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>
2026-10-13 10:23:36 +08:00
parent 3416996ae5
commit 42a7ee9961
5 changed files with 126 additions and 111 deletions
@@ -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)) +
@@ -576,35 +576,52 @@ 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
-        # 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
+        sell_idx = close_idx if (close_idx is not None and close_idx > 0) else None
        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 (
-            pnl_u is not None
-            and pnl_src != "none"
-            and (frozen_usdt is None or abs(float(frozen_usdt) - float(pnl_u)) > 0.05)
-        ):
+        # 能算新公式则写回;算不出则清空旧冻结并标记「缺价未核」
+        status_label = "已平"
+        if pnl_u is not None and pnl_src != "none":
+            if frozen_usdt is None or abs(float(frozen_usdt) - float(pnl_u)) > 0.05:
+                try:
+                    conn.execute(
+                        """
+                        UPDATE options_trades
+                        SET realized_pnl_usdt = ?, pnl_settled = 1
+                        WHERE id = ?
+                        """,
+                        (pnl_u, trade_id),
+                    )
+                except Exception:
+                    pass
+        else:
+            status_label = "缺价未核"
+            pnl_u = None
            try:
                conn.execute(
                    """
                    UPDATE options_trades
-                    SET realized_pnl_usdt = ?, pnl_settled = 1
+                    SET realized_pnl_usdt = NULL, pnl_settled = 0
                    WHERE id = ?
+                      AND (
+                        COALESCE(pnl_settled, 0) = 1
+                        OR realized_pnl_usdt IS NOT NULL
+                      )
                    """,
-                    (pnl_u, trade_id),
+                    (trade_id,),
                )
            except Exception:
                pass
@@ -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":
@@ -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">
@@ -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)
@@ -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