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