js

@@ -49,7 +49,7 @@
     if (v == null || v === "") return "—";
     var n = Number(v);
     if (Number.isNaN(n)) return "—";
-    return (n >= 0 ? "+" : "") + n.toFixed(2);
+    return (n >= 0 ? "+" : "") + n.toFixed(2) + "U";
   }
 
   function fmtHold(sec) {

lib/exchange/okx_options_lib.py

@@ -1456,6 +1456,15 @@ def format_option_history_row(
     ctime = _safe_float(raw.get("cTime"))
     opt_type, strike = option_fields_from_inst_id(inst_id)
     uly = str(raw.get("uly") or inst_id.split("-")[0] or "").replace("-USD_UM", "").replace("-USD", "")
+    try:
+        from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+
+        row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
+        premium_ccy = premium_ccy_for_mode(row_mode, uly or "ETH")
+    except Exception:
+        row_mode = "usdc"
+        premium_ccy = "USDC"
+    idx_px = _safe_float(raw.get("idxPx") or raw.get("idx_px"))
     if close_type in ("3", "4"):
         status_label = "强平"
     else:
@@ -1477,12 +1486,17 @@ def format_option_history_row(
         "strike": strike,
         "sheets": sheets_i,
         "eth_amount": eth_amount,
+        "ct_mult": ct_mult,
         "open_avg_px": open_avg,
         "open_avg_px_fmt": format_option_px(open_avg, tick_sz) if open_avg is not None else None,
         "close_avg_px": close_avg,
         "close_avg_px_fmt": format_option_px(close_avg, tick_sz) if close_avg is not None else None,
         "premium_paid": premium_paid,
-        "premium_paid_fmt": format_usdc_amount(premium_paid),
+        "premium_paid_fmt": format_premium_amount(premium_paid, ccy=premium_ccy),
+        "premium_ccy": premium_ccy,
+        "margin_mode": row_mode,
+        "margin_mode_label": "币本位" if row_mode == "coin" else "USDC",
+        "idx_px": idx_px,
         "realized_pnl": realized,
         "pnl_ratio_pct": round(pnl_ratio * 100, 2) if pnl_ratio is not None else None,
         "status": "closed",
@@ -1505,6 +1519,7 @@ def format_live_option_history_row(
     inst_id = str(row.get("inst_id") or "").strip()
     pos_id = str((row.get("raw") or {}).get("posId") or "").strip() or None
     close_ms = open_ms
+    premium_ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
     return {
         "source": "live",
         "history_key": option_history_row_key(
@@ -1526,6 +1541,10 @@ def format_live_option_history_row(
         "close_avg_px_fmt": None,
         "premium_paid": row.get("premium_paid"),
         "premium_paid_fmt": row.get("premium_paid_fmt"),
+        "premium_ccy": premium_ccy,
+        "margin_mode": row.get("margin_mode"),
+        "margin_mode_label": row.get("margin_mode_label"),
+        "idx_px": row.get("idx_px"),
         "realized_pnl": row.get("upl"),
         "pnl_ratio_pct": row.get("upl_ratio_pct"),
         "status": "open",

lib/options/options_history_lib.py

@@ -3,7 +3,9 @@ from __future__ import annotations
 
 from typing import Any
 
+from lib.exchange.okx_options_lib import format_premium_amount
 from lib.options.options_db import init_options_tables, sum_open_premium_paid
+from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
 
 
 def enrich_position_row_display(
@@ -14,8 +16,7 @@ def enrich_position_row_display(
     meta_cache: dict[str, dict[str, Any] | None] | None = None,
     premium_override: float | None = None,
 ) -> dict[str, Any]:
-    from lib.exchange.okx_options_lib import format_position_row, format_premium_amount, tick_sz_and_ct_mult
-    from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+    from lib.exchange.okx_options_lib import format_position_row, tick_sz_and_ct_mult
 
     inst_id = str(raw_pos.get("instId") or "").strip()
     tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
@@ -32,6 +33,59 @@ def enrich_position_row_display(
     return row
 
