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>
2026-10-13 12:29:33 +08:00
parent d42e1c7edf
commit 839baea375
10 changed files with 171 additions and 83 deletions
@@ -155,7 +155,7 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
        """
        SELECT id, inst_id, underlying, premium_paid, premium_received, realized_pnl,
               open_index_px, close_index_px, realized_pnl_usdt, bridge_id,
-               created_at, closed_at, budget_usdt
+               created_at, closed_at, budget_usdt, initial_premium_usdt
        FROM options_trades
        WHERE status='closed'
        ORDER BY id
@@ -181,11 +181,16 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
        old_open = _safe_float(r["open_index_px"])
        old_close = _safe_float(r["close_index_px"])
        old_u = _safe_float(r["realized_pnl_usdt"])
+        use_open = open_px or old_open
+        initial_u = _safe_float(r["initial_premium_usdt"])
+        if initial_u is None and paid is not None and use_open is not None and use_open > 0:
+            initial_u = round(float(paid) * float(use_open), 4)
        new_u = true_pnl_usdt_premium_move(
            coin_pnl=coin,
            premium_paid=paid,
-            open_index_px=open_px or old_open,
            sell_back_px=close_px or old_close,
+            initial_premium_usdt=initial_u,
+            open_index_px=use_open,
        )
        item = {
            "id": tid,
@@ -231,11 +236,7 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
            SET open_index_px = COALESCE(?, open_index_px),
                close_index_px = COALESCE(?, close_index_px),
                realized_pnl_usdt = COALESCE(?, realized_pnl_usdt),
-                initial_premium_usdt = CASE
-                    WHEN ? IS NOT NULL AND premium_paid IS NOT NULL
-                    THEN round(premium_paid * ?, 4)
-                    ELSE initial_premium_usdt
-                END,
+                initial_premium_usdt = COALESCE(?, initial_premium_usdt),
                pnl_settled = 1
            WHERE id = ?
            """,
@@ -243,8 +244,7 @@ def repair(conn: sqlite3.Connection, *, apply: bool) -> list[dict[str, Any]]:
                open_px,
                close_px,
                new_u,
-                open_px,
-                open_px,
+                initial_u,
                tid,
            ),
        )