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>
2026-10-09 00:29:47 +08:00
parent e0e2a94322
commit 260bfd1f29
12 changed files with 659 additions and 157 deletions
@@ -0,0 +1,104 @@
+"""交易账户快照盈亏结算."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+
+
+class AccountPnlSettleTests(unittest.TestCase):
+    def test_settle_after_minus_before(self):
+        from lib.options.options_account_pnl_lib import (
+            settle_closed_trades_from_trading_account,
+        )
+        from lib.options.options_db import init_options_tables
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, status, bridge_id, trading_usdt_before, pnl_settled,
+                created_at, closed_at
+            ) VALUES (
+                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
+                0.01, 'closed', 7, 1000.0, 0,
+                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
+            )
+            """
+        )
+        conn.commit()
+        n = settle_closed_trades_from_trading_account(
+            conn, trading_usdt_after=1947.05, bridge_id=7
+        )
+        self.assertEqual(n, 1)
+        row = conn.execute(
+            "SELECT trading_usdt_after, realized_pnl_usdt, pnl_settled FROM options_trades WHERE id=1"
+        ).fetchone()
+        self.assertAlmostEqual(float(row["trading_usdt_after"]), 1947.05, places=2)
+        self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 947.05, places=2)
+        self.assertEqual(int(row["pnl_settled"]), 1)
+
+        # 已冻结不再改
+        n2 = settle_closed_trades_from_trading_account(
+            conn, trading_usdt_after=9999.0, bridge_id=7
+        )
+        self.assertEqual(n2, 0)
+        row2 = conn.execute(
+            "SELECT realized_pnl_usdt FROM options_trades WHERE id=1"
+        ).fetchone()
+        self.assertAlmostEqual(float(row2["realized_pnl_usdt"]), 947.05, places=2)
+        conn.close()
+
+    def test_stats_only_count_settled_account_trades(self):
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_stats_lib import (
+            compute_options_stats_from_history,
+            history_pnl_to_usdt,
+            load_local_options_stats_history,
+        )
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        # 待结算:不进统计
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, premium_received, realized_pnl, premium_ccy,
+                status, trading_usdt_before, pnl_settled, created_at, closed_at
+            ) VALUES (
+                'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
+                0.01, 0.02, 0.01, 'ETH',
+                'closed', 500.0, 0, '2026-10-06 10:00:00', '2026-10-08 14:00:00'
+            )
+            """
+        )
+        # 已结算
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, premium_received, realized_pnl, premium_ccy,
+                status, trading_usdt_before, trading_usdt_after,
+                realized_pnl_usdt, pnl_settled, created_at, closed_at
+            ) VALUES (
+                'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
+                0.01, 0.02, 0.01, 'ETH',
+                'closed', 1000.0, 1952.96,
+                952.96, 1, '2026-10-01 10:00:00', '2026-10-02 14:00:00'
+            )
+            """
+        )
+        conn.commit()
+        hist = load_local_options_stats_history(conn, None)
+        stats = compute_options_stats_from_history(history_pnl_to_usdt(hist, None))
+        self.assertEqual(int(stats["total_closed"]), 1)
+        self.assertAlmostEqual(float(stats["net_realized_pnl"]), 952.96, places=2)
+        conn.close()
+
+
+if __name__ == "__main__":
+    unittest.main()