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_stats_lib.py

@@ -466,12 +466,8 @@ def repair_double_counted_fee_pnl(conn, ex: Any = None) -> int:
 
 
 def load_local_options_stats_history(conn, ex: Any = None) -> list[dict[str, Any]]:
-    """本地已平(含冻结 U/手续费净额) + 当前 open,供统计/中控窗口复用."""
+    """本地已平(模拟盘口径) + 当前 open."""
     init_options_tables(conn)
-    try:
-        recompute_closed_realized_pnl_usdt(conn, ex)
-    except Exception:
-        pass
     try:
         freeze_missing_realized_pnl_usdt(conn, ex)
     except Exception:
@@ -486,7 +482,86 @@ def load_local_options_stats_history(conn, ex: Any = None) -> list[dict[str, Any
     return history
 
 
+def apply_exchange_pnl_freeze(
+    conn,
+    history: list[dict[str, Any]],
+    ex: Any = None,
+) -> list[dict[str, Any]]:
+    """实盘:以期权历史里的交易所 realized_pnl 为准,首次折 U 后按 history_key 冻结."""
+    from lib.options.options_pnl_settle_lib import settle_exchange_realized_pnl
+    from lib.options.options_time_lib import options_app_now_str
+
+    init_options_tables(conn)
+    out: list[dict[str, Any]] = []
+    for row in history or []:
+        r = dict(row)
+        if r.get("status") == "open":
+            out.append(r)
+            continue
+        key = str(r.get("history_key") or "").strip()
+        pnl = _safe_float(r.get("realized_pnl"))
+        if not key or pnl is None:
+            out.append(r)
+            continue
+        frozen = conn.execute(
+            """
+            SELECT realized_pnl_usdt, close_index_px, realized_pnl
+            FROM options_exchange_pnl_freeze WHERE history_key = ?
+            """,
+            (key,),
+        ).fetchone()
+        if frozen is not None and _safe_float(_row_get(frozen, "realized_pnl_usdt")) is not None:
+            r["realized_pnl_usdt"] = _row_get(frozen, "realized_pnl_usdt")
+            r["close_index_px"] = _row_get(frozen, "close_index_px")
+            # 币数量仍以当前交易所行为准(防历史修订);U 用冻结值
+            out.append(r)
+            continue
+        ccy = str(r.get("premium_ccy") or "").strip().upper()
+        underly = str(r.get("underlying") or "").strip()
+        inst = str(r.get("inst_id") or "")
+        if not underly and inst:
+            underly = inst.split("-")[0]
+        from lib.options.options_pnl_settle_lib import resolve_close_index_px
+
+        idx = resolve_close_index_px(ex, inst_id=inst, underlying=underly)
+        settled = settle_exchange_realized_pnl(
+            realized_pnl=pnl,
+            premium_ccy=ccy or "ETH",
+            index_px=idx,
+        )
+        usdt = settled.get("realized_pnl_usdt")
+        close_idx = settled.get("close_index_px")
+        if usdt is not None:
+            conn.execute(
+                """
+                INSERT INTO options_exchange_pnl_freeze(
+                    history_key, realized_pnl, realized_pnl_usdt, close_index_px,
+                    premium_ccy, updated_at
+                ) VALUES (?, ?, ?, ?, ?, ?)
+                ON CONFLICT(history_key) DO UPDATE SET
+                    realized_pnl = excluded.realized_pnl,
+                    realized_pnl_usdt = excluded.realized_pnl_usdt,
+                    close_index_px = excluded.close_index_px,
+                    premium_ccy = excluded.premium_ccy,
+                    updated_at = excluded.updated_at
+                """,
+                (
+                    key,
+                    float(pnl),
+                    float(usdt),
+                    close_idx,
+                    ccy or "",
+                    options_app_now_str(),
+                ),
+            )
+            r["realized_pnl_usdt"] = float(usdt)
+            r["close_index_px"] = close_idx
+        out.append(r)
+    return out
+
+
 def compute_options_stats(get_db, ex: Any = None) -> dict[str, Any]:
+    """模拟盘:本地交易结算.实盘请用 compute_options_stats_live_exchange."""
     conn = get_db()
     try:
         history = load_local_options_stats_history(conn, ex)
@@ -494,12 +569,43 @@ def compute_options_stats(get_db, ex: Any = None) -> dict[str, Any]:
             conn.commit()
         except Exception:
             pass
-        # 优先冻结 U;缺省再按指数折(与 /api/options/stats 一致)
         return compute_options_stats_from_history(history_pnl_to_usdt(history, ex))
     finally:
         conn.close()
 
 
+def compute_options_stats_live_exchange(cfg: dict[str, Any], ex: Any) -> dict[str, Any]:
+    """实盘:与「期权历史」同一数据源(交易所 positions-history),盈亏以交易所为准."""
+    from lib.options.options_history_lib import load_options_history
+
+    history = load_options_history(ex, cfg)
+    conn = cfg["get_db"]()
+    try:
+        history = apply_exchange_pnl_freeze(conn, history, ex)
+        try:
+            conn.commit()
+        except Exception:
+            pass
+    finally:
+        conn.close()
+    return compute_options_stats_from_history(history_pnl_to_usdt(history, ex))
+
+
+def compute_options_stats_auto(cfg: dict[str, Any], ex: Any = None) -> dict[str, Any]:
+    """模拟盘走本地结算;实盘走交易所期权历史原生盈亏."""
+    get_db = cfg.get("get_db")
+    try:
+        from lib.sim.mode_lib import is_sim_mode
+
+        if callable(get_db) and is_sim_mode(get_db):
+            return compute_options_stats(get_db, ex)
+    except Exception:
+        pass
+    if ex is None:
+        ex = cfg.get("exchange_options")
+    return compute_options_stats_live_exchange(cfg, ex)
+
+
 def _stats_from_option_trade_rows(closed_rows, open_rows, *, ex: Any = None) -> dict[str, Any]:
     """兼容旧调用;内部统一折 U 后走 compute_options_stats_from_history."""
     history = _closed_trade_dicts(closed_rows)