fix多笔买/卖回用VWAP计入真盈亏,卖完再结算并标记待卖回。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-13 10:38:46 +08:00
parent 42a7ee9961
commit 53a624633d
11 changed files with 451 additions and 28 deletions
+1 -1
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@@ -32,7 +32,7 @@ USDT(交易户)
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卖光可卖标的币(禁止按开仓权利金封顶)→ 快照 trading_usdt_after
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口径 A(复盘真盈亏): 币盈亏×卖回价 − 权利金×(开仓价−卖回价);含权利金U波动,忽略多买
口径 A(复盘真盈亏): 币盈亏×卖回VWAP − 权利金×(买VWAP−卖回VWAP);卖完再结算
口径 B(期权历史/数据统计): 仅期权腿币盈亏(×卖回价折 U);不含现货/权利金U波动修正
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