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统计已实现盈亏扣手续费，并按平仓时指数冻结为 U。

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-08 22:50:21 +08:00
parent e8f8a76753
commit 5e8b578f75
12 changed files with 726 additions and 54 deletions
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lib/sim/broker_lib.py
+48 -9
View File
@@ -359,16 +359,30 @@ class SimBroker:
side: str,
sheets: float,
avg_px: float,
fee: float = 0.0,
fee_ccy: str | None = None,
) -> None:
conn = self.get_db()
try:
ccy = str(fee_ccy or _premium_ccy_for_inst(inst_id) or "").strip().upper()
conn.execute(
"""
INSERT OR REPLACE INTO sim_option_orders(
ord_id, inst_id, side, sheets, avg_px, state, acc_fill_sz, created_at
) VALUES (?,?,?,?,?,'filled',?,?)
ord_id, inst_id, side, sheets, avg_px, state, acc_fill_sz,
fee, fee_ccy, created_at
) VALUES (?,?,?,?,?,'filled',?,?,?,?)
""",
(ord_id, inst_id, side, float(sheets), float(avg_px), float(sheets), _now()),
(
ord_id,
inst_id,
side,
float(sheets),
float(avg_px),
float(sheets),
float(fee or 0),
ccy,
_now(),
),
)
conn.commit()
finally:
@@ -383,6 +397,11 @@ class SimBroker:
).fetchone()
if not row:
return None
keys = set(row.keys()) if hasattr(row, "keys") else set()
fee = float(row["fee"]) if "fee" in keys and row["fee"] is not None else 0.0
fee_ccy = str(row["fee_ccy"] or "").strip().upper() if "fee_ccy" in keys else ""
if not fee_ccy:
fee_ccy = _premium_ccy_for_inst(row["inst_id"])
return {
"ok": True,
"ord_id": row["ord_id"],
@@ -391,7 +410,10 @@ class SimBroker:
"state": row["state"],
"acc_fill_sz": float(row["acc_fill_sz"]),
"avg_px": float(row["avg_px"]),
"fee": -abs(fee) if fee else 0.0,
"fee_ccy": fee_ccy,
"sim": True,
"raw": {"fee": -abs(fee) if fee else 0.0, "feeCcy": fee_ccy, "sim": True},
}
finally:
conn.close()
@@ -469,15 +491,23 @@ class SimBroker:
ord_id = f"sim-opt-{uuid.uuid4().hex[:16]}"
self._store_option_order(
ord_id=ord_id, inst_id=inst_id, side="buy", sheets=n, avg_px=pr.fill_px
ord_id=ord_id,
inst_id=inst_id,
side="buy",
sheets=n,
avg_px=pr.fill_px,
fee=float(pr.fee or 0),
fee_ccy=prem_ccy,
)
return {
"ok": True,
"data": {"ordId": ord_id, "sCode": "0", "sMsg": "sim filled"},
"raw": {"sim": True},
"raw": {"sim": True, "fee": pr.fee, "feeCcy": prem_ccy},
"px": pr.fill_px,
"ord_type": "ioc",
"info": {"sim": True, "fee": pr.fee, "fill": pr.to_dict()},
"fee": float(pr.fee or 0),
"fee_ccy": prem_ccy,
"info": {"sim": True, "fee": pr.fee, "fee_ccy": prem_ccy, "fill": pr.to_dict()},
}
def sell_option_close(
@@ -540,16 +570,25 @@ class SimBroker:
note=f"sell {inst_id} x{close_n}@{pr.fill_px}",
)
ord_id = f"sim-opt-close-{uuid.uuid4().hex[:16]}"
prem_ccy = _premium_ccy_for_inst(inst_id)
self._store_option_order(
ord_id=ord_id, inst_id=inst_id, side="sell", sheets=close_n, avg_px=pr.fill_px
ord_id=ord_id,
inst_id=inst_id,
side="sell",
sheets=close_n,
avg_px=pr.fill_px,
fee=float(pr.fee or 0),
fee_ccy=prem_ccy,
)
return {
"ok": True,
"data": {"ordId": ord_id, "sCode": "0", "sMsg": "sim filled"},
"raw": {"sim": True},
"raw": {"sim": True, "fee": pr.fee, "feeCcy": prem_ccy},
"px": pr.fill_px,
"ord_type": "ioc",
"info": {"sim": True, "fee": pr.fee, "fill": pr.to_dict()},
"fee": float(pr.fee or 0),
"fee_ccy": prem_ccy,
"info": {"sim": True, "fee": pr.fee, "fee_ccy": prem_ccy, "fill": pr.to_dict()},
}
def convert_usdt_usdc(
lib/sim/db_lib.py
+8
View File
@@ -103,6 +103,14 @@ def init_sim_tables(conn: sqlite3.Connection) -> None:
)
"""
)
try:
conn.execute("ALTER TABLE sim_option_orders ADD COLUMN fee REAL DEFAULT 0")
except Exception:
pass
try:
conn.execute("ALTER TABLE sim_option_orders ADD COLUMN fee_ccy TEXT")
except Exception:
pass
row = conn.execute("SELECT id FROM sim_wallets WHERE id=1").fetchone()
if row is None:
equity = max(0.0, _env_float("SIM_INITIAL_EQUITY_USDT", 10000.0))