修复期权分批平仓只记最后一笔收回导致盈亏漏算。

每次部分成交累加权利金与张数，全平后再合计 realized_pnl，并优先匹配交易所全平历史。

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

lib/options/options_close_exec_lib.py

@@ -306,7 +306,8 @@ def close_option_by_bid1(
 
     px = float(order.get("px", locked_bid_px))
     oid = str((order.get("data") or {}).get("ordId") or "")
-    prem_recv = round(total_premium(px, level_sheets * ct_mult), 4)
+    # 本批预估收回(按挂单张数);成交后按实际减仓张数重算并入累计
+    prem_recv_submit = round(total_premium(px, level_sheets * ct_mult), 4)
     time.sleep(0.6)
     invalidate_option_positions_cache()
     raw2 = cfg["fetch_option_positions"](ex)
@@ -325,14 +326,47 @@ def close_option_by_bid1(
     reduced = max(0, before_avail - after_avail)
     remaining_pos = after_avail
     fully_closed = remaining_pos < 1
+    filled_sheets = min(reduced, level_sheets) if reduced > 0 else 0
+    # 全平但减仓读数异常时回退挂单张数,避免漏记本批
+    if fully_closed and filled_sheets < 1:
+        filled_sheets = level_sheets
+    batch_recv = (
+        round(total_premium(px, filled_sheets * ct_mult), 4) if filled_sheets > 0 else 0.0
+    )
+
+    total_recv = batch_recv
+    close_px = px
+    merged_ord = oid or None
 
     if fully_closed:
         clear_close_gate(inst_id)
         conn = cfg["get_db"]()
         try:
-            from lib.options.options_db import init_options_tables
+            from lib.options.options_db import (
+                add_open_close_accum,
+                get_open_close_accum,
+                init_options_tables,
+            )
 
             init_options_tables(conn)
+            # 先并入本批,再读累计(含此前分批)
+            if filled_sheets > 0:
+                add_open_close_accum(
+                    conn,
+                    inst_id,
+                    recv=batch_recv,
+                    sheets=filled_sheets,
+                    px=px,
+                    ord_id=oid or None,
+                )
+            accum = get_open_close_accum(conn, inst_id)
+            total_recv = round(float(accum.get("recv") or 0), 4)
+            accum_sheets = int(accum.get("sheets") or 0)
+            accum_notional = float(accum.get("notional") or 0)
+            if accum_sheets > 0 and accum_notional > 0:
+                close_px = round(accum_notional / accum_sheets, 8)
+            merged_ord = str(accum.get("close_ord_id") or "").strip() or (oid or None)
+
             open_rows = conn.execute(
                 """
                 SELECT id, premium_paid FROM options_trades
@@ -346,19 +380,25 @@ def close_option_by_bid1(
             for i, row in enumerate(open_rows):
                 paid = float(row["premium_paid"] or 0)
                 if i == len(open_rows) - 1:
-                    recv = round(prem_recv - allocated, 4)
+                    recv = round(total_recv - allocated, 4)
                 elif total_paid > 0:
-                    recv = round(prem_recv * (paid / total_paid), 4)
+                    recv = round(total_recv * (paid / total_paid), 4)
                     allocated += recv
                 else:
-                    recv = round(prem_recv / len(open_rows), 4)
+                    recv = round(total_recv / len(open_rows), 4)
                     allocated += recv
                 pnl = round(recv - paid, 4)
                 note_sql = ""
                 from lib.options.options_time_lib import options_app_now_str
 
                 # 占位顺序必须与 SQL 一致: close_quote/recv/pnl/ord/closed_at/[signal_note]/id
-                params: list[Any] = [px, recv, pnl, oid or None, options_app_now_str()]
+                params: list[Any] = [
+                    close_px,
+                    recv,
+                    pnl,
+                    merged_ord,
+                    options_app_now_str(),
+                ]
                 if signal_note and i == len(open_rows) - 1:
                     note_sql = """,
                     signal_note = CASE
@@ -371,7 +411,9 @@ def close_option_by_bid1(
                     f"""
                     UPDATE options_trades
                     SET status = 'closed', close_quote = ?, premium_received = ?,
-                        realized_pnl = ?, close_ord_id = ?, closed_at = ?
+                        realized_pnl = ?, close_ord_id = ?, closed_at = ?,
+                        close_recv_accum = 0, close_sheets_accum = 0,
+                        close_notional_accum = 0
                         {note_sql}
                     WHERE id = ?
                     """,
@@ -380,6 +422,27 @@ def close_option_by_bid1(
             conn.commit()
         finally:
             conn.close()
+    elif filled_sheets > 0:
+        # 部分成交:持久化本批收回,下次全平合计
+        conn = cfg["get_db"]()
+        try:
+            from lib.options.options_db import add_open_close_accum, init_options_tables
+
+            init_options_tables(conn)
+            add_open_close_accum(
+                conn,
+                inst_id,
+                recv=batch_recv,
+                sheets=filled_sheets,
+                px=px,
+                ord_id=oid or None,
+            )
+            conn.commit()
+        finally:
+            conn.close()
+        if require_recycle_gate:
+            # 自动平已挂过单:同仓续批只验流动性
+            mark_close_gate_passed(inst_id)
     elif require_recycle_gate:
         # 自动平已挂过单:同仓续批只验流动性
         mark_close_gate_passed(inst_id)
@@ -391,11 +454,12 @@ def close_option_by_bid1(
         "bid": px,
         "locked_bid_px": locked_bid_px,
         "submitted_sheets": level_sheets,
-        "filled_or_reduced_sheets": min(reduced, level_sheets) if reduced else 0,
+        "filled_or_reduced_sheets": filled_sheets,
         "remaining_sheets": remaining_pos,
-        "premium_received": prem_recv,
+        "premium_received": total_recv if fully_closed else (batch_recv or prem_recv_submit),
+        "batch_premium_received": batch_recv,
         "stopped_reason": None if fully_closed else ("partial_bid1" if reduced > 0 else "order_not_filled"),
-        "close_ord_id": oid or None,
+        "close_ord_id": merged_ord if fully_closed else (oid or None),
         "fully_closed": fully_closed,
         "msg": (
             f"已按买一 {locked_bid_px:g} 提交 {level_sheets} 张"

