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>

lib/options/options_pnl_settle_lib.py

@@ -226,7 +226,6 @@ def resolve_spot_vwap_prices(
         try:
             from lib.options.options_spot_bridge_lib import (
                 BRIDGE_CLOSED,
-                BRIDGE_PENDING_SELL,
                 bridge_buy_vwap,
                 bridge_sell_vwap,
                 ensure_bridge_table,
@@ -243,14 +242,13 @@ def resolve_spot_vwap_prices(
             st = str(
                 row["status"] if row and hasattr(row, "keys") else (row[0] if row else "") or ""
             )
-            if st == BRIDGE_PENDING_SELL:
+            # 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
+            if st and st != BRIDGE_CLOSED:
                 return open_px, None, "pending_sell"
             sv = bridge_sell_vwap(conn, bid)
             if sv is not None and sv > 0:
                 close_px = sv
-            elif st == BRIDGE_CLOSED and (close_px is None or close_px <= 0):
+            # 已关桥但无卖回 VWAP:允许回退 close_index_px;两者都无则 missing
-                # 已关桥但无 VWAP/冻结卖回价
-                return open_px, None, "missing"
         except Exception:
             pass
     if open_px is None or open_px <= 0 or close_px is None or close_px <= 0:

lib/options/options_review_lib.py

@@ -599,6 +599,18 @@ def sync_options_from_local_trades(
         if pnl_src == "pending_sell":
             status_label = "待卖回"
             pnl_u = None
+            # 清掉曾用指数提前冻上的假真盈亏
+            try:
+                conn.execute(
+                    """
+                    UPDATE options_trades
+                    SET realized_pnl_usdt = NULL, pnl_settled = 0
+                    WHERE id = ? AND COALESCE(pnl_settled, 0) = 1
+                    """,
+                    (trade_id,),
+                )
+            except Exception:
+                pass
         elif pnl_u is not None and pnl_src not in ("none", "pending_sell"):
             if frozen_usdt is None or abs(float(frozen_usdt) - float(pnl_u)) > 0.05:
                 try:

lib/options/options_spot_bridge_lib.py

@@ -184,12 +184,16 @@ def add_bridge_close_sell_fill(
 
 
 def bridge_buy_vwap(conn: sqlite3.Connection, bridge_id: int | None) -> float | None:
-    """开仓买币 VWAP(USDT/币);多笔加权.忽略后续把 coin_bought 改成权利金量."""
+    """开仓买币 VWAP(USDT/币);多笔加权.
+
+    只用 buy_usdt_spent/buy_coin_accum.禁止 budget/coin_bought:
+    开仓成功后 coin_bought 会被改成权利金量,用 budget/缩水量会把开仓价抬飞.
+    """
     if bridge_id is None:
         return None
     ensure_bridge_table(conn)
     row = conn.execute(
-        "SELECT buy_usdt_spent, buy_coin_accum, budget_usdt, coin_bought FROM options_spot_bridge WHERE id=?",
+        "SELECT buy_usdt_spent, buy_coin_accum FROM options_spot_bridge WHERE id=?",
         (int(bridge_id),),
     ).fetchone()
     if not row:
@@ -198,21 +202,19 @@ def bridge_buy_vwap(conn: sqlite3.Connection, bridge_id: int | None) -> float |
     coins = _safe_float(row["buy_coin_accum"] if hasattr(row, "keys") else row[1])
     if spent is not None and coins is not None and spent > 0 and coins > 0:
         return round(float(spent) / float(coins), 8)
-    # 旧桥无累加字段:用预算/买入量近似单笔
-    budget = _safe_float(row["budget_usdt"] if hasattr(row, "keys") else row[2])
-    bought = _safe_float(row["coin_bought"] if hasattr(row, "keys") else row[3])
-    if budget is not None and bought is not None and budget > 0 and bought > 0:
-        return round(float(budget) / float(bought), 8)
     return None
 
 
 def bridge_sell_vwap(conn: sqlite3.Connection, bridge_id: int | None) -> float | None:
-    """平仓后卖回 VWAP(USDT/币);仅 close_sell_* 多笔加权,不含开仓多余卖回."""
+    """平仓后卖回 VWAP(USDT/币);仅 close_sell_* 多笔加权.
+
+    禁止回退 usdt_recovered/coin_sold:后者常混有开仓多余卖回,会污染卖回均价.
+    """
     if bridge_id is None:
         return None
     ensure_bridge_table(conn)
     row = conn.execute(
-        "SELECT close_sell_usdt, close_sell_coin, usdt_recovered, coin_sold, status FROM options_spot_bridge WHERE id=?",
+        "SELECT close_sell_usdt, close_sell_coin FROM options_spot_bridge WHERE id=?",
         (int(bridge_id),),
     ).fetchone()
     if not row:
@@ -221,13 +223,6 @@ def bridge_sell_vwap(conn: sqlite3.Connection, bridge_id: int | None) -> float |
     c = _safe_float(row["close_sell_coin"] if hasattr(row, "keys") else row[1])
     if u is not None and c is not None and u > 0 and c > 0:
         return round(float(u) / float(c), 8)
-    # 旧桥无分拆字段且已关桥:用总收回/总卖出近似(可能含开仓多余卖回)
-    st = str(row["status"] if hasattr(row, "keys") else row[4] or "")
-    if st == BRIDGE_CLOSED:
-        ru = _safe_float(row["usdt_recovered"] if hasattr(row, "keys") else row[2])
-        sc = _safe_float(row["coin_sold"] if hasattr(row, "keys") else row[3])
-        if ru is not None and sc is not None and ru > 0 and sc > 0:
-            return round(float(ru) / float(sc), 8)
     return None
 
 

tests/test_options_spot_vwap.py

@@ -76,6 +76,7 @@ class SpotVwapBridgeTests(unittest.TestCase):
     def test_pending_sell_blocks_true_pnl(self):
         from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
         from lib.options.options_spot_bridge_lib import (
+            BRIDGE_HOLDING,
             BRIDGE_PENDING_SELL,
             add_bridge_buy_fill,
             add_bridge_close_sell_fill,
@@ -103,6 +104,39 @@ class SpotVwapBridgeTests(unittest.TestCase):
         )
         self.assertEqual(src, "pending_sell")
         self.assertIsNone(pnl)
+        # holding 未关桥同样不得用指数提前结算
+        update_bridge(conn, bid, status=BRIDGE_HOLDING)
+        pnl2, src2 = resolve_true_pnl_usdt_from_trade(
+            premium_paid=0.01,
+            premium_received=0.02,
+            realized_pnl=0.01,
+            open_index_px=3000.0,
+            close_index_px=3000.0,
+            premium_ccy="ETH",
+            conn=conn,
+            bridge_id=bid,
+        )
+        self.assertEqual(src2, "pending_sell")
+        self.assertIsNone(pnl2)
+        conn.close()
+
+    def test_buy_vwap_ignores_shrunk_coin_bought(self):
+        """开仓后 coin_bought 被改成权利金量时,不得用 budget/缩水量当买价."""
+        from lib.options.options_spot_bridge_lib import (
+            add_bridge_buy_fill,
+            bridge_buy_vwap,
+            ensure_bridge_table,
+            insert_bridge,
+            update_bridge,
+        )
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        ensure_bridge_table(conn)
+        bid = insert_bridge(conn, underlying="BTC", status="holding", budget_usdt=2200)
+        add_bridge_buy_fill(conn, bid, usdt_spent=2200.0, coin_bought=1.1)
+        update_bridge(conn, bid, coin_bought=0.01)  # 缩成权利金
+        self.assertAlmostEqual(float(bridge_buy_vwap(conn, bid)), 2000.0, places=4)
         conn.close()