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>

lib/options/options_pnl_settle_lib.py

@@ -188,13 +188,14 @@ def settle_closed_pnl(
 ) -> dict[str, float | None]:
     """
     由「毛权利金」结算.
-    币数量净盈亏 = 收回 − 已付 − 开/平手续费.
-    冻结 U(币本位):
-      平仓收回×平仓指数 − 开仓成本U − 手续费U
-      开仓成本优先 budget_usdt,否则 已付×开仓指数(缺省才用平仓指数).
-    这样不会把开仓成本也按平仓价重估,避免和余额对不上.
+    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.
     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
     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)
@@ -204,59 +205,13 @@ def settle_closed_pnl(
     if cfee < 0:
         cfee = abs(cfee)
     net = round(recv - paid - ofee - cfee, 8)
-    pc = str(premium_ccy or "").strip().upper()
-    close_idx = _safe_float(index_px)
-    open_idx = _safe_float(open_index_px)
-    budget = _safe_float(budget_usdt)
-    fc = str(fee_ccy or pc or "").strip().upper()
-
-    if pc not in ("ETH", "BTC"):
-        return freeze_pnl_to_usdt(
-            net,
-            premium_ccy=premium_ccy,
-            index_px=close_idx,
-            total_fee=ofee + cfee,
-        )
-
-    if close_idx is None or close_idx <= 0:
-        return {
-            "realized_pnl": net,
-            "close_index_px": None,
-            "open_index_px": float(open_idx) if open_idx and open_idx > 0 else None,
-            "realized_pnl_usdt": None,
-            "total_fee": round(ofee + cfee, 8),
-        }
-
-    # 开仓成本 U:预算(真实花出去的 USDT) > 已付×开仓指数 > 已付×平仓指数
-    if budget is not None and budget > 0:
-        entry_u = float(budget)
-        if open_idx is None or open_idx <= 0:
-            open_idx = (entry_u / paid) if paid > 1e-12 else close_idx
-    elif open_idx is not None and open_idx > 0:
-        entry_u = paid * float(open_idx)
-    else:
-        entry_u = paid * float(close_idx)
-        open_idx = close_idx
-
-    exit_u = recv * float(close_idx)
-    # 开仓费按开仓指数、平仓费按平仓指数折 U
-    fee_u = fee_to_usdt(ofee, fc or pc, index_px=open_idx) + fee_to_usdt(
-        cfee, fc or pc, index_px=close_idx
+    out = freeze_pnl_to_usdt(
+        net,
+        premium_ccy=premium_ccy,
+        index_px=index_px,
+        total_fee=ofee + cfee,
     )
-    # 若开仓成本已是 budget(含买币),ETH 开仓费已体现在币变少/卖回变少,不再重复扣 ETH 开仓费
-    if budget is not None and budget > 0 and (fc or pc) in ("ETH", "BTC"):
-        fee_u = fee_to_usdt(cfee, fc or pc, index_px=close_idx)
-        if str(fee_ccy or "").strip().upper() in ("USDT", "USDC", "USD"):
-            fee_u += fee_to_usdt(ofee, fee_ccy, index_px=open_idx)
-
-    usdt = round(exit_u - entry_u - fee_u, 4)
-    return {
-        "realized_pnl": net,
-        "close_index_px": float(close_idx),
-        "open_index_px": float(open_idx) if open_idx and open_idx > 0 else None,
-        "realized_pnl_usdt": usdt,
-        "total_fee": round(ofee + cfee, 8),
-    }
+    return out
 
 
 def settle_exchange_realized_pnl(