lib/options/options_db.py

@@ -105,6 +105,10 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
         "ALTER TABLE options_trades ADD COLUMN premium_ccy TEXT DEFAULT 'USDC'",
         "ALTER TABLE options_trades ADD COLUMN bridge_id INTEGER",
         "ALTER TABLE options_trades ADD COLUMN budget_usdt REAL",
+        # 分批平仓累计:全平前写在最早一笔 open 上,全平后并入 premium_received
+        "ALTER TABLE options_trades ADD COLUMN close_recv_accum REAL DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN close_sheets_accum INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN close_notional_accum REAL DEFAULT 0",
     ):
         try:
             conn.execute(ddl)
@@ -154,3 +158,86 @@ def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
     if not row or int(row["n"] or 0) < 1:
         return None
     return int(row["total"] or 0)
+
+
+def _earliest_open_trade_id(conn: sqlite3.Connection, inst_id: str) -> int | None:
+    inst = (inst_id or "").strip()
+    if not inst:
+        return None
+    row = conn.execute(
+        """
+        SELECT id FROM options_trades
+        WHERE inst_id = ? AND status = 'open'
+        ORDER BY id ASC
+        LIMIT 1
+        """,
+        (inst,),
+    ).fetchone()
+    return int(row["id"]) if row else None
+
+
+def get_open_close_accum(conn: sqlite3.Connection, inst_id: str) -> dict[str, float | int | str | None]:
+    """读取分批平仓累计(挂在最早一笔 open 上)."""
+    tid = _earliest_open_trade_id(conn, inst_id)
+    if tid is None:
+        return {"recv": 0.0, "sheets": 0, "notional": 0.0, "close_ord_id": None}
+    row = conn.execute(
+        """
+        SELECT close_recv_accum, close_sheets_accum, close_notional_accum, close_ord_id
+        FROM options_trades WHERE id = ?
+        """,
+        (tid,),
+    ).fetchone()
+    if not row:
+        return {"recv": 0.0, "sheets": 0, "notional": 0.0, "close_ord_id": None}
+    return {
+        "recv": float(row["close_recv_accum"] or 0),
+        "sheets": int(row["close_sheets_accum"] or 0),
+        "notional": float(row["close_notional_accum"] or 0),
+        "close_ord_id": str(row["close_ord_id"] or "").strip() or None,
+    }
+
+
+def add_open_close_accum(
+    conn: sqlite3.Connection,
+    inst_id: str,
+    *,
+    recv: float,
+    sheets: int,
+    px: float,
+    ord_id: str | None = None,
+) -> bool:
+    """分批平仓成交后累加收回权利金/张数/名义(供全平 VWAP 与总盈亏)."""
+    tid = _earliest_open_trade_id(conn, inst_id)
+    if tid is None:
+        return False
+    sheets_i = max(0, int(sheets or 0))
+    recv_f = float(recv or 0)
+    px_f = float(px or 0)
+    if sheets_i < 1 and abs(recv_f) < 1e-15:
+        return False
+    notional_add = px_f * sheets_i if sheets_i > 0 and px_f > 0 else 0.0
+    oid = str(ord_id or "").strip()
+    prev = conn.execute(
+        "SELECT close_ord_id FROM options_trades WHERE id = ?", (tid,)
+    ).fetchone()
+    prev_oids = str((prev["close_ord_id"] if prev else None) or "").strip()
+    if oid:
+        parts = [p for p in prev_oids.split(",") if p] if prev_oids else []
+        if oid not in parts:
+            parts.append(oid)
+        merged_oid = ",".join(parts)
+    else:
+        merged_oid = prev_oids or None
+    conn.execute(
+        """
+        UPDATE options_trades
+        SET close_recv_accum = COALESCE(close_recv_accum, 0) + ?,
+            close_sheets_accum = COALESCE(close_sheets_accum, 0) + ?,
+            close_notional_accum = COALESCE(close_notional_accum, 0) + ?,
+            close_ord_id = ?
+        WHERE id = ?
+        """,
+        (recv_f, sheets_i, notional_add, merged_oid, tid),
+    )
+    return True