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