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>

lib/options/options_stats_lib.py

@@ -303,7 +303,11 @@ _CLOSED_STATS_SELECT = """
            created_at, closed_at, inst_id, underlying, premium_ccy
     FROM options_trades
     WHERE status = 'closed'
-      AND (realized_pnl IS NOT NULL OR realized_pnl_usdt IS NOT NULL)
+      AND (
+            (COALESCE(pnl_settled, 0) = 1 AND realized_pnl_usdt IS NOT NULL)
+         OR (trading_usdt_before IS NULL
+             AND (realized_pnl IS NOT NULL OR realized_pnl_usdt IS NOT NULL))
+      )
 """
 
 
@@ -322,6 +326,7 @@ def freeze_missing_realized_pnl_usdt(conn, ex: Any = None) -> int:
         WHERE status = 'closed'
           AND realized_pnl_usdt IS NULL
           AND realized_pnl IS NOT NULL
+          AND trading_usdt_before IS NULL
         ORDER BY id DESC
         LIMIT 300
         """
@@ -512,96 +517,15 @@ def _sim_net_usdt_converts_for_trade(
 
 
 def sync_sim_cash_realized_pnl_usdt(conn, ex: Any = None) -> int:
-    """模拟盘:收回×卖回价 − 初始U权利金 − 手续费U.
+    """兼容入口:已按交易账户结算(pnl_settled=1)的永不改写.
 
-    盈利=(权利金币+盈利币)×卖回价−开仓U权利金−费;
-    亏损=剩余权利金U−费−开仓U(同一式).不用买币预算差额.
+    有 trading_usdt_before 的待结算单留给卖回结算;
+    仅无账户快照的旧单才回退权利金×指数冻结.
     """
+    del ex
     init_options_tables(conn)
-    from lib.options.options_pnl_settle_lib import resolve_close_index_px, settle_closed_pnl
-
-    rows = conn.execute(
-        """
-        SELECT id, inst_id, underlying, premium_ccy, premium_paid, premium_received,
-               open_fee, close_fee, realized_pnl, realized_pnl_usdt,
-               close_index_px, open_index_px, close_quote, eth_amount
-        FROM options_trades
-        WHERE status = 'closed'
-        ORDER BY id DESC
-        LIMIT 300
-        """
-    ).fetchall()
-    updated = 0
-    for row in rows:
-        ccy = str(_row_get(row, "premium_ccy") or "").strip().upper()
-        underly = str(_row_get(row, "underlying") or "").strip().upper()
-        if ccy not in ("ETH", "BTC") and underly not in ("ETH", "BTC"):
-            continue
-        underly = underly or ccy
-        paid = _safe_float(_row_get(row, "premium_paid"))
-        recv = _safe_float(_row_get(row, "premium_received"))
-        if recv is None:
-            cq = _safe_float(_row_get(row, "close_quote"))
-            eth = _safe_float(_row_get(row, "eth_amount"))
-            if cq is not None and eth is not None and eth > 0:
-                try:
-                    from lib.options.options_pricing_lib import total_premium
-
-                    recv = float(total_premium(cq, eth))
-                except Exception:
-                    recv = None
-        sell_px = _safe_float(_row_get(row, "close_index_px"))
-        open_idx = _safe_float(_row_get(row, "open_index_px"))
-        if sell_px is None or sell_px <= 0:
-            sell_px = resolve_close_index_px(
-                ex,
-                inst_id=str(_row_get(row, "inst_id") or ""),
-                underlying=underly,
-                hint=open_idx,
-            )
-        if open_idx is None or open_idx <= 0:
-            # 无开仓指数时用卖回价兜底(等价旧净币×价)
-            open_idx = sell_px
-        if paid is None or recv is None:
-            net = _safe_float(_row_get(row, "realized_pnl"))
-            if net is None or sell_px is None or sell_px <= 0:
-                continue
-            usdt = round(float(net) * float(sell_px), 4)
-            close_idx = float(sell_px)
-            new_pnl = float(net)
-            open_write = open_idx
-        else:
-            settled = settle_closed_pnl(
-                premium_paid=paid,
-                premium_received=recv,
-                open_fee=_row_get(row, "open_fee"),
-                close_fee=_row_get(row, "close_fee"),
-                premium_ccy=ccy or underly or "ETH",
-                index_px=sell_px,
-                open_index_px=open_idx,
-            )
-            usdt = settled.get("realized_pnl_usdt")
-            close_idx = settled.get("close_index_px") or sell_px
-            new_pnl = settled.get("realized_pnl")
-            open_write = settled.get("open_index_px") or open_idx
-            if usdt is None:
-                continue
-        old = _safe_float(_row_get(row, "realized_pnl_usdt"))
-        if old is not None and abs(float(old) - float(usdt)) < 1e-6:
-            continue
-        conn.execute(
-            """
-            UPDATE options_trades
-            SET realized_pnl_usdt = ?,
-                close_index_px = COALESCE(close_index_px, ?),
-                open_index_px = COALESCE(open_index_px, ?),
-                realized_pnl = COALESCE(?, realized_pnl)
-            WHERE id = ?
-            """,
-            (float(usdt), close_idx, open_write, new_pnl, int(row["id"])),
-        )
-        updated += 1
-    return updated
+    # 账户快照路径由 sell_residual / maybe_sell 结算,此处不覆盖
+    return 0
 
 
 def load_local_options_stats_history(conn, ex: Any = None) -> list[dict[str, Any]]: