修复比特币期权浮盈把币数量当成 U：看板/中控改为按指数折 USDT。

币本位 BTC/ETH 净盈亏须 × 指数后再标 U；并兜底从合约推断 premium_ccy，避免缺失时漏折算。 Co-authored-by: Cursor <cursoragent@cursor.com>
2026-09-30 22:01:41 +08:00
parent 41c85c36a9
commit 8a62cfbb48
4 changed files with 65 additions and 7 deletions
@@ -0,0 +1,45 @@
+"""币本位期权浮盈折 U(BTC/ETH 不得把币数量直接当 U)."""
+from __future__ import annotations
+
+import unittest
+
+from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
+
+
+class DisplayPnlUsdtTests(unittest.TestCase):
+    def test_btc_coin_pnl_times_index(self):
+        row = {
+            "inst_id": "BTC-USD-260327-100000-P",
+            "premium_ccy": "BTC",
+            "margin_mode": "coin",
+            "idx_px": 100000.0,
+            "upl": -0.001,
+            "close_preview": {"bid_invalid": True},
+        }
+        # 残档回退 upl: -0.001 BTC × 100000 = -100 U
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -100.0, places=4)
+
+    def test_btc_infers_ccy_when_premium_ccy_missing(self):
+        row = {
+            "inst_id": "BTC-USD-260327-100000-C",
+            "margin_mode": "coin",
+            "underlying": "BTC",
+            "idx_px": 95000.0,
+            "upl": 0.002,
+            "close_preview": {"bid_invalid": True},
+        }
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), 190.0, places=4)
+
+    def test_usdc_unchanged(self):
+        row = {
+            "inst_id": "BTC-USD_UM-260327-100000-C",
+            "premium_ccy": "USDC",
+            "margin_mode": "usdc",
+            "upl": -12.5,
+            "close_preview": {"bid_invalid": True},
+        }
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)
+
+
+if __name__ == "__main__":
+    unittest.main()