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/common/static/options_panel.js

@@ -2833,12 +2833,15 @@
     list.forEach(function (h) {
       const tr = document.createElement("tr");
       const premCcy = posPremiumCcy(h);
-      const unit = premCcy === "USDC" ? "U" : premCcy;
+      const premUnit = premCcy === "USDC" || premCcy === "USDT" ? "U" : premCcy;
+      // 模拟盘盈亏已折 U 时用 pnl_display_ccy,勿再标 BTC
+      const pnlCcy = String(h.pnl_display_ccy || premCcy).toUpperCase();
+      const pnlUnit = pnlCcy === "USDC" || pnlCcy === "USDT" ? "U" : pnlCcy;
       const premCore = fmtDisplay(
         h.premium_paid_fmt,
         h.premium_paid != null ? fmtPremiumAmt(h.premium_paid, premCcy) : null
       );
-      const premTxt = premCore === "—" ? "—" : premCore + " " + unit;
+      const premTxt = premCore === "—" ? "—" : premCore + " " + premUnit;
       const isOpen = h.status === "open";
       const pnl = isOpen ? null : h.realized_pnl;
       let pnlTxt = "—";
@@ -2846,9 +2849,9 @@
         const n = Number(pnl);
         const absCore = fmtDisplay(
           null,
-          fmtPremiumAmt(Math.abs(n), premCcy)
+          pnlUnit === "U" ? fmt(Math.abs(n), 2) : fmtPremiumAmt(Math.abs(n), pnlCcy)
         );
-        pnlTxt = (n > 0 ? "+" : n < 0 ? "-" : "") + absCore + " " + unit;
+        pnlTxt = (n > 0 ? "+" : n < 0 ? "-" : "") + absCore + " " + pnlUnit;
       }
       const pnlCls = pnl > 0 ? "pos-pnl-profit" : pnl < 0 ? "pos-pnl-loss" : "";
       const timeTxt = (h.closed_at || h.created_at || "—").replace("T", " ").slice(0, 19);

lib/exchange/okx_options_lib.py

@@ -1467,6 +1467,7 @@ def format_option_history_row(
     realized = _safe_float(raw.get("realizedPnl"))
     if realized is None:
         realized = _safe_float(raw.get("pnl"))
+    pnl_usdt = _safe_float(raw.get("_sim_realized_pnl_usdt"))
     pnl_ratio = _safe_float(raw.get("pnlRatio"))
     close_type = str(raw.get("type") or "").strip()
     utime = _safe_float(raw.get("uTime"))
@@ -1477,6 +1478,13 @@ def format_option_history_row(
     premium_ccy = str(raw.get("_sim_premium_ccy") or "").strip().upper() or premium_ccy_for_mode(
         row_mode, uly or "ETH"
     )
+    # 模拟盘已冻结 U 盈亏时,盈亏列按 U 展示(权利金仍为币)
+    pnl_display_ccy = str(raw.get("_sim_pnl_display_ccy") or "").strip().upper()
+    if pnl_usdt is not None:
+        realized = float(pnl_usdt)
+        pnl_display_ccy = "USDT"
+    elif not pnl_display_ccy:
+        pnl_display_ccy = premium_ccy
     if close_type in ("3", "4"):
         status_label = "强平"
     else:
@@ -1505,9 +1513,13 @@ def format_option_history_row(
         "premium_paid": premium_paid,
         "premium_paid_fmt": format_premium_amount(premium_paid, ccy=premium_ccy),
         "premium_ccy": premium_ccy,
+        "pnl_display_ccy": pnl_display_ccy,
         "margin_mode": row_mode,
         "realized_pnl": realized,
-        "realized_pnl_fmt": format_premium_amount(realized, ccy=premium_ccy),
+        "realized_pnl_usdt": pnl_usdt if pnl_usdt is not None else (
+            float(realized) if pnl_display_ccy == "USDT" and realized is not None else None
+        ),
+        "realized_pnl_fmt": format_premium_amount(realized, ccy=pnl_display_ccy),
         "pnl_ratio_pct": round(pnl_ratio * 100, 2) if pnl_ratio is not None else None,
         "status": "closed",
         "status_label": status_label,

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,
+    币本位 U:
-    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.
+      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
+    盈利=(权利金币+盈利币)×卖回价−开仓U权利金−费;
-    权利金本金也算进盈利,导致合计盈亏虚高(约翻倍).
+    亏损=剩余权利金U−费−开仓U(同一式).不用买币预算差额.
-    函数名保留兼容旧调用.
     """
     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
+        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 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:
-            # 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:
+            if net is None or sell_px is None or sell_px <= 0:
                 continue
-            idx = _safe_float(_row_get(row, "close_index_px")) or _safe_float(
+            usdt = round(float(net) * float(sell_px), 4)
-                _row_get(row, "open_index_px")
+            close_idx = float(sell_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,
-                )
-            if idx is None or idx <= 0:
-                continue
-            usdt = round(float(net) * float(idx), 4)
-            close_idx = float(idx)
             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

lib/sim/broker_lib.py

@@ -1220,10 +1220,17 @@ class SimBroker:
         conn = self.get_db()
         try:
             init_options_tables(conn)
+            try:
+                from lib.options.options_stats_lib import sync_sim_cash_realized_pnl_usdt
+
+                sync_sim_cash_realized_pnl_usdt(conn, exchange)
+                conn.commit()
+            except Exception:
+                pass
             sql = """
                 SELECT id, inst_id, underlying, sheets, open_quote, close_quote,
-                       premium_paid, premium_received, realized_pnl, premium_ccy,
+                       premium_paid, premium_received, realized_pnl, realized_pnl_usdt,
-                       created_at, closed_at
+                       premium_ccy, created_at, closed_at
                 FROM options_trades
                 WHERE status = 'closed'
             """
@@ -1250,6 +1257,7 @@ class SimBroker:
             paid = float(r["premium_paid"] or 0) if r["premium_paid"] is not None else None
             recv = float(r["premium_received"] or 0) if r["premium_received"] is not None else None
             pnl = float(r["realized_pnl"]) if r["realized_pnl"] is not None else None
+            pnl_usdt = float(r["realized_pnl_usdt"]) if r["realized_pnl_usdt"] is not None else None
             if pnl is None and paid is not None and recv is not None:
                 pnl = round(recv - paid, 8)
             if pnl is None:
@@ -1283,16 +1291,20 @@ class SimBroker:
                     "closeAvgPx": str(close_px) if close_px is not None else "",
                     "closeTotalPos": str(sheets),
                     "openMaxPos": str(sheets),
-                    "realizedPnl": str(round(pnl, 8)),
+                    # 展示用 U 盈亏;币数量仍放 raw 供对账
-                    "pnl": str(round(pnl, 8)),
+                    "realizedPnl": str(round(pnl_usdt, 4)) if pnl_usdt is not None else str(round(pnl, 8)),
+                    "pnl": str(round(pnl_usdt, 4)) if pnl_usdt is not None else str(round(pnl, 8)),
                     "pnlRatio": str(round(pnl_ratio, 8)) if pnl_ratio is not None else "",
                     "cTime": str(open_ms or ""),
                     "uTime": str(close_ms or ""),
                     "type": "2",
                     "optType": opt_type or "",
                     "stk": str(strike) if strike is not None else "",
-                    "_sim_premium_ccy": ccy,
                     "_sim_premium_paid": paid,
+                    "_sim_premium_ccy": ccy,
+                    "_sim_realized_pnl_coin": pnl,
+                    "_sim_realized_pnl_usdt": pnl_usdt,
+                    "_sim_pnl_display_ccy": "USDT" if pnl_usdt is not None else ccy,
                 }
             )
         return out

tests/test_options_pnl_settle.py

@@ -26,6 +26,7 @@ class FeeConvertTests(unittest.TestCase):
 
 class SettleClosedPnlTests(unittest.TestCase):
     def test_sim_net_times_close_index(self):
+        # 无开仓指数时回退净币×平仓价
         s = settle_closed_pnl(
             premium_paid=0.01,
             premium_received=0.02,
@@ -37,6 +38,35 @@ class SettleClosedPnlTests(unittest.TestCase):
         self.assertAlmostEqual(float(s["realized_pnl"]), 0.009, places=8)
         self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 27.0, places=4)
 
+    def test_sim_proceeds_minus_open_premium_usdt(self):
+        """盈利=(收回币)×卖回价 − 已付币×开仓指数 − 手续费U."""
+        s = settle_closed_pnl(
+            premium_paid=0.011005,
+            premium_received=0.02270864,
+            open_fee=0,
+            close_fee=0,
+            premium_ccy="BTC",
+            index_px=81000,  # 卖回价
+            open_index_px=86000,  # 初始 U 权利金用开仓指数
+        )
+        # 0.02270864*81000 - 0.011005*86000
+        expect = 0.02270864 * 81000 - 0.011005 * 86000
+        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), expect, places=2)
+
+    def test_sim_loss_remaining_minus_fees(self):
+        """亏损:剩余权利金U − 手续费U − 初始U(同一式)."""
+        s = settle_closed_pnl(
+            premium_paid=0.01,
+            premium_received=0.004,
+            open_fee=0.0001,
+            close_fee=0.0001,
+            premium_ccy="ETH",
+            index_px=2500,
+            open_index_px=3000,
+        )
+        # 0.004*2500 - 0.01*3000 - (0.0001*3000+0.0001*2500) = 10 - 30 - 0.55 = -20.55
+        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), -20.55, places=2)
+
     def test_budget_ignored_for_usdt(self):
         # budget 不得抬高开仓成本
         s = settle_closed_pnl(