fix真盈亏收口为币本位×卖回价减初始权利金U，禁指数冒充平仓价。

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

lib/options/options_account_pnl_lib.py

@@ -243,9 +243,9 @@ def settle_closed_trades_from_trading_account(
     bridge_id: int | None = None,
     trade_id: int | None = None,
 ) -> int:
-    """卖回后:拍 after 快照,并冻结复盘真盈亏(权利金 USDT 波动口径).
+    """卖回后:拍 after 快照,并冻结复盘真盈亏.
 
-    realized_pnl_usdt = 历史币盈亏×卖回价 − (权利金×开仓价 − 权利金×卖回价);
+    realized_pnl_usdt = (权利金+币盈亏)×卖回VWAP − 初始权利金U;
     不含现货多买.账户 after 仅审计.已 pnl_settled=1 的行永不改写.
     """
     from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
@@ -269,7 +269,7 @@ def settle_closed_trades_from_trading_account(
         f"""
         SELECT id, trading_usdt_before, premium_paid, premium_received, realized_pnl,
                open_index_px, close_index_px, open_fee, close_fee, premium_ccy, fee_ccy,
-               bridge_id
+               bridge_id, initial_premium_usdt
         FROM options_trades
         WHERE {" AND ".join(clauses)}
         """,
@@ -287,6 +287,9 @@ def settle_closed_trades_from_trading_account(
         row_bid = row["bridge_id"] if hasattr(row, "keys") else row[11]
         if row_bid is None and bridge_id is not None:
             row_bid = bridge_id
+        initial_u = (
+            row["initial_premium_usdt"] if hasattr(row, "keys") else row[12]
+        )
         open_px, close_px, _gate = resolve_spot_vwap_prices(
             conn,
             bridge_id=row_bid,
@@ -299,6 +302,7 @@ def settle_closed_trades_from_trading_account(
             realized_pnl=row["realized_pnl"] if hasattr(row, "keys") else row[4],
             open_index_px=open_px,
             close_index_px=close_px,
+            initial_premium_usdt=initial_u,
             open_fee=row["open_fee"] if hasattr(row, "keys") else row[7],
             close_fee=row["close_fee"] if hasattr(row, "keys") else row[8],
             premium_ccy=row["premium_ccy"] if hasattr(row, "keys") else row[9],
@@ -308,7 +312,11 @@ def settle_closed_trades_from_trading_account(
         )
         if pnl_u is None or src in ("none", "pending_sell"):
             continue
-        # 卖回价一次冻结为卖回 VWAP;开仓价已在开仓时冻住,仅缺省时补
+        # 卖回价冻为卖回 VWAP;开仓价/初始权利金已在开仓时冻住,仅缺省时补
+        paid = _safe_float(row["premium_paid"] if hasattr(row, "keys") else row[2])
+        heal_initial = _safe_float(initial_u)
+        if heal_initial is None and paid is not None and open_px is not None and open_px > 0:
+            heal_initial = round(float(paid) * float(open_px), 4)
         conn.execute(
             """
             UPDATE options_trades
@@ -316,10 +324,11 @@ def settle_closed_trades_from_trading_account(
                 realized_pnl_usdt = ?,
                 open_index_px = COALESCE(open_index_px, ?),
                 close_index_px = COALESCE(?, close_index_px),
+                initial_premium_usdt = COALESCE(initial_premium_usdt, ?),
                 pnl_settled = 1
             WHERE id = ? AND COALESCE(pnl_settled, 0)=0
             """,
-            (after_use, pnl_u, open_px, close_px, tid),
+            (after_use, pnl_u, open_px, close_px, heal_initial, tid),
         )
         updated += 1
     return updated