Compare commits
10 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 61808a5374 | |||
| bc86723b39 | |||
| 232e5e4b92 | |||
| d2d431e4c9 | |||
| 32746b0a34 | |||
| bd4adc9eca | |||
| a38a89e274 | |||
| 72ad8ea7dc | |||
| 0132ca4ca1 | |||
| 8f37d02494 |
@@ -1977,6 +1977,21 @@
|
||||
return fmt(n, 2) + "倍";
|
||||
}
|
||||
|
||||
function profitExitHint(mult, req, premCcy) {
|
||||
const n = Number(mult);
|
||||
const m = Number.isFinite(n) && n > 0 ? n : 1;
|
||||
const needFactor = 1 + m;
|
||||
const factorTxt = Math.abs(needFactor - Math.round(needFactor)) < 1e-9
|
||||
? String(Math.round(needFactor))
|
||||
: fmt(needFactor, 2);
|
||||
let hint = formatProfitExitMultLabel(m) + "=盈利达权利金×" + fmt(m, 2)
|
||||
+ " → 需回收≥权利金×" + factorTxt;
|
||||
if (req != null) {
|
||||
hint += " · 即≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy;
|
||||
}
|
||||
return hint;
|
||||
}
|
||||
|
||||
function renderProfitExitRow(p) {
|
||||
const inst = p.inst_id || "";
|
||||
if (p.hedge_plan_target) {
|
||||
@@ -1997,6 +2012,7 @@
|
||||
const statePe = String(p.profit_exit_state || (enabled ? "active" : "idle"));
|
||||
const req = p.profit_exit_required_recycle;
|
||||
const premCcy = posPremiumCcy(p);
|
||||
const hintMult = Number.isFinite(multNum) && multNum > 0 ? multNum : serverMult;
|
||||
let statusTxt = enabled ? ("监控中 · " + multLabel) : "未开启";
|
||||
if (enabled && statePe === "closing") statusTxt = "平仓挂单中 · " + multLabel;
|
||||
return (
|
||||
@@ -2013,7 +2029,7 @@
|
||||
'<span class="opt-target-armed">' + statusTxt + "</span>" +
|
||||
'<span class="muted opt-target-row-hint">' +
|
||||
(enabled
|
||||
? ("1倍=盈利=权利金" + (req != null ? (" · 需回收≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy) : ""))
|
||||
? profitExitHint(hintMult, req, premCcy)
|
||||
: "开启后自选倍数;达标按买一限价平;可随时关闭") +
|
||||
"</span>" +
|
||||
"</div>"
|
||||
|
||||
@@ -582,31 +582,103 @@
|
||||
}
|
||||
}
|
||||
|
||||
var detailChartPollTimer = null;
|
||||
var detailChartPollTradeId = 0;
|
||||
|
||||
function hideDetail() {
|
||||
hideLightbox();
|
||||
stopDetailChartPoll();
|
||||
var backdrop = $("or-detail-backdrop");
|
||||
if (backdrop) backdrop.hidden = true;
|
||||
}
|
||||
|
||||
function openDetail(tradeId) {
|
||||
function stopDetailChartPoll() {
|
||||
if (detailChartPollTimer) {
|
||||
clearTimeout(detailChartPollTimer);
|
||||
detailChartPollTimer = null;
|
||||
}
|
||||
detailChartPollTradeId = 0;
|
||||
}
|
||||
|
||||
function tradeHasAutoChart(t) {
|
||||
var images = ((t && t.entry) || {}).images || [];
|
||||
for (var i = 0; i < images.length; i++) {
|
||||
var tf = String((images[i] && images[i].tf) || "").trim();
|
||||
var file = String((images[i] && images[i].file) || "").trim();
|
||||
if (tf === "auto" && file) return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
function openDetail(tradeId, opts) {
|
||||
opts = opts || {};
|
||||
var waitAuto = !!opts.waitAutoChart;
|
||||
var backdrop = $("or-detail-backdrop");
|
||||
if (!backdrop) return;
|
||||
stopDetailChartPoll();
|
||||
backdrop.hidden = false;
|
||||
($("or-detail-title") || {}).textContent = "加载中…";
|
||||
($("or-detail-meta") || {}).innerHTML = "";
|
||||
($("or-detail-text") || {}).innerHTML = "";
|
||||
($("or-detail-images") || {}).innerHTML = "";
|
||||
($("or-detail-images") || {}).innerHTML = waitAuto
|
||||
? '<div class="or-detail-img-cell"><span class="or-detail-img-label">自动K线</span><div class="or-detail-img-miss">生成中…</div></div>'
|
||||
: "";
|
||||
|
||||
fetch("/api/options/review/trades/" + tradeId, { credentials: "same-origin" })
|
||||
.then(function (r) {
|
||||
function applyTrade(trade, pendingAuto) {
|
||||
renderDetail(trade, { pendingAuto: !!pendingAuto });
|
||||
}
|
||||
|
||||
function fetchOnce() {
|
||||
return fetch("/api/options/review/trades/" + tradeId, {
|
||||
credentials: "same-origin",
|
||||
}).then(function (r) {
|
||||
return r.json();
|
||||
})
|
||||
});
|
||||
}
|
||||
|
||||
fetchOnce()
|
||||
.then(function (data) {
|
||||
if (!data.ok || !data.trade) {
|
||||
($("or-detail-title") || {}).textContent = "加载失败";
|
||||
return;
|
||||
}
|
||||
renderDetail(data.trade);
|
||||
if (!waitAuto || tradeHasAutoChart(data.trade)) {
|
||||
applyTrade(data.trade, false);
|
||||
return;
|
||||
}
|
||||
applyTrade(data.trade, true);
|
||||
detailChartPollTradeId = tradeId;
|
||||
var tries = 0;
|
||||
var maxTries = 20;
|
||||
function poll() {
|
||||
if (detailChartPollTradeId !== tradeId) return;
|
||||
tries += 1;
|
||||
fetchOnce()
|
||||
.then(function (again) {
|
||||
if (detailChartPollTradeId !== tradeId) return;
|
||||
if (again.ok && again.trade && tradeHasAutoChart(again.trade)) {
|
||||
stopDetailChartPoll();
|
||||
applyTrade(again.trade, false);
|
||||
loadReviewed({ sync: false, soft: true });
|
||||
return;
|
||||
}
|
||||
if (tries >= maxTries) {
|
||||
stopDetailChartPoll();
|
||||
applyTrade((again && again.trade) || data.trade, false);
|
||||
return;
|
||||
}
|
||||
detailChartPollTimer = setTimeout(poll, 1500);
|
||||
})
|
||||
.catch(function () {
|
||||
if (detailChartPollTradeId !== tradeId) return;
|
||||
if (tries >= maxTries) {
|
||||
stopDetailChartPoll();
|
||||
return;
|
||||
}
|
||||
detailChartPollTimer = setTimeout(poll, 1500);
|
||||
});
|
||||
}
|
||||
detailChartPollTimer = setTimeout(poll, 1200);
|
||||
})
|
||||
.catch(function () {
|
||||
($("or-detail-title") || {}).textContent = "加载失败";
|
||||
@@ -626,9 +698,29 @@
|
||||
return base + encodeURIComponent(name);
|
||||
}
|
||||
|
||||
function renderDetailImages(images) {
|
||||
function chartTfLabel(tf) {
|
||||
if (tf === "auto") return "自动K线";
|
||||
if (tf === "_") return "截图";
|
||||
return tf;
|
||||
}
|
||||
|
||||
function setChartOptionsVisible(visible) {
|
||||
var box = $("or-chart-options");
|
||||
var hint = $("or-chart-hint");
|
||||
if (box) box.classList.toggle("hidden", !visible);
|
||||
if (hint) hint.classList.toggle("hidden", !visible);
|
||||
}
|
||||
|
||||
function resetChartOptions() {
|
||||
var cb = $("or-exchange-chart");
|
||||
if (cb) cb.checked = false;
|
||||
}
|
||||
|
||||
function renderDetailImages(images, opts) {
|
||||
var imagesHost = $("or-detail-images");
|
||||
if (!imagesHost) return;
|
||||
opts = opts || {};
|
||||
var pendingAuto = !!opts.pendingAuto;
|
||||
var byTf = {};
|
||||
(images || []).forEach(function (img) {
|
||||
var tf = String((img && img.tf) || "").trim();
|
||||
@@ -637,16 +729,29 @@
|
||||
var key = tf || "_";
|
||||
byTf[key] = file;
|
||||
});
|
||||
var order = ["5m", "15m", "1h", "4h"];
|
||||
// 互斥:有自动K线只显示自动;否则只显示手动四周期
|
||||
var hasAuto = !!byTf.auto;
|
||||
if (pendingAuto && !hasAuto) {
|
||||
imagesHost.innerHTML =
|
||||
'<div class="or-detail-img-cell">' +
|
||||
'<span class="or-detail-img-label">自动K线</span>' +
|
||||
'<div class="or-detail-img-miss">生成中…</div>' +
|
||||
"</div>";
|
||||
return;
|
||||
}
|
||||
var order = hasAuto ? ["auto"] : ["5m", "15m", "1h", "4h"];
|
||||
var keys = order.slice();
|
||||
if (!hasAuto) {
|
||||
Object.keys(byTf).forEach(function (k) {
|
||||
if (k === "auto") return;
|
||||
if (keys.indexOf(k) < 0) keys.push(k);
|
||||
});
|
||||
}
|
||||
var cells = keys
|
||||
.map(function (tf) {
|
||||
var file = byTf[tf];
|
||||
if (!file) {
|
||||
if (order.indexOf(tf) < 0) return "";
|
||||
if (hasAuto || order.indexOf(tf) < 0) return "";
|
||||
return (
|
||||
'<div class="or-detail-img-cell">' +
|
||||
'<span class="or-detail-img-label">' +
|
||||
@@ -657,7 +762,7 @@
|
||||
);
|
||||
}
|
||||
var src = optionsJournalImgSrc(file);
|
||||
var label = escapeHtml(tf === "_" ? "截图" : tf);
|
||||
var label = escapeHtml(chartTfLabel(tf));
|
||||
return (
|
||||
'<div class="or-detail-img-cell">' +
|
||||
'<span class="or-detail-img-label">' +
|
||||
@@ -698,7 +803,7 @@
|
||||
});
|
||||
}
|
||||
|
||||
function renderDetail(t) {
|
||||
function renderDetail(t, opts) {
|
||||
var e = t.entry || {};
|
||||
reviewedCache[t.id] = t;
|
||||
($("or-detail-title") || {}).textContent =
|
||||
@@ -782,7 +887,7 @@
|
||||
|
||||
var imagesHost = $("or-detail-images");
|
||||
if (imagesHost) {
|
||||
renderDetailImages(e.images || []);
|
||||
renderDetailImages(e.images || [], opts || {});
|
||||
}
|
||||
}
|
||||
|
||||
@@ -992,6 +1097,8 @@
|
||||
($("or-f-note") || {}).value = "";
|
||||
setMoodTags("");
|
||||
resetUploadSlots();
|
||||
resetChartOptions();
|
||||
setChartOptionsVisible(false);
|
||||
var summary = $("or-journal-summary");
|
||||
if (summary) {
|
||||
summary.textContent = "截图槽位与合约复盘相同(5m / 15m / 1h / 4h).";
|
||||
@@ -1053,6 +1160,8 @@
|
||||
setSelectValue($("or-f-entry"), e.entry_logic || "");
|
||||
($("or-f-note") || {}).value = e.note || "";
|
||||
setMoodTags(e.mistake_tags);
|
||||
resetChartOptions();
|
||||
setChartOptionsVisible(t.source_type === "option_spot");
|
||||
|
||||
var summary = $("or-journal-summary");
|
||||
if (summary) {
|
||||
@@ -1068,6 +1177,8 @@
|
||||
}
|
||||
|
||||
(e.images || []).forEach(function (img) {
|
||||
var tf = String((img && img.tf) || "").trim();
|
||||
if (tf === "auto") return;
|
||||
var hidden = document.querySelector(
|
||||
'#or-upload-slots .or-upload-hidden[data-tf="' + img.tf + '"]'
|
||||
);
|
||||
@@ -1167,6 +1278,15 @@
|
||||
note: ($("or-f-note") || {}).value || "",
|
||||
images: collectImages(),
|
||||
};
|
||||
var chartBox = $("or-chart-options");
|
||||
var chartVisible = chartBox && !chartBox.classList.contains("hidden");
|
||||
if (chartVisible && ($("or-exchange-chart") || {}).checked) {
|
||||
payload.journal_exchange_chart = true;
|
||||
payload.journal_chart_tf1 = ($("or-chart-tf1") || {}).value || "";
|
||||
payload.journal_chart_tf2 = ($("or-chart-tf2") || {}).value || "";
|
||||
payload.journal_chart_limit = ($("or-chart-limit") || {}).value || "";
|
||||
payload.journal_chart_anchor = ($("or-chart-anchor") || {}).value || "close";
|
||||
}
|
||||
($("or-save-status") || {}).textContent = "保存中…";
|
||||
fetch("/api/options/review/entry", {
|
||||
method: "POST",
|
||||
@@ -1182,10 +1302,12 @@
|
||||
($("or-save-status") || {}).textContent = data.msg || "保存失败";
|
||||
return;
|
||||
}
|
||||
($("or-save-status") || {}).textContent = "已保存";
|
||||
($("or-save-status") || {}).textContent = data.chart_queued
|
||||
? "已保存,K线图后台生成中"
|
||||
: "已保存";
|
||||
hideJournalForm();
|
||||
reloadAll();
|
||||
openDetail(tradeId);
|
||||
openDetail(tradeId, { waitAutoChart: !!data.chart_queued });
|
||||
})
|
||||
.catch(function () {
|
||||
($("or-save-status") || {}).textContent = "保存失败";
|
||||
|
||||
@@ -214,16 +214,10 @@ def option_history_row_key(
|
||||
|
||||
|
||||
def _ms_to_iso(ms: Any) -> str | None:
|
||||
val = _safe_float(ms)
|
||||
if val is None or val <= 0:
|
||||
return None
|
||||
try:
|
||||
from datetime import datetime, timezone
|
||||
"""OKX ms → 业务时区墙钟(默认 Asia/Shanghai);勿用系统本地时区."""
|
||||
from lib.options.options_time_lib import ms_to_options_app_str
|
||||
|
||||
dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone()
|
||||
return dt.strftime("%Y-%m-%d %H:%M:%S")
|
||||
except (TypeError, ValueError, OSError):
|
||||
return None
|
||||
return ms_to_options_app_str(ms)
|
||||
|
||||
|
||||
def option_instrument_meta_cached(
|
||||
|
||||
@@ -74,71 +74,30 @@ def options_balances_usdt_equiv(options_snap: dict[str, Any] | None) -> dict[str
|
||||
|
||||
|
||||
def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[float]:
|
||||
"""期权浮盈合计(USDT).币本位按指数换算,勿把 ETH/BTC 数量当 U."""
|
||||
"""期权浮盈合计(USDT).币本位按指数换算,勿把 ETH/BTC 数量当 U.
|
||||
|
||||
优先逐仓 display_pnl_usdt_from_option_row(已含 BTC/ETH × 指数);
|
||||
回退 upl_total_usdc 时按「已是 USDT」处理——实例 hub 快照合计已折 U,
|
||||
不可再 × 指数,否则币本位会双计.
|
||||
"""
|
||||
snap = options_snap if isinstance(options_snap, dict) else {}
|
||||
if snap.get("enabled") is False or snap.get("ok") is False:
|
||||
return None
|
||||
|
||||
def _safe(v: Any) -> float | None:
|
||||
if v is None or v == "":
|
||||
return None
|
||||
try:
|
||||
return float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
def _index_px() -> float | None:
|
||||
px = _safe(snap.get("options_index_px") or snap.get("index_px"))
|
||||
if px is not None and px > 0:
|
||||
return px
|
||||
for p in snap.get("positions") or []:
|
||||
if not isinstance(p, dict):
|
||||
continue
|
||||
px = _safe(p.get("idx_px") or p.get("idxPx"))
|
||||
if px is not None and px > 0:
|
||||
return px
|
||||
return None
|
||||
|
||||
def _row_is_coin(p: dict[str, Any]) -> bool:
|
||||
ccy = str(p.get("premium_ccy") or "").strip().upper()
|
||||
if ccy in ("ETH", "BTC"):
|
||||
return True
|
||||
if str(p.get("margin_mode") or "").strip().lower() == "coin":
|
||||
return True
|
||||
mid = str(p.get("inst_id") or "")
|
||||
return "-USD-" in mid.upper() and "_UM" not in mid.upper()
|
||||
|
||||
mode = str(snap.get("options_margin_mode") or snap.get("margin_mode") or "").strip().lower()
|
||||
snap_coin = mode == "coin"
|
||||
idx = _index_px()
|
||||
|
||||
try:
|
||||
from lib.options.options_positions_lib import display_pnl_from_option_row
|
||||
from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
|
||||
|
||||
total_u = 0.0
|
||||
found = False
|
||||
missing_fx = False
|
||||
for p in snap.get("positions") or []:
|
||||
if not isinstance(p, dict):
|
||||
continue
|
||||
pnl = display_pnl_from_option_row(p)
|
||||
pnl = display_pnl_usdt_from_option_row(p)
|
||||
if pnl is None:
|
||||
continue
|
||||
found = True
|
||||
if snap_coin or _row_is_coin(p):
|
||||
px = _safe(p.get("idx_px") or p.get("idxPx"))
|
||||
if px is None or px <= 0:
|
||||
px = idx
|
||||
if px is None or px <= 0:
|
||||
missing_fx = True
|
||||
continue
|
||||
total_u += float(pnl) * float(px)
|
||||
else:
|
||||
total_u += float(pnl)
|
||||
if found and not missing_fx:
|
||||
return round(total_u, 4)
|
||||
if found and missing_fx and abs(total_u) > 1e-12:
|
||||
# 部分腿已换算成功时仍返回可得合计
|
||||
if found:
|
||||
return round(total_u, 4)
|
||||
except Exception:
|
||||
pass
|
||||
@@ -146,16 +105,9 @@ def options_float_pnl_usdt(options_snap: dict[str, Any] | None) -> Optional[floa
|
||||
upl = snap.get("upl_total_usdc")
|
||||
if upl is not None:
|
||||
try:
|
||||
raw = float(upl)
|
||||
return round(float(upl), 4)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
if snap_coin or any(
|
||||
isinstance(p, dict) and _row_is_coin(p) for p in (snap.get("positions") or [])
|
||||
):
|
||||
if idx is None or idx <= 0:
|
||||
return None
|
||||
return round(raw * float(idx), 4)
|
||||
return round(raw, 4)
|
||||
return None
|
||||
|
||||
|
||||
|
||||
@@ -162,12 +162,12 @@ def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
|
||||
inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-"
|
||||
opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
|
||||
label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
|
||||
# 看板期权列:优先买一净盈亏,残档回退交易所 upl
|
||||
# 看板期权列:统一折成 U(币本位 BTC/ETH 权利金盈亏 × 指数)
|
||||
pnl = None
|
||||
try:
|
||||
from lib.options.options_positions_lib import display_pnl_from_option_row
|
||||
from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
|
||||
|
||||
pnl = display_pnl_from_option_row(p)
|
||||
pnl = display_pnl_usdt_from_option_row(p)
|
||||
except Exception:
|
||||
pnl = None
|
||||
pos = _safe_float(p.get("pos"))
|
||||
|
||||
@@ -1161,18 +1161,15 @@ function paintRealtimePnlFromSnapshot(data){
|
||||
const spotPx = data.options_index_px != null ? Number(data.options_index_px) : null;
|
||||
if (coinMode) {
|
||||
if (opt != null && !Number.isNaN(Number(opt))) {
|
||||
// options_unrealized_pnl 已是 USDT(后端按指数折算),勿再 × 指数
|
||||
if (perp != null && Math.abs(Number(perp)) >= 0.005) {
|
||||
// 顶栏只显示合计 U:永续 U + 期权币盈亏×指数
|
||||
let totalU = Number(perp);
|
||||
if (Number.isFinite(spotPx) && spotPx > 0) {
|
||||
totalU += Number(opt) * spotPx;
|
||||
}
|
||||
const totalU = Number(perp) + Number(opt);
|
||||
const uAbs = Math.abs(totalU).toFixed(2);
|
||||
const uSign = totalU < 0 ? "-" : totalU > 0 ? "+" : "";
|
||||
const text = `${uSign}${uAbs}U`;
|
||||
lastRealtimePnl = Number(opt);
|
||||
lastRealtimePnlUnit = underly;
|
||||
lastRealtimePnlSpotPx = spotPx;
|
||||
lastRealtimePnlUnit = "U";
|
||||
lastRealtimePnlSpotPx = null;
|
||||
document.querySelectorAll('[data-funds-field="realtime-pnl"]').forEach((pnlEl) => {
|
||||
pnlEl.innerText = text;
|
||||
pnlEl.classList.toggle("pnl-pos", totalU > 0);
|
||||
@@ -1180,11 +1177,11 @@ function paintRealtimePnlFromSnapshot(data){
|
||||
});
|
||||
return;
|
||||
}
|
||||
paintRealtimePnl(opt, underly, spotPx);
|
||||
paintRealtimePnl(opt, "U");
|
||||
return;
|
||||
}
|
||||
// 期权盈亏拉取失败时保留上次有效值,避免顶栏闪成 0/—
|
||||
if (lastRealtimePnl != null && (lastRealtimePnlUnit === "ETH" || lastRealtimePnlUnit === "BTC")) {
|
||||
if (lastRealtimePnl != null && lastRealtimePnlUnit === "U") {
|
||||
return;
|
||||
}
|
||||
}
|
||||
@@ -1307,16 +1304,8 @@ function applyAccountSnapshot(data){
|
||||
setFundsFieldText("options-trading-usdc", optTrading);
|
||||
}
|
||||
if(typeof data.unrealized_pnl !== "undefined" || typeof data.options_unrealized_pnl !== "undefined"){
|
||||
const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
|
||||
if (coinMode && data.options_unrealized_pnl != null && !Number.isNaN(Number(data.options_unrealized_pnl))) {
|
||||
paintRealtimePnl(
|
||||
data.options_unrealized_pnl,
|
||||
String(data.options_underly || "ETH").toUpperCase() || "ETH",
|
||||
data.options_index_px
|
||||
);
|
||||
} else if (typeof data.unrealized_pnl !== "undefined") {
|
||||
updateRealtimePnl(data.unrealized_pnl, "U");
|
||||
}
|
||||
// 与 order_prices 轮询共用:options_unrealized_pnl 已是 U,勿再按 ETH×指数(否则顶栏会在正确/上万之间闪烁)
|
||||
paintRealtimePnlFromSnapshot(data);
|
||||
}
|
||||
if(typeof data.total !== "undefined" && data.total !== null){
|
||||
setFundsFieldText("stat-total", String(data.total));
|
||||
|
||||
@@ -1642,19 +1642,15 @@ function paintRealtimePnlFromSnapshot(data){
|
||||
const spotPx = data.options_index_px != null ? Number(data.options_index_px) : null;
|
||||
if (coinMode) {
|
||||
if (opt != null && !Number.isNaN(Number(opt))) {
|
||||
// 币本位期权盈亏单位为币,勿与永续 U 混加成「xxU」
|
||||
// options_unrealized_pnl 已是 USDT(后端按指数折算),勿再 × 指数
|
||||
if (perp != null && Math.abs(Number(perp)) >= 0.005) {
|
||||
// 顶栏只显示合计 U:永续 U + 期权币盈亏×指数
|
||||
let totalU = Number(perp);
|
||||
if (Number.isFinite(spotPx) && spotPx > 0) {
|
||||
totalU += Number(opt) * spotPx;
|
||||
}
|
||||
const totalU = Number(perp) + Number(opt);
|
||||
const uAbs = Math.abs(totalU).toFixed(2);
|
||||
const uSign = totalU < 0 ? "-" : totalU > 0 ? "+" : "";
|
||||
const text = `${uSign}${uAbs}U`;
|
||||
lastRealtimePnl = Number(opt);
|
||||
lastRealtimePnlUnit = underly;
|
||||
lastRealtimePnlSpotPx = spotPx;
|
||||
lastRealtimePnlUnit = "U";
|
||||
lastRealtimePnlSpotPx = null;
|
||||
document.querySelectorAll('[data-funds-field="realtime-pnl"]').forEach((pnlEl) => {
|
||||
pnlEl.innerText = text;
|
||||
pnlEl.classList.toggle("pnl-pos", totalU > 0);
|
||||
@@ -1662,11 +1658,11 @@ function paintRealtimePnlFromSnapshot(data){
|
||||
});
|
||||
return;
|
||||
}
|
||||
paintRealtimePnl(opt, underly, spotPx);
|
||||
paintRealtimePnl(opt, "U");
|
||||
return;
|
||||
}
|
||||
// 期权盈亏拉取失败时保留上次有效值,避免顶栏闪成 0/—
