diff --git a/lib/options/options_positions_lib.py b/lib/options/options_positions_lib.py index b96b537..6928f4a 100644 --- a/lib/options/options_positions_lib.py +++ b/lib/options/options_positions_lib.py @@ -142,15 +142,25 @@ def display_pnl_usdt_from_option_row(row: dict[str, Any]) -> float | None: def premium_paid_usdt_from_option_row(row: dict[str, Any]) -> float | None: """开仓权利金折 USDT. - 优先用开仓时兑换/预算占用的 budget_usdt(不随币价浮动); - 否则 USDC 原样;币本位无预算记录时才回退 × 当前指数. + 用权利金币数量 × 开仓/标记指数;绝不用 budget_usdt(那是买币缓冲预算,不是权利金). """ - entry = _safe_float(row.get("premium_entry_usdt") or row.get("budget_usdt")) + entry = _safe_float(row.get("premium_entry_usdt")) if entry is not None: return round(float(entry), 4) paid = _safe_float(row.get("premium_paid")) if paid is None: return None + ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC" + if ccy in ("ETH", "BTC"): + idx = _safe_float( + row.get("open_index_px") + or row.get("idx_px") + or row.get("idxPx") + or row.get("index_px") + ) + if idx is None or idx <= 0: + return None + return round(float(paid) * float(idx), 4) return _coin_amount_to_usdt(paid, row) @@ -254,7 +264,10 @@ def build_display_option_positions( ) if budget_usdt is not None: row["budget_usdt"] = round(float(budget_usdt), 4) - row["premium_entry_usdt"] = round(float(budget_usdt), 4) + # 权利金入口 U:币数量×指数,不用买币预算 + prem_u = premium_paid_usdt_from_option_row(row) + if prem_u is not None: + row["premium_entry_usdt"] = round(float(prem_u), 4) if include_close_preview: attach_close_preview(cfg, ex, row, premium_paid=_safe_float(row.get("premium_paid"))) rows.append(row) diff --git a/lib/options/options_spot_bridge_lib.py b/lib/options/options_spot_bridge_lib.py index de0a7a4..130ef05 100644 --- a/lib/options/options_spot_bridge_lib.py +++ b/lib/options/options_spot_bridge_lib.py @@ -184,7 +184,10 @@ def add_bridge_usdt_recovered( def cash_pnl_usdt_from_bridge(conn: sqlite3.Connection, bridge_id: int | None) -> float | None: - """现金盈亏 = 卖回 USDT 合计 − 开仓买币花费(budget_usdt).""" + """桥上现货净 USDT(卖回−买币预算).仅供对账,不得当作期权已实现盈亏. + + 买币预算含权利金本金与缓冲;用此值当盈利会把权利金本金算进去. + """ if bridge_id is None: return None ensure_bridge_table(conn) diff --git a/lib/options/options_stats_lib.py b/lib/options/options_stats_lib.py index 8445700..3ddeebb 100644 --- a/lib/options/options_stats_lib.py +++ b/lib/options/options_stats_lib.py @@ -512,22 +512,20 @@ def _sim_net_usdt_converts_for_trade( def sync_sim_cash_realized_pnl_usdt(conn, ex: Any = None) -> int: - """模拟盘:用现货买币/卖回的真实 USDT 净额覆盖冻结盈亏(对齐钱包).""" - del ex # 现金口径不依赖实时指数 - init_options_tables(conn) - try: - from lib.options.options_spot_bridge_lib import ( - cash_pnl_usdt_from_bridge, - ensure_bridge_table, - ) + """模拟盘:按权利金净盈亏冻结 U(收回−已付−费)×平仓指数. + + 禁止再用「卖回 USDT − 买币预算」:买币预算含权利金本金与缓冲,卖回差额会把 + 权利金本金也算进盈利,导致合计盈亏虚高(约翻倍). + 函数名保留兼容旧调用. + """ + init_options_tables(conn) + from lib.options.options_pnl_settle_lib import resolve_close_index_px, settle_closed_pnl - ensure_bridge_table(conn) - except Exception: - return 0 rows = conn.execute( """ - SELECT id, bridge_id, underlying, budget_usdt, premium_ccy, - created_at, closed_at, realized_pnl_usdt + SELECT id, inst_id, underlying, premium_ccy, premium_paid, premium_received, + open_fee, close_fee, realized_pnl, realized_pnl_usdt, + close_index_px, open_index_px, close_quote, eth_amount FROM options_trades WHERE status = 'closed' ORDER BY id DESC @@ -541,45 +539,71 @@ def sync_sim_cash_realized_pnl_usdt(conn, ex: Any = None) -> int: if ccy not in ("ETH", "BTC") and underly not in ("ETH", "BTC"): continue underly = underly or ccy - cash = None - bid = _row_get(row, "bridge_id") - try: - if bid is not None: - cash = cash_pnl_usdt_from_bridge(conn, int(bid)) - except Exception: - cash = None - if cash is None: - # 旧桥未记 usdt_recovered:用流水回补(开仓前1分钟~平仓后30分钟) - start = str(_row_get(row, "created_at") or "") - end = str(_row_get(row, "closed_at") or "") - if start and end: - from datetime import datetime, timedelta + paid = _safe_float(_row_get(row, "premium_paid")) + recv = _safe_float(_row_get(row, "premium_received")) + if recv is None: + cq = _safe_float(_row_get(row, "close_quote")) + eth = _safe_float(_row_get(row, "eth_amount")) + if cq