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>
2026-10-08 23:43:46 +08:00
parent 3f621835a9
commit a16dd4f9cc
2 changed files with 169 additions and 8 deletions
@@ -0,0 +1,108 @@
+"""复盘导入须使用冻结 U,不得用实时指数改写."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+
+
+class ReviewLocalSyncFreezeTests(unittest.TestCase):
+    def test_prefers_realized_pnl_usdt_over_live_index(self):
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_review_lib import sync_options_from_local_trades
+        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
+        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        ensure_runtime_settings_table(conn)
+        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, premium_received, realized_pnl, premium_ccy,
+                status, realized_pnl_usdt, close_index_px,
+                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,
+                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
+            )
+            """
+        )
+        conn.commit()
+
+        class _Ex:
+            def public_get_market_ticker(self, params):
+                return {"data": [{"last": "999999"}]}
+
+        out = sync_options_from_local_trades(conn, _Ex())
+        self.assertTrue(out.get("ok"))
+        row = conn.execute(
+            "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
+            ("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)
+        conn.close()
+
+    def test_second_sync_stable_when_index_moves(self):
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_review_lib import sync_options_from_local_trades
+        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
+        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        ensure_runtime_settings_table(conn)
+        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, premium_received, realized_pnl, premium_ccy,
+                status, realized_pnl_usdt, close_index_px,
+                created_at, closed_at
+            ) VALUES (
+                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
+                0.01, 0.02, 0.01, 'BTC',
+                'closed', 952.96, 80000.0,
+                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
+            )
+            """
+        )
+        conn.commit()
+
+        class _Ex1:
+            def public_get_market_ticker(self, params):
+                return {"data": [{"last": "70000"}]}
+
+        class _Ex2:
+            def public_get_market_ticker(self, params):
+                return {"data": [{"last": "120000"}]}
+
+        sync_options_from_local_trades(conn, _Ex1())
+        v1 = float(
+            conn.execute(
+                "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
+                ("local_opt:1",),
+            ).fetchone()["realized_pnl_total"]
+        )
+        sync_options_from_local_trades(conn, _Ex2())
+        v2 = float(
+            conn.execute(
+                "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
+                ("local_opt:1",),
+            ).fetchone()["realized_pnl_total"]
+        )
+        self.assertAlmostEqual(v1, 952.96, places=2)
+        self.assertAlmostEqual(v2, v1, places=6)
+        conn.close()
+
+
+if __name__ == "__main__":
+    unittest.main()