fix复盘真盈亏按权利金USDT波动公式计算，忽略现货多买。

Co-authored-by: Cursor <cursoragent@cursor.com>

lib/options/options_pnl_settle_lib.py

@@ -174,6 +174,101 @@ def fee_to_usdt(
     return round(amt, 4)
 
 
+def true_pnl_usdt_premium_move(
+    *,
+    coin_pnl: Any,
+    premium_paid: Any,
+    open_index_px: Any,
+    sell_back_px: Any,
+) -> float | None:
+    """复盘真盈亏(U):计入权利金 USDT 波动,忽略现货多买.
+
+    真盈亏 = 期权历史盈亏(币)×平仓卖回价
+            − (权利金×开仓价 − 权利金×平仓卖回价)
+           = 历史币盈亏×卖回价 − 权利金×(开仓价 − 卖回价)
+
+    无手续费时等价于: 收回×卖回价 − 已付×开仓价.
+    币盈亏须已含期权开/平手续费(与期权历史同口径).
+    """
+    pnl = _safe_float(coin_pnl)
+    paid = _safe_float(premium_paid)
+    open_px = _safe_float(open_index_px)
+    close_px = _safe_float(sell_back_px)
+    if pnl is None or paid is None:
+        return None
+    if open_px is None or open_px <= 0 or close_px is None or close_px <= 0:
+        return None
+    prem_move = float(paid) * float(open_px) - float(paid) * float(close_px)
+    return round(float(pnl) * float(close_px) - prem_move, 4)
+
+
+def resolve_true_pnl_usdt_from_trade(
+    *,
+    premium_paid: Any = None,
+    premium_received: Any = None,
+    realized_pnl: Any = None,
+    open_index_px: Any = None,
+    close_index_px: Any = None,
+    open_fee: Any = 0,
+    close_fee: Any = 0,
+    premium_ccy: str | None = None,
+    fee_ccy: str | None = None,
+) -> tuple[float | None, str]:
+    """由成交字段算复盘真盈亏;不含现货多买/账户差分.
+
+    返回 (pnl_u, source): premium_move | stable | none
+    """
+    del fee_ccy  # 费率折 U 已体现在历史币盈亏里;本函数不重扣
+    pc = str(premium_ccy or "").strip().upper()
+    paid = _safe_float(premium_paid)
+    recv = _safe_float(premium_received)
+    ofee = abs(float(_safe_float(open_fee) or 0.0))
+    cfee = abs(float(_safe_float(close_fee) or 0.0))
+    coin = _safe_float(realized_pnl)
+    if coin is None and paid is not None and recv is not None:
+        coin = round(float(recv) - float(paid) - ofee - cfee, 8)
+
+    if pc not in ("ETH", "BTC"):
+        if coin is not None:
+            return round(float(coin), 4), "stable"
+        return None, "none"
+
+    open_px = _safe_float(open_index_px)
+    close_px = _safe_float(close_index_px)
+    # 优先严格按用户式:历史币盈亏×卖回价 − 权利金×(开仓价−卖回价)
+    usdt = true_pnl_usdt_premium_move(
+        coin_pnl=coin,
+        premium_paid=paid,
+        open_index_px=open_px,
+        sell_back_px=close_px,
+    )
+    if usdt is not None:
+        return usdt, "premium_move"
+
+    # 无历史币盈亏时回退收回/已付精确折 U
+    if (
+        paid is not None
+        and recv is not None
+        and open_px is not None
+        and open_px > 0
+        and close_px is not None
+        and close_px > 0
+    ):
+        settled = settle_sim_coin_pnl_usdt(
+            premium_paid=paid,
+            premium_received=recv,
+            open_fee=ofee,
+            close_fee=cfee,
+            open_index_px=open_px,
+            sell_back_px=close_px,
+            premium_ccy=pc,
+        )
+        usdt2 = _safe_float(settled.get("realized_pnl_usdt"))
+        if usdt2 is not None:
+            return usdt2, "premium_move"
+    return None, "none"
+
+
 def settle_sim_coin_pnl_usdt(
     *,
     premium_paid: Any,
@@ -185,11 +280,10 @@ def settle_sim_coin_pnl_usdt(
     fee_ccy: str | None = None,
     premium_ccy: str = "ETH",
 ) -> dict[str, float | None]:
-    """模拟盘币本位盈亏(U).
+    """币本位真盈亏(U):含权利金 USDT 波动,不含现货多买.
 
-    盈利: (权利金btc+盈利btc)×卖回价 − 初始U权利金 − 手续费
-        = 收回币×卖回价 − 已付币×开仓指数 − 手续费U
-    亏损: 剩余权利金U − 手续费U − 初始U权利金(同一式,结果为负)
+    = 历史币盈亏×卖回价 − (权利金×开仓价 − 权利金×卖回价)
+    = 收回币×卖回价 − 已付币×开仓指数 − 手续费U
 
     不用买币预算当成本(预算含缓冲).
     """