fix实盘统计超时：先拉交易所/指数再短事务写冻结，避免握库锁拖死中控。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-08 23:35:39 +08:00
parent bb9d14dd73
commit 3f621835a9
3 changed files with 222 additions and 90 deletions
@@ -1285,8 +1285,11 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
        raw_live = cfg["fetch_option_positions"](ex)
        if raw_live is None:
            return jsonify({"ok": False, "msg": "获取期权持仓失败"})
-        # 实盘:期权历史交易所原生盈亏;模拟盘:本地结算
-        stats = compute_options_stats_auto(cfg, ex)
+        try:
+            # 实盘:期权历史交易所原生盈亏;模拟盘:本地结算
+            stats = compute_options_stats_auto(cfg, ex)
+        except Exception as e:
+            return jsonify({"ok": False, "msg": f"统计失败: {e}"})
        open_float = sum_options_net_pnl_usdc(cfg, ex, raw_live)
        net_realized = _safe_float(stats.get("net_realized_pnl")) or 0.0
        total_pnl = None
@@ -612,82 +612,87 @@ def load_local_options_stats_history(conn, ex: Any = None) -> list[dict[str, Any
    return history


+def _load_exchange_pnl_freeze_map(conn) -> dict[str, dict[str, Any]]:
+    init_options_tables(conn)
+    out: dict[str, dict[str, Any]] = {}
+    try:
+        rows = conn.execute(
+            """
+            SELECT history_key, realized_pnl_usdt, close_index_px, realized_pnl
+            FROM options_exchange_pnl_freeze
+            """
+        ).fetchall()
+    except Exception:
+        return out
+    for row in rows or []:
+        key = str(_row_get(row, "history_key") or "").strip()
+        if not key:
+            continue
+        out[key] = {
+            "realized_pnl_usdt": _row_get(row, "realized_pnl_usdt"),
+            "close_index_px": _row_get(row, "close_index_px"),
+            "realized_pnl": _row_get(row, "realized_pnl"),
+        }
+    return out
+
+
 def apply_exchange_pnl_freeze(
    conn,
    history: list[dict[str, Any]],
    ex: Any = None,
 ) -> list[dict[str, Any]]:
-    """实盘:以期权历史里的交易所 realized_pnl 为准,首次折 U 后按 history_key 冻结."""
-    from lib.options.options_pnl_settle_lib import settle_exchange_realized_pnl
-    from lib.options.options_time_lib import options_app_now_str
+    """写冻结表.行内已有 close_index_px / _freeze_index_hint 时不打网.

-    init_options_tables(conn)
-    out: list[dict[str, Any]] = []
+    若仍缺指数且传了 ex,会在持连接时补拉(仅兼容旧单测).生产请用
+    load_live_exchange_stats_history(先网后短事务).
+    """
+    freeze_map = _load_exchange_pnl_freeze_map(conn)
+    enriched: list[dict[str, Any]] = []
+    need_idx: dict[str, str] = {}
    for row in history or []:
        r = dict(row)
        if r.get("status") == "open":
-            out.append(r)
+            enriched.append(r)
            continue
        key = str(r.get("history_key") or "").strip()
        pnl = _safe_float(r.get("realized_pnl"))
-        if not key or pnl is None:
-            out.append(r)
-            continue
-        frozen = conn.execute(
-            """
-            SELECT realized_pnl_usdt, close_index_px, realized_pnl
-            FROM options_exchange_pnl_freeze WHERE history_key = ?
-            """,
-            (key,),
-        ).fetchone()
-        if frozen is not None and _safe_float(_row_get(frozen, "realized_pnl_usdt")) is not None:
-            r["realized_pnl_usdt"] = _row_get(frozen, "realized_pnl_usdt")
-            r["close_index_px"] = _row_get(frozen, "close_index_px")
-            # 币数量仍以当前交易所行为准(防历史修订);U 用冻结值
-            out.append(r)
-            continue
-        ccy = str(r.get("premium_ccy") or "").strip().upper()
-        underly = str(r.get("underlying") or "").strip()
-        inst = str(r.get("inst_id") or "")
-        if not underly and inst:
-            underly = inst.split("-")[0]
+        if (
+            key
+            and pnl is not None
+            and not (
+                key in freeze_map
+                and _safe_float(freeze_map[key].get("realized_pnl_usdt")) is not None
+            )
+            and _safe_float(r.get("close_index_px")) is None
+            and _safe_float(r.get("_freeze_index_hint")) is None
+        ):
+            underly = str(r.get("underlying") or "").strip().upper()
+            inst = str(r.get("inst_id") or "")
+            if not underly and inst:
+                underly = inst.split("-")[0].strip().upper()
+            if underly:
+                need_idx[underly] = inst
+        enriched.append(r)
+
+    if need_idx and ex is not None:
        from lib.options.options_pnl_settle_lib import resolve_close_index_px

