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/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)