实盘数据统计改用期权历史交易所盈亏;模拟盘仍走本地结算。
Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -95,6 +95,19 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
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ON options_target_monitors(status)
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"""
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)
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# 实盘统计:按期权历史 history_key 冻结交易所盈亏折 U,避免跟实时指数漂移
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conn.execute(
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"""
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CREATE TABLE IF NOT EXISTS options_exchange_pnl_freeze (
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history_key TEXT PRIMARY KEY,
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realized_pnl REAL,
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realized_pnl_usdt REAL,
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close_index_px REAL,
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premium_ccy TEXT,
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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)
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"""
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)
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for ddl in (
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"ALTER TABLE options_trades ADD COLUMN wechat_open_sent INTEGER DEFAULT 0",
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"ALTER TABLE options_trades ADD COLUMN wechat_close_sent INTEGER DEFAULT 0",
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