feat数据统计曲线改为累计已实现盈亏，划转提现不再影响。

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

tests/test_instance_equity_sample.py

@@ -1,15 +1,19 @@
-"""权益曲线采样:现金+现货币+权利金+浮盈."""
+"""权益采样辅助(曲线已改为已实现盈亏,此处仅覆盖权益计算工具)."""
 from __future__ import annotations
 
 import sqlite3
+import tempfile
 import unittest
+from pathlib import Path
 
 
 class EquitySampleTests(unittest.TestCase):
     def test_equity_fills_open_cliff(self):
-        from lib.instance.instance_cash_sample_lib import equity_usdt_from_snapshot
+        from lib.instance.instance_cash_sample_lib import (
+            cash_usdt_from_balances,
+            equity_usdt_from_snapshot,
+        )
 
-        # 开仓后:USDT 所剩无几,BTC 缓冲 + 权利金仓位
         bal = {
             "trading_usdt": 50.0,
             "funding_usdt": 0.0,
@@ -26,49 +30,15 @@ class EquitySampleTests(unittest.TestCase):
                 "mark": 0.01,
             }
         ]
-        # cash 50 + spot 84 + premium 840 = 974; 浮盈约 0
         eq = equity_usdt_from_snapshot(bal, positions, btc_px=84000.0, eth_px=None)
         self.assertIsNotNone(eq)
         self.assertGreater(float(eq), 900.0)
-        # 纯现金会只有 50
-        from lib.instance.instance_cash_sample_lib import cash_usdt_from_balances
-
         self.assertAlmostEqual(float(cash_usdt_from_balances(bal)), 50.0, places=2)
 
-    def test_query_prefers_equity_column(self):
+    def test_record_writes_equity_column(self):
         from lib.instance.instance_cash_sample_lib import (
             init_cash_sample_table,
-            query_cash_series_with_db,
             record_cash_sample,
-        )
-
-        conn = sqlite3.connect(":memory:")
-        conn.row_factory = sqlite3.Row
-        init_cash_sample_table(conn)
-        record_cash_sample(conn, 100.0, equity_usdt=500.0, ts_ms=1_700_000_000_000)
-        record_cash_sample(conn, 120.0, equity_usdt=None, ts_ms=1_700_000_060_000)
-        # 旧点无 equity 列时回退 cash:手动插一条仅 cash
-        conn.execute(
-            "INSERT INTO instance_cash_samples(ts_ms, cash_usdt) VALUES (?, ?)",
-            (1_700_000_120_000, 130.0),
-        )
-        conn.commit()
-        out = query_cash_series_with_db(conn, range_key="all")
-        self.assertTrue(out["ok"])
-        self.assertEqual(out["metric"], "equity")
-        pts = out["points"]
-        self.assertEqual(len(pts), 3)
-        self.assertAlmostEqual(pts[0]["v"], 500.0, places=2)
-        self.assertAlmostEqual(pts[1]["v"], 120.0, places=2)  # equity 默认写成 cash
-        self.assertAlmostEqual(pts[2]["v"], 130.0, places=2)  # 历史无 equity → cash
-        conn.close()
-
-    def test_sample_once_dict_snapshot(self):
-        import tempfile
-        from pathlib import Path
-
-        from lib.instance.instance_cash_sample_lib import (
-            query_cash_series_with_db,
             sample_once,
         )
 
@@ -86,8 +56,19 @@ class EquitySampleTests(unittest.TestCase):
         self.assertTrue(ok)
         conn = get_db()
         try:
-            out = query_cash_series_with_db(conn, range_key="all")
-            self.assertAlmostEqual(float(out["latest"]), 950.0, places=2)
+            init_cash_sample_table(conn)
+            row = conn.execute(
+                "SELECT cash_usdt, equity_usdt FROM instance_cash_samples ORDER BY ts_ms DESC LIMIT 1"
+            ).fetchone()
+            self.assertAlmostEqual(float(row["cash_usdt"]), 200.0, places=2)
+            self.assertAlmostEqual(float(row["equity_usdt"]), 950.0, places=2)
+            record_cash_sample(conn, 100.0, equity_usdt=500.0, ts_ms=1_700_000_000_000)
+            conn.commit()
+            row2 = conn.execute(
+                "SELECT equity_usdt FROM instance_cash_samples WHERE ts_ms=?",
+                (1_700_000_000_000,),
+            ).fetchone()
+            self.assertAlmostEqual(float(row2["equity_usdt"]), 500.0, places=2)
         finally:
             conn.close()
 

tests/test_instance_realized_pnl_curve.py

@@ -0,0 +1,75 @@
+"""已实现盈亏曲线:累计平仓真盈亏,不受划转影响."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+
+
+class RealizedPnlCurveTests(unittest.TestCase):
+    def _init(self):
+        from lib.options.options_db import init_options_tables
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        return conn
+
+    def test_cumulative_steps(self):
+        from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
+
+        conn = self._init()
+        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-A','BTC','P',1,0.01,0.01,0.02,0.01,'BTC','closed',100.0,80000,
+             '2026-10-01 10:00:00','2026-10-01 12:00:00'),
+            ('BTC-B','BTC','P',1,0.01,0.01,0.02,0.01,'BTC','closed',50.0,80000,
+             '2026-10-02 10:00:00','2026-10-02 12:00:00'),
+            ('BTC-C','BTC','P',1,0.01,0.01,0.02,-0.01,'BTC','closed',-20.0,80000,
+             '2026-10-03 10:00:00','2026-10-03 12:00:00')
+            """
+        )
+        conn.commit()
+        out = query_realized_pnl_series_with_db(conn, range_key="all")
+        self.assertTrue(out["ok"])
+        self.assertEqual(out["metric"], "realized_pnl")
+        self.assertEqual(out["trade_count"], 3)
+        # 点含区间起点/各笔台阶/延伸到 now;累计最终 130
+        self.assertAlmostEqual(float(out["latest"]), 130.0, places=2)
+        vals = [p["v"] for p in out["points"]]
+        self.assertIn(100.0, vals)
+        self.assertIn(150.0, vals)
+        self.assertIn(130.0, vals)
+        conn.close()
+
+    def test_range_carries_baseline(self):
+        from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
+
+        conn = self._init()
+        # 一笔很早的盈利,窗口内无新单 → 水平线在 80
+        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, created_at, closed_at
+            ) VALUES (
+                'BTC-OLD','BTC','P',1,0.01,0.01,0.02,0.01,'BTC',
+                'closed', 80.0, '2020-01-01 10:00:00', '2020-01-01 12:00:00'
+            )
+            """
+        )
+        conn.commit()
+        out = query_realized_pnl_series_with_db(conn, range_key="7d")
+        self.assertAlmostEqual(float(out["latest"]), 80.0, places=2)
+        self.assertTrue(all(abs(float(p["v"]) - 80.0) < 1e-6 for p in out["points"]))
+        conn.close()
+
+
+if __name__ == "__main__":
+    unittest.main()