fix模拟盘流水重算VWAP按合约分段，避免两笔卖回混算。

Co-authored-by: Cursor <cursoragent@cursor.com>

scripts/repair_options_spot_vwap_from_sim_ledger.py

@@ -37,56 +37,72 @@ def _ledger_buy_sell(
     """在开仓前后窗口内汇总 USDT→币 与 平仓后币→USDT."""
     u = (underly or "").upper()
     inst = str(inst_id or "").strip()
-    buys = conn.execute(
-        """
-        SELECT amount, ts FROM sim_ledger_entries
-        WHERE ccy='USDT' AND account='trading' AND kind='convert'
-          AND amount < 0 AND note LIKE ?
-          AND ts >= datetime(?, '-14 hour')
-          AND ts <= datetime(?, '+14 hour')
-        ORDER BY id
-        """,
-        (f"{u}/USDT%", open_ts, open_ts),
-    ).fetchall()
     buy_usdt = 0.0
     buy_coin = 0.0
-    for row in buys:
+    opens = conn.execute(
+        """
+        SELECT id, ts FROM sim_ledger_entries
+        WHERE kind='option_open' AND note LIKE ?
+        ORDER BY id
+        """,
+        (f"%{inst}%",),
+    ).fetchall() if inst else []
+    if opens:
+        open_id = int(opens[0]["id"])
+        # 开仓前最近一笔 USDT→币(含缓冲买币)
+        buy_row = conn.execute(
+            """
+            SELECT id, amount, ts FROM sim_ledger_entries
+            WHERE ccy='USDT' AND account='trading' AND kind='convert'
+              AND amount < 0 AND note LIKE ? AND id < ?
+            ORDER BY id DESC LIMIT 1
+            """,
+            (f"{u}/USDT%", open_id),
+        ).fetchone()
+        if buy_row:
             coin_row = conn.execute(
                 """
                 SELECT amount FROM sim_ledger_entries
                 WHERE ccy=? AND account='trading' AND kind='convert' AND amount > 0
-              AND ts=? AND note LIKE 'from usdt%'
-            ORDER BY id LIMIT 1
-            """,
-            (u, row["ts"]),
-        ).fetchone()
-        if not coin_row:
-            continue
-        buy_usdt += abs(float(row["amount"]))
-        buy_coin += float(coin_row["amount"])
-    sell_usdt = 0.0
-    sell_coin = 0.0
-    last_close = None
-    if inst:
-        last_close = conn.execute(
-            """
-            SELECT ts FROM sim_ledger_entries
-            WHERE kind='option_close' AND note LIKE ?
+                  AND ts=? AND note LIKE 'from usdt%' AND id < ?
                 ORDER BY id DESC LIMIT 1
                 """,
-            (f"%{inst}%",),
+                (u, buy_row["ts"], open_id),
             ).fetchone()
-    if last_close or close_ts:
-        close_anchor = str(last_close["ts"]) if last_close else str(close_ts)
-        sells = conn.execute(
+            if coin_row:
+                buy_usdt = abs(float(buy_row["amount"]))
+                buy_coin = float(coin_row["amount"])
+    sell_usdt = 0.0
+    sell_coin = 0.0
+    # 该合约 option_close 的 id 区间:本笔最后一笔 close → 下一笔任意 option_open/close 之前
+    closes = conn.execute(
         """
-            SELECT amount, ts FROM sim_ledger_entries
-            WHERE ccy=? AND account='trading' AND kind='convert'
-              AND amount < 0 AND note LIKE ?
-              AND ts >= ?
+        SELECT id, ts FROM sim_ledger_entries
+        WHERE kind='option_close' AND note LIKE ?
         ORDER BY id
         """,
-            (u, f"{u}/USDT%", close_anchor),
+        (f"%{inst}%",),
+    ).fetchall() if inst else []
+    if closes:
+        start_id = int(closes[-1]["id"])
+        nxt = conn.execute(
+            """
+            SELECT id FROM sim_ledger_entries
+            WHERE id > ? AND kind IN ('option_open','option_close')
+            ORDER BY id LIMIT 1
+            """,
+            (start_id,),
+        ).fetchone()
+        end_id = int(nxt["id"]) if nxt else 10**12
+        sells = conn.execute(
+            """
+            SELECT id, amount, ts FROM sim_ledger_entries
+            WHERE ccy=? AND account='trading' AND kind='convert'
+              AND amount < 0 AND note LIKE ?
+              AND id > ? AND id < ?
+            ORDER BY id
+            """,
+            (u, f"{u}/USDT%", start_id, end_id),
         ).fetchall()
         for row in sells:
             usdt_row = conn.execute(
@@ -94,9 +110,10 @@ def _ledger_buy_sell(
                 SELECT amount FROM sim_ledger_entries
                 WHERE ccy='USDT' AND account='trading' AND kind='convert'
                   AND amount > 0 AND ts=? AND note LIKE 'from %'
+                  AND id > ? AND id < ?
                 ORDER BY id LIMIT 1
                 """,
-                (row["ts"],),
+                (row["ts"], start_id, end_id),
             ).fetchone()
             if not usdt_row:
                 continue