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>

tests/test_options_spot_vwap.py

@@ -0,0 +1,110 @@
+"""多笔买/卖回 VWAP 与真盈亏."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+
+
+class SpotVwapBridgeTests(unittest.TestCase):
+    def test_buy_and_close_sell_vwap_multi_fill(self):
+        from lib.options.options_spot_bridge_lib import (
+            BRIDGE_CLOSED,
+            add_bridge_buy_fill,
+            add_bridge_close_sell_fill,
+            bridge_buy_vwap,
+            bridge_sell_vwap,
+            ensure_bridge_table,
+            insert_bridge,
+            update_bridge,
+        )
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        ensure_bridge_table(conn)
+        bid = insert_bridge(conn, underlying="BTC", status="holding", budget_usdt=2200)
+        add_bridge_buy_fill(conn, bid, usdt_spent=1000.0, coin_bought=0.5)
+        add_bridge_buy_fill(conn, bid, usdt_spent=1200.0, coin_bought=0.6)
+        # 2200 / 1.1 = 2000
+        self.assertAlmostEqual(float(bridge_buy_vwap(conn, bid)), 2000.0, places=4)
+
+        add_bridge_close_sell_fill(conn, bid, usdt_recovered=800.0, coin_sold=0.4)
+        add_bridge_close_sell_fill(conn, bid, usdt_recovered=1200.0, coin_sold=0.6)
+        # 2000 / 1.0 = 2000
+        self.assertAlmostEqual(float(bridge_sell_vwap(conn, bid)), 2000.0, places=4)
+        update_bridge(conn, bid, status=BRIDGE_CLOSED, close=True)
+        self.assertAlmostEqual(float(bridge_sell_vwap(conn, bid)), 2000.0, places=4)
+        conn.close()
+
+    def test_true_pnl_uses_bridge_vwap_not_index(self):
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
+        from lib.options.options_spot_bridge_lib import (
+            BRIDGE_CLOSED,
+            add_bridge_buy_fill,
+            add_bridge_close_sell_fill,
+            ensure_bridge_table,
+            insert_bridge,
+            update_bridge,
+        )
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        ensure_bridge_table(conn)
+        bid = insert_bridge(conn, underlying="BTC", status="holding", budget_usdt=2200)
+        add_bridge_buy_fill(conn, bid, usdt_spent=2200.0, coin_bought=1.1)
+        add_bridge_close_sell_fill(conn, bid, usdt_recovered=1600.0, coin_sold=0.8)
+        add_bridge_close_sell_fill(conn, bid, usdt_recovered=400.0, coin_sold=0.2)
+        update_bridge(conn, bid, status=BRIDGE_CLOSED, close=True)
+        # buy_vwap=2000, sell_vwap=2000; coin_pnl=0.01
+        # A = 0.01*2000 - (0.01*2000 - 0.01*2000) = 20
+        # 若误用指数 90000/80000 会得到 700
+        pnl, src = resolve_true_pnl_usdt_from_trade(
+            premium_paid=0.01,
+            premium_received=0.02,
+            realized_pnl=0.01,
+            open_index_px=90000.0,
+            close_index_px=80000.0,
+            premium_ccy="BTC",
+            conn=conn,
+            bridge_id=bid,
+        )
+        self.assertEqual(src, "premium_move")
+        self.assertAlmostEqual(float(pnl), 20.0, places=2)
+        conn.close()
+
+    def test_pending_sell_blocks_true_pnl(self):
+        from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
+        from lib.options.options_spot_bridge_lib import (
+            BRIDGE_PENDING_SELL,
+            add_bridge_buy_fill,
+            add_bridge_close_sell_fill,
+            ensure_bridge_table,
+            insert_bridge,
+            update_bridge,
+        )
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        ensure_bridge_table(conn)
+        bid = insert_bridge(conn, underlying="ETH", status="holding", budget_usdt=3000)
+        add_bridge_buy_fill(conn, bid, usdt_spent=3000.0, coin_bought=1.0)
+        add_bridge_close_sell_fill(conn, bid, usdt_recovered=1500.0, coin_sold=0.5)
+        update_bridge(conn, bid, status=BRIDGE_PENDING_SELL)
+        pnl, src = resolve_true_pnl_usdt_from_trade(
+            premium_paid=0.01,
+            premium_received=0.02,
+            realized_pnl=0.01,
+            open_index_px=3000.0,
+            close_index_px=3000.0,
+            premium_ccy="ETH",
+            conn=conn,
+            bridge_id=bid,
+        )
+        self.assertEqual(src, "pending_sell")
+        self.assertIsNone(pnl)
+        conn.close()
+
+
+if __name__ == "__main__":
+    unittest.main()