fix模拟盘盈亏：按权利金净额×平仓指数，不再把买币预算差额当盈利。

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

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)

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)

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: