统计已实现盈亏扣手续费，并按平仓时指数冻结为 U。

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

lib/options/options_monitor_lib.py

@@ -187,7 +187,8 @@ def backfill_closed_options_realized_pnl_from_history(
     rows = conn.execute(
         """
         SELECT id, inst_id, sheets, premium_paid, realized_pnl, close_quote,
-               created_at, closed_at, close_ord_id
+               created_at, closed_at, close_ord_id, realized_pnl_usdt,
+               open_fee, close_fee, premium_ccy, underlying
         FROM options_trades
         WHERE status = 'closed'
         ORDER BY id DESC
@@ -198,8 +199,13 @@ def backfill_closed_options_realized_pnl_from_history(
     if not rows:
         return 0
 
+    from lib.options.options_pnl_settle_lib import resolve_close_index_px, settle_closed_pnl
+
     groups: dict[str, list[Any]] = {}
     for row in rows:
+        # 已冻结 U 的本地结算不再被交易所历史覆盖
+        if _safe_float(row["realized_pnl_usdt"]) is not None:
+            continue
         inst = str(row["inst_id"] or "").strip()
         if not inst or inst not in by_inst:
             continue
@@ -233,6 +239,8 @@ def backfill_closed_options_realized_pnl_from_history(
         total_paid = 0.0
         for r in group:
             total_paid += float(_safe_float(r["premium_paid"]) or 0.0)
+        underly = str(group[0]["underlying"] or "").strip()
+        close_idx = resolve_close_index_px(None, inst_id=inst, underlying=underly)
         allocated = 0.0
         for i, r in enumerate(group):
             paid = float(_safe_float(r["premium_paid"]) or 0.0)
@@ -255,16 +263,37 @@ def backfill_closed_options_realized_pnl_from_history(
             if pnl_ok and quote_ok and ord_ok:
                 continue
             prem_recv = round(paid + share, 4)
+            ofee = float(_safe_float(r["open_fee"]) or 0.0)
+            cfee = float(_safe_float(r["close_fee"]) or 0.0)
+            prem_ccy = str(r["premium_ccy"] or "").strip() or "ETH"
+            settled = settle_closed_pnl(
+                premium_paid=paid,
+                premium_received=prem_recv,
+                open_fee=ofee,
+                close_fee=cfee,
+                premium_ccy=prem_ccy,
+                index_px=close_idx,
+            )
             conn.execute(
                 """
                 UPDATE options_trades
                 SET realized_pnl = ?,
                     premium_received = ?,
                     close_quote = COALESCE(?, close_quote),
-                    close_ord_id = COALESCE(?, close_ord_id)
-                WHERE id = ?
+                    close_ord_id = COALESCE(?, close_ord_id),
+                    close_index_px = COALESCE(?, close_index_px),
+                    realized_pnl_usdt = COALESCE(?, realized_pnl_usdt)
+                WHERE id = ? AND realized_pnl_usdt IS NULL
                 """,
-                (share, prem_recv, close_quote, matched_pos, int(r["id"])),
+                (
+                    settled.get("realized_pnl"),
+                    prem_recv,
+                    close_quote,
+                    matched_pos,
+                    settled.get("close_index_px"),
+                    settled.get("realized_pnl_usdt"),
+                    int(r["id"]),
+                ),
             )
             updated += 1
     return updated
@@ -283,7 +312,8 @@ def sync_open_options_trades(
     """
     rows = conn.execute(
         """
-        SELECT id, inst_id, premium_paid, exp_time, created_at
+        SELECT id, inst_id, premium_paid, exp_time, created_at,
+               open_fee, premium_ccy, underlying, exchange_ord_id
         FROM options_trades
         WHERE status = 'open'
         """
@@ -291,6 +321,8 @@ def sync_open_options_trades(
     updated = 0
     closed_inst_ids: list[str] = []
     now_ms = int(time.time() * 1000)
+    from lib.options.options_pnl_settle_lib import resolve_close_index_px, settle_closed_pnl
+
     for row in rows:
         inst_id = str(row["inst_id"] or "")
         if not inst_id or inst_id in live_inst_ids:
@@ -331,6 +363,24 @@ def sync_open_options_trades(
         if not closed_at:
             closed_at = options_app_now_str()
 
+        open_fee = float(_safe_float(row["open_fee"]) or 0.0)
+        prem_ccy = str(row["premium_ccy"] or "").strip() or "ETH"
+        underly = str(row["underlying"] or "").strip()
+        close_idx = resolve_close_index_px(None, inst_id=inst_id, underlying=underly)
+        # 交易所 pnl 多为权利金差;再扣本地开仓费后冻结(平仓费此处无单号,记 0)
+        if prem_recv is None and realized_pnl is not None:
+            prem_recv = round(paid + float(realized_pnl), 4)
+        settled = settle_closed_pnl(
+            premium_paid=paid,
+            premium_received=prem_recv if prem_recv is not None else (paid + float(realized_pnl or 0)),
+            open_fee=open_fee,
+            close_fee=0,
+            premium_ccy=prem_ccy,
+            index_px=close_idx,
+        )
+        realized_pnl = settled.get("realized_pnl")
+        pnl_usdt = settled.get("realized_pnl_usdt")
+
         conn.execute(
             """
             UPDATE options_trades
@@ -340,6 +390,9 @@ def sync_open_options_trades(
                 realized_pnl = ?,
                 close_ord_id = COALESCE(?, close_ord_id),
                 closed_at = COALESCE(?, closed_at),
+                close_index_px = COALESCE(?, close_index_px),
+                realized_pnl_usdt = COALESCE(?, realized_pnl_usdt),
+                fee_ccy = COALESCE(fee_ccy, ?),
                 signal_note = CASE
                     WHEN ? = 'expired' AND (signal_note IS NULL OR TRIM(signal_note) = '')
                     THEN '到期结算'
@@ -353,6 +406,9 @@ def sync_open_options_trades(
                 realized_pnl,
                 close_ord_id,
                 closed_at,
+                settled.get("close_index_px"),
+                pnl_usdt,
+                prem_ccy,
                 close_reason,
                 int(row["id"]),
             ),