修复已实现盈亏重复扣手续费，并自动纠正偏亏冻结值。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-08 23:03:31 +08:00
parent 5e8b578f75
commit 2369aae362
4 changed files with 258 additions and 84 deletions
@@ -6,6 +6,7 @@ import unittest
 from lib.options.options_pnl_settle_lib import (
    fee_to_premium_ccy,
    settle_closed_pnl,
+    settle_exchange_realized_pnl,
 )
 from lib.options.options_stats_lib import (
    compute_options_stats_from_history,
@@ -57,6 +58,52 @@ class SettleClosedPnlTests(unittest.TestCase):
        self.assertAlmostEqual(float(s["realized_pnl"]), 1.8, places=4)
        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 1.8, places=4)

+    def test_exchange_realized_not_fee_again(self):
+        # OKX realizedPnl 已含费:只折 U,不得再减 fee
+        s = settle_exchange_realized_pnl(
+            realized_pnl=0.009,
+            premium_ccy="ETH",
+            index_px=3000,
+            fee_hint=0.001,
+        )
+        self.assertAlmostEqual(float(s["realized_pnl"]), 0.009, places=8)
+        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 27.0, places=4)
+
+
+class RepairDoubleFeeTests(unittest.TestCase):
+    def test_repair_detects_double_fee(self):
+        import sqlite3
+
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_stats_lib import repair_double_counted_fee_pnl
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        # recv-paid=0.01, fees=0.001 → 单次净 0.009;错误写成双重 0.008
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, premium_received, realized_pnl, open_fee, close_fee,
+                premium_ccy, status, close_index_px, realized_pnl_usdt
+            ) VALUES (
+                'ETH-USD-260701-2500-C', 'ETH', 'C', 1, 0.01,
+                0.01, 0.02, 0.008, 0.0005, 0.0005,
+                'ETH', 'closed', 3000, 24.0
+            )
+            """
+        )
+        conn.commit()
+        n = repair_double_counted_fee_pnl(conn, None)
+        self.assertEqual(n, 1)
+        row = conn.execute(
+            "SELECT realized_pnl, realized_pnl_usdt FROM options_trades WHERE id=1"
+        ).fetchone()
+        self.assertAlmostEqual(float(row["realized_pnl"]), 0.009, places=8)
+        self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 27.0, places=4)
+        conn.close()
+

 class FrozenStatsTests(unittest.TestCase):
    def test_frozen_usdt_ignores_live_index(self):