fix开仓价卖回价与真盈亏一次冻结，复盘同步不再反复改写。
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
@@ -308,12 +308,13 @@ def settle_closed_trades_from_trading_account(
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)
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if pnl_u is None or src in ("none", "pending_sell"):
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continue
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# 卖回价一次冻结为卖回 VWAP;开仓价已在开仓时冻住,仅缺省时补
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conn.execute(
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"""
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UPDATE options_trades
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SET trading_usdt_after = COALESCE(?, trading_usdt_after),
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realized_pnl_usdt = ?,
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open_index_px = COALESCE(?, open_index_px),
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open_index_px = COALESCE(open_index_px, ?),
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close_index_px = COALESCE(?, close_index_px),
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pnl_settled = 1
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WHERE id = ? AND COALESCE(pnl_settled, 0)=0
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@@ -520,6 +520,14 @@ def open_coin_option_buy_full(
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message="期权持仓中",
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)
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# 开仓价一次冻结:优先买币 VWAP(之后不再改);权利金币量 premium_paid 固定
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open_px_freeze = idx_open
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try:
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bv = _spot_bridge.bridge_buy_vwap(conn, bridge_id)
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if bv is not None and float(bv) > 0:
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open_px_freeze = float(bv)
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except Exception:
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pass
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trade_id = _insert_coin_trade(
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conn,
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inst_id=inst_id,
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@@ -537,7 +545,7 @@ def open_coin_option_buy_full(
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budget_usdt=buy_usdt,
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premium_ccy=premium_ccy,
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open_fee=open_fee,
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open_index_px=idx_open,
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open_index_px=open_px_freeze,
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trading_usdt_before=trading_usdt_before,
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profit_exit_enabled=profit_exit_enabled,
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profit_exit_mult=profit_exit_mult,
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@@ -556,6 +556,10 @@ def sync_options_from_local_trades(
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if not ccy:
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ccy = premium_ccy_for_mode(margin_mode_from_inst_id(inst), underly)
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frozen_usdt = _safe_float(r["realized_pnl_usdt"])
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try:
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settled = int(r["pnl_settled"] or 0) == 1
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except Exception:
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settled = False
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close_idx = _safe_float(r["close_index_px"])
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open_idx = _safe_float(r["open_index_px"])
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idx = None
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@@ -576,43 +580,35 @@ def sync_options_from_local_trades(
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close_fee=cfee,
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premium_ccy=ccy,
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)
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# 初始权利金可用开仓价,缺则兜底指数;真盈亏必须用冻结的开仓价+卖回价,禁止实时价冒充
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# 权利金币量/币盈亏固定;开仓价与卖回价各自冻一次后真盈亏只读
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open_idx_for_prem = open_idx if (open_idx is not None and open_idx > 0) else idx
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sell_idx = close_idx if (close_idx is not None and close_idx > 0) else None
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from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
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pnl_u, pnl_src = resolve_true_pnl_usdt_from_trade(
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premium_paid=prem,
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premium_received=r["premium_received"],
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realized_pnl=r["realized_pnl"],
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open_index_px=open_idx if (open_idx is not None and open_idx > 0) else None,
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close_index_px=sell_idx,
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open_fee=ofee,
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close_fee=cfee,
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premium_ccy=ccy,
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fee_ccy=str(r["premium_ccy"] or ccy or ""),
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conn=conn,
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bridge_id=r["bridge_id"],
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)
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# 能算新公式则写回;卖回未完成→待卖回;算不出→缺价未核
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status_label = "已平"
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if pnl_src == "pending_sell":
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status_label = "待卖回"
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pnl_u = None
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# 清掉曾用指数提前冻上的假真盈亏
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try:
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conn.execute(
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"""
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UPDATE options_trades
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SET realized_pnl_usdt = NULL, pnl_settled = 0
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WHERE id = ? AND COALESCE(pnl_settled, 0) = 1
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""",
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(trade_id,),
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)
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except Exception:
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pass
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elif pnl_u is not None and pnl_src not in ("none", "pending_sell"):
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if frozen_usdt is None or abs(float(frozen_usdt) - float(pnl_u)) > 0.05:
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pnl_u = None
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if settled and frozen_usdt is not None:
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# 已冻结:只读展示,禁止同步反复改写
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pnl_u = round(float(frozen_usdt), 4)
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else:
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pnl_u, pnl_src = resolve_true_pnl_usdt_from_trade(
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premium_paid=prem,
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premium_received=r["premium_received"],
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realized_pnl=r["realized_pnl"],
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open_index_px=open_idx if (open_idx is not None and open_idx > 0) else None,
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close_index_px=sell_idx,
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open_fee=ofee,
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close_fee=cfee,
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premium_ccy=ccy,
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fee_ccy=str(r["premium_ccy"] or ccy or ""),
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conn=conn,
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bridge_id=r["bridge_id"],
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)
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if pnl_src == "pending_sell":
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status_label = "待卖回"
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pnl_u = None
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elif pnl_u is not None and pnl_src not in ("none", "pending_sell"):
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# 未冻结且可算:只写一次
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try:
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from lib.options.options_pnl_settle_lib import resolve_spot_vwap_prices
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@@ -626,33 +622,18 @@ def sync_options_from_local_trades(
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"""
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UPDATE options_trades
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SET realized_pnl_usdt = ?,
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open_index_px = COALESCE(?, open_index_px),
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open_index_px = COALESCE(open_index_px, ?),
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close_index_px = COALESCE(?, close_index_px),
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pnl_settled = 1
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WHERE id = ?
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WHERE id = ? AND COALESCE(pnl_settled, 0)=0
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""",
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(pnl_u, opx, cpx, trade_id),
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)
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except Exception:
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pass
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else:
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status_label = "缺价未核"
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pnl_u = None
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try:
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conn.execute(
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"""
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UPDATE options_trades
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SET realized_pnl_usdt = NULL, pnl_settled = 0
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WHERE id = ?
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AND (
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COALESCE(pnl_settled, 0) = 1
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OR realized_pnl_usdt IS NOT NULL
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)
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""",
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(trade_id,),
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)
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except Exception:
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pass
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else:
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status_label = "缺价未核"
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pnl_u = None
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# 初始权利金(U)=开仓指数×权利金币量;不含多买
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stored_initial = _safe_float(r["initial_premium_usdt"])
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prem_u = stored_initial
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