is not None and eth is not None and eth > 0: + try: + from lib.options.options_pricing_lib import total_premium - def _shift(ts: str, minutes: int) -> str: - try: - dt = datetime.fromisoformat(str(ts).strip().replace(" ", "T", 1)) - return (dt + timedelta(minutes=minutes)).strftime("%Y-%m-%d %H:%M:%S") - except Exception: - return ts - - cash = _sim_net_usdt_converts_for_trade( - conn, + recv = float(total_premium(cq, eth)) + except Exception: + recv = None + if paid is None or recv is None: + # 无毛权利金时回退:已有币数量净盈亏 × 冻结指数 + net = _safe_float(_row_get(row, "realized_pnl")) + if net is None: + continue + idx = _safe_float(_row_get(row, "close_index_px")) or _safe_float( + _row_get(row, "open_index_px") + ) + if idx is None or idx <= 0: + idx = resolve_close_index_px( + ex, + inst_id=str(_row_get(row, "inst_id") or ""), underlying=underly, - start_ts=_shift(start, -2), - end_ts=_shift(end, 30), ) - if cash is None: - continue + if idx is None or idx <= 0: + continue + usdt = round(float(net) * float(idx), 4) + close_idx = float(idx) + new_pnl = float(net) + else: + idx = _safe_float(_row_get(row, "close_index_px")) + if idx is None or idx <= 0: + idx = resolve_close_index_px( + ex, + inst_id=str(_row_get(row, "inst_id") or ""), + underlying=underly, + hint=_row_get(row, "open_index_px"), + ) + settled = settle_closed_pnl( + premium_paid=paid, + premium_received=recv, + open_fee=_row_get(row, "open_fee"), + close_fee=_row_get(row, "close_fee"), + premium_ccy=ccy or underly or "ETH", + index_px=idx, + ) + usdt = settled.get("realized_pnl_usdt") + close_idx = settled.get("close_index_px") + new_pnl = settled.get("realized_pnl") + if usdt is None: + continue old = _safe_float(_row_get(row, "realized_pnl_usdt")) - if old is not None and abs(float(old) - float(cash)) < 1e-6: + if old is not None and abs(float(old) - float(usdt)) < 1e-6: continue conn.execute( """ UPDATE options_trades - SET realized_pnl_usdt = ? + SET realized_pnl_usdt = ?, + close_index_px = COALESCE(close_index_px, ?), + realized_pnl = COALESCE(?, realized_pnl) WHERE id = ? """, - (float(cash), int(row["id"])), + (float(usdt), close_idx, new_pnl, int(row["id"])), ) updated += 1 return updated @@ -589,15 +613,10 @@ def load_local_options_stats_history(conn, ex: Any = None) -> list[dict[str, Any """本地已平(模拟盘口径) + 当前 open.""" init_options_tables(conn) try: - from lib.sim.mode_lib import is_sim_mode - - # get_db 不可用时仍尝试现金同步(conn 已打开) + # 权利金净盈亏冻结 U(纠正旧版把买币预算差额当盈利的数据) sync_sim_cash_realized_pnl_usdt(conn, ex) except Exception: - try: - sync_sim_cash_realized_pnl_usdt(conn, ex) - except Exception: - pass + pass try: freeze_missing_realized_pnl_usdt(conn, ex) except Exception: diff --git a/tests/test_options_pnl_settle.py b/tests/test_options_pnl_settle.py index e56528a..2dbfda5 100644 --- a/tests/test_options_pnl_settle.py +++ b/tests/test_options_pnl_settle.py @@ -73,8 +73,9 @@ class SettleClosedPnlTests(unittest.TestCase): self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 27.0, places=4) -class SimCashPnlStatsTests(unittest.TestCase): - def test_sim_cash_from_bridge_overrides_index_pnl(self): +class SimPremiumPnlStatsTests(unittest.TestCase): + def test_sim_uses_premium_net_not_bridge_cash(self): + """卖回−预算会把权利金本金算进盈利;必须用(收回−已付)×平仓指数.""" import sqlite3 from lib.options.options_db import init_options_tables @@ -85,6 +86,7 @@ class SimCashPnlStatsTests(unittest.TestCase): conn.row_factory = sqlite3.Row init_options_tables(conn) ensure_bridge_table(conn) + # 桥上现金差额 952.96,但权利金净盈亏仅 0.01 ETH × 2500 = 25U conn.execute( """ INSERT INTO options_spot_bridge( @@ -97,12 +99,12 @@ class SimCashPnlStatsTests(unittest.TestCase): INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, premium_received, realized_pnl, premium_ccy, - status, bridge_id, budget_usdt, realized_pnl_usdt, + status, bridge_id, budget_usdt, realized_pnl_usdt, close_index_px, created_at, closed_at ) VALUES ( 'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01, 0.01, 0.02, 0.01, 'ETH', - 'closed', 1, 1000.0, 884.54, + 'closed', 1, 1000.0, 1947.05, 2500.0, '2026-10-06 10:00:00', '2026-10-08 14:00:00' ) """ @@ -111,62 +113,44 @@ class SimCashPnlStatsTests(unittest.TestCase): n = sync_sim_cash_realized_pnl_usdt(conn, None) self.assertEqual(n, 1) row = conn.execute( - "SELECT realized_pnl_usdt FROM options_trades WHERE id=1" + "SELECT realized_pnl_usdt, realized_pnl FROM options_trades WHERE id=1" ).fetchone() - self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 952.96, places=2) + # (0.02-0.01)*2500 = 25, 绝不是 1952.96-1000 + self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 25.0, places=2) + self.assertAlmostEqual(float(row["realized_pnl"]), 0.01, places=8) conn.close() - def test_sim_cash_from_ledger_when_bridge_missing_recovered(self): + def test_sim_deducts_fees_from_premium_pnl(self): import sqlite3 from lib.options.options_db import init_options_tables - from lib.options.options_spot_bridge_lib import ensure_bridge_table from lib.options.options_stats_lib import sync_sim_cash_realized_pnl_usdt - from lib.sim.db_lib import init_sim_tables conn = sqlite3.connect(":memory:") conn.row_factory = sqlite3.Row init_options_tables(conn) - ensure_bridge_table(conn) - init_sim_tables(conn) - conn.execute( - """ - INSERT INTO options_spot_bridge( - id, underlying, status, budget_usdt, usdt_recovered - ) VALUES (1, 'ETH', 'closed', 1000.0, NULL) - """ - ) conn.execute( """ INSERT INTO options_trades( inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, premium_received, realized_pnl, premium_ccy, - status, bridge_id, budget_usdt, realized_pnl_usdt, + open_fee, close_fee, status, realized_pnl_usdt, close_index_px, created_at, closed_at ) VALUES ( - 'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01, - 0.01, 0.02, 0.01, 'ETH', - 'closed', 1, 1000.0, 884.54, - '2026-10-06 10:00:00', '2026-10-08 14:00:00' + 'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01, + 0.01, 0.02, 0.01, 'BTC', + 0.0001, 0.0001, 'closed', 1947.05, 80000.0, + '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ ) - # 买币 -1000U, 卖回 +1952.96U - conn.execute( - """ - INSERT INTO sim_ledger_entries(kind, amount, ccy, account, note, ts) - VALUES - ('convert', -1000.0, 'USDT', 'trading', 'ETH/USDT mkt 2500', '2026-10-06 10:00:05'), - ('convert', 1952.96, 'USDT', 'trading', 'from eth', '2026-10-08 14:00:10') - """ - ) conn.commit() - n = sync_sim_cash_realized_pnl_usdt(conn, None) - self.assertEqual(n, 1) + sync_sim_cash_realized_pnl_usdt(conn, None) row = conn.execute( "SELECT realized_pnl_usdt FROM options_trades WHERE id=1" ).fetchone() - self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 952.96, places=2) + # (0.02-0.01-0.0002)*80000 = 784 + self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 784.0, places=2) conn.close() diff --git a/tests/test_options_review_pnl_freeze.py b/tests/test_options_review_pnl_freeze.py index dd1e1e1..0945451 100644 --- a/tests/test_options_review_pnl_freeze.py +++ b/tests/test_options_review_pnl_freeze.py @@ -26,8 +26,8 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase): created_at, closed_at ) VALUES ( 'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01, - 0.01, 0.02, 0.01172, 'BTC', - 'closed', 1947.05, 85000.0, + 0.01, 0.02, 0.01, 'BTC', + 'closed', 850.0, 85000.0, '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ @@ -45,8 +45,8 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase): ("local_opt:1",), ).fetchone() self.assertIsNotNone(row) - # 必须是冻结现金 1947.05,不是 0.01172*999999 - self.assertAlmostEqual(float(row["realized_pnl_total"]), 1947.05, places=2) + # (0.02-0.01)*85000=850,不是 0.01*999999 + self.assertAlmostEqual(float(row["realized_pnl_total"]), 850.0, places=2) conn.close() def test_second_sync_stable_when_index_moves(self): @@ -70,7 +70,7 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase): ) VALUES ( 'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01, 0.01, 0.02, 0.01, 'BTC', - 'closed', 952.96, 80000.0, + 'closed', 800.0, 80000.0, '2026-10-05 05:11:30', '2026-10-07 10:03:53' ) """ @@ -99,7 +99,8 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase): ("local_opt:1",), ).fetchone()["realized_pnl_total"] ) - self.assertAlmostEqual(v1, 952.96, places=2) + # (0.02-0.01)*80000=800; 实时指数变也不改 + self.assertAlmostEqual(v1, 800.0, places=2) self.assertAlmostEqual(v2, v1, places=6) conn.close()