feat期权盈亏按交易账户快照结算:一次一仓、持仓禁划转、卖回后冻结。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-09 00:29:47 +08:00
parent e0e2a94322
commit 260bfd1f29
12 changed files with 659 additions and 157 deletions
+4
View File
@@ -129,6 +129,10 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
"ALTER TABLE options_trades ADD COLUMN close_index_px REAL",
"ALTER TABLE options_trades ADD COLUMN open_index_px REAL",
"ALTER TABLE options_trades ADD COLUMN realized_pnl_usdt REAL",
# 交易账户快照盈亏(一次一仓):before→after 差分冻结
"ALTER TABLE options_trades ADD COLUMN trading_usdt_before REAL",
"ALTER TABLE options_trades ADD COLUMN trading_usdt_after REAL",
"ALTER TABLE options_trades ADD COLUMN pnl_settled INTEGER DEFAULT 0",
):
try:
conn.execute(ddl)