feat数据统计曲线改为权益采样，现金加现货币权利金与浮盈。

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

lib/common/static/options_data_stats.js

@@ -1,5 +1,5 @@
 /**
- * 实例数据统计:复盘 KPI + 资金曲线.
+ * 实例数据统计:复盘 KPI + 权益曲线.
  */
 (function (global) {
   "use strict";
@@ -278,7 +278,7 @@
         drawCurve(pts);
         if (meta) {
           meta.textContent =
-            "采样 " +
+            "权益采样 " +
             pts.length +
             " 点 · 最新 " +
             fmtCash(data.latest != null ? data.latest : pts.length ? pts[pts.length - 1].v : null);

lib/instance/instance_cash_sample_lib.py

@@ -1,4 +1,4 @@
-"""实例资金曲线采样:现金余额(不含权利金/浮盈),供数据统计页使用."""
+"""实例资金曲线采样:权益(现金+现货币+权利金+浮盈),供数据统计页使用."""
 from __future__ import annotations
 
 import datetime as dt
@@ -36,6 +36,10 @@ def init_cash_sample_table(conn) -> None:
         )
         """
     )
+    try:
+        conn.execute("ALTER TABLE instance_cash_samples ADD COLUMN equity_usdt REAL")
+    except Exception:
+        pass
 
 
 def _safe_float(v: Any) -> Optional[float]:
@@ -48,7 +52,7 @@ def _safe_float(v: Any) -> Optional[float]:
 
 
 def cash_usdt_from_balances(bal: dict[str, Any] | None) -> Optional[float]:
-    """现金 = 交易账户 + 资金账户(优先 USDT,否则 USDC);不含权利金/浮盈."""
+    """稳定币现金 = 交易账户 + 资金账户(优先 USDT,否则 USDC)."""
     if not isinstance(bal, dict):
         return None
     parts = [_safe_float(bal.get("trading_usdt")), _safe_float(bal.get("funding_usdt"))]
@@ -60,16 +64,93 @@ def cash_usdt_from_balances(bal: dict[str, Any] | None) -> Optional[float]:
     return round(sum(known), 4)
 
 
-def record_cash_sample(conn, cash_usdt: float, *, ts_ms: int | None = None) -> None:
+def spot_coin_usdt_from_balances(
+    bal: dict[str, Any] | None,
+    *,
+    btc_px: float | None = None,
+    eth_px: float | None = None,
+) -> float:
+    """交易+资金账户 BTC/ETH 现货按指数折 U(缓冲买币占用)."""
+    if not isinstance(bal, dict):
+        return 0.0
+    total = 0.0
+    btc = (_safe_float(bal.get("trading_btc")) or 0.0) + (
+        _safe_float(bal.get("funding_btc")) or 0.0
+    )
+    eth = (_safe_float(bal.get("trading_eth")) or 0.0) + (
+        _safe_float(bal.get("funding_eth")) or 0.0
+    )
+    if btc > 0 and btc_px is not None and btc_px > 0:
+        total += btc * float(btc_px)
+    if eth > 0 and eth_px is not None and eth_px > 0:
+        total += eth * float(eth_px)
+    return round(total, 4)
+
+
+def option_premium_and_upl_usdt(positions: list[dict[str, Any]] | None) -> tuple[float, float]:
+    """持仓权利金U + 浮盈U(权利金+浮盈≈期权市值)."""
+    prem = 0.0
+    upl = 0.0
+    if not positions:
+        return 0.0, 0.0
+    from lib.options.options_positions_lib import (
+        display_pnl_usdt_from_option_row,
+        premium_paid_usdt_from_option_row,
+    )
+
+    for p in positions:
+        if not isinstance(p, dict):
+            continue
+        try:
+            pu = premium_paid_usdt_from_option_row(p)
+        except Exception:
+            pu = None
+        if pu is not None:
+            prem += float(pu)
+        try:
+            du = display_pnl_usdt_from_option_row(p)
+        except Exception:
+            du = None
+        if du is not None:
+            upl += float(du)
+    return round(prem, 4), round(upl, 4)
+
+
+def equity_usdt_from_snapshot(
+    bal: dict[str, Any] | None,
+    positions: list[dict[str, Any]] | None = None,
+    *,
+    btc_px: float | None = None,
+    eth_px: float | None = None,
+) -> Optional[float]:
+    """权益 = 稳定币现金 + 现货币折U + 权利金U + 浮盈U."""
+    cash = cash_usdt_from_balances(bal)
+    spot = spot_coin_usdt_from_balances(bal, btc_px=btc_px, eth_px=eth_px)
+    prem, upl = option_premium_and_upl_usdt(positions)
+    if cash is None and spot <= 0 and prem == 0 and upl == 0:
+        return None
+    return round(float(cash or 0.0) + float(spot) + float(prem) + float(upl), 4)
+
+
+def record_cash_sample(
+    conn,
+    cash_usdt: float,
+    *,
+    equity_usdt: float | None = None,
+    ts_ms: int | None = None,
+) -> None:
     init_cash_sample_table(conn)
     t = int(ts_ms if ts_ms is not None else time.time() * 1000)
+    eq = float(equity_usdt) if equity_usdt is not None else float(cash_usdt)
     conn.execute(
         """
-        INSERT INTO instance_cash_samples(ts_ms, cash_usdt)
+        INSERT INTO instance_cash_samples(ts_ms, cash_usdt, equity_usdt)
-        VALUES (?, ?)
+        VALUES (?, ?, ?)
-        ON CONFLICT(ts_ms) DO UPDATE SET cash_usdt=excluded.cash_usdt
+        ON CONFLICT(ts_ms) DO UPDATE SET
+            cash_usdt=excluded.cash_usdt,
+            equity_usdt=excluded.equity_usdt
         """,
-        (t, float(cash_usdt)),
+        (t, float(cash_usdt), eq),
     )
     keep_ms = cash_sample_keep_days() * 86400 * 1000
     cutoff = t - keep_ms
@@ -95,17 +176,23 @@ def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
     init_cash_sample_table(conn)
     rows = conn.execute(
         """
-        SELECT ts_ms, cash_usdt
+        SELECT ts_ms, cash_usdt, equity_usdt
         FROM instance_cash_samples
         WHERE ts_ms >= ?
         ORDER BY ts_ms ASC
         """,
         (start_ms,),
     ).fetchall()
-    points = [{"t": int(r["ts_ms"]), "v": float(r["cash_usdt"])} for r in rows]
+    points = []
+    for r in rows:
+        cash = float(r["cash_usdt"])
+        eq = r["equity_usdt"]
+        v = float(eq) if eq is not None else cash
+        points.append({"t": int(r["ts_ms"]), "v": v, "cash": cash})
     return {
         "ok": True,
         "range": rk,
+        "metric": "equity",
         "points": points,
         "start_ms": start_ms,
         "end_ms": now_ms,
@@ -113,20 +200,36 @@ def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
     }
 
