fix卖回未完成禁止用指数提前结算,并纠正买卖VWAP回退。
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -226,7 +226,6 @@ def resolve_spot_vwap_prices(
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try:
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from lib.options.options_spot_bridge_lib import (
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BRIDGE_CLOSED,
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BRIDGE_PENDING_SELL,
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bridge_buy_vwap,
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bridge_sell_vwap,
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ensure_bridge_table,
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@@ -243,14 +242,13 @@ def resolve_spot_vwap_prices(
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st = str(
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row["status"] if row and hasattr(row, "keys") else (row[0] if row else "") or ""
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)
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if st == BRIDGE_PENDING_SELL:
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# 桥未关闭(=卖回流程未结束):禁止用平仓指数冒充卖回 VWAP 提前结算
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if st and st != BRIDGE_CLOSED:
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return open_px, None, "pending_sell"
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sv = bridge_sell_vwap(conn, bid)
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if sv is not None and sv > 0:
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close_px = sv
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elif st == BRIDGE_CLOSED and (close_px is None or close_px <= 0):
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# 已关桥但无 VWAP/冻结卖回价
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return open_px, None, "missing"
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# 已关桥但无卖回 VWAP:允许回退 close_index_px;两者都无则 missing
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except Exception:
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pass
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if open_px is None or open_px <= 0 or close_px is None or close_px <= 0:
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