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>

lib/common/static/options_review.js

@@ -451,6 +451,11 @@
             var badgeExtra = reviewed
               ? ' <span class="or-badge" style="background:rgba(61,214,140,.2)">已复盘</span>'
               : "";
+            var needsMark = String(t.status_raw || "") === "缺价未核";
+            if (needsMark) {
+              badgeExtra +=
+                ' <span class="or-badge" style="background:rgba(255,170,60,.28)" title="缺开仓价或卖回价，未能按新真盈亏公式更新">缺价未核</span>';
+            }
             return (
               '<tr class="or-trade-row' +
               active +
@@ -471,7 +476,7 @@
               '<td class="' +
               pnlClass(t.realized_pnl_total) +
               '">' +
-              fmtPnl(t.realized_pnl_total) +
+              (needsMark ? '<span class="muted" title="未能按新公式更新">—</span>' : fmtPnl(t.realized_pnl_total)) +
               "</td>" +
               '<td class="' +
               pnlClass(pr) +
@@ -565,13 +570,18 @@
             var entry = t.entry || {};
             var direction = t.direction_view || entry.direction_view || "";
             var entryLogic = t.entry_logic || entry.entry_logic || "";
+            var needsMarkR = String(t.status_raw || "") === "缺价未核";
             return (
               '<tr class="or-reviewed-row" data-id="' +
               t.id +
               '">' +
               "<td><span class=\"or-badge\">" +
               escapeHtml(t.source_label || t.source_type) +
-              "</span></td>" +
+              "</span>" +
+              (needsMarkR
+                ? ' <span class="or-badge" style="background:rgba(255,170,60,.28)" title="缺开仓价或卖回价，未能按新真盈亏公式更新">缺价未核</span>'
+                : "") +
+              "</td>" +
               "<td>" +
               escapeHtml(tradeContractLabel(t)) +
               "</td>" +
@@ -584,7 +594,7 @@
               '<td class="' +
               pnlClass(t.realized_pnl_total) +
               '">' +
-              fmtPnl(t.realized_pnl_total) +
+              (needsMarkR ? '<span class="muted" title="未能按新公式更新">—</span>' : fmtPnl(t.realized_pnl_total)) +
               "</td>" +
               '<td class="' +
               pnlClass(resolveProfitRate(t)) +

lib/options/options_review_lib.py

@@ -576,27 +576,26 @@ def sync_options_from_local_trades(
             close_fee=cfee,
             premium_ccy=ccy,
         )
+        # 初始权利金可用开仓价,缺则兜底指数;真盈亏必须用冻结的开仓价+卖回价,禁止实时价冒充
         open_idx_for_prem = open_idx if (open_idx is not None and open_idx > 0) else idx
-        sell_idx = close_idx if (close_idx is not None and close_idx > 0) else idx
+        sell_idx = close_idx if (close_idx is not None and close_idx > 0) else None
-        # 真盈亏=币盈亏×卖回价 − (权利金×开仓价 − 权利金×卖回价);忽略现货多买
         from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
 
         pnl_u, pnl_src = resolve_true_pnl_usdt_from_trade(
             premium_paid=prem,
             premium_received=r["premium_received"],
             realized_pnl=r["realized_pnl"],
-            open_index_px=open_idx_for_prem,
+            open_index_px=open_idx if (open_idx is not None and open_idx > 0) else None,
             close_index_px=sell_idx,
             open_fee=ofee,
             close_fee=cfee,
             premium_ccy=ccy,
             fee_ccy=str(r["premium_ccy"] or ccy or ""),
         )
-        if (
+        # 能算新公式则写回;算不出则清空旧冻结并标记「缺价未核」
-            pnl_u is not None
+        status_label = "已平"
-            and pnl_src != "none"
+        if pnl_u is not None and pnl_src != "none":
-            and (frozen_usdt is None or abs(float(frozen_usdt) - float(pnl_u)) > 0.05)
+            if frozen_usdt is None or abs(float(frozen_usdt) - float(pnl_u)) > 0.05:
-        ):
                 try:
                     conn.execute(
                         """
@@ -608,6 +607,24 @@ def sync_options_from_local_trades(
                     )
                 except Exception:
                     pass
+        else:
+            status_label = "缺价未核"
+            pnl_u = None
+            try:
+                conn.execute(
+                    """
+                    UPDATE options_trades
+                    SET realized_pnl_usdt = NULL, pnl_settled = 0
+                    WHERE id = ?
+                      AND (
+                        COALESCE(pnl_settled, 0) = 1
+                        OR realized_pnl_usdt IS NOT NULL
+                      )
+                    """,
+                    (trade_id,),
+                )
+            except Exception:
+                pass
         # 初始权利金(U)=开仓指数×权利金币量;不含多买
         stored_initial = _safe_float(r["initial_premium_usdt"])
         prem_u = stored_initial
@@ -654,7 +671,7 @@ def sync_options_from_local_trades(
                 "option_fee_usdt": fee_u,
                 "created_at": opened_at,
                 "closed_at": closed_at,
-                "status_label": "已平",
+                "status_label": status_label,
             },
         )
         if action == "inserted":

lib/options/templates/options_review_panel.html

@@ -229,7 +229,7 @@
             <span class="or-step" aria-hidden="true">1</span>
             <div>
                 <div class="or-section-title" id="or-list-title">期权交易记录</div>
-                <p class="or-section-desc">真盈亏=历史币盈亏×卖回价 − 权利金×(开仓价−卖回价)；计入权利金 USDT 波动，忽略现货多买。期权历史仅记币收益。</p>
+                <p class="or-section-desc">真盈亏=历史币盈亏×卖回价 − 权利金×(开仓价−卖回价)。缺开仓/卖回价的旧单标记「缺价未核」，不沿用旧冻结。期权历史仅记币收益。</p>
             </div>
         </div>
         <div class="options-strike-table-wrap or-trades-table-wrap" id="or-trades-wrap">

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,
+               open_index_px, close_index_px, budget_usdt, open_fee, close_fee,
-               trading_usdt_before, trading_usdt_after,
+               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)
+        # 口径 A:权利金 USDT 波动式(忽略现货多买/账户差分)
-        suspicious = bool(
+        # 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)
-            settled
+        true_a, src = resolve_true_pnl_usdt_from_trade(
-            and coin_pnl is not None
+            premium_paid=paid,
-            and coin_pnl > 0
+            premium_received=recv,
-            and settled_u is not None
+            realized_pnl=coin_pnl,
-            and settled_u < 0
+            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
+        status_label = "已平"
-        a_ok_near_b = (
+        if true_a is not None and src != "none":
-            settled_u is not None
+            if settled_u is None or abs(float(settled_u) - float(true_a)) > 0.05:
-            and settled_u > 0
+                action = "rewrite_A_premium_move"
-            and stats_u is not None
+                new_settled_u = round(float(true_a), 4)
-            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):
+            else:
-            action = "settle_from_bridge_cash"
+                action = "ok_premium_move"
-            new_settled_u = bridge_true_a
+                new_settled_u = round(float(true_a), 4)
                 new_pnl_settled = 1
-        elif suspicious and not a_ok_near_b:
+        else:
-            # 负冻结且无快照/桥可重建:解除错误冻结
+            # 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 = "unsettle_bad_account_freeze"
+            action = "mark_uncomputable_A"
             new_pnl_settled = 0
             new_settled_u = None
-        elif (
+            status_label = "缺价未核"
-            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
 
         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,
+            "pnl_source": src,
-            "bridge_hint": bridge_hint,
             "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 (
+        elif action in ("rewrite_A_premium_move", "ok_premium_move") and new_settled_u is not None:
-            "settle_from_snapshots",
-            "settle_from_bridge_cash",
-            "accept_recovered_account_A",
-        ) 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)

tests/test_options_review_pnl_freeze.py

@@ -54,6 +54,48 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase):
         self.assertAlmostEqual(float(healed["realized_pnl_usdt"]), 700.0, places=2)
         conn.close()
 
+    def test_uncomputable_old_trade_marked(self):
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_review_lib import sync_options_from_local_trades
+        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
+        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        ensure_runtime_settings_table(conn)
+        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
+        # 无开仓/卖回价 → 无法按新公式更新
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, premium_received, realized_pnl, premium_ccy,
+                status, realized_pnl_usdt, pnl_settled,
+                created_at, closed_at
+            ) VALUES (
+                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
+                0.01, 0.02, 0.01, 'BTC',
+                'closed', -51.0, 1,
+                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
+            )
+            """
+        )
+        conn.commit()
+        sync_options_from_local_trades(conn, None)
+        row = conn.execute(
+            "SELECT realized_pnl_total, status_raw FROM options_review_trades WHERE history_key=?",
+            ("local_opt:1",),
+        ).fetchone()
+        self.assertEqual(str(row["status_raw"]), "缺价未核")
+        self.assertIsNone(row["realized_pnl_total"])
+        trade = conn.execute(
+            "SELECT realized_pnl_usdt, pnl_settled FROM options_trades WHERE id=1"
+        ).fetchone()
+        self.assertIsNone(trade["realized_pnl_usdt"])
+        self.assertEqual(int(trade["pnl_settled"] or 0), 0)
+        conn.close()
+
     def test_same_open_close_px_equals_coin_times_close(self):
         from lib.options.options_db import init_options_tables
         from lib.options.options_review_lib import sync_options_from_local_trades