 
-def sample_once(get_db: Callable, fetch_balances: Callable) -> bool:
+def sample_once(get_db: Callable, fetch_snapshot: Callable) -> bool:
-    """拉取余额并写入采样;成功返回 True."""
+    """拉取快照并写入采样.
+
+    fetch_snapshot 可返回:
+      - float: 视为权益(兼容旧现金回调)
+      - dict: {cash_usdt, equity_usdt}
+    """
     global _last_sample_at
     try:
-        bal = fetch_balances()
+        snap = fetch_snapshot()
     except Exception:
         return False
-    cash = cash_usdt_from_balances(bal if isinstance(bal, dict) else None)
+    cash: float | None
-    if cash is None:
+    equity: float | None
+    if isinstance(snap, dict):
+        cash = _safe_float(snap.get("cash_usdt"))
+        equity = _safe_float(snap.get("equity_usdt"))
+    else:
+        cash = _safe_float(snap)
+        equity = cash
+    if equity is None and cash is None:
         return False
+    if cash is None:
+        cash = float(equity or 0.0)
+    if equity is None:
+        equity = float(cash)
     with _lock:
         conn = get_db()
         try:
-            record_cash_sample(conn, cash)
+            record_cash_sample(conn, float(cash), equity_usdt=float(equity))
             conn.commit()
         finally:
             conn.close()
@@ -134,23 +237,22 @@ def sample_once(get_db: Callable, fetch_balances: Callable) -> bool:
     return True
 
 
-def start_cash_sample_loop(get_db: Callable, fetch_balances: Callable) -> None:
+def start_cash_sample_loop(get_db: Callable, fetch_snapshot: Callable) -> None:
     global _thread
     if _thread and _thread.is_alive():
         return
     _stop.clear()
 
     def _loop() -> None:
-        # 启动后立刻采一笔,避免曲线长期空白
         try:
-            sample_once(get_db, fetch_balances)
+            sample_once(get_db, fetch_snapshot)
         except Exception:
             pass
         while not _stop.is_set():
             if _stop.wait(cash_sample_interval_sec()):
                 break
             try:
-                sample_once(get_db, fetch_balances)
+                sample_once(get_db, fetch_snapshot)
             except Exception:
                 pass
 

lib/instance/instance_data_stats_register.py

@@ -1,4 +1,4 @@
-"""实例数据统计:复盘 KPI + 资金曲线 API,以及后台现金采样."""
+"""实例数据统计:复盘 KPI + 权益曲线 API,以及后台权益采样."""
 from __future__ import annotations
 
 from typing import Any, Callable
@@ -10,13 +10,72 @@ def install_instance_data_stats(app: Flask, app_module: Any) -> None:
     get_db: Callable = app_module.get_db
     login_required = app_module.login_required
 
