fix模拟盘复盘盈亏跟盘跳动：优先用冻结现金 U，不再每次用实时指数重算。

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

lib/options/options_review_lib.py

@@ -284,17 +284,38 @@ def sync_options_from_local_trades(
 ) -> dict[str, Any]:
     """从本地 options_trades 已平仓记录导入复盘快照(不访问交易所).
 
-    币本位权利金/盈亏按指数折算成 USDT(U) 写入,复盘页统一按 U 展示.
+    盈亏优先用已冻结 realized_pnl_usdt(模拟盘现金口径 / 平仓时指数),
+    禁止每次同步用实时指数重算,否则复盘数字会跟盘跳动.
     """
     init_options_review_tables(conn)
     from lib.options.options_db import init_options_tables
     from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
 
     init_options_tables(conn)
+    # 模拟盘先把现金盈亏写进 realized_pnl_usdt,复盘与持仓统计同一口径.
+    # 不可 is_sim_mode(lambda: conn): with_db 会 close 掉调用方连接.
+    try:
+        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_get
+        from lib.sim.mode_lib import MODE_SIM, default_trading_mode
+
+        ensure_runtime_settings_table(conn)
+        mode = runtime_get(conn, "trading.mode")
+        mode_s = str(mode or "").strip().lower() or default_trading_mode()
+        if mode_s == MODE_SIM:
+            from lib.options.options_stats_lib import sync_sim_cash_realized_pnl_usdt
+
+            sync_sim_cash_realized_pnl_usdt(conn, ex)
+            try:
+                conn.commit()
+            except Exception:
+                pass
+    except Exception:
+        pass
     rows = conn.execute(
         """
         SELECT id, inst_id, underlying, opt_type, strike, exp_time, sheets,
                open_quote, close_quote, premium_paid, premium_received, realized_pnl,
+               realized_pnl_usdt, close_index_px, open_index_px, budget_usdt,
                premium_ccy, created_at, closed_at, signal_note, status
         FROM options_trades
         WHERE status = 'closed'
@@ -325,9 +346,9 @@ def sync_options_from_local_trades(
         for pub in pubs:
             try:
                 if hasattr(pub, "public_get_market_ticker"):
-                    rows = (pub.public_get_market_ticker({"instId": inst}) or {}).get("data") or []
-                    if rows:
-                        last = rows[0].get("last") or rows[0].get("lastPx")
+                    tick_rows = (pub.public_get_market_ticker({"instId": inst}) or {}).get("data") or []
+                    if tick_rows:
+                        last = tick_rows[0].get("last") or tick_rows[0].get("lastPx")
                         if last is not None and float(last) > 0:
                             return float(last)
             except Exception:
@@ -363,6 +384,12 @@ def sync_options_from_local_trades(
     idx_cache: dict[str, float | None] = {}
     need_idx: set[str] = set()
     for r in rows:
+        # 已有冻结 U 或平仓指数时不再打实时行情
+        if _safe_float(r["realized_pnl_usdt"]) is not None:
+            continue
+        frozen_idx = _safe_float(r["close_index_px"]) or _safe_float(r["open_index_px"])
+        if frozen_idx is not None and frozen_idx > 0:
+            continue
         inst0 = str(r["inst_id"] or "")
         underly0 = str(r["underlying"] or (inst0.split("-")[0] if inst0 else "ETH") or "ETH")
         ccy0 = str(r["premium_ccy"] or "").strip().upper()
@@ -381,7 +408,17 @@ def sync_options_from_local_trades(
         ccy = str(r["premium_ccy"] or "").strip().upper()
         if not ccy:
             ccy = premium_ccy_for_mode(margin_mode_from_inst_id(inst), underly)
-        idx = idx_cache.get(underly)
+        frozen_usdt = _safe_float(r["realized_pnl_usdt"])
+        close_idx = _safe_float(r["close_index_px"])
+        open_idx = _safe_float(r["open_index_px"])
+        # 折算指数:平仓冻结 > 开仓 > 实时(仅无冻结时兜底)
+        idx = None
+        if close_idx is not None and close_idx > 0:
+            idx = close_idx
+        elif open_idx is not None and open_idx > 0:
+            idx = open_idx
+        else:
+            idx = idx_cache.get(underly)
         pnl = _safe_float(r["realized_pnl"])
         if pnl is None:
             paid0 = _safe_float(r["premium_paid"])
@@ -389,10 +426,15 @@ def sync_options_from_local_trades(
             if paid0 is not None and recv0 is not None:
                 pnl = recv0 - paid0
         prem = _safe_float(r["premium_paid"])
-        pnl_u = _to_usdt(pnl, ccy=ccy, idx=idx)
+        if frozen_usdt is not None:
+            pnl_u = round(float(frozen_usdt), 4)
+        else:
+            pnl_u = _to_usdt(pnl, ccy=ccy, idx=idx)
+        # 权利金用平仓/开仓冻结指数折算,不用实时价
         prem_u = _to_usdt(prem, ccy=ccy, idx=idx)
-        if ccy in ("ETH", "BTC") and idx is None:
+        if ccy in ("ETH", "BTC") and pnl_u is None:
             pnl_u = pnl
+        if ccy in ("ETH", "BTC") and prem_u is None:
             prem_u = prem
         opened_at = r["created_at"]
         closed_at = r["closed_at"]
@@ -664,7 +706,18 @@ def ensure_local_review_synced(
         conn.commit()
     except Exception:
         pass
-    if backfill_exchange_pnl and ex is not None:
+    # 模拟盘用现金冻结,勿再用交易所历史+实时指数覆盖
+    sim_mode = False
+    try:
+        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_get
+        from lib.sim.mode_lib import MODE_SIM, default_trading_mode
+
+        ensure_runtime_settings_table(conn)
+        mode = runtime_get(conn, "trading.mode")
+        sim_mode = (str(mode or "").strip().lower() or default_trading_mode()) == MODE_SIM
+    except Exception:
+        sim_mode = False
+    if backfill_exchange_pnl and ex is not None and not sim_mode:
         try:
             from lib.exchange.okx_options_lib import fetch_all_option_positions_history
             from lib.options.options_monitor_lib import (