 
+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 _load_local_closed_by_inst(conn: Any) -> dict[str, dict[str, Any]]:
+    """同合约取最新已平本地单,用于补交易所历史权利金/盈亏."""
+    out: dict[str, dict[str, Any]] = {}
+    try:
+        rows = conn.execute(
+            """
+            SELECT inst_id, premium_paid, realized_pnl, premium_ccy, margin_mode,
+                   open_quote, close_quote, sheets, closed_at
+            FROM options_trades
+            WHERE status = 'closed'
+            ORDER BY id DESC
+            """
+        ).fetchall()
+    except Exception:
+        return out
+    for r in rows:
+        inst = str(r["inst_id"] or "").strip()
+        if not inst or inst in out:
+            continue
+        out[inst] = dict(r)
+    return out
+
+
+def _overlay_local_closed(row: dict[str, Any], local: dict[str, Any] | None) -> dict[str, Any]:
+    if not local:
+        return row
+    prem = _safe_float(row.get("premium_paid"))
+    pnl = _safe_float(row.get("realized_pnl"))
+    local_prem = _safe_float(local.get("premium_paid"))
+    local_pnl = _safe_float(local.get("realized_pnl"))
+    # 交易所缺数或被两位小数抹成 0 时,用本地币本位落库值
+    if (prem is None or abs(prem) < 1e-10) and local_prem is not None and abs(local_prem) > 0:
+        row["premium_paid"] = local_prem
+    if (pnl is None or abs(pnl) < 1e-10) and local_pnl is not None and abs(local_pnl) > 0:
+        row["realized_pnl"] = local_pnl
+    if not row.get("premium_ccy") and local.get("premium_ccy"):
+        row["premium_ccy"] = local.get("premium_ccy")
+    if not row.get("margin_mode") and local.get("margin_mode"):
+        row["margin_mode"] = local.get("margin_mode")
+    ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    row["premium_paid_fmt"] = format_premium_amount(row.get("premium_paid"), ccy=ccy)
+    return row
+
+
 def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
     """与期权历史页相同的数据源:交易所全平记录 + 当前持仓,排除本地隐藏项."""
     from lib.exchange.okx_options_lib import (
@@ -55,6 +109,7 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
             str(r["history_key"])
             for r in conn.execute("SELECT history_key FROM options_history_hidden").fetchall()
         }
+        local_closed = _load_local_closed_by_inst(conn)
         for p in raw_live:
             inst = str(p.get("instId") or "").strip()
             premium_override = sum_open_premium_paid(conn, inst) if inst else None
@@ -73,15 +128,16 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
             except (TypeError, ValueError):
                 open_ms = None
             items.append(format_live_option_history_row(row, open_ms=open_ms))
+
+        hist_raw = fetch_all_option_positions_history(ex, limit=200)
+        for raw in hist_raw:
+            inst_id = str(raw.get("instId") or "").strip()
+            tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
+            row = format_option_history_row(raw, tick_sz=tick_sz, ct_mult=ct_mult)
+            items.append(_overlay_local_closed(row, local_closed.get(inst_id)))
     finally:
         conn.close()
 
-    hist_raw = fetch_all_option_positions_history(ex, limit=200)
-    for raw in hist_raw:
-        inst_id = str(raw.get("instId") or "").strip()
-        tick_sz, ct_mult = tick_sz_and_ct_mult(ex, inst_id, meta_cache)
-        items.append(format_option_history_row(raw, tick_sz=tick_sz, ct_mult=ct_mult))
-
     open_rows = [x for x in items if x.get("status") == "open"]
     closed = [x for x in items if x.get("status") != "open"]
     closed.sort(key=lambda x: int(x.get("close_ms") or 0), reverse=True)

lib/options/options_review_db.py

@@ -130,6 +130,9 @@ def init_options_review_tables(conn: sqlite3.Connection) -> None:
     _ensure_column(conn, "options_review_trades", "target_price_up", "REAL")
     _ensure_column(conn, "options_review_trades", "target_price_down", "REAL")
     _ensure_column(conn, "options_review_trades", "profit_rr", "REAL")
+    _ensure_column(conn, "options_review_trades", "premium_ccy", "TEXT")
+    _ensure_column(conn, "options_review_trades", "pnl_quote_ccy", "TEXT")
+    _ensure_column(conn, "options_review_trades", "idx_px", "REAL")
 
 
 def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:

lib/options/options_review_lib.py

@@ -99,8 +99,140 @@ def _purge_review_trade_by_key(conn: sqlite3.Connection, history_key: str) -> bo
     return True
 
