fix卖回VWAP必须落库并覆盖指数占位价，禁止预算反推开仓价。

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

tests/test_options_review_pnl_freeze.py

@@ -7,7 +7,7 @@ import unittest
 
 class ReviewLocalSyncFreezeTests(unittest.TestCase):
     def test_refresh_recomputes_u_keeps_frozen_qty_px(self):
-        """刷新按公式重算U;权利金币/币盈亏/开仓卖回价不变."""
+        """刷新按公式重算U;权利金币/币盈亏不变."""
         from lib.options.options_db import init_options_tables
         from lib.options.options_review_lib import sync_options_from_local_trades
         from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
@@ -55,6 +55,60 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase):
         self.assertAlmostEqual(float(row["realized_pnl_total"]), 700.0, places=2)
         conn.close()
 
+    def test_refresh_prefers_bridge_sell_vwap_over_wrong_index(self):
+        """库内卖回价若是指数占位,刷新须用桥上卖回 VWAP 纠正."""
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_review_lib import sync_options_from_local_trades
+        from lib.options.options_spot_bridge_lib import (
+            BRIDGE_CLOSED,
+            add_bridge_buy_fill,
+            add_bridge_close_sell_fill,
+            ensure_bridge_table,
+            insert_bridge,
+            update_bridge,
+        )
+        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
+        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        ensure_bridge_table(conn)
+        ensure_runtime_settings_table(conn)
+        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
+        bid = insert_bridge(conn, underlying="BTC", status="holding", budget_usdt=990.0)
+        add_bridge_buy_fill(conn, bid, usdt_spent=840.10, coin_bought=0.01)
+        add_bridge_close_sell_fill(conn, bid, usdt_recovered=814.18, coin_sold=0.01)
+        update_bridge(conn, bid, status=BRIDGE_CLOSED, close=True)
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, premium_received, realized_pnl, premium_ccy,
+                open_fee, close_fee, status, realized_pnl_usdt,
+                open_index_px, close_index_px, pnl_settled, bridge_id,
+                created_at, closed_at
+            ) VALUES (
+                'BTC-USD-261015-84000-P', 'BTC', 'P', 1, 0.01,
+                0.01, 0.02, 0.01, 'BTC',
+                0, 0, 'closed', 1544.0,
+                88086.0, 85400.0, 1, ?,
+                '2026-10-12 01:46:50', '2026-10-13 08:07:35'
+            )
+            """,
+            (bid,),
+        )
+        conn.commit()
+        sync_options_from_local_trades(conn, None)
+        trade = conn.execute(
+            "SELECT realized_pnl_usdt, open_index_px, close_index_px FROM options_trades WHERE id=1"
+        ).fetchone()
+        self.assertAlmostEqual(float(trade["open_index_px"]), 84010.0, places=2)
+        self.assertAlmostEqual(float(trade["close_index_px"]), 81418.0, places=2)
+        # A = 0.01*81418 - 0.01*(84010-81418) = 814.18 - 25.92 = 788.26
+        self.assertAlmostEqual(float(trade["realized_pnl_usdt"]), 788.26, places=2)
+        conn.close()
+
     def test_premium_usdt_move_formula(self):
         from lib.options.options_db import init_options_tables
         from lib.options.options_review_lib import sync_options_from_local_trades