fix模拟盘盈亏：收回×卖回价 − 开仓U权利金 − 手续费，历史按U展示。

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

lib/options/options_pnl_settle_lib.py

@@ -174,6 +174,62 @@ def fee_to_usdt(
     return round(amt, 4)
 
 
+def settle_sim_coin_pnl_usdt(
+    *,
+    premium_paid: Any,
+    premium_received: Any,
+    open_fee: Any = 0,
+    close_fee: Any = 0,
+    open_index_px: float | None,
+    sell_back_px: float | None,
+    fee_ccy: str | None = None,
+    premium_ccy: str = "ETH",
+) -> dict[str, float | None]:
+    """模拟盘币本位盈亏(U).
+
+    盈利: (权利金btc+盈利btc)×卖回价 − 初始U权利金 − 手续费
+        = 收回币×卖回价 − 已付币×开仓指数 − 手续费U
+    亏损: 剩余权利金U − 手续费U − 初始U权利金(同一式,结果为负)
+
+    不用买币预算当成本(预算含缓冲).
+    """
+    del fee_ccy  # 手续费按权利金币种折 U
+    paid = float(_safe_float(premium_paid) or 0.0)
+    recv = float(_safe_float(premium_received) or 0.0)
+    ofee = abs(float(_safe_float(open_fee) or 0.0))
+    cfee = abs(float(_safe_float(close_fee) or 0.0))
+    open_idx = _safe_float(open_index_px)
+    sell_px = _safe_float(sell_back_px)
+    net_coin = round(recv - paid - ofee - cfee, 8)
+    if open_idx is None or open_idx <= 0 or sell_px is None or sell_px <= 0:
+        return {
+            "realized_pnl": net_coin,
+            "close_index_px": float(sell_px) if sell_px is not None and sell_px > 0 else None,
+            "open_index_px": float(open_idx) if open_idx is not None and open_idx > 0 else None,
+            "realized_pnl_usdt": None,
+            "total_fee": round(ofee + cfee, 8),
+            "initial_premium_usdt": None,
+            "proceeds_usdt": None,
+        }
+    # 权利金btc+盈利btc = 平仓收回币
+    proceeds_u = float(recv) * float(sell_px)
+    initial_u = float(paid) * float(open_idx)
+    # 开仓费按开仓指数、平仓费按卖回价折 U
+    fee_u = ofee * float(open_idx) + cfee * float(sell_px)
+    pnl_u = round(proceeds_u - initial_u - fee_u, 4)
+    return {
+        "realized_pnl": net_coin,
+        "close_index_px": float(sell_px),
+        "open_index_px": float(open_idx),
+        "realized_pnl_usdt": pnl_u,
+        "total_fee": round(ofee + cfee, 8),
+        "initial_premium_usdt": round(initial_u, 4),
+        "proceeds_usdt": round(proceeds_u, 4),
+        "fee_usdt": round(fee_u, 4),
+        "premium_ccy": str(premium_ccy or "").strip().upper() or "ETH",
+    }
+
+
 def settle_closed_pnl(
     *,
     premium_paid: Any,
@@ -189,13 +245,16 @@ def settle_closed_pnl(
     """
     由「毛权利金」结算.
     币数量净盈亏 = 收回 − 已付 − 开/平手续费(只扣一次).
-    冻结 U(币本位) = 净盈亏 × 平仓指数.
 
-    注意:不要用 budget_usdt 当开仓成本——它含现货买入缓冲,多余币会卖回,
-    拿全额预算当成本会把亏损算大. open_index/budget 参数保留兼容,不参与 U 计算.
+    币本位 U:
+      收回×卖回价(index_px) − 已付×开仓指数 − 手续费U
+      (开仓指数缺失时回退为净币×平仓指数)
+    USDC: 净额原样为 U.
+
+    注意:不要用 budget_usdt 当开仓成本——它含现货买入缓冲.
     不要对 OKX realizedPnl 再调此函数扣费.
     """
-    del open_index_px, budget_usdt, fee_ccy  # 兼容旧调用,不参与结算
+    del budget_usdt  # 买币预算不是权利金成本
     paid = float(_safe_float(premium_paid) or 0.0)
     recv = float(_safe_float(premium_received) or 0.0)
     ofee = float(_safe_float(open_fee) or 0.0)
@@ -205,6 +264,29 @@ def settle_closed_pnl(
     if cfee < 0:
         cfee = abs(cfee)
     net = round(recv - paid - ofee - cfee, 8)
+    pc = str(premium_ccy or "").strip().upper()
+    if pc in ("ETH", "BTC"):
+        open_idx = _safe_float(open_index_px)
+        sell_px = _safe_float(index_px)
+        if open_idx is not None and open_idx > 0 and sell_px is not None and sell_px > 0:
+            out = settle_sim_coin_pnl_usdt(
+                premium_paid=paid,
+                premium_received=recv,
+                open_fee=ofee,
+                close_fee=cfee,
+                open_index_px=open_idx,
+                sell_back_px=sell_px,
+                fee_ccy=fee_ccy,
+                premium_ccy=pc,
+            )
+            return out
+        # 无开仓指数:回退净币×平仓价
+        return freeze_pnl_to_usdt(
+            net,
+            premium_ccy=pc,
+            index_px=index_px,
+            total_fee=ofee + cfee,
+        )
     out = freeze_pnl_to_usdt(
         net,
         premium_ccy=premium_ccy,

