Add sim option expiry settlement so expired positions clear from current holdings.

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

lib/sim/broker_lib.py

@@ -552,19 +552,183 @@ class SimBroker:
         )
         return result
 
+    def _index_px_for_option(
+        self,
+        exchange: Any,
+        inst_id: str,
+        *,
+        idx_cache: dict[str, float | None] | None = None,
+    ) -> float | None:
+        """到期结算/持仓展示用指数价:优先合约行情,否则 family 指数."""
+        from lib.exchange.okx_options_lib import (
+            fetch_index_price,
+            inst_family_from_inst_id,
+            quote_option_contract,
+        )
+
+        cache = idx_cache if idx_cache is not None else {}
+        if exchange is None or not inst_id:
+            return None
+        try:
+            q = quote_option_contract(exchange, inst_id)
+            if q.get("ok") and q.get("index_px") is not None:
+                return float(q["index_px"])
+        except Exception:
+            pass
+        family = inst_family_from_inst_id(inst_id) or ""
+        uly = family.replace("_UM", "") if family else ""
+        if not uly:
+            return None
+        if uly not in cache:
+            try:
+                cache[uly] = fetch_index_price(exchange, uly)
+            except Exception:
+                cache[uly] = None
+        return cache.get(uly)
+
+    def settle_expired_option_positions(
+        self,
+        exchange: Any = None,
+        *,
+        now_ms: int | None = None,
+    ) -> list[dict[str, Any]]:
+        """模拟盘到期结算:按指数内在价值兑付后删除本地仓(无实盘交割).
+
+        虚值兑付 0;实值 credit 交易账户 USDC.同时回写 options_trades 为 closed.
+        """
+        import time
+
+        from lib.exchange.okx_options_lib import (
+            expiry_ms_from_inst_id,
+            option_fields_from_inst_id,
+        )
+        from lib.hedge_plan.hedge_plan_calc_lib import option_expiry_pnl
+
+        now = int(now_ms if now_ms is not None else time.time() * 1000)
+        settled: list[dict[str, Any]] = []
+        idx_cache: dict[str, float | None] = {}
+
+        for p in self.list_option_positions():
+            inst_id = str(p.get("inst_id") or "").strip()
+            if not inst_id:
+                continue
+            exp_ms = expiry_ms_from_inst_id(inst_id)
+            if exp_ms is None or now < int(exp_ms):
+                continue
+            opt_type, strike = option_fields_from_inst_id(inst_id)
+            if strike is None:
+                continue
+            spot = self._index_px_for_option(exchange, inst_id, idx_cache=idx_cache)
+            if spot is None:
+                # 无指数则本轮跳过,避免实值误按 0 结算
+                continue
+
+            sheets = float(p.get("sheets") or 0)
+            ct_mult = float(p.get("ct_mult") or 0.01)
+            prem = float(p.get("premium_paid_usdc") or 0)
+            pnl = float(
+                option_expiry_pnl(
+                    opt_type=str(opt_type or "P"),
+                    strike=float(strike),
+                    spot=float(spot),
+                    sheets=sheets,
+                    ct_mult=ct_mult,
+                    premium_paid=prem,
+                )
+            )
+            settle_recv = round(max(0.0, prem + pnl), 4)
+            o = (opt_type or "").strip().upper()
+            if o in ("C", "CALL"):
+                intrinsic_u = max(0.0, float(spot) - float(strike))
+            elif o in ("P", "PUT"):
+                intrinsic_u = max(0.0, float(strike) - float(spot))
+            else:
+                intrinsic_u = 0.0
+
+            conn = self.get_db()
+            try:
+                conn.execute("DELETE FROM sim_option_positions WHERE inst_id=?", (inst_id,))
+                try:
+                    closed_at = _now()
+                    conn.execute(
+                        """
+                        UPDATE options_trades
+                        SET status = 'closed',
+                            close_quote = ?,
+                            premium_received = ?,
+                            realized_pnl = ?,
+                            closed_at = COALESCE(closed_at, ?),
+                            signal_note = CASE
+                                WHEN signal_note IS NULL OR TRIM(signal_note) = ''
+                                THEN '到期结算'
+                                ELSE signal_note
+                            END
+                        WHERE inst_id = ? AND status = 'open'
+                        """,
+                        (
+                            round(intrinsic_u, 6),
+                            settle_recv,
+                            round(pnl, 4),
+                            closed_at,
+                            inst_id,
+                        ),
+                    )
+                except Exception:
+                    pass
+                conn.commit()
+            finally:
+                conn.close()
+
+            if settle_recv > 1e-12:
+                self.wallets.credit_trading(
+                    "USDC",
+                    settle_recv,
+                    kind="option_expiry",
+                    note=f"expiry settle {inst_id} @{spot:g} recv={settle_recv}",
+                )
+            ord_id = f"sim-opt-exp-{uuid.uuid4().hex[:16]}"
+            self._store_option_order(
+                ord_id=ord_id,
+                inst_id=inst_id,
+                side="settle",
+                sheets=sheets,
+                avg_px=intrinsic_u,
+            )
+            try:
+                from lib.options.options_positions_lib import forget_close_gate_for_inst
+
+                forget_close_gate_for_inst(inst_id)
+            except Exception:
+                pass
+            settled.append(
+                {
+                    "inst_id": inst_id,
+                    "spot": spot,
+                    "intrinsic": intrinsic_u,
+                    "premium_received": settle_recv,
+                    "realized_pnl": round(pnl, 4),
+                    "ord_id": ord_id,
+                }
+            )
+        return settled
+
     def option_positions_okx_rows(self, exchange: Any = None) -> list[dict[str, Any]]:
         """对齐 OKX positions 行字段, 供 format_position_row 使用.
 
         模拟盘补充公开行情的 idxPx / markPx, 否则指数价与平掉回本均为空.
+        拉取前先结算已到期仓,避免虚值到期后一直挂在当前持仓.
         """
         from lib.exchange.okx_options_lib import (
             expiry_ms_from_inst_id,
-            fetch_index_price,
-            inst_family_from_inst_id,
             option_fields_from_inst_id,
             quote_option_contract,
         )
 
+        try:
+            self.settle_expired_option_positions(exchange)
+        except Exception:
+            pass
+
         rows: list[dict[str, Any]] = []
         idx_cache: dict[str, float | None] = {}
         for p in self.list_option_positions():
@@ -600,14 +764,7 @@ class SimBroker:
                 except Exception:
                     pass
                 if idx is None:
-                    family = inst_family_from_inst_id(inst_id) or ""
+                    idx = self._index_px_for_option(exchange, inst_id, idx_cache=idx_cache)
-                    uly = family.replace("_UM", "") if family else ""
-                    if uly and uly not in idx_cache:
-                        try:
-                            idx_cache[uly] = fetch_index_price(exchange, uly)
-                        except Exception:
-                            idx_cache[uly] = None
-                    idx = idx_cache.get(uly)
 
             eth = abs(sheets) * ct_mult
             upl = (mark - entry) * eth