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);
+    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).
-    否则 USDC 原样;币本位无预算记录时才回退 × 当前指数.
     """
-    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)."""
+    """模拟盘:按权利金净盈亏冻结 U(收回−已付−费)×平仓指数.
-    del ex  # 现金口径不依赖实时指数
+
-    init_options_tables(conn)
+    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
-    try:
+    权利金本金也算进盈利,导致合计盈亏虚高(约翻倍).
-        from lib.options.options_spot_bridge_lib import (
+    函数名保留兼容旧调用.
-            cash_pnl_usdt_from_bridge,
+    """
-            ensure_bridge_table,
+    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,
+        SELECT id, inst_id, underlying, premium_ccy, premium_paid, premium_received,
-               created_at, closed_at, realized_pnl_usdt
+               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
+        paid = _safe_float(_row_get(row, "premium_paid"))
-        bid = _row_get(row, "bridge_id")
+        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:
-            if bid is not None:
+                    from lib.options.options_pricing_lib import total_premium
-                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
 
-                def _shift(ts: str, minutes: int) -> str:
+                    recv = float(total_premium(cq, eth))
-                    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
+                    recv = None
-
+        if paid is None or recv is None:
-                cash = _sim_net_usdt_converts_for_trade(
+            # 无毛权利金时回退:已有币数量净盈亏 × 冻结指数
-                    conn,
+            net = _safe_float(_row_get(row, "realized_pnl"))
-                    underlying=underly,
+            if net is None:
-                    start_ts=_shift(start, -2),
+                continue
-                    end_ts=_shift(end, 30),
+            idx = _safe_float(_row_get(row, "close_index_px")) or _safe_float(
+                _row_get(row, "open_index_px")
             )
-        if cash is None:
+            if idx is None or idx <= 0:
+                idx = resolve_close_index_px(
+                    ex,
+                    inst_id=str(_row_get(row, "inst_id") or ""),
+                    underlying=underly,
+                )
+            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
@@ -589,12 +613,7 @@ 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
+        # 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)
-
-        # get_db 不可用时仍尝试现金同步(conn 已打开)
-        sync_sim_cash_realized_pnl_usdt(conn, ex)
-    except Exception:
-        try:
         sync_sim_cash_realized_pnl_usdt(conn, ex)
     except Exception:
         pass

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):
+class SimPremiumPnlStatsTests(unittest.TestCase):
-    def test_sim_cash_from_bridge_overrides_index_pnl(self):
+    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,
+                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
-                0.01, 0.02, 0.01, 'ETH',
+                0.01, 0.02, 0.01, 'BTC',
-                'closed', 1, 1000.0, 884.54,
+                0.0001, 0.0001, 'closed', 1947.05, 80000.0,
-                '2026-10-06 10:00:00', '2026-10-08 14:00:00'
+                '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)
+        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"
         ).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()
 
 

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',
+                0.01, 0.02, 0.01, 'BTC',
-                'closed', 1947.05, 85000.0,
+                '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
+        # (0.02-0.01)*85000=850,不是 0.01*999999
-        self.assertAlmostEqual(float(row["realized_pnl_total"]), 1947.05, places=2)
+        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()