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>

tests/test_options_spot_vwap.py

@@ -56,15 +56,15 @@ class SpotVwapBridgeTests(unittest.TestCase):
         add_bridge_close_sell_fill(conn, bid, usdt_recovered=1600.0, coin_sold=0.8)
         add_bridge_close_sell_fill(conn, bid, usdt_recovered=400.0, coin_sold=0.2)
         update_bridge(conn, bid, status=BRIDGE_CLOSED, close=True)
-        # buy_vwap=2000, sell_vwap=2000; coin_pnl=0.01
-        # A = 0.01*2000 - (0.01*2000 - 0.01*2000) = 20
-        # 若误用指数 90000/80000 会得到 700
+        # buy_vwap=2000, sell_vwap=2000; 初始权利金按买 VWAP=20
+        # U=(0.01+0.01)*2000 - 20 = 20; 若误用指数 80000 会得到大数
         pnl, src = resolve_true_pnl_usdt_from_trade(
             premium_paid=0.01,
             premium_received=0.02,
             realized_pnl=0.01,
-            open_index_px=90000.0,
+            open_index_px=2000.0,
             close_index_px=80000.0,
+            initial_premium_usdt=20.0,
             premium_ccy="BTC",
             conn=conn,
             bridge_id=bid,
@@ -120,6 +120,37 @@ class SpotVwapBridgeTests(unittest.TestCase):
         self.assertIsNone(pnl2)
         conn.close()
 
+    def test_closed_bridge_without_sell_vwap_is_missing(self):
+        """已关桥但无 close_sell 时不得用指数冒充卖回价."""
+        from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
+        from lib.options.options_spot_bridge_lib import (
+            BRIDGE_CLOSED,
+            add_bridge_buy_fill,
+            ensure_bridge_table,
+            insert_bridge,
+            update_bridge,
+        )
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        ensure_bridge_table(conn)
+        bid = insert_bridge(conn, underlying="BTC", status="holding", budget_usdt=1000)
+        add_bridge_buy_fill(conn, bid, usdt_spent=1000.0, coin_bought=0.01)
+        update_bridge(conn, bid, status=BRIDGE_CLOSED, close=True)
+        pnl, src = resolve_true_pnl_usdt_from_trade(
+            premium_paid=0.01,
+            realized_pnl=0.01,
+            open_index_px=100000.0,
+            close_index_px=90000.0,
+            initial_premium_usdt=1000.0,
+            premium_ccy="BTC",
+            conn=conn,
+            bridge_id=bid,
+        )
+        self.assertEqual(src, "none")
+        self.assertIsNone(pnl)
+        conn.close()
+
     def test_buy_vwap_ignores_shrunk_coin_bought(self):
         """开仓后 coin_bought 被改成权利金量时,不得用 budget/缩水量当买价."""
         from lib.options.options_spot_bridge_lib import (