-    def _fetch_balances() -> dict[str, Any]:
+    def _fetch_equity_snapshot() -> dict[str, Any]:
+        from lib.instance.instance_cash_sample_lib import (
+            cash_usdt_from_balances,
+            equity_usdt_from_snapshot,
+        )
+
         ex = getattr(app_module, "exchange_options", None)
-        if ex is None:
+        bal: dict[str, Any] = {}
-            return {}
+        if ex is not None:
+            try:
                 from lib.exchange.okx_options_lib import fetch_options_balances
 
-        return fetch_options_balances(ex, force=False) or {}
+                bal = fetch_options_balances(ex, force=False) or {}
+            except Exception:
+                bal = {}
+        cash = cash_usdt_from_balances(bal if isinstance(bal, dict) else None)
+
+        positions: list[dict[str, Any]] = []
+        cfg = None
+        try:
+            cfg = app.extensions.get("options_cfg")
+        except Exception:
+            cfg = None
+        if isinstance(cfg, dict) and cfg.get("enabled"):
+            try:
+                from lib.options.options_dashboard_lib import (
+                    fetch_light_option_positions_for_dashboard,
+                )
+
+                positions = fetch_light_option_positions_for_dashboard(cfg) or []
+            except Exception:
+                positions = []
+
+        btc_px = eth_px = None
+        if ex is not None:
+            try:
+                from lib.options.options_stats_lib import _underlying_index_usdt
+
+                btc_px = _underlying_index_usdt(ex, "BTC")
+                eth_px = _underlying_index_usdt(ex, "ETH")
+            except Exception:
+                btc_px = eth_px = None
+        if (btc_px is None or eth_px is None) and positions:
+            for p in positions:
+                if not isinstance(p, dict):
+                    continue
+                under = str(p.get("underlying") or "").upper()
+                idx = None
+                try:
+                    idx = float(p.get("idx_px") or p.get("index_px") or 0)
+                except (TypeError, ValueError):
+                    idx = None
+                if idx is None or idx <= 0:
+                    continue
+                if under == "BTC" and btc_px is None:
+                    btc_px = idx
+                elif under == "ETH" and eth_px is None:
+                    eth_px = idx
+
+        equity = equity_usdt_from_snapshot(
+            bal if isinstance(bal, dict) else None,
+            positions,
+            btc_px=btc_px,
+            eth_px=eth_px,
+        )
+        return {"cash_usdt": cash, "equity_usdt": equity}
 
     @app.route("/api/instance/cash_curve")
     @login_required
@@ -26,9 +85,8 @@ def install_instance_data_stats(app: Flask, app_module: Any) -> None:
             sample_once,
         )
 
-        # 打开页面时尽量补一笔最新点(失败忽略)
         try:
-            sample_once(get_db, _fetch_balances)
+            sample_once(get_db, _fetch_equity_snapshot)
         except Exception:
             pass
         range_key = (request.args.get("range") or "7d").strip()
@@ -40,10 +98,9 @@ def install_instance_data_stats(app: Flask, app_module: Any) -> None:
         finally:
             conn.close()
 
-    # 后台采样(daemon);无密钥时会空转跳过
     try:
         from lib.instance.instance_cash_sample_lib import start_cash_sample_loop
 
-        start_cash_sample_loop(get_db, _fetch_balances)
+        start_cash_sample_loop(get_db, _fetch_equity_snapshot)
     except Exception as e:
         print(f"[instance_cash_sample] start skipped: {e}", flush=True)

