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>
2026-10-13 12:55:41 +08:00
parent 11c67b3c44
commit b31f861596
6 changed files with 194 additions and 148 deletions
@@ -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()