|
||||
if (lastRealtimePnl != null && (lastRealtimePnlUnit === "ETH" || lastRealtimePnlUnit === "BTC")) {
|
||||
if (lastRealtimePnl != null && lastRealtimePnlUnit === "U") {
|
||||
return;
|
||||
}
|
||||
}
|
||||
@@ -1789,17 +1785,8 @@ function applyAccountSnapshot(data){
|
||||
setFundsFieldText("options-trading-usdc", optTrading);
|
||||
}
|
||||
if(typeof data.unrealized_pnl !== "undefined" || typeof data.options_unrealized_pnl !== "undefined"){
|
||||
const coinMode = String(data.options_margin_mode || "").toLowerCase() === "coin";
|
||||
if (coinMode && data.options_unrealized_pnl != null && !Number.isNaN(Number(data.options_unrealized_pnl))) {
|
||||
// 币本位:顶栏跟持仓卡同口径(期权净盈亏),勿用混加后的 unrealized_pnl(会被抹成 0.00)
|
||||
paintRealtimePnl(
|
||||
data.options_unrealized_pnl,
|
||||
String(data.options_underly || "ETH").toUpperCase() || "ETH",
|
||||
data.options_index_px
|
||||
);
|
||||
} else if (typeof data.unrealized_pnl !== "undefined") {
|
||||
updateRealtimePnl(data.unrealized_pnl, "U");
|
||||
}
|
||||
// 与 order_prices 轮询共用:options_unrealized_pnl 已是 U,勿再按 ETH×指数(否则顶栏会在正确/上万之间闪烁)
|
||||
paintRealtimePnlFromSnapshot(data);
|
||||
}
|
||||
if(typeof data.total !== "undefined" && data.total !== null){
|
||||
setFundsFieldText("stat-total", String(data.total));
|
||||
|
||||
@@ -11,9 +11,11 @@ from lib.options.options_close_gate_lib import (
|
||||
update_close_gate,
|
||||
)
|
||||
from lib.options.options_pricing_lib import (
|
||||
PREMIUM_DECIMALS_COIN,
|
||||
estimate_close_by_bids,
|
||||
fetch_option_mark_px,
|
||||
is_stub_bid_px,
|
||||
round_premium_amount,
|
||||
total_premium,
|
||||
)
|
||||
|
||||
@@ -304,7 +306,9 @@ def close_option_by_bid1(
|
||||
|
||||
px = float(order.get("px", locked_bid_px))
|
||||
oid = str((order.get("data") or {}).get("ordId") or "")
|
||||
prem_recv = round(total_premium(px, level_sheets * ct_mult), 4)
|
||||
prem_recv = round_premium_amount(
|
||||
total_premium(px, level_sheets * ct_mult), decimals=PREMIUM_DECIMALS_COIN
|
||||
) or 0.0
|
||||
time.sleep(0.6)
|
||||
invalidate_option_positions_cache()
|
||||
raw2 = cfg["fetch_option_positions"](ex)
|
||||
@@ -344,16 +348,25 @@ def close_option_by_bid1(
|
||||
for i, row in enumerate(open_rows):
|
||||
paid = float(row["premium_paid"] or 0)
|
||||
if i == len(open_rows) - 1:
|
||||
recv = round(prem_recv - allocated, 4)
|
||||
recv = round_premium_amount(
|
||||
prem_recv - allocated, decimals=PREMIUM_DECIMALS_COIN
|
||||
) or 0.0
|
||||
elif total_paid > 0:
|
||||
recv = round(prem_recv * (paid / total_paid), 4)
|
||||
recv = round_premium_amount(
|
||||
prem_recv * (paid / total_paid), decimals=PREMIUM_DECIMALS_COIN
|
||||
) or 0.0
|
||||
allocated += recv
|
||||
else:
|
||||
recv = round(prem_recv / len(open_rows), 4)
|
||||
recv = round_premium_amount(
|
||||
prem_recv / len(open_rows), decimals=PREMIUM_DECIMALS_COIN
|
||||
) or 0.0
|
||||
allocated += recv
|
||||
pnl = round(recv - paid, 4)
|
||||
pnl = round_premium_amount(recv - paid, decimals=PREMIUM_DECIMALS_COIN) or 0.0
|
||||
note_sql = ""
|
||||
params: list[Any] = [px, recv, pnl, oid or None]
|
||||
from lib.options.options_time_lib import options_app_now_str
|
||||
|
||||
# 占位顺序必须与 SQL 一致: close_quote/recv/pnl/ord/closed_at/[signal_note]/id
|
||||
params: list[Any] = [px, recv, pnl, oid or None, options_app_now_str()]
|
||||
if signal_note and i == len(open_rows) - 1:
|
||||
note_sql = """,
|
||||
signal_note = CASE
|
||||
@@ -366,7 +379,7 @@ def close_option_by_bid1(
|
||||
f"""
|
||||
UPDATE options_trades
|
||||
SET status = 'closed', close_quote = ?, premium_received = ?,
|
||||
realized_pnl = ?, close_ord_id = ?, closed_at = CURRENT_TIMESTAMP
|
||||
realized_pnl = ?, close_ord_id = ?, closed_at = ?
|
||||
{note_sql}
|
||||
WHERE id = ?
|
||||
""",
|
||||
|
||||
@@ -407,6 +407,8 @@ def open_coin_option_buy_full(
|
||||
|
||||
|
||||
def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
|
||||
from lib.options.options_time_lib import options_app_now_str
|
||||
|
||||
pe = 1 if kwargs.get("profit_exit_enabled") else 0
|
||||
pe_mult = float(kwargs.get("profit_exit_mult") or 1.0)
|
||||
pe_state = "active" if pe else "idle"
|
||||
@@ -416,8 +418,8 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
|
||||
inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
|
||||
open_quote, premium_paid, status, signal_note, exchange_ord_id,
|
||||
margin_mode, premium_ccy, bridge_id, budget_usdt,
|
||||
profit_exit_enabled, profit_exit_mult, profit_exit_state
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?)
|
||||
profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
kwargs["inst_id"],
|
||||
@@ -437,6 +439,7 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
|
||||
pe,
|
||||
pe_mult,
|
||||
pe_state,
|
||||
options_app_now_str(),
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
@@ -85,13 +85,13 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
|
||||
conn.close()
|
||||
except Exception:
|
||||
target_monitors = []
|
||||
from lib.options.options_positions_lib import display_pnl_from_option_row
|
||||
from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
|
||||
|
||||
upl_total = 0.0
|
||||
has_upl = False
|
||||
for p in positions:
|
||||
# 与持仓卡展示一致:优先买一净盈亏,残档回退交易所 upl
|
||||
pnl = display_pnl_from_option_row(p)
|
||||
# 合计一律折 U:币本位 × 指数,避免 BTC/ETH 币数量与 USDC 混加
|
||||
pnl = display_pnl_usdt_from_option_row(p)
|
||||
if pnl is None:
|
||||
continue
|
||||
has_upl = True
|
||||
|
||||
@@ -1,16 +1,12 @@
|
||||
"""期权持仓监控:浮盈翻倍微信提醒 + 平仓/到期状态同步."""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import sqlite3
|
||||
import time
|
||||
from datetime import datetime, timezone
|
||||
from typing import Any, Callable
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
from lib.exchange.okx_options_lib import normalize_option_exp_ms, resolve_option_close_from_history
|
||||
|
||||
_APP_TZ = ZoneInfo((os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip() or "Asia/Shanghai")
|
||||
from lib.options.options_time_lib import ms_to_options_app_str, options_app_now_str, options_wall_clock_to_ms
|
||||
|
||||
|
||||
def _safe_float(v: Any) -> float | None:
|
||||
@@ -133,18 +129,7 @@ def run_options_profit_alerts(
|
||||
|
||||
def _created_at_ms(created_at: Any) -> int | None:
|
||||
"""墙钟 created_at → UTC ms.库内时间为业务时区(默认 Asia/Shanghai),不可当 UTC."""
|
||||
if not created_at:
|
||||
return None
|
||||
raw = str(created_at).strip()
|
||||
if not raw:
|
||||
return None
|
||||
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M:%f", 26), ("%Y-%m-%d %H:%M", 16)):
|
||||
try:
|
||||
dt = datetime.strptime(raw[:ln], fmt).replace(tzinfo=_APP_TZ)
|
||||
return int(dt.timestamp() * 1000)
|
||||
except ValueError:
|
||||
continue
|
||||
return None
|
||||
return options_wall_clock_to_ms(created_at)
|
||||
|
||||
|
||||
def _group_key_for_closed_trade(row: Any) -> str:
|
||||
@@ -309,21 +294,20 @@ def sync_open_options_trades(
|
||||
prem_recv = round(paid + float(realized_pnl), 4)
|
||||
close_ms = close_info.get("close_ms")
|
||||
if close_ms:
|
||||
closed_at = datetime.fromtimestamp(int(close_ms) / 1000, tz=timezone.utc).strftime(
|
||||
"%Y-%m-%d %H:%M:%S"
|
||||
)
|
||||
closed_at = ms_to_options_app_str(close_ms)
|
||||
elif exp_ms is not None and now_ms >= int(exp_ms):
|
||||
close_reason = "expired"
|
||||
close_quote = 0.0
|
||||
prem_recv = 0.0
|
||||
realized_pnl = round(-paid, 4)
|
||||
if exp_ms:
|
||||
closed_at = datetime.fromtimestamp(int(exp_ms) / 1000, tz=timezone.utc).strftime(
|
||||
"%Y-%m-%d %H:%M:%S"
|
||||
)
|
||||
closed_at = ms_to_options_app_str(exp_ms)
|
||||
else:
|
||||
continue
|
||||
|
||||
if not closed_at:
|
||||
closed_at = options_app_now_str()
|
||||
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_trades
|
||||
@@ -332,7 +316,7 @@ def sync_open_options_trades(
|
||||
premium_received = ?,
|
||||
realized_pnl = ?,
|
||||
close_ord_id = COALESCE(?, close_ord_id),
|
||||
closed_at = COALESCE(?, closed_at, CURRENT_TIMESTAMP),
|
||||
closed_at = COALESCE(?, closed_at),
|
||||
signal_note = CASE
|
||||
WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
|
||||
THEN '到期结算'
|
||||
|
||||
@@ -95,6 +95,8 @@ def forget_close_gate_for_inst(inst_id: str) -> None:
|
||||
|
||||
def net_pnl_from_display_row(row: dict[str, Any]) -> float | None:
|
||||
"""与持仓卡「净盈亏」同口径:买一可回收 − 权利金;残档买一则无净值."""
|
||||
from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
|
||||
|
||||
preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
|
||||
if preview.get("bid_invalid"):
|
||||
return None
|
||||
@@ -112,7 +114,9 @@ def net_pnl_from_display_row(row: dict[str, Any]) -> float | None:
|
||||
recv = _safe_float(preview.get("total_received"))
|
||||
paid = _safe_float(row.get("premium_paid"))
|
||||
if covered > 0 and recv is not None and paid is not None:
|
||||
return round(recv - paid, 4)
|
||||
ccy = str(row.get("premium_ccy") or "").strip().upper()
|
||||
decimals = PREMIUM_DECIMALS_COIN if ccy in ("ETH", "BTC") else None
|
||||
return round_premium_amount(recv - paid, ccy=ccy or None, decimals=decimals)
|
||||
return None
|
||||
|
||||
|
||||
@@ -124,14 +128,42 @@ def display_pnl_from_option_row(row: dict[str, Any]) -> float | None:
|
||||
return _safe_float(row.get("upl"))
|
||||
|
||||
|
||||
def display_pnl_usdt_from_option_row(row: dict[str, Any]) -> float | None:
|
||||
"""顶栏/看板/中控「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样.
|
||||
|
||||
BTC/ETH 币本位若不折算,会被界面标成 U 而数值仍是币数量(BTC 尤为离谱).
|
||||
"""
|
||||
pnl = display_pnl_from_option_row(row)
|
||||
if pnl is None:
|
||||
return None
|
||||
ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
|
||||
if not ccy or ccy == "USDC":
|
||||
# 兜底:按合约推断币本位,避免 premium_ccy 缺失时把 BTC 盈亏当 U
|
||||
inst = str(row.get("inst_id") or row.get("instId") or "")
|
||||
mode = str(row.get("margin_mode") or "").strip().lower()
|
||||
if mode == "coin" or (
|
||||
"-USD-" in inst.upper() and "_UM" not in inst.upper()
|
||||
):
|
||||
underly = str(row.get("underlying") or (inst.split("-")[0] if inst else "") or "").upper()
|
||||
if underly in ("ETH", "BTC"):
|
||||
ccy = underly
|
||||
if ccy in ("ETH", "BTC"):
|
||||
idx = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
|
||||
if idx is None or idx <= 0:
|
||||
# 无指数时无法折算,跳过该仓以免把「币数量」当成 U
|
||||
return None
|
||||
return float(pnl) * float(idx)
|
||||
return float(pnl)
|
||||
|
||||
|
||||
def sum_options_net_pnl_usdc(
|
||||
cfg: dict[str, Any],
|
||||
ex: Any,
|
||||
raw_positions: list[dict[str, Any]] | None = None,
|
||||
) -> float | None:
|
||||
"""
|
||||
期权浮盈合计(USDC),与顶栏实时盈亏/中控口径对齐为「净盈亏」:
|
||||
各仓买一可回收 − 权利金之和;残档则回退该仓交易所 upl.
|
||||
期权浮盈合计(USDT/USDC 口径),与顶栏实时盈亏/中控对齐:
|
||||
各仓买一可回收 − 权利金;币本位再 × 指数折成 U;残档回退该仓 upl(同样折算).
|
||||
获取失败返回 None;无持仓返回 0.
|
||||
"""
|
||||
raw = raw_positions
|
||||
@@ -145,12 +177,12 @@ def sum_options_net_pnl_usdc(
|
||||
total = 0.0
|
||||
found = False
|
||||
for p in positions:
|
||||
pnl = display_pnl_from_option_row(p)
|
||||
pnl = display_pnl_usdt_from_option_row(p)
|
||||
if pnl is None:
|
||||
continue
|
||||
found = True
|
||||
total += float(pnl)
|
||||
return round(total, 8) if found else (0.0 if not positions else None)
|
||||
return round(total, 4) if found else (0.0 if not positions else None)
|
||||
|
||||
|
||||
def build_display_option_positions(
|
||||
|
||||
@@ -4,6 +4,24 @@ from __future__ import annotations
|
||||
import math
|
||||
from typing import Any
|
||||
|
||||
# 币本位权利金常为 1e-4~1e-5 量级(尤其 BTC);round(...,4) 会把净盈亏抹成 0
|
||||
PREMIUM_DECIMALS_COIN = 8
|
||||
PREMIUM_DECIMALS_FIAT = 4
|
||||
|
||||
|
||||
def round_premium_amount(v: float | None, *, ccy: str | None = None, decimals: int | None = None) -> float | None:
|
||||
"""权利金/回收/币盈亏入账精度:ETH/BTC 用 8 位,USDC 等用法币 4 位."""
|
||||
if v is None:
|
||||
return None
|
||||
try:
|
||||
n = float(v)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
if decimals is None:
|
||||
unit = (ccy or "").strip().upper()
|
||||
decimals = PREMIUM_DECIMALS_COIN if unit in ("ETH", "BTC") else PREMIUM_DECIMALS_FIAT
|
||||
return round(n, int(decimals))
|
||||
|
||||
|
||||
def ct_mult_from_meta(meta: dict[str, Any] | None) -> float:
|
||||
if not meta:
|
||||
@@ -276,7 +294,7 @@ def estimate_close_by_bids(
|
||||
"available_sheets": sz,
|
||||
"sheets": take,
|
||||
"eth_amount": eth_amount,
|
||||
"received": round(received, 4),
|
||||
"received": round_premium_amount(received, decimals=PREMIUM_DECIMALS_COIN),
|
||||
}
|
||||
)
|
||||
total_received += received
|
||||
@@ -288,15 +306,16 @@ def estimate_close_by_bids(
|
||||
estimated_pnl_ratio_pct = None
|
||||
if premium_paid is not None and covered > 0:
|
||||
paid = float(premium_paid)
|
||||
estimated_pnl = round(total_received - paid, 4)
|
||||
if paid > 0:
|
||||
# 必须用 8 位:BTC 权利金常约 1e-4,round(...,4) 会把盈亏抹成 0
|
||||
estimated_pnl = round_premium_amount(total_received - paid, decimals=PREMIUM_DECIMALS_COIN)
|
||||
if paid > 0 and estimated_pnl is not None:
|
||||
estimated_pnl_ratio_pct = round(estimated_pnl / paid * 100.0, 2)
|
||||
return {
|
||||
"levels": levels,
|
||||
"covered_sheets": covered,
|
||||
"uncovered_sheets": remaining,
|
||||
"total_received": round(total_received, 4),
|
||||
"avg_px": round(avg_px, 4) if avg_px is not None else None,
|
||||
"total_received": round_premium_amount(total_received, decimals=PREMIUM_DECIMALS_COIN),
|
||||
"avg_px": round(avg_px, 8) if avg_px is not None else None,
|
||||
"estimated_pnl": estimated_pnl,
|
||||
"estimated_pnl_ratio_pct": estimated_pnl_ratio_pct,
|
||||
"bid_invalid": False,
|
||||
|
||||
@@ -59,11 +59,13 @@ def profit_exit_hit(
|
||||
|
||||
|
||||
def required_recycle_usdc(premium_paid: float, mult: float) -> float | None:
|
||||
from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
|
||||
|
||||
prem = float(premium_paid or 0)
|
||||
m = float(mult or 0)
|
||||
if prem <= 0 or m <= 0:
|
||||
return None
|
||||
return round(prem * (1.0 + m), 4)
|
||||
return round_premium_amount(prem * (1.0 + m), decimals=PREMIUM_DECIMALS_COIN)
|
||||
|
||||
|
||||
def set_profit_exit(
|
||||
@@ -211,13 +213,34 @@ def _estimate_recycle(
|
||||
pos: dict[str, Any],
|
||||
premium_paid: float | None,
|
||||
) -> float | None:
|
||||
"""翻倍出场用可回收估算.
|
||||
|
||||
用买一价 × 全部持仓张数(不吃深度上限):深度不够时仍应触发分批平仓;
|
||||
残档/无效买一则返回 None(禁止按假买盘自动平).
|
||||
"""
|
||||
from lib.options.options_positions_lib import attach_close_preview
|
||||
from lib.options.options_pricing_lib import total_premium
|
||||
|
||||
row = dict(pos)
|
||||
attach_close_preview(cfg, ex, row, premium_paid=premium_paid)
|
||||
preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
|
||||
if preview.get("bid_invalid"):
|
||||
return None
|
||||
levels = preview.get("levels") or []
|
||||
ct_mult = float(row.get("ct_mult") or 0.01)
|
||||
sheets = int(
|
||||
abs(
|
||||
_safe_float(row.get("avail_pos") if row.get("avail_pos") is not None else row.get("pos"))
|
||||
or 0
|
||||
)
|
||||
)
|
||||
if levels and sheets > 0 and ct_mult > 0:
|
||||
try:
|
||||
px = float(levels[0].get("px") or 0)
|
||||
except (TypeError, ValueError, AttributeError):
|
||||
px = 0.0
|
||||
if px > 0:
|
||||
return round(total_premium(px, sheets * ct_mult), 8)
|
||||
return _safe_float(preview.get("total_received"))
|
||||
|
||||
|
||||
@@ -303,7 +326,8 @@ def run_options_profit_exits(
|
||||
init_hedge_plan_tables(conn)
|
||||
hedge_managed = active_hedge_option_inst_ids(conn)
|
||||
except Exception:
|
||||
return 0
|
||||
# 对冲表异常时不得整段跳过翻倍出场
|
||||
hedge_managed = set()
|
||||
|
||||
rules = profit_exit_by_inst(conn)
|
||||
triggered = 0
|
||||
|
||||
@@ -1209,7 +1209,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
sizing = dict(sizing)
|
||||
sizing["sheets"] = sheets
|
||||
sizing["eth_amount"] = round(sheets * ct_mult, 8)
|
||||
sizing["total_premium"] = round(fill_px * sheets * ct_mult, 4)
|
||||
from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
|
||||
|
||||
sizing["total_premium"] = round_premium_amount(
|
||||
fill_px * sheets * ct_mult, decimals=PREMIUM_DECIMALS_COIN
|
||||
)
|
||||
conn = cfg["get_db"]()
|
||||
trade_id = None
|
||||
target_mon = None
|
||||
@@ -1218,6 +1222,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
try:
|
||||
init_options_tables(conn)
|
||||
from lib.options.options_profit_exit_lib import ensure_profit_exit_columns
|
||||
from lib.options.options_time_lib import options_app_now_str
|
||||
|
||||
ensure_profit_exit_columns(conn)
|
||||
meta = q.get("meta") or {}
|
||||
@@ -1230,8 +1235,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
INSERT INTO options_trades
|
||||
(inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
|
||||
open_quote, premium_paid, status, signal_note, exchange_ord_id,
|
||||
profit_exit_enabled, profit_exit_mult, profit_exit_state)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?)
|
||||
profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
inst_id,
|
||||
@@ -1248,6 +1253,7 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
1 if profit_exit_enabled else 0,
|
||||
profit_exit_mult if profit_exit_enabled else 1.0,
|
||||
"active" if profit_exit_enabled else "idle",
|
||||
options_app_now_str(),
|
||||
),
|
||||
)
|
||||
trade_id = int(cur.lastrowid)
|
||||
@@ -1348,6 +1354,8 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
init_options_tables(conn)
|
||||
from lib.options.options_time_lib import options_app_now_str
|
||||
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_trades
|
||||
@@ -1356,10 +1364,10 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
WHEN signal_note IS NULL OR TRIM(signal_note) = '' THEN '委托撤销'
|
||||
ELSE signal_note
|
||||
END,
|
||||
closed_at = CURRENT_TIMESTAMP
|
||||
closed_at = ?
|
||||
WHERE inst_id = ? AND exchange_ord_id = ? AND status = 'open'
|
||||
""",
|
||||
(inst_id, ord_id),
|
||||
(options_app_now_str(), inst_id, ord_id),
|
||||
)
|
||||
conn.commit()
|
||||
finally:
|
||||
@@ -1842,32 +1850,24 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
|
||||
except Exception:
|
||||
index_px = None
|
||||
stats = compute_options_stats_from_history(history, index_px=index_px)
|
||||
# sum_options_net_pnl_usdc 已按指数折 U;勿再 × 指数(否则顶栏会变成上万假亏)
|
||||
open_float = sum_options_net_pnl_usdc(cfg, ex, raw_live)
|
||||
# 币本位浮盈为币数量,折算为 U 再与已平合计
|
||||
if open_float is not None and str(stats.get("pnl_unit") or "") == "U":
|
||||
px = index_px
|
||||
if px is None or px <= 0:
|
||||
for h in history:
|
||||
try:
|
||||
px = float(h.get("idx_px") or 0)
|
||||
except (TypeError, ValueError):
|
||||
px = 0
|
||||
if px > 0:
|
||||
break
|
||||
if px and px > 0:
|
||||
open_float = round(float(open_float) * float(px), 4)
|
||||
net_realized = _safe_float(stats.get("net_realized_pnl")) or 0.0
|
||||
total_pnl = None
|
||||
if open_float is not None:
|
||||
total_pnl = round(net_realized + float(open_float), 4)
|
||||
elif stats.get("total_closed"):
|
||||
total_pnl = round(net_realized, 4)
|
||||
from lib.options.options_margin_mode_lib import is_coin_margin_mode
|
||||
|
||||
pnl_unit = "U" if is_coin_margin_mode() else str(stats.get("pnl_unit") or "USDC")
|
||||
return jsonify(
|
||||
{
|
||||
"ok": True,
|
||||
**stats,
|
||||
"open_float_pnl": open_float,
|
||||
"total_pnl": total_pnl,
|
||||
"pnl_unit": pnl_unit,
|
||||
}
|
||||
)
|
||||
|
||||
|
||||
@@ -0,0 +1,137 @@
|
||||
"""期权复盘自动 K 线:后台线程生成标的永续双周期拼图,写回 images_json."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import threading
|
||||
from typing import Any, Callable, Optional
|
||||
|
||||
from lib.options.options_review_images_lib import (
|
||||
images_json_dumps,
|
||||
parse_options_review_images_json,
|
||||
)
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
OPTIONS_REVIEW_AUTO_CHART_TF = "auto"
|
||||
|
||||
|
||||
def underlying_to_okx_perp_symbol(
|
||||
underlying: str,
|
||||
*,
|
||||
normalize_symbol_input_fn: Callable[[str], str],
|
||||
normalize_okx_symbol_fn: Callable[[str], str],
|
||||
) -> str:
|
||||
"""ETH / ETH-USD / ETH-USDT-SWAP → ETH/USDT:USDT."""
|
||||
raw = str(underlying or "").strip().upper()
|
||||
if not raw:
|
||||
return ""
|
||||
base = raw.split("-", 1)[0].split("/", 1)[0].strip()
|
||||
if not base:
|
||||
return ""
|
||||
guess = normalize_symbol_input_fn(base) or f"{base}/USDT"
|
||||
return str(normalize_okx_symbol_fn(guess) or "").strip()
|
||||
|
||||
|
||||
def merge_auto_chart_into_images(
|
||||
existing: Optional[list],
|
||||
filename: str,
|
||||
) -> list[dict[str, str]]:
|
||||
"""保留手动槽位,用 tf=auto 放置拼图(方案甲一张总图)."""
|
||||
fname = str(filename or "").strip()
|
||||
out: list[dict[str, str]] = []
|
||||
for item in existing or []:
|
||||
if not isinstance(item, dict):
|
||||
continue
|
||||
tf = str(item.get("tf") or "").strip()
|
||||
file = str(item.get("file") or "").strip()
|
||||
if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
|
||||
continue
|
||||
out.append({"tf": tf, "file": file})
|
||||
if fname:
|
||||
out.insert(0, {"tf": OPTIONS_REVIEW_AUTO_CHART_TF, "file": fname})
|
||||
return out
|
||||
|
||||
|
||||
def build_options_review_chart_filename(trade_id: int) -> str:
|
||||
return f"options_journal_chart_{int(trade_id)}.png"
|
||||
|
||||
|
||||
def schedule_options_review_exchange_chart(
|
||||
*,
|
||||
trade_id: int,
|
||||
exchange_symbol: str,
|
||||
title_prefix: str,
|
||||
journal_tfs: list[str],
|
||||
journal_limit: int,
|
||||
marker_payload: dict[str, Any],
|
||||
upload_folder: str,
|
||||
generate_chart_fn: Callable[..., str | None],
|
||||
get_db_fn: Callable[[], Any],
|
||||
now_str_fn: Callable[[], str],
|
||||
) -> None:
|
||||
"""保存后立即返回;线程内画图并合并进 options_review_entries.images_json."""
|
||||
tid = int(trade_id or 0)
|
||||
if tid <= 0 or not callable(generate_chart_fn) or not callable(get_db_fn):
|
||||
return
|
||||
symbol = str(exchange_symbol or "").strip()
|
||||
if not symbol:
|
||||
return
|
||||
tfs = [str(x).strip() for x in (journal_tfs or []) if str(x).strip()]
|
||||
if not tfs:
|
||||
return
|
||||
|
||||
def _run() -> None:
|
||||
try:
|
||||
chart_fname = build_options_review_chart_filename(tid)
|
||||
saved = generate_chart_fn(
|
||||
symbol,
|
||||
title_prefix,
|
||||
timeframes=tfs,
|
||||
limit=journal_limit,
|
||||
out_dir=upload_folder,
|
||||
filename=chart_fname,
|
||||
filename_prefix="options_journal_chart",
|
||||
marker_payload=marker_payload,
|
||||
marker_timeframes={x.lower() for x in tfs},
|
||||
layout="vertical",
|
||||
)
|
||||
if not saved:
|
||||
logger.warning("options review chart async empty trade_id=%s", tid)
|
||||
return
|
||||
conn = get_db_fn()
|
||||
try:
|
||||
row = conn.execute(
|
||||
"SELECT images_json FROM options_review_entries WHERE trade_id=?",
|
||||
(tid,),
|
||||
).fetchone()
|
||||
if not row:
|
||||
logger.warning(
|
||||
"options review chart async missing entry trade_id=%s", tid
|
||||
)
|
||||
return
|
||||
images = parse_options_review_images_json(row["images_json"])
|
||||
merged = merge_auto_chart_into_images(images, saved)
|
||||
primary = merged[0]["file"] if merged else saved
|
||||
conn.execute(
|
||||
"""UPDATE options_review_entries
|
||||
SET images_json=?, image=?, updated_at=?
|
||||
WHERE trade_id=?""",
|
||||
(
|
||||
images_json_dumps(merged),
|
||||
primary,
|
||||
now_str_fn(),
|
||||
tid,
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
finally:
|
||||
conn.close()
|
||||
except Exception:
|
||||
logger.exception("options review chart async failed trade_id=%s", tid)
|
||||
|
||||
threading.Thread(
|
||||
target=_run,
|
||||
name=f"options-review-chart-{tid}",
|
||||
daemon=True,
|
||||
).start()
|
||||
@@ -715,6 +715,13 @@ def ensure_local_review_synced(
|
||||
backfill_exchange_pnl: bool = True,
|
||||
) -> dict[str, Any]:
|
||||
"""列表/统计前轻量刷新本地源;有交易所时先用历史仓位盈亏覆盖本地再导入复盘."""
|
||||
from lib.options.options_time_lib import (
|
||||
migrate_options_utc_wall_clock_to_app,
|
||||
repair_swapped_closed_at_signal_note,
|
||||
)
|
||||
|
||||
ts_migrate = migrate_options_utc_wall_clock_to_app(conn)
|
||||
note_swap = repair_swapped_closed_at_signal_note(conn)
|
||||
if backfill_exchange_pnl and ex is not None:
|
||||
try:
|
||||
from lib.exchange.okx_options_lib import fetch_all_option_positions_history
|
||||
@@ -735,6 +742,8 @@ def ensure_local_review_synced(
|
||||
out["repaired_usdt"] = repair_coin_review_rows_to_usdt(conn, ex=ex)
|
||||
except Exception:
|
||||
out["repaired_usdt"] = 0
|
||||
out["ts_migrate"] = ts_migrate
|
||||
out["note_swap"] = note_swap
|
||||
return out
|
||||
|
||||
|
||||
|
||||
@@ -93,6 +93,141 @@ def _require_ex(cfg: dict[str, Any]):
|
||||
return ex, ""
|
||||
|
||||
|
||||
def _truthy(raw: Any) -> bool:
|
||||
return str(raw or "").strip().lower() in ("1", "true", "on", "yes")
|
||||
|
||||
|
||||
def _prepare_review_entry_images(
|
||||
conn: Any,
|
||||
trade_id: int,
|
||||
data: dict[str, Any],
|
||||
) -> dict[str, Any]:
|
||||
"""客户端只提交手动槽位;未重新勾选自动K线时保留已有 auto 附图."""
|
||||
from lib.options.options_review_chart_async_lib import OPTIONS_REVIEW_AUTO_CHART_TF
|
||||
from lib.options.options_review_images_lib import parse_options_review_images_json
|
||||
|
||||
images = data.get("images") if isinstance(data.get("images"), list) else []
|
||||
cleaned: list[dict[str, str]] = []
|
||||
for item in images:
|
||||
if not isinstance(item, dict):
|
||||
continue
|
||||
tf = str(item.get("tf") or "").strip()
|
||||
file = str(item.get("file") or "").strip()
|
||||
if not file or tf == OPTIONS_REVIEW_AUTO_CHART_TF:
|
||||
continue
|
||||
cleaned.append({"tf": tf, "file": file})
|
||||
|
||||
want_chart = _truthy(data.get("journal_exchange_chart")) and not cleaned
|
||||
if not want_chart:
|
||||
row = conn.execute(
|
||||
"SELECT images_json FROM options_review_entries WHERE trade_id=?",
|
||||
(int(trade_id),),
|
||||
).fetchone()
|
||||
if row:
|
||||
for item in parse_options_review_images_json(row["images_json"]):
|
||||
if str(item.get("tf") or "").strip() == OPTIONS_REVIEW_AUTO_CHART_TF:
|
||||
cleaned.insert(0, dict(item))
|
||||
break
|
||||
|
||||
out = dict(data)
|
||||
out["images"] = cleaned
|
||||
return out
|
||||
|
||||
|
||||
def _maybe_schedule_options_review_chart(
|
||||
cfg: dict[str, Any],
|
||||
trade: dict[str, Any],
|
||||
data: dict[str, Any],
|
||||
) -> bool:
|
||||
"""纯期权 + 无手动截图 + 勾选自动K线 → 后台生成标的永续双周期拼图(只钉进/出场)."""
|
||||
if str(trade.get("source_type") or "").strip() != "option_spot":
|
||||
return False
|
||||
images = data.get("images") if isinstance(data.get("images"), list) else []
|
||||
has_manual = any(str((x or {}).get("file") or "").strip() for x in images)
|
||||
if has_manual or not _truthy(data.get("journal_exchange_chart")):
|
||||
return False
|
||||
|
||||
app_module = cfg.get("app_module")
|
||||
if app_module is None:
|
||||
return False
|
||||
if not bool(getattr(app_module, "ORDER_CHART_ENABLED", True)):
|
||||
return False
|
||||
generate_fn = getattr(app_module, "generate_multi_timeframe_chart_png", None)
|
||||
if not callable(generate_fn):
|
||||
return False
|
||||
|
||||
from lib.instance.journal_chart_lib import (
|
||||
parse_journal_chart_anchor,
|
||||
parse_journal_chart_limit,
|
||||
parse_journal_chart_timeframes,
|
||||
)
|
||||
from lib.options.options_review_chart_async_lib import (
|
||||
schedule_options_review_exchange_chart,
|
||||
underlying_to_okx_perp_symbol,
|
||||
)
|
||||
from lib.options.options_review_images_lib import options_review_upload_dir
|
||||
from lib.options.options_review_lib import _now_str
|
||||
|
||||
fallback_tfs = list(getattr(app_module, "ORDER_CHART_TFS", None) or [])[:2]
|
||||
journal_tfs = parse_journal_chart_timeframes(
|
||||
data.get("journal_chart_tf1"),
|
||||
data.get("journal_chart_tf2"),
|
||||
fallback_tfs or None,
|
||||
)
|
||||
journal_limit = parse_journal_chart_limit(
|
||||
data.get("journal_chart_limit"),
|
||||
int(getattr(app_module, "ORDER_CHART_LIMIT", 100) or 100),
|
||||
)
|
||||
chart_anchor = parse_journal_chart_anchor(data.get("journal_chart_anchor"))
|
||||
|
||||
underlying = str(trade.get("underlying") or data.get("underlying") or "").strip()
|
||||
exchange_symbol = underlying_to_okx_perp_symbol(
|
||||
underlying,
|
||||
normalize_symbol_input_fn=app_module.normalize_symbol_input,
|
||||
normalize_okx_symbol_fn=app_module.normalize_okx_symbol,
|
||||
)
|
||||
if not exchange_symbol:
|
||||
return False
|
||||
|
||||
to_ms = getattr(app_module, "_local_input_datetime_to_ms", None)
|
||||
if not callable(to_ms):
|
||||
return False
|
||||
entry_ts = to_ms(trade.get("opened_at"))
|
||||
exit_ts = to_ms(trade.get("closed_at"))
|
||||
if entry_ts is None and exit_ts is None:
|
||||
return False
|
||||
|
||||
now_ms = None
|
||||
app_now = getattr(app_module, "app_now", None)
|
||||
if callable(app_now):
|
||||
try:
|
||||
now_ms = int(app_now().timestamp() * 1000)
|
||||
except Exception:
|
||||
now_ms = None
|
||||
|
||||
inst = str(trade.get("inst_id") or underlying or f"#{trade.get('id') or ''}").strip()
|
||||
upload_folder = options_review_upload_dir(cfg["upload_folder"])
|
||||
schedule_options_review_exchange_chart(
|
||||
trade_id=int(trade["id"]),
|
||||
exchange_symbol=exchange_symbol,
|
||||
title_prefix=f"{underlying or 'OPT'} {inst} review",
|
||||
journal_tfs=journal_tfs,
|
||||
journal_limit=journal_limit,
|
||||
marker_payload={
|
||||
"entry_ts_ms": entry_ts,
|
||||
"exit_ts_ms": exit_ts,
|
||||
# 只按时间钉进/出场,不传价格与止损
|
||||
"chart_anchor": chart_anchor,
|
||||
"now_ts_ms": now_ms,
|
||||
},
|
||||
upload_folder=upload_folder,
|
||||
generate_chart_fn=generate_fn,
|
||||
get_db_fn=cfg["get_db"],
|
||||
now_str_fn=_now_str,
|
||||
)
|
||||
return True
|
||||
|
||||
|
||||
def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: str) -> None:
|
||||
lr = cfg["login_required"]
|
||||
|
||||
@@ -216,9 +351,16 @@ def register_options_review_routes(app: Flask, cfg: dict[str, Any], repo_root: s
|
||||
return jsonify({"ok": False, "msg": "trade_id 无效"}), 400
|
||||
conn = cfg["get_db"]()
|
||||
try:
|
||||
data = _prepare_review_entry_images(conn, trade_id, data)
|
||||
out = save_review_entry(conn, trade_id, data)
|
||||
if out.get("ok"):
|
||||
conn.commit()
|
||||
chart_queued = _maybe_schedule_options_review_chart(
|
||||
cfg, out.get("trade") or {}, data
|
||||
)
|
||||
if chart_queued:
|
||||
out = dict(out)
|
||||
out["chart_queued"] = True
|
||||
return jsonify(out), (200 if out.get("ok") else 400)
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
@@ -0,0 +1,181 @@
|
||||
"""期权业务时区墙钟:库内统一按 APP_TIMEZONE(默认 Asia/Shanghai)存储,不可当 UTC."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import sqlite3
|
||||
from datetime import datetime, timezone
|
||||
from typing import Any, Optional
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
_APP_TZ = ZoneInfo(
|
||||
(os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
|
||||
or "Asia/Shanghai"
|
||||
)
|
||||
_MIGRATE_FLAG = "options_ts_utc_wall_to_app_done"
|
||||
_SWAP_REPAIR_FLAG = "options_closed_at_note_swap_done"
|
||||
|
||||
|
||||
def options_app_tz() -> ZoneInfo:
|
||||
return _APP_TZ
|
||||
|
||||
|
||||
def options_app_now_str() -> str:
|
||||
return datetime.now(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
|
||||
|
||||
|
||||
def ms_to_options_app_str(ms: Any) -> Optional[str]:
|
||||
"""交易所 ms(UTC 绝对时间) → 业务时区墙钟字符串."""
|
||||
try:
|
||||
val = float(ms)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
if val <= 0:
|
||||
return None
|
||||
try:
|
||||
dt = datetime.fromtimestamp(int(val) / 1000.0, tz=timezone.utc).astimezone(_APP_TZ)
|
||||
return dt.strftime("%Y-%m-%d %H:%M:%S")
|
||||
except (TypeError, ValueError, OSError, OverflowError):
|
||||
return None
|
||||
|
||||
|
||||
def options_wall_clock_to_ms(raw: Any) -> Optional[int]:
|
||||
"""业务时区墙钟 → UTC ms(与合约复盘 _local_input_datetime_to_ms 同口径)."""
|
||||
if raw is None or raw == "":
|
||||
return None
|
||||
s = str(raw).strip().replace("T", " ")
|
||||
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
|
||||
try:
|
||||
dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=_APP_TZ)
|
||||
return int(dt.timestamp() * 1000)
|
||||
except ValueError:
|
||||
continue
|
||||
return None
|
||||
|
||||
|
||||
def utc_wall_clock_to_app_str(raw: Any) -> Optional[str]:
|
||||
"""把误存成 UTC 墙钟的字符串改写为业务时区墙钟(+8 等)."""
|
||||
if raw is None or raw == "":
|
||||
return None
|
||||
s = str(raw).strip().replace("T", " ")
|
||||
for fmt, ln in (("%Y-%m-%d %H:%M:%S", 19), ("%Y-%m-%d %H:%M", 16)):
|
||||
try:
|
||||
dt = datetime.strptime(s[:ln], fmt).replace(tzinfo=timezone.utc)
|
||||
return dt.astimezone(_APP_TZ).strftime("%Y-%m-%d %H:%M:%S")
|
||||
except ValueError:
|
||||
continue
|
||||
return None
|
||||
|
||||
|
||||
def migrate_options_utc_wall_clock_to_app(conn: sqlite3.Connection) -> dict[str, int]:
|
||||
"""一次性:历史 UTC 墙钟(SQLite CURRENT_TIMESTAMP / 旧 monitor)改为业务时区.
|
||||
|
||||
幂等:同步状态 options_ts_utc_wall_to_app_done=1 后跳过.
|
||||
"""
|
||||
from lib.options.options_review_db import init_options_review_tables
|
||||
from lib.options.options_review_lib import get_sync_state, set_sync_state
|
||||
|
||||
init_options_review_tables(conn)
|
||||
if get_sync_state(conn, _MIGRATE_FLAG) == "1":
|
||||
return {"skipped": 1, "trades": 0, "review": 0, "hidden": 0}
|
||||
|
||||
def _shift_table(table: str, cols: tuple[str, ...]) -> int:
|
||||
try:
|
||||
rows = conn.execute(
|
||||
f"SELECT rowid AS _rid, {', '.join(cols)} FROM {table}"
|
||||
).fetchall()
|
||||
except sqlite3.Error:
|
||||
return 0
|
||||
n = 0
|
||||
for row in rows:
|
||||
sets: list[str] = []
|
||||
vals: list[Any] = []
|
||||
for col in cols:
|
||||
old = row[col]
|
||||
new = utc_wall_clock_to_app_str(old)
|
||||
if new and str(old or "").strip() != new:
|
||||
sets.append(f"{col}=?")
|
||||
vals.append(new)
|
||||
if not sets:
|
||||
continue
|
||||
vals.append(int(row["_rid"]))
|
||||
conn.execute(
|
||||
f"UPDATE {table} SET {', '.join(sets)} WHERE rowid=?",
|
||||
vals,
|
||||
)
|
||||
n += 1
|
||||
return n
|
||||
|
||||
trades = 0
|
||||
try:
|
||||
from lib.options.options_db import init_options_tables
|
||||
|
||||
init_options_tables(conn)
|
||||
trades = _shift_table("options_trades", ("created_at", "closed_at"))
|
||||
except Exception:
|
||||
trades = 0
|
||||
|
||||
review = _shift_table("options_review_trades", ("opened_at", "closed_at"))
|
||||
hidden = _shift_table("options_review_hidden", ("closed_at",))
|
||||
|
||||
set_sync_state(conn, _MIGRATE_FLAG, "1")
|
||||
return {"skipped": 0, "trades": trades, "review": review, "hidden": hidden}
|
||||
|
||||
|
||||
def repair_swapped_closed_at_signal_note(conn: sqlite3.Connection) -> dict[str, int]:
|
||||
"""修复 close_option_by_bid1 曾把 signal_note 写入 closed_at 的坏行.
|
||||
|
||||
典型表现: closed_at='翻倍出场'/'目标位平仓', signal_note 反而是时间戳.
|
||||
幂等:同步状态 options_closed_at_note_swap_done=1 后仍扫描可修行(新坏行可再修).
|
||||
"""
|
||||
from lib.options.options_review_db import init_options_review_tables
|
||||
from lib.options.options_review_lib import set_sync_state
|
||||
|
||||
init_options_review_tables(conn)
|
||||
trades_fixed = 0
|
||||
review_fixed = 0
|
||||
try:
|
||||
from lib.options.options_db import init_options_tables
|
||||
|
||||
init_options_tables(conn)
|
||||
rows = conn.execute(
|
||||
"""
|
||||
SELECT id, closed_at, signal_note
|
||||
FROM options_trades
|
||||
WHERE status = 'closed'
|
||||
AND closed_at IS NOT NULL
|
||||
AND TRIM(closed_at) != ''
|
||||
"""
|
||||
).fetchall()
|
||||
for row in rows:
|
||||
closed = str(row["closed_at"] or "").strip()
|
||||
note = str(row["signal_note"] or "").strip()
|
||||
if options_wall_clock_to_ms(closed) is not None:
|
||||
continue
|
||||
if options_wall_clock_to_ms(note) is None:
|
||||
continue
|
||||
conn.execute(
|
||||
"""
|
||||
UPDATE options_trades
|
||||
SET closed_at = ?, signal_note = ?
|
||||
WHERE id = ?
|
||||
""",
|
||||
(note, closed, int(row["id"])),
|
||||
)
|
||||
trades_fixed += 1
|
||||
hk = f"local_opt:{int(row['id'])}"
|
||||
cur = conn.execute(
|
||||
"""
|
||||
UPDATE options_review_trades
|
||||
SET closed_at = ?
|
||||
WHERE history_key = ?
|
||||
AND (closed_at IS NULL OR TRIM(closed_at) = '' OR closed_at = ?)
|
||||
""",
|
||||
(note, hk, closed),
|
||||
)
|
||||
review_fixed += int(cur.rowcount or 0)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
set_sync_state(conn, _SWAP_REPAIR_FLAG, "1")
|
||||
return {"trades": trades_fixed, "review": review_fixed}
|
||||
@@ -327,6 +327,37 @@
|
||||
</div>
|
||||
<p class="sub journal-upload-hint">可只传部分周期;选文件后即时上传</p>
|
||||
|
||||
<div class="form-row or-chart-options journal-chart-options hidden" id="or-chart-options" style="flex-wrap:wrap;align-items:center">
|
||||
<label style="display:flex;align-items:center;gap:6px;font-size:.82rem">
|
||||
<input type="checkbox" id="or-exchange-chart" value="true">
|
||||
保存后后台生成 K 线图并作为截图(不阻塞保存)
|
||||
</label>
|
||||
<label style="font-size:.82rem;color:#9aa">周期1</label>
|
||||
<select id="or-chart-tf1" style="min-width:72px">
|
||||
{% for tf in journal_chart_tf_choices %}
|
||||
<option value="{{ tf }}" {% if tf == journal_chart_default_tf1 %}selected{% endif %}>{{ tf }}</option>
|
||||
{% endfor %}
|
||||
</select>
|
||||
<label style="font-size:.82rem;color:#9aa">周期2</label>
|
||||
<select id="or-chart-tf2" style="min-width:72px">
|
||||
{% for tf in journal_chart_tf_choices %}
|
||||
<option value="{{ tf }}" {% if tf == journal_chart_default_tf2 %}selected{% endif %}>{{ tf }}</option>
|
||||
{% endfor %}
|
||||
</select>
|
||||
<label style="font-size:.82rem;color:#9aa">K线数</label>
|
||||
<select id="or-chart-limit" style="min-width:72px">
|
||||
{% for n in [100, 150, 200, 250, 300, 400, 500] %}
|
||||
<option value="{{ n }}" {% if n == journal_chart_default_limit %}selected{% endif %}>{{ n }}</option>
|
||||
{% endfor %}
|
||||
</select>
|
||||
<label style="font-size:.82rem;color:#9aa">K线截止</label>
|
||||
<select id="or-chart-anchor" style="min-width:96px" title="K线窗口右端对齐的时间">
|
||||
<option value="close" {% if journal_chart_default_anchor == 'close' %}selected{% endif %}>平仓时间</option>
|
||||
<option value="now" {% if journal_chart_default_anchor == 'now' %}selected{% endif %}>当前时间</option>
|
||||
</select>
|
||||
</div>
|
||||
<div class="sub or-chart-hint hidden" id="or-chart-hint" style="font-size:.72rem;margin-top:2px;margin-bottom:0">纯期权:按标的永续画双周期上下图;只按时间标记进场/出场,不标止损;有手动截图时不自动生成</div>
|
||||
|
||||
<div class="or-mood-grid mood-grid">
|
||||
<label><input type="checkbox" class="or-mood" value="怕踏空">怕踏空</label>
|
||||
<label><input type="checkbox" class="or-mood" value="报复开仓">报复开仓</label>
|
||||
|
||||
@@ -817,7 +817,19 @@
|
||||
return `${sign}${fmt(n, 2)}U`;
|
||||
}
|
||||
|
||||
/** 中控期权浮盈汇总框:只显示换算后的 U(持仓表净盈亏仍用 fmtOptPnlText 双显). */
|
||||
/** 已是 USDT 的期权浮盈合计(upl_total_usdc),禁止再按币×指数. */
|
||||
function fmtOptFloatUsdt(v) {
|
||||
if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
|
||||
const n = Number(v);
|
||||
const uAbs = Math.abs(n).toFixed(2);
|
||||
const uSign = n < 0 ? "-" : n > 0 ? "+" : "";
|
||||
return `${uSign}${uAbs}U`;
|
||||
}
|
||||
|
||||
/**
|
||||
* 币数量 → U(仅逐仓净盈亏双显/兜底合计用).
|
||||
* 汇总框勿用:后端 upl_total 已折 U,再乘会变成上万假亏.
|
||||
*/
|
||||
function fmtOptPnlUsdtOnly(v, ccy, spotPx) {
|
||||
if (v === null || v === undefined || Number.isNaN(Number(v))) return "—";
|
||||
const n = Number(v);
|
||||
@@ -3939,6 +3951,7 @@
|
||||
const bal =
|
||||
opt.balances && typeof opt.balances === "object" ? opt.balances : {};
|
||||
const pick = (a, b) => (a != null && a !== "" ? a : b);
|
||||
// upl_total_usdc 实际为已折 USDT 的合计(币本位 × 指数后)
|
||||
let upl =
|
||||
opt.upl_total_usdc != null && Number.isFinite(Number(opt.upl_total_usdc))
|
||||
? Number(opt.upl_total_usdc)
|
||||
@@ -3949,10 +3962,16 @@
|
||||
let found = false;
|
||||
pos.forEach((p) => {
|
||||
const n = optionsRowDisplayPnl(p);
|
||||
if (n != null) {
|
||||
sum += n;
|
||||
found = true;
|
||||
if (n == null || !Number.isFinite(Number(n))) return;
|
||||
const ccy = String(optPremiumCcyOf(p) || "").toUpperCase();
|
||||
let uu = Number(n);
|
||||
if (ccy === "ETH" || ccy === "BTC") {
|
||||
const px = spotPxFromOptMeta(opt, p);
|
||||
if (!Number.isFinite(px) || !(px > 0)) return;
|
||||
uu = Number(n) * px;
|
||||
}
|
||||
sum += uu;
|
||||
found = true;
|
||||
});
|
||||
if (found) upl = sum;
|
||||
}
|
||||
@@ -3987,11 +4006,10 @@
|
||||
? `${fmt(fundUsdt, 2)} <small style="font-size:12px;color:var(--muted)">U</small>`
|
||||
: "—";
|
||||
const tradeTxt = formatCoinTradingLabel(usdt, eth, btc);
|
||||
const pnlCcy = optionsPanelCcy(optMeta);
|
||||
const spotPx = spotPxFromOptMeta(optMeta);
|
||||
// 汇总 upnl 已是 USDT,勿再按 ETH/BTC×指数(否则 -6U 会变成 -1.7万U)
|
||||
const pnlTxt = upnl == null || Number.isNaN(Number(upnl))
|
||||
? "—"
|
||||
: `<span class="${pnlCls(upnl)}">${fmtOptPnlUsdtOnly(upnl, pnlCcy, spotPx)}</span>`;
|
||||
: `<span class="${pnlCls(upnl)}">${fmtOptFloatUsdt(upnl)}</span>`;
|
||||
return `<div class="${rowCls}">
|
||||
<div class="stat-box"><div class="stat-label">资金账户</div><div class="stat-value">${fundTxt}</div></div>
|
||||
<div class="stat-box"><div class="stat-label">交易账户</div><div class="stat-value">${tradeTxt}</div></div>
|
||||
@@ -4671,14 +4689,14 @@
|
||||
parts.push(`交易 ${fmt(bal.trading, 2)}U`);
|
||||
}
|
||||
if (optUpl != null && Number.isFinite(Number(optUpl))) {
|
||||
parts.push(`浮盈 ${fmtOptPnlUsdtOnly(optUpl, optCcy, spotPxFromOptMeta(opt))}`);
|
||||
parts.push(`浮盈 ${fmtOptFloatUsdt(optUpl)}`);
|
||||
}
|
||||
if (optUpl != null && Number.isFinite(Number(optUpl)) && openCount === 0) {
|
||||
// 永续空仓时主数字优先展示期权浮盈(只显示 U)
|
||||
// 永续空仓时主数字优先展示期权浮盈(已是 U,勿再按币折算)
|
||||
pnlShow = optUpl;
|
||||
pnlSuffix = "期权";
|
||||
pnlUnit = optCcy;
|
||||
pnlSpotPx = spotPxFromOptMeta(opt);
|
||||
pnlUnit = "USDC";
|
||||
pnlSpotPx = null;
|
||||
}
|
||||
}
|
||||
optLine = parts.join(" · ");
|
||||
|
||||
@@ -79,12 +79,52 @@ class HubOptionsFundsLibTests(TestCase):
|
||||
"premium_ccy": "ETH",
|
||||
"upl": 0.0016,
|
||||
"idx_px": 2280.0,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
],
|
||||
}
|
||||
out = options_float_pnl_usdt(snap)
|
||||
self.assertAlmostEqual(out, round(0.0016 * 2280.0, 4), places=4)
|
||||
|
||||
def test_options_float_pnl_usdt_btc_coin_times_btc_index(self):
|
||||
from lib.hub.hub_options_funds_lib import options_float_pnl_usdt
|
||||
|
||||
snap = {
|
||||
"ok": True,
|
||||
"enabled": True,
|
||||
"options_margin_mode": "coin",
|
||||
# 默认指数若误用 ETH 也不应覆盖逐仓 BTC idx
|
||||
"options_index_px": 3000.0,
|
||||
"upl_total_usdc": -100.0,
|
||||
"positions": [
|
||||
{
|
||||
"inst_id": "BTC-USD-260327-100000-P",
|
||||
"margin_mode": "coin",
|
||||
"premium_ccy": "BTC",
|
||||
"upl": -0.001,
|
||||
"idx_px": 100000.0,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
],
|
||||
}
|
||||
out = options_float_pnl_usdt(snap)
|
||||
self.assertAlmostEqual(out, -100.0, places=4)
|
||||
|
||||
def test_options_float_pnl_usdt_fallback_already_usdt_no_double_fx(self):
|
||||
"""实例 hub 合计已折 U 时,回退不可再 × 指数."""
|
||||
from lib.hub.hub_options_funds_lib import options_float_pnl_usdt
|
||||
|
||||
snap = {
|
||||
"ok": True,
|
||||
"enabled": True,
|
||||
"options_margin_mode": "coin",
|
||||
"options_index_px": 100000.0,
|
||||
"upl_total_usdc": -100.0,
|
||||
"positions": [],
|
||||
}
|
||||
out = options_float_pnl_usdt(snap)
|
||||
self.assertAlmostEqual(out, -100.0, places=4)
|
||||
|
||||
def test_repair_double_counted_fund_entry(self):
|
||||
raw = {
|
||||
"funding_usdt": 586.82,
|
||||
|
||||
@@ -0,0 +1,44 @@
|
||||
"""币本位期权浮盈折 U(BTC/ETH 不得把币数量直接当 U)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
|
||||
from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
|
||||
|
||||
|
||||
class DisplayPnlUsdtTests(unittest.TestCase):
|
||||
def test_btc_coin_pnl_times_index(self):
|
||||
row = {
|
||||
"inst_id": "BTC-USD-260327-100000-P",
|
||||
"premium_ccy": "BTC",
|
||||
"margin_mode": "coin",
|
||||
"idx_px": 100000.0,
|
||||
"upl": -0.001,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -100.0, places=4)
|
||||
|
||||
def test_btc_infers_ccy_when_premium_ccy_missing(self):
|
||||
row = {
|
||||
"inst_id": "BTC-USD-260327-100000-C",
|
||||
"margin_mode": "coin",
|
||||
"underlying": "BTC",
|
||||
"idx_px": 95000.0,
|
||||
"upl": 0.002,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), 190.0, places=4)
|
||||
|
||||
def test_usdc_unchanged(self):
|
||||
row = {
|
||||
"inst_id": "BTC-USD_UM-260327-100000-C",
|
||||
"premium_ccy": "USDC",
|
||||
"margin_mode": "usdc",
|
||||
"upl": -12.5,
|
||||
"close_preview": {"bid_invalid": True},
|
||||
}
|
||||
self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -0,0 +1,39 @@
|
||||
"""翻倍出场:买一价×全仓张数判定达标(不受买一深度截断)."""
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
from unittest.mock import patch
|
||||
|
||||
from lib.options.options_profit_exit_lib import _estimate_recycle, profit_exit_hit
|
||||
|
||||
|
||||
class ProfitExitHitTests(unittest.TestCase):
|
||||
def test_hit_at_0_3_mult(self):
|
||||
self.assertTrue(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.3, mult=0.3))
|
||||
self.assertFalse(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.29, mult=0.3))
|
||||
|
||||
def test_estimate_uses_full_sheets_not_depth(self):
|
||||
pos = {"inst_id": "ETH-USD-260927-2700-P", "pos": 100, "ct_mult": 0.01}
|
||||
preview = {
|
||||
"bid_invalid": False,
|
||||
"levels": [{"px": 0.2, "sheets": 10}],
|
||||
"total_received": 0.02,
|
||||
}
|
||||
|
||||
def fake_attach(cfg, ex, row, premium_paid=None):
|
||||
row["close_preview"] = preview
|
||||
row["ct_mult"] = 0.01
|
||||
row["pos"] = 100
|
||||
return row
|
||||
|
||||
with patch(
|
||||
"lib.options.options_positions_lib.attach_close_preview",
|
||||
side_effect=fake_attach,
|
||||
):
|
||||
recv = _estimate_recycle({}, object(), pos, 1.0)
|
||||
self.assertAlmostEqual(float(recv), 0.2, places=6)
|
||||
self.assertTrue(profit_exit_hit(premium_paid=0.15, recycle_usdc=float(recv), mult=0.3))
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -0,0 +1,157 @@
|
||||
"""期权复盘自动 K 线:单元测试."""
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import unittest
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
from lib.options.options_review_chart_async_lib import (
|
||||
OPTIONS_REVIEW_AUTO_CHART_TF,
|
||||
build_options_review_chart_filename,
|
||||
merge_auto_chart_into_images,
|
||||
schedule_options_review_exchange_chart,
|
||||
underlying_to_okx_perp_symbol,
|
||||
)
|
||||
from lib.options.options_review_db import init_options_review_tables
|
||||
from lib.options.options_review_lib import save_review_entry, upsert_option_history_row
|
||||
|
||||
|
||||
def _conn() -> sqlite3.Connection:
|
||||
c = sqlite3.connect(":memory:")
|
||||
c.row_factory = sqlite3.Row
|
||||
init_options_review_tables(c)
|
||||
return c
|
||||
|
||||
|
||||
class OptionsReviewChartAsyncTests(unittest.TestCase):
|
||||
def test_underlying_to_okx_perp_symbol(self):
|
||||
self.assertEqual(
|
||||
underlying_to_okx_perp_symbol(
|
||||
"ETH-USD",
|
||||
normalize_symbol_input_fn=lambda s: f"{s}/USDT",
|
||||
normalize_okx_symbol_fn=lambda s: f"{s.split('/')[0]}/USDT:USDT"
|
||||
if "/" in s
|
||||
else s,
|
||||
),
|
||||
"ETH/USDT:USDT",
|
||||
)
|
||||
|
||||
def test_merge_auto_chart_keeps_manual_slots(self):
|
||||
merged = merge_auto_chart_into_images(
|
||||
[
|
||||
{"tf": "auto", "file": "old.png"},
|
||||
{"tf": "15m", "file": "m15.png"},
|
||||
],
|
||||
"new_auto.png",
|
||||
)
|
||||
self.assertEqual(merged[0]["tf"], OPTIONS_REVIEW_AUTO_CHART_TF)
|
||||
self.assertEqual(merged[0]["file"], "new_auto.png")
|
||||
self.assertEqual(merged[1], {"tf": "15m", "file": "m15.png"})
|
||||
|
||||
def test_chart_filename(self):
|
||||
self.assertEqual(
|
||||
build_options_review_chart_filename(12), "options_journal_chart_12.png"
|
||||
)
|
||||
|
||||
@patch("lib.options.options_review_chart_async_lib.threading.Thread")
|
||||
def test_schedule_starts_daemon_thread(self, mock_thread_cls):
|
||||
thread = MagicMock()
|
||||
mock_thread_cls.return_value = thread
|
||||
schedule_options_review_exchange_chart(
|
||||
trade_id=7,
|
||||
exchange_symbol="ETH/USDT:USDT",
|
||||
title_prefix="t",
|
||||
journal_tfs=["15m", "1h"],
|
||||
journal_limit=100,
|
||||
marker_payload={},
|
||||
upload_folder="/tmp",
|
||||
generate_chart_fn=MagicMock(),
|
||||
get_db_fn=MagicMock(),
|
||||
now_str_fn=lambda: "2026-09-15 12:00:00",
|
||||
)
|
||||
mock_thread_cls.assert_called_once()
|
||||
self.assertTrue(mock_thread_cls.call_args.kwargs.get("daemon"))
|
||||
thread.start.assert_called_once()
|
||||
|
||||
def test_writeback_merges_auto_image(self):
|
||||
import tempfile
|
||||
from pathlib import Path
|
||||
|
||||
from lib.options.options_review_images_lib import parse_options_review_images_json
|
||||
|
||||
with tempfile.TemporaryDirectory() as td:
|
||||
db_path = Path(td) / "t.db"
|
||||
|
||||
def get_db():
|
||||
c = sqlite3.connect(str(db_path))
|
||||
c.row_factory = sqlite3.Row
|
||||
return c
|
||||
|
||||
conn = get_db()
|
||||
init_options_review_tables(conn)
|
||||
upsert_option_history_row(
|
||||
conn,
|
||||
{
|
||||
"history_key": "ex:chart1",
|
||||
"inst_id": "ETH-USD-260328-2000-C",
|
||||
"underlying": "ETH",
|
||||
"opt_type": "C",
|
||||
"realized_pnl": 1.0,
|
||||
"created_at": "2026-09-01 10:00:00",
|
||||
"closed_at": "2026-09-01 12:00:00",
|
||||
},
|
||||
)
|
||||
trade_id = conn.execute(
|
||||
"SELECT id FROM options_review_trades WHERE history_key='ex:chart1'"
|
||||
).fetchone()["id"]
|
||||
save_review_entry(
|
||||
conn,
|
||||
trade_id,
|
||||
{
|
||||
"strategy_tag": "测试",
|
||||
"images": [{"tf": "15m", "file": "options_journal_x_15m.png"}],
|
||||
},
|
||||
)
|
||||
conn.commit()
|
||||
conn.close()
|
||||
|
||||
chart_name = build_options_review_chart_filename(trade_id)
|
||||
generate = MagicMock(return_value=chart_name)
|
||||
|
||||
with patch(
|
||||
"lib.options.options_review_chart_async_lib.threading.Thread"
|
||||
) as mock_thread_cls:
|
||||
thread = MagicMock()
|
||||
mock_thread_cls.return_value = thread
|
||||
schedule_options_review_exchange_chart(
|
||||
trade_id=trade_id,
|
||||
exchange_symbol="ETH/USDT:USDT",
|
||||
title_prefix="ETH review",
|
||||
journal_tfs=["15m", "1h"],
|
||||
journal_limit=200,
|
||||
marker_payload={"entry_ts_ms": 1, "exit_ts_ms": 2},
|
||||
upload_folder=td,
|
||||
generate_chart_fn=generate,
|
||||
get_db_fn=get_db,
|
||||
now_str_fn=lambda: "2026-09-15 12:00:00",
|
||||
)
|
||||
target = mock_thread_cls.call_args.kwargs["target"]
|
||||
target()
|
||||
|
||||
conn = get_db()
|
||||
try:
|
||||
row = conn.execute(
|
||||
"SELECT images_json, image FROM options_review_entries WHERE trade_id=?",
|
||||
(trade_id,),
|
||||
).fetchone()
|
||||
self.assertEqual(row["image"], chart_name)
|
||||
images = parse_options_review_images_json(row["images_json"])
|
||||
self.assertEqual(images[0]["tf"], "auto")
|
||||
self.assertEqual(images[0]["file"], chart_name)
|
||||
self.assertTrue(any(x.get("tf") == "15m" for x in images))
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -0,0 +1,92 @@
|
||||
"""期权业务时区与 UTC 墙钟迁移单测."""
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import unittest
|
||||
from datetime import datetime, timezone
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
from lib.options.options_db import init_options_tables
|
||||
from lib.options.options_review_db import init_options_review_tables
|
||||
from lib.options.options_review_lib import get_sync_state, upsert_option_history_row
|
||||
from lib.options.options_time_lib import (
|
||||
migrate_options_utc_wall_clock_to_app,
|
||||
ms_to_options_app_str,
|
||||
options_wall_clock_to_ms,
|
||||
utc_wall_clock_to_app_str,
|
||||
)
|
||||
|
||||
|
||||
class OptionsTimeLibTests(unittest.TestCase):
|
||||
def test_ms_to_shanghai_wall_clock(self):
|
||||
# 2026-09-13 21:41:57 UTC → 2026-09-14 05:41:57 Asia/Shanghai
|
||||
ms = int(
|
||||
datetime(2026, 9, 13, 21, 41, 57, tzinfo=timezone.utc).timestamp() * 1000
|
||||
)
|
||||
self.assertEqual(ms_to_options_app_str(ms), "2026-09-14 05:41:57")
|
||||
|
||||
def test_utc_wall_to_app(self):
|
||||
self.assertEqual(
|
||||
utc_wall_clock_to_app_str("2026-09-13 21:41:57"),
|
||||
"2026-09-14 05:41:57",
|
||||
)
|
||||
|
||||
def test_wall_clock_to_ms_roundtrip(self):
|
||||
raw = "2026-09-14 05:41:57"
|
||||
ms = options_wall_clock_to_ms(raw)
|
||||
self.assertIsNotNone(ms)
|
||||
dt = datetime.fromtimestamp(ms / 1000.0, tz=ZoneInfo("Asia/Shanghai"))
|
||||
self.assertEqual(dt.strftime("%Y-%m-%d %H:%M:%S"), raw)
|
||||
|
||||
def test_migrate_once(self):
|
||||
conn = sqlite3.connect(":memory:")
|
||||
conn.row_factory = sqlite3.Row
|
||||
init_options_tables(conn)
|
||||
init_options_review_tables(conn)
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT INTO options_trades(
|
||||
inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status,
|
||||
created_at, closed_at
|
||||
) VALUES ('ETH-USD-260917-2525-P', 'ETH', 'P', 1, 0.01, 1, 'closed',
|
||||
'2026-09-13 21:41:57', '2026-09-14 02:31:00')
|
||||
"""
|
||||
)
|
||||
upsert_option_history_row(
|
||||
conn,
|
||||
{
|
||||
"history_key": "local_opt:1",
|
||||
"inst_id": "ETH-USD-260917-2525-P",
|
||||
"underlying": "ETH",
|
||||
"opt_type": "P",
|
||||
"realized_pnl": 0.5,
|
||||
"created_at": "2026-09-13 21:41:57",
|
||||
"closed_at": "2026-09-14 02:31:00",
|
||||
},
|
||||
)
|
||||
conn.commit()
|
||||
|
||||
first = migrate_options_utc_wall_clock_to_app(conn)
|
||||
self.assertEqual(first["skipped"], 0)
|
||||
self.assertGreaterEqual(first["trades"], 1)
|
||||
self.assertGreaterEqual(first["review"], 1)
|
||||
|
||||
row = conn.execute(
|
||||
"SELECT created_at, closed_at FROM options_trades WHERE id=1"
|
||||
).fetchone()
|
||||
self.assertEqual(row["created_at"], "2026-09-14 05:41:57")
|
||||
self.assertEqual(row["closed_at"], "2026-09-14 10:31:00")
|
||||
|
||||
rev = conn.execute(
|
||||
"SELECT opened_at, closed_at FROM options_review_trades WHERE history_key='local_opt:1'"
|
||||
).fetchone()
|
||||
self.assertEqual(rev["opened_at"], "2026-09-14 05:41:57")
|
||||
self.assertEqual(rev["closed_at"], "2026-09-14 10:31:00")
|
||||
self.assertEqual(get_sync_state(conn, "options_ts_utc_wall_to_app_done"), "1")
|
||||
|
||||
second = migrate_options_utc_wall_clock_to_app(conn)
|
||||
self.assertEqual(second["skipped"], 1)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user