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
@@ -158,14 +158,14 @@ class AccountPnlSettleTests(unittest.TestCase):
            true_pnl_usdt_premium_move,
        )

-        # A = 0.01*80000 - (0.01*90000 - 0.01*80000) = 700
+        # (0.01+0.01)*80000 - 0.01*90000 = 700
        self.assertAlmostEqual(
            float(
                true_pnl_usdt_premium_move(
                    coin_pnl=0.01,
                    premium_paid=0.01,
-                    open_index_px=90000,
                    sell_back_px=80000,
+                    initial_premium_usdt=900.0,
                )
            ),
            700.0,