fix无法按新真盈亏公式更新的旧单标记为缺价未核。

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

scripts/repair_options_dual_pnl.py

@@ -51,12 +51,15 @@ def _ensure_columns(conn: sqlite3.Connection) -> None:
 
 
 def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
+    """按最新口径 A 重算历史:币盈亏×卖回价 − 权利金×(开仓价−卖回价)."""
+    from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
+
     _ensure_columns(conn)
     rows = conn.execute(
         """
         SELECT id, inst_id, premium_paid, premium_received, realized_pnl,
-               open_index_px, close_index_px, budget_usdt,
-               trading_usdt_before, trading_usdt_after,
+               open_index_px, close_index_px, budget_usdt, open_fee, close_fee,
+               premium_ccy, trading_usdt_before, trading_usdt_after,
                realized_pnl_usdt, pnl_settled, bridge_id, initial_premium_usdt
         FROM options_trades
         WHERE status='closed'
@@ -72,107 +75,55 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
         coin_pnl = _safe_float(r["realized_pnl"])
         open_idx = _safe_float(r["open_index_px"])
         close_idx = _safe_float(r["close_index_px"])
-        before = _safe_float(r["trading_usdt_before"])
-        after = _safe_float(r["trading_usdt_after"])
         settled_u = _safe_float(r["realized_pnl_usdt"])
         settled = int(r["pnl_settled"] or 0) == 1
         initial = _safe_float(r["initial_premium_usdt"])
+        ccy = str(r["premium_ccy"] or "").strip().upper() or None
 
         new_initial = initial
         if new_initial is None and open_idx and paid and open_idx > 0 and paid > 0:
             new_initial = round(open_idx * paid, 4)
 
+        # 口径 B:历史币×卖回价(数据统计)
         stats_u = None
         if coin_pnl is not None and close_idx is not None and close_idx > 0:
             stats_u = round(coin_pnl * close_idx, 4)
         elif coin_pnl is not None and open_idx is not None and open_idx > 0:
             stats_u = round(coin_pnl * open_idx, 4)
 
-        # 错账:币盈亏为正、账户冻结为负(典型卖回封顶)
-        suspicious = bool(
-            settled
-            and coin_pnl is not None
-            and coin_pnl > 0
-            and settled_u is not None
-            and settled_u < 0
+        # 口径 A:权利金 USDT 波动式(忽略现货多买/账户差分)
+        # 真盈亏必须同时有开仓价与卖回价;缺一则标记缺价未核(不用开仓价冒充卖回价)
+        true_a, src = resolve_true_pnl_usdt_from_trade(
+            premium_paid=paid,
+            premium_received=recv,
+            realized_pnl=coin_pnl,
+            open_index_px=open_idx if open_idx and open_idx > 0 else None,
+            close_index_px=close_idx if close_idx and close_idx > 0 else None,
+            open_fee=r["open_fee"],
+            close_fee=r["close_fee"],
+            premium_ccy=ccy,
         )
 
-        # 桥侧:coin_sold ≈ premium 且远小于 recv → 历史上曾按权利金封顶卖
-        bridge_hint = ""
-        bid = r["bridge_id"]
-        coin_bought = coin_sold = None
-        if bid is not None:
-            try:
-                b = conn.execute(
-                    "SELECT coin_bought, coin_sold FROM options_spot_bridge WHERE id=?",
-                    (int(bid),),
-                ).fetchone()
-                if b:
-                    coin_bought = _safe_float(b["coin_bought"])
-                    coin_sold = _safe_float(b["coin_sold"])
-                    if (
-                        paid
-                        and coin_sold is not None
-                        and recv
-                        and coin_sold <= paid * 1.05
-                        and recv > paid * 1.2
-                    ):
-                        bridge_hint = "sell_capped_at_premium"
-            except Exception:
-                pass
-
         action = "ok"
         new_settled_u = settled_u
         new_pnl_settled = 1 if settled else 0
 
