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

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

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-16 11:11:32 +08:00
parent 4a0b0def1d
commit f0d5b47f50
8 changed files with 162 additions and 72 deletions
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lib/options/options_close_exec_lib.py
+24 -15
View File
@@ -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: