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_stats_lib.py

@@ -61,7 +61,8 @@ def _underlying_index_usdt(ex: Any, underly: str) -> float | None:
 
 def history_pnl_to_usdt(history: list[dict[str, Any]], ex: Any = None) -> list[dict[str, Any]]:
     """
-    统计用:币本位 realized_pnl(ETH/BTC) 按指数折成 U;USDC 原样.
+    统计用:优先已冻结的 realized_pnl_usdt(平仓当时口径,含手续费后净额);
+    否则币本位用 close_index_px(再否则实时指数)折 U;USDC 原样.
     折算失败的币仓剔除盈亏字段,避免把「币数量」当成 U.
     """
     from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
@@ -73,6 +74,11 @@ def history_pnl_to_usdt(history: list[dict[str, Any]], ex: Any = None) -> list[d
         if r.get("status") == "open":
             out.append(r)
             continue
+        frozen = _safe_float(r.get("realized_pnl_usdt"))
+        if frozen is not None:
+            r["realized_pnl"] = round(float(frozen), 4)
+            out.append(r)
+            continue
         pnl = _safe_float(r.get("realized_pnl"))
         if pnl is None:
             out.append(r)
@@ -83,9 +89,11 @@ def history_pnl_to_usdt(history: list[dict[str, Any]], ex: Any = None) -> list[d
         if not ccy:
             ccy = premium_ccy_for_mode(margin_mode_from_inst_id(inst), underly)
         if ccy in ("ETH", "BTC"):
-            if underly not in idx_cache:
-                idx_cache[underly] = _underlying_index_usdt(ex, underly)
-            idx = idx_cache.get(underly)
+            idx = _safe_float(r.get("close_index_px"))
+            if idx is None or idx <= 0:
+                if underly not in idx_cache:
+                    idx_cache[underly] = _underlying_index_usdt(ex, underly)
+                idx = idx_cache.get(underly)
             if idx is None or idx <= 0:
                 r["realized_pnl"] = None
             else:
@@ -278,6 +286,8 @@ def _closed_trade_dicts(closed_rows) -> list[dict[str, Any]]:
             {
                 "status": "closed",
                 "realized_pnl": _row_get(row, "realized_pnl"),
+                "realized_pnl_usdt": _row_get(row, "realized_pnl_usdt"),
+                "close_index_px": _row_get(row, "close_index_px"),
                 "created_at": _row_get(row, "created_at"),
                 "closed_at": _row_get(row, "closed_at"),
                 "inst_id": _row_get(row, "inst_id") or "",
@@ -288,26 +298,118 @@ def _closed_trade_dicts(closed_rows) -> list[dict[str, Any]]:
     return out
 
 
+_CLOSED_STATS_SELECT = """
+    SELECT realized_pnl, realized_pnl_usdt, close_index_px,
+           created_at, closed_at, inst_id, underlying, premium_ccy
+    FROM options_trades
+    WHERE status = 'closed'
+      AND (realized_pnl IS NOT NULL OR realized_pnl_usdt IS NOT NULL)
+"""
+
+
+def freeze_missing_realized_pnl_usdt(conn, ex: Any = None) -> int:
+    """旧已平仓缺冻结 U 时按 close_index/当前指数写一次,之后不再跟盘变."""
+    init_options_tables(conn)
+    rows = conn.execute(
+        """
+        SELECT id, realized_pnl, realized_pnl_usdt, close_index_px,
+               inst_id, underlying, premium_ccy, premium_paid, premium_received,
+               open_fee, close_fee
+        FROM options_trades
+        WHERE status = 'closed'
+          AND realized_pnl_usdt IS NULL
+          AND realized_pnl IS NOT NULL
+        ORDER BY id DESC
+        LIMIT 300
+        """
+    ).fetchall()
+    if not rows:
+        return 0
+    from lib.options.options_pnl_settle_lib import settle_closed_pnl, resolve_close_index_px
+
+    updated = 0
+    for row in rows:
+        ccy = str(_row_get(row, "premium_ccy") or "").strip().upper()
+        idx = _safe_float(_row_get(row, "close_index_px"))
+        if idx is None or idx <= 0:
+            idx = resolve_close_index_px(
+                ex,
+                inst_id=str(_row_get(row, "inst_id") or ""),
+                underlying=str(_row_get(row, "underlying") or ""),
+            )
+        # 有手续费列时按净额重算;否则用已有 realized_pnl 冻结
+        ofee = _safe_float(_row_get(row, "open_fee")) or 0.0
+        cfee = _safe_float(_row_get(row, "close_fee")) or 0.0
+        paid = _row_get(row, "premium_paid")
+        recv = _row_get(row, "premium_received")
+        if paid is not None and recv is not None and (ofee > 0 or cfee > 0):
+            settled = settle_closed_pnl(
+                premium_paid=paid,
+                premium_received=recv,
+                open_fee=ofee,
+                close_fee=cfee,
+                premium_ccy=ccy or "USDC",
+                index_px=idx,
+            )
+            pnl = settled.get("realized_pnl")
+            usdt = settled.get("realized_pnl_usdt")
+            close_idx = settled.get("close_index_px")
+        else:
+            pnl = _safe_float(_row_get(row, "realized_pnl"))
+            if pnl is None:
+                continue
+            settled = settle_closed_pnl(
+                premium_paid=0,
+                premium_received=pnl,
+                open_fee=0,
+                close_fee=0,
+                premium_ccy=ccy or "USDC",
+                index_px=idx,
+            )
+            usdt = settled.get("realized_pnl_usdt")
+            close_idx = settled.get("close_index_px")
+        if usdt is None:
+            continue
+        conn.execute(
+            """
+            UPDATE options_trades
+            SET realized_pnl_usdt = ?,
+                close_index_px = COALESCE(close_index_px, ?),
+                realized_pnl = COALESCE(?, realized_pnl)
+            WHERE id = ? AND realized_pnl_usdt IS NULL
+            """,
+            (float(usdt), close_idx, pnl, int(row["id"])),
+        )
+        updated += 1
+    return updated
+
+
+def load_local_options_stats_history(conn, ex: Any = None) -> list[dict[str, Any]]:
+    """本地已平(含冻结 U/手续费净额) + 当前 open,供统计/中控窗口复用."""
+    init_options_tables(conn)
+    try:
+        freeze_missing_realized_pnl_usdt(conn, ex)
+    except Exception:
+        pass
+    closed_rows = conn.execute(_CLOSED_STATS_SELECT).fetchall()
+    open_rows = conn.execute(
+        "SELECT created_at FROM options_trades WHERE status = 'open'"
+    ).fetchall()
+    history = _closed_trade_dicts(closed_rows)
+    for row in open_rows:
+        history.append({"status": "open", "created_at": _row_get(row, "created_at")})
+    return history
+
+
 def compute_options_stats(get_db, ex: Any = None) -> dict[str, Any]:
     conn = get_db()
     try:
-        init_options_tables(conn)
-        closed_rows = conn.execute(
-            """
-            SELECT realized_pnl, created_at, closed_at, inst_id, underlying, premium_ccy
-            FROM options_trades
-            WHERE status = 'closed' AND realized_pnl IS NOT NULL
-            """
-        ).fetchall()
-        open_rows = conn.execute(
-            """
-            SELECT created_at FROM options_trades WHERE status = 'open'
-            """
-        ).fetchall()
-        history = _closed_trade_dicts(closed_rows)
-        for row in open_rows:
-            history.append({"status": "open", "created_at": _row_get(row, "created_at")})
-        # 币本位盈亏按指数折 U,再算胜率/盈亏比(与 /api/options/stats 一致)
+        history = load_local_options_stats_history(conn, ex)
+        try:
+            conn.commit()
+        except Exception:
+            pass
+        # 优先冻结 U;缺省再按指数折(与 /api/options/stats 一致)
         return compute_options_stats_from_history(history_pnl_to_usdt(history, ex))
     finally:
         conn.close()
@@ -337,12 +439,17 @@ def header_options_stats_for_window(
     start_bj, end_bj = utc_window_to_bj_sql_strings(
         list_window["start_utc"], list_window["end_utc"], app_tz
     )
+    try:
+        freeze_missing_realized_pnl_usdt(conn, ex)
+    except Exception:
+        pass
     closed_rows = conn.execute(
         """
-        SELECT realized_pnl, created_at, closed_at, inst_id, underlying, premium_ccy
+        SELECT realized_pnl, realized_pnl_usdt, close_index_px,
+               created_at, closed_at, inst_id, underlying, premium_ccy
         FROM options_trades
         WHERE status = 'closed'
-          AND realized_pnl IS NOT 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) <= ?
         """,