-        # A 已为正且与口径 B 接近 → 视为已恢复,勿因桥历史反复 unsettle
-        a_ok_near_b = (
-            settled_u is not None
-            and settled_u > 0
-            and stats_u is not None
-            and stats_u > 0
-            and abs(settled_u - stats_u) / max(abs(stats_u), 1.0) <= 0.15
-        )
-
-        # 桥真盈亏=卖回累计−买币预算(口径 A 回退;禁止用 B 冒充 A)
-        bridge_true_a = None
-        if bid is not None:
-            try:
-                b2 = conn.execute(
-                    "SELECT status, budget_usdt, usdt_recovered FROM options_spot_bridge WHERE id=?",
-                    (int(bid),),
-                ).fetchone()
-                if b2 and str(b2["status"] or "") == "closed":
-                    spent = _safe_float(b2["budget_usdt"])
-                    recovered = _safe_float(b2["usdt_recovered"])
-                    if spent is not None and recovered is not None:
-                        bridge_true_a = round(float(recovered) - float(spent), 4)
-            except Exception:
-                bridge_true_a = None
-
-        if before is not None and after is not None and (not settled or suspicious):
-            action = "settle_from_snapshots"
-            new_settled_u = round(after - before, 4)
-            new_pnl_settled = 1
-        elif bridge_true_a is not None and (not settled or suspicious):
-            action = "settle_from_bridge_cash"
-            new_settled_u = bridge_true_a
-            new_pnl_settled = 1
-        elif suspicious and not a_ok_near_b:
-            # 负冻结且无快照/桥可重建:解除错误冻结
-            action = "unsettle_bad_account_freeze"
+        status_label = "已平"
+        if true_a is not None and src != "none":
+            if settled_u is None or abs(float(settled_u) - float(true_a)) > 0.05:
+                action = "rewrite_A_premium_move"
+                new_settled_u = round(float(true_a), 4)
+                new_pnl_settled = 1
+            else:
+                action = "ok_premium_move"
+                new_settled_u = round(float(true_a), 4)
+                new_pnl_settled = 1
+        else:
+            # 缺开仓价/卖回价/币盈亏等:无法按新公式更新 → 标记「缺价未核」
+            action = "mark_uncomputable_A"
             new_pnl_settled = 0
             new_settled_u = None
-        elif (
-            a_ok_near_b
-            and settled_u is not None
-            and settled_u > 0
-            and bridge_hint == "sell_capped_at_premium"
-        ):
-            # 仅当 A 已为正且接近 B 时保留,不再用 B 回填假 A
-            action = "accept_recovered_account_A"
-            new_settled_u = round(float(settled_u), 4)
-            new_pnl_settled = 1
+            status_label = "缺价未核"
 
         profit_rate = None
         a_for_rate = new_settled_u if new_pnl_settled == 1 else None
@@ -183,8 +134,7 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
             "trade_id": tid,
             "inst_id": r["inst_id"],
             "action": action,
-            "suspicious": suspicious,
-            "bridge_hint": bridge_hint,
+            "pnl_source": src,
             "coin_pnl": coin_pnl,
             "stats_pnl_usdt_B": stats_u,
             "old_realized_pnl_usdt_A": settled_u,
@@ -193,10 +143,10 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
             "new_pnl_settled": new_pnl_settled,
             "initial_premium_usdt": new_initial,
             "profit_rate": profit_rate,
-            "coin_bought": coin_bought,
-            "coin_sold": coin_sold,
             "premium_paid": paid,
             "premium_received": recv,
+            "open_index_px": open_idx,
+            "close_index_px": close_idx,
         }
         report.append(rec)
 
@@ -208,20 +158,16 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
                 "UPDATE options_trades SET initial_premium_usdt=? WHERE id=?",
                 (new_initial, tid),
             )
-        if action == "unsettle_bad_account_freeze":
+        if action == "mark_uncomputable_A":
             conn.execute(
                 """
                 UPDATE options_trades
-                SET pnl_settled=0, realized_pnl_usdt=NULL, trading_usdt_after=NULL
+                SET pnl_settled=0, realized_pnl_usdt=NULL
                 WHERE id=?
                 """,
                 (tid,),
             )
-        elif action in (
-            "settle_from_snapshots",
-            "settle_from_bridge_cash",
-            "accept_recovered_account_A",
-        ) and new_settled_u is not None:
+        elif action in ("rewrite_A_premium_move", "ok_premium_move") and new_settled_u is not None:
             conn.execute(
                 """
                 UPDATE options_trades
@@ -231,7 +177,7 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
                 (new_settled_u, tid),
             )
 
-        # 复盘表
+        # 复盘表同步最新 A;无法更新的打「缺价未核」
         hk = f"local_opt:{tid}"
         rev = conn.execute(
             "SELECT id FROM options_review_trades WHERE history_key=?", (hk,)
@@ -253,7 +199,7 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
                     pnl_total,
                     pnl_total,
                     profit_rate,
-                    "待结算" if new_pnl_settled == 0 and before is not None else "已平",
+                    status_label,
                     hk,
                 ),
             )
@@ -305,13 +251,13 @@ def main() -> int:
     finally:
         conn.close()
 
-    bad = [x for x in report if x.get("suspicious") or x.get("action") != "ok"]
+    bad = [x for x in report if x.get("action") not in ("ok", "ok_premium_move")]
     print(f"scanned={len(report)} need_attention={len(bad)} apply={bool(args.apply)}")
     for x in bad[:50]:
         print(
             f"  #{x['trade_id']} {x['inst_id']} action={x['action']} "
             f"A:{x['old_realized_pnl_usdt_A']}->{x['new_realized_pnl_usdt_A']} "
-            f"B={x['stats_pnl_usdt_B']} hint={x['bridge_hint']}"
+            f"B={x['stats_pnl_usdt_B']} src={x.get('pnl_source')}"
         )
     if args.csv:
         out = Path(args.csv)