 
-def upsert_option_history_row(conn: sqlite3.Connection, row: dict[str, Any]) -> str:
-    """幂等写入纯期权快照;不触碰 options_review_entries;已隐藏的不再导入."""
+def _is_coin_option_row(row: dict[str, Any]) -> bool:
+    ccy = str(row.get("premium_ccy") or "").strip().upper()
+    if ccy in ("ETH", "BTC"):
+        return True
+    if str(row.get("margin_mode") or "").strip().lower() == "coin":
+        return True
+    inst = str(row.get("inst_id") or "").strip().upper()
+    return bool(inst) and "-USD-" in inst and "_UM" not in inst
+
+
+def _resolve_review_index_px(
+    row: dict[str, Any],
+    *,
+    ex: Any = None,
+    cache: dict[str, float | None] | None = None,
+) -> Optional[float]:
+    px = _safe_float(row.get("idx_px") or row.get("index_px") or row.get("options_index_px"))
+    if px is not None and px > 0:
+        return px
+    underly = str(row.get("underlying") or "").strip().upper()
+    if not underly:
+        inst = str(row.get("inst_id") or "")
+        underly = (inst.split("-")[0] if inst else "ETH").upper() or "ETH"
+    if cache is not None and underly in cache:
+        return cache[underly]
+    if ex is None:
+        return None
+    try:
+        from lib.exchange.okx_options_lib import fetch_index_price
+
+        got = fetch_index_price(ex, underly)
+        px = _safe_float(got)
+        if cache is not None:
+            cache[underly] = px if px is not None and px > 0 else None
+        return px if px is not None and px > 0 else None
+    except Exception:
+        if cache is not None:
+            cache[underly] = None
+        return None
+
+
+def convert_option_amounts_to_usdt(
+    row: dict[str, Any],
+    *,
+    index_px: float | None = None,
+    ex: Any = None,
+    cache: dict[str, float | None] | None = None,
+) -> dict[str, Any]:
+    """币本位权利金/盈亏换算为 USDT;已标记 pnl_quote_ccy=USDT 则跳过."""
+    out = dict(row)
+    quote = str(out.get("pnl_quote_ccy") or "").strip().upper()
+    if quote in ("USDT", "USDC", "U"):
+        return out
+    if not _is_coin_option_row(out):
+        out["pnl_quote_ccy"] = "USDT"
+        return out
+    px = index_px if index_px is not None and index_px > 0 else _resolve_review_index_px(
+        out, ex=ex, cache=cache
+    )
+    if px is None or px <= 0:
+        return out
+    for key in ("realized_pnl", "premium_paid", "realized_pnl_total"):
+        v = _safe_float(out.get(key))
+        if v is not None:
+            out[key] = round(float(v) * float(px), 4)
+    out["idx_px"] = float(px)
+    out["pnl_quote_ccy"] = "USDT"
+    out["premium_ccy"] = "USDC"
+    return out
+
+
+def repair_coin_review_rows_to_usdt(
+    conn: sqlite3.Connection,
+    *,
+    ex: Any = None,
+) -> int:
+    """把仍按币计价落库的复盘纯期权行换算成 U(幂等)."""
+    init_options_review_tables(conn)
+    rows = conn.execute(
+        """
+        SELECT * FROM options_review_trades
+        WHERE source_type = ?
+          AND (pnl_quote_ccy IS NULL OR TRIM(pnl_quote_ccy) = '' OR UPPER(pnl_quote_ccy) NOT IN ('USDT','USDC','U'))
+        ORDER BY id DESC
+        LIMIT 500
+        """,
+        (SOURCE_OPTION,),
+    ).fetchall()
+    cache: dict[str, float | None] = {}
+    fixed = 0
+    for raw in rows:
+        row = dict(raw)
+        if not _is_coin_option_row(row):
+            conn.execute(
+                "UPDATE options_review_trades SET pnl_quote_ccy='USDT' WHERE id=?",
+                (int(row["id"]),),
+            )
+            continue
+        converted = convert_option_amounts_to_usdt(row, ex=ex, cache=cache)
+        if str(converted.get("pnl_quote_ccy") or "").upper() not in ("USDT", "USDC", "U"):
+            continue
+        conn.execute(
+            """
+            UPDATE options_review_trades
+            SET premium_paid=?, realized_pnl=?, realized_pnl_total=?,
+                premium_ccy=?, pnl_quote_ccy=?, idx_px=?
+            WHERE id=?
+            """,
+            (
+                converted.get("premium_paid"),
+                converted.get("realized_pnl"),
+                converted.get("realized_pnl")
+                if converted.get("realized_pnl") is not None
+                else converted.get("realized_pnl_total"),
+                converted.get("premium_ccy") or "USDC",
+                "USDT",
+                converted.get("idx_px"),
+                int(row["id"]),
+            ),
+        )
+        fixed += 1
+    return fixed
+
+
+def upsert_option_history_row(
+    conn: sqlite3.Connection,
+    row: dict[str, Any],
+    *,
+    ex: Any = None,
+    index_cache: dict[str, float | None] | None = None,
+) -> str:
+    """幂等写入纯期权快照;不触碰 options_review_entries;已隐藏的不再导入.
+    币本位金额在写入前换算为 USDT.
+    """
     history_key = str(row.get("history_key") or "").strip()
     if not history_key:
         return "skip"
@@ -112,6 +244,7 @@ def upsert_option_history_row(conn: sqlite3.Connection, row: dict[str, Any]) ->
     ):
         # 若此前已导入,清掉,避免列表残留
         return "purged" if _purge_review_trade_by_key(conn, history_key) else "hidden"
+    row = convert_option_amounts_to_usdt(row, ex=ex, cache=index_cache)
     opened_at = row.get("created_at") or row.get("opened_at")
     closed_at = row.get("closed_at")
     pnl = _safe_float(row.get("realized_pnl"))
@@ -139,6 +272,9 @@ def upsert_option_history_row(conn: sqlite3.Connection, row: dict[str, Any]) ->
         "close_avg": _safe_float(row.get("close_avg_px") if row.get("close_avg_px") is not None else row.get("close_avg")),
         "premium_paid": _safe_float(row.get("premium_paid")),
         "realized_pnl": pnl,
+        "premium_ccy": str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC",
+        "pnl_quote_ccy": str(row.get("pnl_quote_ccy") or "USDT").strip().upper() or "USDT",
+        "idx_px": _safe_float(row.get("idx_px")),
     }
     cols = list(fields.keys())
     if existing:
@@ -271,8 +407,14 @@ def hide_review_trade(conn: sqlite3.Connection, trade_id: int) -> dict[str, Any]
 
