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>
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@@ -591,19 +591,35 @@ def sync_options_from_local_trades(
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close_fee=cfee,
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premium_ccy=ccy,
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fee_ccy=str(r["premium_ccy"] or ccy or ""),
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conn=conn,
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bridge_id=r["bridge_id"],
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)
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# 能算新公式则写回;算不出则清空旧冻结并标记「缺价未核」
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# 能算新公式则写回;卖回未完成→待卖回;算不出→缺价未核
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status_label = "已平"
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if pnl_u is not None and pnl_src != "none":
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if pnl_src == "pending_sell":
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status_label = "待卖回"
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pnl_u = None
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elif pnl_u is not None and pnl_src not in ("none", "pending_sell"):
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if frozen_usdt is None or abs(float(frozen_usdt) - float(pnl_u)) > 0.05:
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try:
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from lib.options.options_pnl_settle_lib import resolve_spot_vwap_prices
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opx, cpx, _g = resolve_spot_vwap_prices(
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conn,
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bridge_id=r["bridge_id"],
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open_index_px=open_idx,
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close_index_px=sell_idx,
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)
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conn.execute(
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"""
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UPDATE options_trades
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SET realized_pnl_usdt = ?, pnl_settled = 1
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SET realized_pnl_usdt = ?,
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open_index_px = COALESCE(?, open_index_px),
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close_index_px = COALESCE(?, close_index_px),
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pnl_settled = 1
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WHERE id = ?
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""",
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(pnl_u, trade_id),
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(pnl_u, opx, cpx, trade_id),
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)
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except Exception:
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pass
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