lib/instance/templates/options_data_stats_panel.html

@@ -68,8 +68,8 @@
     </section>
 
     <section class="ods-section" aria-labelledby="ods-curve-heading">
-        <div class="ods-section-title" id="ods-curve-heading">资金曲线</div>
+        <div class="ods-section-title" id="ods-curve-heading">权益曲线</div>
-        <p class="ods-section-desc">现金余额(交易账户+资金账户,不含权利金与浮盈);后台定时采样。</p>
+        <p class="ods-section-desc">权益=稳定币现金+现货币折U+持仓权利金U+浮盈U;后台定时采样。</p>
         <div class="ods-curve-toolbar">
             <button type="button" class="ods-range-btn active" data-range="today">今日</button>
             <button type="button" class="ods-range-btn" data-range="7d">7日</button>
@@ -78,8 +78,8 @@
             <span class="ods-curve-meta" id="ods-curve-meta">—</span>
         </div>
         <div class="ods-curve-wrap">
-            <svg id="ods-curve-svg" class="ods-curve-svg" viewBox="0 0 640 240" preserveAspectRatio="none" role="img" aria-label="资金曲线"></svg>
+            <svg id="ods-curve-svg" class="ods-curve-svg" viewBox="0 0 640 240" preserveAspectRatio="none" role="img" aria-label="权益曲线"></svg>
         </div>
     </section>
 </div>
-<script src="/static/options_data_stats.js?v=1"></script>
+<script src="/static/options_data_stats.js?v=2"></script>

tests/test_instance_equity_sample.py

@@ -0,0 +1,96 @@
+"""权益曲线采样:现金+现货币+权利金+浮盈."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+
+
+class EquitySampleTests(unittest.TestCase):
+    def test_equity_fills_open_cliff(self):
+        from lib.instance.instance_cash_sample_lib import equity_usdt_from_snapshot
+
+        # 开仓后:USDT 所剩无几,BTC 缓冲 + 权利金仓位
+        bal = {
+            "trading_usdt": 50.0,
+            "funding_usdt": 0.0,
+            "trading_btc": 0.001,
+            "funding_btc": 0.0,
+        }
+        positions = [
+            {
+                "premium_paid": 0.01,
+                "premium_ccy": "BTC",
+                "open_index_px": 84000.0,
+                "idx_px": 84000.0,
+                "net_pnl": 0.0,
+                "mark": 0.01,
+            }
+        ]
+        # cash 50 + spot 84 + premium 840 = 974; 浮盈约 0
+        eq = equity_usdt_from_snapshot(bal, positions, btc_px=84000.0, eth_px=None)
+        self.assertIsNotNone(eq)
+        self.assertGreater(float(eq), 900.0)
+        # 纯现金会只有 50
+        from lib.instance.instance_cash_sample_lib import cash_usdt_from_balances
+
+        self.assertAlmostEqual(float(cash_usdt_from_balances(bal)), 50.0, places=2)
+
+    def test_query_prefers_equity_column(self):
+        from lib.instance.instance_cash_sample_lib import (
+            init_cash_sample_table,
+            query_cash_series_with_db,
+            record_cash_sample,
+        )
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_cash_sample_table(conn)
+        record_cash_sample(conn, 100.0, equity_usdt=500.0, ts_ms=1_700_000_000_000)
+        record_cash_sample(conn, 120.0, equity_usdt=None, ts_ms=1_700_000_060_000)
+        # 旧点无 equity 列时回退 cash:手动插一条仅 cash
+        conn.execute(
+            "INSERT INTO instance_cash_samples(ts_ms, cash_usdt) VALUES (?, ?)",
+            (1_700_000_120_000, 130.0),
+        )
+        conn.commit()
+        out = query_cash_series_with_db(conn, range_key="all")
+        self.assertTrue(out["ok"])
+        self.assertEqual(out["metric"], "equity")
+        pts = out["points"]
+        self.assertEqual(len(pts), 3)
+        self.assertAlmostEqual(pts[0]["v"], 500.0, places=2)
+        self.assertAlmostEqual(pts[1]["v"], 120.0, places=2)  # equity 默认写成 cash
+        self.assertAlmostEqual(pts[2]["v"], 130.0, places=2)  # 历史无 equity → cash
+        conn.close()
+
+    def test_sample_once_dict_snapshot(self):
+        import tempfile
+        from pathlib import Path
+
+        from lib.instance.instance_cash_sample_lib import (
+            query_cash_series_with_db,
+            sample_once,
+        )
+
+        tmp = Path(tempfile.mkdtemp()) / "eq.db"
+
+        def get_db():
+            c = sqlite3.connect(str(tmp))
+            c.row_factory = sqlite3.Row
+            return c
+
+        ok = sample_once(
+            get_db,
+            lambda: {"cash_usdt": 200.0, "equity_usdt": 950.0},
+        )
+        self.assertTrue(ok)
+        conn = get_db()
+        try:
+            out = query_cash_series_with_db(conn, range_key="all")
+            self.assertAlmostEqual(float(out["latest"]), 950.0, places=2)
+        finally:
+            conn.close()
+
+
+if __name__ == "__main__":
+    unittest.main()