-        idx = resolve_close_index_px(ex, inst_id=inst, underlying=underly)
-        settled = settle_exchange_realized_pnl(
-            realized_pnl=pnl,
-            premium_ccy=ccy or "ETH",
-            index_px=idx,
-        )
-        usdt = settled.get("realized_pnl_usdt")
-        close_idx = settled.get("close_index_px")
-        if usdt is not None:
-            conn.execute(
-                """
-                INSERT INTO options_exchange_pnl_freeze(
-                    history_key, realized_pnl, realized_pnl_usdt, close_index_px,
-                    premium_ccy, updated_at
-                ) VALUES (?, ?, ?, ?, ?, ?)
-                ON CONFLICT(history_key) DO UPDATE SET
-                    realized_pnl = excluded.realized_pnl,
-                    realized_pnl_usdt = excluded.realized_pnl_usdt,
-                    close_index_px = excluded.close_index_px,
-                    premium_ccy = excluded.premium_ccy,
-                    updated_at = excluded.updated_at
-                """,
-                (
-                    key,
-                    float(pnl),
-                    float(usdt),
-                    close_idx,
-                    ccy or "",
-                    options_app_now_str(),
-                ),
+        idx_cache: dict[str, float | None] = {}
+        for underly, inst in need_idx.items():
+            idx_cache[underly] = resolve_close_index_px(
+                ex, inst_id=inst, underlying=underly
            )
-            r["realized_pnl_usdt"] = float(usdt)
-            r["close_index_px"] = close_idx
-        out.append(r)
-    return out
+        for r in enriched:
+            if r.get("status") == "open":
+                continue
+            underly = str(r.get("underlying") or "").strip().upper()
+            inst = str(r.get("inst_id") or "")
+            if not underly and inst:
+                underly = inst.split("-")[0].strip().upper()
+            if underly in idx_cache and _safe_float(r.get("close_index_px")) is None:
+                r["_freeze_index_hint"] = idx_cache.get(underly)
+
+    return _apply_exchange_pnl_freeze_with_hints(conn, enriched, freeze_map)


 def compute_options_stats(get_db, ex: Any = None) -> dict[str, Any]:
@@ -704,23 +709,151 @@ def compute_options_stats(get_db, ex: Any = None) -> dict[str, Any]:
        conn.close()


-def compute_options_stats_live_exchange(cfg: dict[str, Any], ex: Any) -> dict[str, Any]:
-    """实盘:与「期权历史」同一数据源(交易所 positions-history),盈亏以交易所为准."""
-    from lib.options.options_history_lib import load_options_history
+def load_live_exchange_stats_history(cfg: dict[str, Any], ex: Any) -> list[dict[str, Any]]:
+    """实盘统计用历史:先拉交易所,再无连接时取指数,最后短事务写冻结.

-    history = load_options_history(ex, cfg)
-    conn = cfg["get_db"]()
+    禁止在持有 DB 连接时打行情/历史网,否则会拖死持仓与中控轮询.
+    """
+    from lib.options.options_history_lib import load_options_history
+    from lib.options.options_pnl_settle_lib import resolve_close_index_px
+
+    history = load_options_history(ex, cfg) or []
+    get_db = cfg["get_db"]
+    conn = get_db()
    try:
-        history = apply_exchange_pnl_freeze(conn, history, ex)
+        freeze_map = _load_exchange_pnl_freeze_map(conn)
        try:
            conn.commit()
        except Exception:
            pass
    finally:
        conn.close()
+
+    need_idx: dict[str, str] = {}
+    for row in history:
+        if row.get("status") == "open":
+            continue
+        key = str(row.get("history_key") or "").strip()
+        if not key or _safe_float(row.get("realized_pnl")) is None:
+            continue
+        if key in freeze_map and _safe_float(freeze_map[key].get("realized_pnl_usdt")) is not None:
+            continue
+        underly = str(row.get("underlying") or "").strip().upper()
+        inst = str(row.get("inst_id") or "")
+        if not underly and inst:
+            underly = inst.split("-")[0].strip().upper()
+        if underly and _safe_float(row.get("close_index_px")) is None:
+            need_idx[underly] = inst
+
+    idx_cache: dict[str, float | None] = {}
+    for underly, inst in need_idx.items():
+        idx_cache[underly] = resolve_close_index_px(ex, inst_id=inst, underlying=underly)
+
+    enriched: list[dict[str, Any]] = []
+    for row in history:
+        r = dict(row)
+        if r.get("status") != "open":
+            underly = str(r.get("underlying") or "").strip().upper()
+            inst = str(r.get("inst_id") or "")
+            if not underly and inst:
+                underly = inst.split("-")[0].strip().upper()
+            key = str(r.get("history_key") or "").strip()
+            if underly in idx_cache and _safe_float(r.get("close_index_px")) is None:
+                if not (
+                    key in freeze_map
+                    and _safe_float(freeze_map[key].get("realized_pnl_usdt")) is not None
+                ):
+                    r["_freeze_index_hint"] = idx_cache.get(underly)
+        enriched.append(r)
+
+    conn = get_db()
+    try:
+        out = _apply_exchange_pnl_freeze_with_hints(conn, enriched, freeze_map)
+        try:
+            conn.commit()
+        except Exception:
+            pass
+        return out
+    finally:
+        conn.close()
+
+
+def compute_options_stats_live_exchange(cfg: dict[str, Any], ex: Any) -> dict[str, Any]:
+    """实盘:与「期权历史」同一数据源(交易所 positions-history),盈亏以交易所为准."""
+    history = load_live_exchange_stats_history(cfg, ex)
    return compute_options_stats_from_history(history_pnl_to_usdt(history, ex))


+def _apply_exchange_pnl_freeze_with_hints(
+    conn,
+    history: list[dict[str, Any]],
+    freeze_map: dict[str, dict[str, Any]] | None = None,
+) -> list[dict[str, Any]]:
+    """短事务写冻结;指数只用来自行内 _freeze_index_hint / 已有 close_index_px."""
+    from lib.options.options_pnl_settle_lib import settle_exchange_realized_pnl
+    from lib.options.options_time_lib import options_app_now_str
+
+    init_options_tables(conn)
+    fmap = freeze_map if freeze_map is not None else _load_exchange_pnl_freeze_map(conn)
+    out: list[dict[str, Any]] = []
+    for row in history or []:
+        r = dict(row)
+        hint = r.pop("_freeze_index_hint", None)
+        if r.get("status") == "open":
+            out.append(r)
+            continue
+        key = str(r.get("history_key") or "").strip()
+        pnl = _safe_float(r.get("realized_pnl"))
+        if not key or pnl is None:
+            out.append(r)
+            continue
+        frozen = fmap.get(key)
+        if frozen is not None and _safe_float(frozen.get("realized_pnl_usdt")) is not None:
+            r["realized_pnl_usdt"] = frozen.get("realized_pnl_usdt")
+            r["close_index_px"] = frozen.get("close_index_px")
+            out.append(r)
+            continue
+        ccy = str(r.get("premium_ccy") or "").strip().upper()
+        idx = _safe_float(r.get("close_index_px")) or _safe_float(hint)
+        settled = settle_exchange_realized_pnl(
+            realized_pnl=pnl,
+            premium_ccy=ccy or "ETH",
+            index_px=idx,
+        )
+        usdt = settled.get("realized_pnl_usdt")
+        close_idx = settled.get("close_index_px")
+        if usdt is not None:
+            try:
+                conn.execute(
+                    """
+                    INSERT INTO options_exchange_pnl_freeze(
+                        history_key, realized_pnl, realized_pnl_usdt, close_index_px,
+                        premium_ccy, updated_at
+                    ) VALUES (?, ?, ?, ?, ?, ?)
+                    ON CONFLICT(history_key) DO UPDATE SET
+                        realized_pnl = excluded.realized_pnl,
+                        realized_pnl_usdt = excluded.realized_pnl_usdt,
+                        close_index_px = excluded.close_index_px,
+                        premium_ccy = excluded.premium_ccy,
+                        updated_at = excluded.updated_at
+                    """,
+                    (
+                        key,
+                        float(pnl),
+                        float(usdt),
+                        close_idx,
+                        ccy or "",
+                        options_app_now_str(),
+                    ),
+                )
+            except Exception:
+                pass
+            r["realized_pnl_usdt"] = float(usdt)
+            r["close_index_px"] = close_idx
+        out.append(r)
+    return out
+
+
 def compute_options_stats_auto(cfg: dict[str, Any], ex: Any = None) -> dict[str, Any]:
    """模拟盘走本地结算;实盘走交易所期权历史原生盈亏."""
    get_db = cfg.get("get_db")