lib/options/options_stats_lib.py

@@ -512,11 +512,10 @@ def _sim_net_usdt_converts_for_trade(
 
 
 def sync_sim_cash_realized_pnl_usdt(conn, ex: Any = None) -> int:
-    """模拟盘:按权利金净盈亏冻结 U(收回−已付−费)×平仓指数.
+    """模拟盘:收回×卖回价 − 初始U权利金 − 手续费U.
 
-    禁止再用「卖回 USDT − 买币预算」:买币预算含权利金本金与缓冲,卖回差额会把
-    权利金本金也算进盈利,导致合计盈亏虚高(约翻倍).
-    函数名保留兼容旧调用.
+    盈利=(权利金币+盈利币)×卖回价−开仓U权利金−费;
+    亏损=剩余权利金U−费−开仓U(同一式).不用买币预算差额.
     """
     init_options_tables(conn)
     from lib.options.options_pnl_settle_lib import resolve_close_index_px, settle_closed_pnl
@@ -551,45 +550,40 @@ def sync_sim_cash_realized_pnl_usdt(conn, ex: Any = None) -> int:
                     recv = float(total_premium(cq, eth))
                 except Exception:
                     recv = None
-        if paid is None or recv is None:
-            # 无毛权利金时回退:已有币数量净盈亏 × 冻结指数
-            net = _safe_float(_row_get(row, "realized_pnl"))
-            if net is None:
-                continue
-            idx = _safe_float(_row_get(row, "close_index_px")) or _safe_float(
-                _row_get(row, "open_index_px")
+        sell_px = _safe_float(_row_get(row, "close_index_px"))
+        open_idx = _safe_float(_row_get(row, "open_index_px"))
+        if sell_px is None or sell_px <= 0:
+            sell_px = resolve_close_index_px(
+                ex,
+                inst_id=str(_row_get(row, "inst_id") or ""),
+                underlying=underly,
+                hint=open_idx,
             )
-            if idx is None or idx <= 0:
-                idx = resolve_close_index_px(
-                    ex,
-                    inst_id=str(_row_get(row, "inst_id") or ""),
-                    underlying=underly,
-                )
-            if idx is None or idx <= 0:
+        if open_idx is None or open_idx <= 0:
+            # 无开仓指数时用卖回价兜底(等价旧净币×价)
+            open_idx = sell_px
+        if paid is None or recv is None:
+            net = _safe_float(_row_get(row, "realized_pnl"))
+            if net is None or sell_px is None or sell_px <= 0:
                 continue
-            usdt = round(float(net) * float(idx), 4)
-            close_idx = float(idx)
+            usdt = round(float(net) * float(sell_px), 4)
+            close_idx = float(sell_px)
             new_pnl = float(net)
+            open_write = open_idx
         else:
-            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=underly,
-                    hint=_row_get(row, "open_index_px"),
-                )
             settled = settle_closed_pnl(
                 premium_paid=paid,
                 premium_received=recv,
                 open_fee=_row_get(row, "open_fee"),
                 close_fee=_row_get(row, "close_fee"),
                 premium_ccy=ccy or underly or "ETH",
-                index_px=idx,
+                index_px=sell_px,
+                open_index_px=open_idx,
             )
             usdt = settled.get("realized_pnl_usdt")
-            close_idx = settled.get("close_index_px")
+            close_idx = settled.get("close_index_px") or sell_px
             new_pnl = settled.get("realized_pnl")
+            open_write = settled.get("open_index_px") or open_idx
             if usdt is None:
                 continue
         old = _safe_float(_row_get(row, "realized_pnl_usdt"))
@@ -600,10 +594,11 @@ def sync_sim_cash_realized_pnl_usdt(conn, ex: Any = None) -> int:
             UPDATE options_trades
             SET realized_pnl_usdt = ?,
                 close_index_px = COALESCE(close_index_px, ?),
+                open_index_px = COALESCE(open_index_px, ?),
                 realized_pnl = COALESCE(?, realized_pnl)
             WHERE id = ?
             """,
-            (float(usdt), close_idx, new_pnl, int(row["id"])),
+            (float(usdt), close_idx, open_write, new_pnl, int(row["id"])),
         )
         updated += 1
     return updated