 
 
-def sync_options_from_local_trades(conn: sqlite3.Connection) -> dict[str, Any]:
-    """从本地 options_trades 已平仓记录导入复盘快照(不访问交易所)."""
+def sync_options_from_local_trades(
+    conn: sqlite3.Connection,
+    *,
+    ex: Any = None,
+) -> dict[str, Any]:
+    """从本地 options_trades 已平仓记录导入复盘快照(不访问交易所).
+    币本位金额按指数换算为 USDT 后入库.
+    """
     init_options_review_tables(conn)
     from lib.options.options_db import init_options_tables
 
@@ -281,7 +423,8 @@ def sync_options_from_local_trades(conn: sqlite3.Connection) -> dict[str, Any]:
         """
         SELECT id, inst_id, underlying, opt_type, strike, exp_time, sheets,
                open_quote, close_quote, premium_paid, realized_pnl,
-               created_at, closed_at, signal_note, status
+               created_at, closed_at, signal_note, status,
+               margin_mode, premium_ccy
         FROM options_trades
         WHERE status = 'closed'
         ORDER BY id DESC
@@ -289,6 +432,7 @@ def sync_options_from_local_trades(conn: sqlite3.Connection) -> dict[str, Any]:
         """
     ).fetchall()
     inserted = updated = skipped = 0
+    index_cache: dict[str, float | None] = {}
     for r in rows:
         trade_id = int(r["id"])
         history_key = f"local_opt:{trade_id}"
@@ -313,7 +457,11 @@ def sync_options_from_local_trades(conn: sqlite3.Connection) -> dict[str, Any]:
                 "created_at": opened_at,
                 "closed_at": closed_at,
                 "status_label": "已平",
+                "margin_mode": r["margin_mode"] if "margin_mode" in r.keys() else None,
+                "premium_ccy": r["premium_ccy"] if "premium_ccy" in r.keys() else None,
             },
+            ex=ex,
+            index_cache=index_cache,
         )
         if action == "inserted":
             inserted += 1
@@ -354,6 +502,7 @@ def sync_options_from_exchange(
     fmt = format_fn or format_option_history_row
     raw_rows = fetch(ex, limit=limit)
     meta_cache: dict[str, dict[str, Any] | None] = {}
+    index_cache: dict[str, float | None] = {}
     inserted = updated = skipped = 0
     for raw in raw_rows:
         inst_id = str(raw.get("instId") or "").strip()
@@ -363,7 +512,9 @@ def sync_options_from_exchange(
         except Exception:
             pass
         formatted = fmt(raw, tick_sz=tick_sz, ct_mult=ct_mult)
-        action = upsert_option_history_row(conn, formatted)
+        action = upsert_option_history_row(
+            conn, formatted, ex=ex, index_cache=index_cache
+        )
         if action == "inserted":
             inserted += 1
         elif action == "updated":
@@ -552,7 +703,7 @@ def sync_all_review_sources(
             conn, ex, limit=options_limit, fetch_fn=fetch_fn, format_fn=format_fn
         )
     else:
-        out["options"] = sync_options_from_local_trades(conn)
+        out["options"] = sync_options_from_local_trades(conn, ex=ex)
     out["hedge"] = sync_hedge_plans_closed(conn)
     return out
 
@@ -579,7 +730,12 @@ def ensure_local_review_synced(
             backfill_hedge_option_legs_realized_pnl(conn, hist)
         except Exception:
             pass
-    return sync_all_review_sources(conn, from_exchange=False)
+    out = sync_all_review_sources(conn, ex=ex, from_exchange=False)
+    try:
+        out["repaired_usdt"] = repair_coin_review_rows_to_usdt(conn, ex=ex)
+    except Exception:
+        out["repaired_usdt"] = 0
+    return out
 
 
 def _row_to_dict(row: Any) -> dict[str, Any]: