Fix options add-on premium to sum all open legs for the contract.

Display, close gate, alerts, and full-close accounting no longer use only the latest fill row.

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

docs/期权开平仓与监控说明.md

@@ -17,6 +17,8 @@
 
 开仓后写入 `options_trades`(open),并在持仓卡展示权利金、买盘深度、按买一可回收等.
 
+**同合约加仓**:每次买入再插一条 open 记录;展示权利金 / 平仓门控 / 翻倍提醒按同合约 **SUM(premium_paid)** 汇总,不再只取最新一笔.
+
 ---
 
 ## 2. 平仓方式

lib/options/options_close_exec_lib.py

@@ -31,15 +31,10 @@ def _open_premium_paid(cfg: dict[str, Any], inst_id: str) -> float | None:
     try:
         conn = cfg["get_db"]()
         try:
-            from lib.options.options_db import init_options_tables
+            from lib.options.options_db import init_options_tables, sum_open_premium_paid
 
             init_options_tables(conn)
-            row = conn.execute(
-                "SELECT premium_paid FROM options_trades WHERE inst_id = ? AND status = 'open' ORDER BY id DESC LIMIT 1",
-                (inst_id,),
-            ).fetchone()
-            if row and row["premium_paid"] is not None:
-                return float(row["premium_paid"])
+            return sum_open_premium_paid(conn, inst_id)
         finally:
             conn.close()
     except Exception:
@@ -299,16 +294,30 @@ def close_option_by_bid1(
             from lib.options.options_db import init_options_tables
 
             init_options_tables(conn)
-            row = conn.execute(
-                "SELECT id, premium_paid FROM options_trades WHERE inst_id = ? AND status = 'open' ORDER BY id DESC LIMIT 1",
+            open_rows = conn.execute(
+                """
+                SELECT id, premium_paid FROM options_trades
+                WHERE inst_id = ? AND status = 'open'
+                ORDER BY id ASC
+                """,
                 (inst_id,),
-            ).fetchone()
-            if row:
+            ).fetchall()
+            total_paid = sum(float(r["premium_paid"] or 0) for r in open_rows)
+            allocated = 0.0
+            for i, row in enumerate(open_rows):
                 paid = float(row["premium_paid"] or 0)
-                pnl = prem_recv - paid
+                if i == len(open_rows) - 1:
+                    recv = round(prem_recv - allocated, 4)
+                elif total_paid > 0:
+                    recv = round(prem_recv * (paid / total_paid), 4)
+                    allocated += recv
+                else:
+                    recv = round(prem_recv / len(open_rows), 4)
+                    allocated += recv
+                pnl = round(recv - paid, 4)
                 note_sql = ""
-                params: list[Any] = [px, prem_recv, pnl, oid or None]
-                if signal_note:
+                params: list[Any] = [px, recv, pnl, oid or None]
+                if signal_note and i == len(open_rows) - 1:
                     note_sql = """,
                     signal_note = CASE
                         WHEN signal_note IS NULL OR TRIM(signal_note) = '' THEN ?
@@ -326,7 +335,7 @@ def close_option_by_bid1(
                     """,
                     tuple(params),
                 )
-                conn.commit()
+            conn.commit()
         finally:
             conn.close()
     elif require_recycle_gate:

lib/options/options_db.py

@@ -93,3 +93,39 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
         ON options_target_monitors(status)
         """
     )
+
+
+def sum_open_premium_paid(conn: sqlite3.Connection, inst_id: str) -> float | None:
+    """同合约所有 open 腿权利金合计(加仓后显示/门控用)."""
+    inst = (inst_id or "").strip()
+    if not inst:
+        return None
+    row = conn.execute(
+        """
+        SELECT SUM(premium_paid) AS total, COUNT(*) AS n
+        FROM options_trades
+        WHERE inst_id = ? AND status = 'open' AND premium_paid IS NOT NULL
+        """,
+        (inst,),
+    ).fetchone()
+    if not row or int(row["n"] or 0) < 1:
+        return None
+    return round(float(row["total"] or 0), 4)
+
+
+def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
+    """同合约所有 open 腿张数合计."""
+    inst = (inst_id or "").strip()
+    if not inst:
+        return None
+    row = conn.execute(
+        """
+        SELECT SUM(sheets) AS total, COUNT(*) AS n
+        FROM options_trades
+        WHERE inst_id = ? AND status = 'open'
+        """,
+        (inst,),
+    ).fetchone()
+    if not row or int(row["n"] or 0) < 1:
+        return None
+    return int(row["total"] or 0)

lib/options/options_history_lib.py

@@ -3,7 +3,7 @@ from __future__ import annotations
 
 from typing import Any
 
-from lib.options.options_db import init_options_tables
+from lib.options.options_db import init_options_tables, sum_open_premium_paid
 
 
 def enrich_position_row_display(
@@ -50,18 +50,7 @@ def load_options_history(ex: Any, cfg: dict[str, Any]) -> list[dict[str, Any]]:
         }
         for p in raw_live:
             inst = str(p.get("instId") or "").strip()
-            premium_override = None
-            if inst:
-                rec = conn.execute(
-                    """
-                    SELECT premium_paid FROM options_trades
-                    WHERE inst_id = ? AND status = 'open'
-                    ORDER BY id DESC LIMIT 1
-                    """,
-                    (inst,),
-                ).fetchone()
-                if rec and rec["premium_paid"] is not None:
-                    premium_override = float(rec["premium_paid"])
+            premium_override = sum_open_premium_paid(conn, inst) if inst else None
             row = enrich_position_row_display(
                 cfg,
                 ex,

lib/options/options_monitor_lib.py

@@ -61,18 +61,34 @@ def run_options_profit_alerts(
         SELECT id, inst_id, premium_paid, profit_alert_sent
         FROM options_trades
         WHERE status = 'open'
+        ORDER BY id ASC
         """
     ).fetchall()
+    # 同合约多腿加仓:按合约汇总权利金,整仓只告警一次
+    by_inst: dict[str, dict[str, Any]] = {}
     for row in rows:
-        if int(row["profit_alert_sent"] or 0):
-            continue
         inst_id = str(row["inst_id"] or "")
+        if not inst_id:
+            continue
+        bucket = by_inst.setdefault(
+            inst_id,
+            {"ids": [], "premium": 0.0, "all_sent": True, "has_prem": False},
+        )
+        bucket["ids"].append(int(row["id"]))
         prem = _safe_float(row["premium_paid"])
-        if not inst_id or prem is None or prem <= 0:
+        if prem is not None:
+            bucket["premium"] += float(prem)
+            bucket["has_prem"] = True
+        if not int(row["profit_alert_sent"] or 0):
+            bucket["all_sent"] = False
+
+    for inst_id, bucket in by_inst.items():
+        if bucket["all_sent"] or not bucket["has_prem"] or bucket["premium"] <= 0:
             continue
         pos = pos_by_inst.get(inst_id)
         if not pos:
             continue
+        prem = float(bucket["premium"])
         upl = _safe_float(pos.get("upl"))
         upl_ratio = _safe_float(pos.get("upl_ratio_pct"))
         if upl_ratio is not None:
@@ -95,8 +111,8 @@ def run_options_profit_alerts(
         try:
             send_wechat(msg)
             conn.execute(
-                "UPDATE options_trades SET profit_alert_sent = 1 WHERE id = ?",
-                (int(row["id"]),),
+                f"UPDATE options_trades SET profit_alert_sent = 1 WHERE id IN ({','.join('?' * len(bucket['ids']))})",
+                tuple(bucket["ids"]),
             )
             sent += 1
         except Exception:

lib/options/options_positions_lib.py

@@ -3,7 +3,7 @@ from __future__ import annotations
 
 from typing import Any
 
-from lib.options.options_db import init_options_tables
+from lib.options.options_db import init_options_tables, sum_open_premium_paid
 from lib.options.options_history_lib import enrich_position_row_display
 from lib.options.options_close_gate_lib import clear_close_gate, is_close_gate_passed, update_close_gate
 from lib.options.options_pricing_lib import estimate_close_by_bids, intrinsic_px_per_unit
@@ -140,18 +140,7 @@ def build_display_option_positions(
         init_options_tables(conn)
         for p in raw_positions:
             inst = str(p.get("instId") or "").strip()
-            premium_override = None
-            if inst:
-                rec = conn.execute(
-                    """
-                    SELECT premium_paid FROM options_trades
-                    WHERE inst_id = ? AND status = 'open'
-                    ORDER BY id DESC LIMIT 1
-                    """,
-                    (inst,),
-                ).fetchone()
-                if rec and rec["premium_paid"] is not None:
-                    premium_override = float(rec["premium_paid"])
+            premium_override = sum_open_premium_paid(conn, inst) if inst else None
             row = enrich_position_row_display(
                 cfg,
                 ex,

lib/options/options_register.py

@@ -9,7 +9,7 @@ from typing import Any
 from flask import Flask, jsonify, redirect, request, url_for
 from jinja2 import ChoiceLoader, FileSystemLoader
 
-from lib.options.options_db import init_options_tables
+from lib.options.options_db import init_options_tables, sum_open_premium_paid, sum_open_sheets
 from lib.options.options_monitor_lib import options_monitor_loop
 from lib.options.options_pricing_lib import (
     calc_order_size,
@@ -170,19 +170,9 @@ def _open_premium_paid(cfg: dict[str, Any], inst_id: str) -> float | None:
     conn = cfg["get_db"]()
     try:
         init_options_tables(conn)
-        rec = conn.execute(
-            """
-            SELECT premium_paid FROM options_trades
-            WHERE inst_id = ? AND status = 'open'
-            ORDER BY id DESC LIMIT 1
-            """,
-            (inst_id,),
-        ).fetchone()
-        if rec and rec["premium_paid"] is not None:
-            return round(float(rec["premium_paid"]), 4)
+        return sum_open_premium_paid(conn, inst_id)
     finally:
         conn.close()
-    return None
 
 
 def _position_avail_sheets(pos: dict[str, Any]) -> int:
@@ -662,18 +652,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
             rows = []
             for p in raw:
                 inst = str(p.get("instId") or "").strip()
-                premium_override = None
-                if inst:
-                    rec = conn.execute(
-                        """
-                        SELECT premium_paid FROM options_trades
-                        WHERE inst_id = ? AND status = 'open'
-                        ORDER BY id DESC LIMIT 1
-                        """,
-                        (inst,),
-                    ).fetchone()
-                    if rec and rec["premium_paid"] is not None:
-                        premium_override = float(rec["premium_paid"])
+                premium_override = sum_open_premium_paid(conn, inst) if inst else None
                 row = _enrich_position_row_display(
                     cfg,
                     ex,
@@ -732,14 +711,15 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
         try:
             trade = conn.execute(
                 """
-                SELECT id, sheets, opt_type, underlying FROM options_trades
+                SELECT id, opt_type, underlying FROM options_trades
                 WHERE inst_id = ? AND status = 'open'
                 ORDER BY id DESC LIMIT 1
                 """,
                 (inst_id,),
             ).fetchone()
             trade_id = int(trade["id"]) if trade else None
-            sheets = int(trade["sheets"]) if trade and trade["sheets"] is not None else int(fmt.get("pos") or 0)
+            sheets_sum = sum_open_sheets(conn, inst_id)
+            sheets = sheets_sum if sheets_sum is not None else int(fmt.get("pos") or 0)
             opt_type = (trade["opt_type"] if trade else None) or fmt.get("opt_type")
             underlying = (trade["underlying"] if trade else None) or fmt.get("underlying")
             out = upsert_target_monitor(

tests/test_options_add_premium.py

@@ -0,0 +1,69 @@
+"""期权加仓后权利金汇总."""
+from __future__ import annotations
+
+import sqlite3
+
+from lib.options.options_db import init_options_tables, sum_open_premium_paid, sum_open_sheets
+
+
+def _mem_db() -> sqlite3.Connection:
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    return conn
+
+
+def test_sum_open_premium_after_add():
+    conn = _mem_db()
+    inst = "BTC-USD_UM-260717-65500-C"
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, sheets, eth_amount, open_quote, premium_paid, status)
+        VALUES (?, 'BTC-USD_UM', 'C', 1, 0.01, 530, 5.3, 'open')
+        """,
+        (inst,),
+    )
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, sheets, eth_amount, open_quote, premium_paid, status)
+        VALUES (?, 'BTC-USD_UM', 'C', 1, 0.01, 140, 1.4, 'open')
+        """,
+        (inst,),
+    )
+    conn.commit()
+    assert sum_open_premium_paid(conn, inst) == 6.7
+    assert sum_open_sheets(conn, inst) == 2
+    # 最新一笔单独是 1.4,汇总不能只取最新
+    latest = conn.execute(
+        "SELECT premium_paid FROM options_trades WHERE inst_id=? AND status='open' ORDER BY id DESC LIMIT 1",
+        (inst,),
+    ).fetchone()
+    assert float(latest["premium_paid"]) == 1.4
+    conn.close()
+
+
+def test_sum_open_premium_ignores_closed():
+    conn = _mem_db()
+    inst = "ETH-USD_UM-260101-2000-C"
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status)
+        VALUES (?, 'ETH-USD_UM', 'C', 1, 0.01, 2.0, 'closed')
+        """,
+        (inst,),
+    )
+    conn.execute(
+        """
+        INSERT INTO options_trades
+        (inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status)
+        VALUES (?, 'ETH-USD_UM', 'C', 2, 0.02, 3.5, 'open')
+        """,
+        (inst,),
+    )
+    conn.commit()
+    assert sum_open_premium_paid(conn, inst) == 3.5
+    assert sum_open_sheets(conn, inst) == 2
+    conn.close()