fix顶栏总交易/胜率/盈亏比与账户结算口径对齐,新单仅计已冻结。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-09 00:39:35 +08:00
parent 260bfd1f29
commit 549253440a
3 changed files with 56 additions and 4 deletions
@@ -149,7 +149,8 @@
- `net_realized_pnl` / 已平相关:仅 `pnl_settled=1` 的冻结值之和。 - `net_realized_pnl` / 已平相关:仅 `pnl_settled=1` 的冻结值之和。
- `total_pnl`(持仓页合计)= `net_realized_pnl` + `open_float_pnl`。 - `total_pnl`(持仓页合计)= `net_realized_pnl` + `open_float_pnl`。
- 待结算已平单:不计入已实现,也不重复计入浮盈(浮盈仅当前期权持仓)。 - 待结算已平单:不计入已实现,也不重复计入浮盈(浮盈仅当前期权持仓)。
- **顶栏三项**(总交易 / 胜率 / 盈亏比):与上同一过滤口径(`header_options_stats_for_window`)。
### 5.5 期权复盘 ### 5.5 期权复盘
+8 -3
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@@ -821,9 +821,10 @@ def header_options_stats_for_window(
app_tz, app_tz,
ex: Any = None, ex: Any = None,
) -> dict[str, Any]: ) -> dict[str, Any]:
"""顶栏总交易/胜率/盈亏比:纯期权(options_trades),全站导航共用,按列表窗过滤. """顶栏总交易/胜率/盈亏比:与期权统计同一结算口径.
币本位 realized_pnl 为币数量,须折 U 后再算盈亏比,否则 BTC/ETH 混算会严重失真. 新单(有 trading_usdt_before):仅 pnl_settled=1 的账户差分计入;
旧单(无 before):仍按原 realized 兼容.币数量须折 U 后再算盈亏比.
""" """
from lib.common.history_window_lib import utc_window_to_bj_sql_strings from lib.common.history_window_lib import utc_window_to_bj_sql_strings
@@ -841,7 +842,11 @@ def header_options_stats_for_window(
created_at, closed_at, inst_id, underlying, premium_ccy created_at, closed_at, inst_id, underlying, premium_ccy
FROM options_trades FROM options_trades
WHERE status = 'closed' WHERE status = 'closed'
AND (realized_pnl IS NOT NULL OR realized_pnl_usdt IS NOT NULL) AND (
(COALESCE(pnl_settled, 0) = 1 AND realized_pnl_usdt IS NOT NULL)
OR (trading_usdt_before IS NULL
AND (realized_pnl IS NOT NULL OR realized_pnl_usdt IS NOT NULL))
)
AND COALESCE(closed_at, created_at) >= ? AND COALESCE(closed_at, created_at) >= ?
AND COALESCE(closed_at, created_at) <= ? AND COALESCE(closed_at, created_at) <= ?
""", """,
+46
View File
@@ -99,6 +99,52 @@ class AccountPnlSettleTests(unittest.TestCase):
self.assertAlmostEqual(float(stats["net_realized_pnl"]), 952.96, places=2) self.assertAlmostEqual(float(stats["net_realized_pnl"]), 952.96, places=2)
conn.close() conn.close()
def test_header_stats_skip_unsettled_account_trades(self):
from datetime import datetime, timezone
from lib.options.options_db import init_options_tables
from lib.options.options_stats_lib import header_options_stats_for_window
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
init_options_tables(conn)
conn.execute(
"""
INSERT INTO options_trades(
inst_id, underlying, opt_type, sheets, eth_amount,
premium_paid, realized_pnl, premium_ccy, status,
trading_usdt_before, pnl_settled, created_at, closed_at
) VALUES (
'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
0.01, 0.01, 'ETH', 'closed',
500.0, 0, '2026-10-08 10:00:00', '2026-10-08 12:00:00'
)
"""
)
conn.execute(
"""
INSERT INTO options_trades(
inst_id, underlying, opt_type, sheets, eth_amount,
premium_paid, realized_pnl, premium_ccy, status,
trading_usdt_before, trading_usdt_after, realized_pnl_usdt,
pnl_settled, created_at, closed_at
) VALUES (
'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
0.01, 0.01, 'ETH', 'closed',
1000.0, 1100.0, 100.0,
1, '2026-10-08 08:00:00', '2026-10-08 09:00:00'
)
"""
)
conn.commit()
win = {
"start_utc": datetime(2026, 10, 1, tzinfo=timezone.utc),
"end_utc": datetime(2026, 10, 31, 23, 59, 59, tzinfo=timezone.utc),
}
out = header_options_stats_for_window(conn, win, timezone.utc, None)
self.assertEqual(int(out["total"]), 1)
conn.close()
if __name__ == "__main__": if __name__ == "__main__":
unittest.main() unittest.main()