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>

lib/common/static/options_data_stats.js

@@ -1,5 +1,5 @@
 /**
- * 实例数据统计:复盘 KPI + 权益曲线.
+ * 实例数据统计:复盘 KPI + 已实现盈亏曲线.
  */
 (function (global) {
   "use strict";
@@ -278,9 +278,10 @@
         drawCurve(pts);
         if (meta) {
           meta.textContent =
-            "权益采样 " +
+            "已实现 " +
+            (data.trade_count != null ? data.trade_count + " 笔 · " : "") +
             pts.length +
-            " 点 · 最新 " +
+            " 点 · 累计 " +
             fmtCash(data.latest != null ? data.latest : pts.length ? pts[pts.length - 1].v : null);
         }
       })

lib/instance/instance_cash_sample_lib.py

@@ -170,36 +170,106 @@ def _range_start_ms(range_key: str) -> tuple[str, int]:
     return "7d", now_ms - 7 * 86400 * 1000
 
 
-def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
+def _closed_at_to_ms(raw: Any) -> int | None:
+    if raw is None or raw == "":
+        return None
+    try:
+        from lib.options.options_stats_lib import _parse_ts
+
+        d = _parse_ts(raw)
+        if d is None:
+            return None
+        return int(d.timestamp() * 1000)
+    except Exception:
+        return None
+
+
+def _trade_realized_usdt(row: Any) -> float | None:
+    u = _safe_float(row["realized_pnl_usdt"] if hasattr(row, "keys") else None)
+    if u is not None:
+        return round(float(u), 4)
+    # 兼容未冻结 U:币盈亏×平仓价
+    try:
+        coin = _safe_float(row["realized_pnl"])
+        px = _safe_float(row["close_index_px"])
+    except Exception:
+        return None
+    if coin is None or px is None or px <= 0:
+        return None
+    return round(float(coin) * float(px), 4)
+
+
+def query_realized_pnl_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
+    """累计已实现盈亏曲线(只随平仓变化,划转/提现不影响)."""
     rk, start_ms = _range_start_ms(range_key)
     now_ms = int(time.time() * 1000)
-    init_cash_sample_table(conn)
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+    except Exception:
+        pass
     rows = conn.execute(
         """
-        SELECT ts_ms, cash_usdt, equity_usdt
+        SELECT id, closed_at, created_at, realized_pnl_usdt, realized_pnl, close_index_px
-        FROM instance_cash_samples
+        FROM options_trades
-        WHERE ts_ms >= ?
+        WHERE status = 'closed'
-        ORDER BY ts_ms ASC
+        ORDER BY COALESCE(closed_at, created_at) ASC, id ASC
-        """,
+        """
-        (start_ms,),
     ).fetchall()
-    points = []
+    events: list[tuple[int, float]] = []
     for r in rows:
-        cash = float(r["cash_usdt"])
+        pnl_u = _trade_realized_usdt(r)
-        eq = r["equity_usdt"]
+        if pnl_u is None:
-        v = float(eq) if eq is not None else cash
+            continue
-        points.append({"t": int(r["ts_ms"]), "v": v, "cash": cash})
+        ts = _closed_at_to_ms(r["closed_at"]) or _closed_at_to_ms(r["created_at"])
+        if ts is None:
+            continue
+        events.append((ts, float(pnl_u)))
+
+    cum = 0.0
+    all_points: list[dict[str, Any]] = []
+    for ts, pnl in events:
+        cum = round(cum + pnl, 4)
+        all_points.append({"t": int(ts), "v": cum})
+
+    baseline = 0.0
+    series: list[dict[str, Any]] = []
+    for p in all_points:
+        if int(p["t"]) < start_ms:
+            baseline = float(p["v"])
+            continue
+        if not series:
+            series.append({"t": int(start_ms), "v": baseline})
+        series.append({"t": int(p["t"]), "v": float(p["v"])})
+    if not series:
+        # 窗口内无新平仓:画水平线(历史累计或 0)
+        series = [
+            {"t": int(start_ms), "v": baseline},
+            {"t": int(now_ms), "v": baseline},
+        ]
+    else:
+        last_v = float(series[-1]["v"])
+        if int(series[-1]["t"]) < now_ms:
+            series.append({"t": int(now_ms), "v": last_v})
+
     return {
         "ok": True,
         "range": rk,
-        "metric": "equity",
+        "metric": "realized_pnl",
-        "points": points,
+        "points": series,
         "start_ms": start_ms,
         "end_ms": now_ms,
-        "latest": points[-1]["v"] if points else None,
+        "latest": series[-1]["v"] if series else None,
+        "trade_count": len(events),
     }
 
 
+def query_cash_series_with_db(conn, *, range_key: str = "7d") -> dict[str, Any]:
+    """兼容旧名:数据统计曲线改为累计已实现盈亏."""
+    return query_realized_pnl_series_with_db(conn, range_key=range_key)
+
+
 def sample_once(get_db: Callable, fetch_snapshot: Callable) -> bool:
     """拉取快照并写入采样.
 

lib/instance/instance_data_stats_register.py

@@ -1,4 +1,4 @@
-"""实例数据统计:复盘 KPI + 权益曲线 API,以及后台权益采样."""
+"""实例数据统计:复盘 KPI + 已实现盈亏曲线 API."""
 from __future__ import annotations
 
 from typing import Any, Callable
@@ -10,97 +10,16 @@ def install_instance_data_stats(app: Flask, app_module: Any) -> None:
     get_db: Callable = app_module.get_db
     login_required = app_module.login_required
 
-    def _fetch_equity_snapshot() -> dict[str, Any]:
-        from lib.instance.instance_cash_sample_lib import (
-            cash_usdt_from_balances,
-            equity_usdt_from_snapshot,
-        )
-
-        ex = getattr(app_module, "exchange_options", None)
-        bal: dict[str, Any] = {}
-        if ex is not None:
-            try:
-                from lib.exchange.okx_options_lib import fetch_options_balances
-
-                bal = fetch_options_balances(ex, force=False) or {}
-            except Exception:
-                bal = {}
-        cash = cash_usdt_from_balances(bal if isinstance(bal, dict) else None)
-
-        positions: list[dict[str, Any]] = []
-        cfg = None
-        try:
-            cfg = app.extensions.get("options_cfg")
-        except Exception:
-            cfg = None
-        if isinstance(cfg, dict) and cfg.get("enabled"):
-            try:
-                from lib.options.options_dashboard_lib import (
-                    fetch_light_option_positions_for_dashboard,
-                )
-
-                positions = fetch_light_option_positions_for_dashboard(cfg) or []
-            except Exception:
-                positions = []
-
-        btc_px = eth_px = None
-        if ex is not None:
-            try:
-                from lib.options.options_stats_lib import _underlying_index_usdt
-
-                btc_px = _underlying_index_usdt(ex, "BTC")
-                eth_px = _underlying_index_usdt(ex, "ETH")
-            except Exception:
-                btc_px = eth_px = None
-        if (btc_px is None or eth_px is None) and positions:
-            for p in positions:
-                if not isinstance(p, dict):
-                    continue
-                under = str(p.get("underlying") or "").upper()
-                idx = None
-                try:
-                    idx = float(p.get("idx_px") or p.get("index_px") or 0)
-                except (TypeError, ValueError):
-                    idx = None
-                if idx is None or idx <= 0:
-                    continue
-                if under == "BTC" and btc_px is None:
-                    btc_px = idx
-                elif under == "ETH" and eth_px is None:
-                    eth_px = idx
-
-        equity = equity_usdt_from_snapshot(
-            bal if isinstance(bal, dict) else None,
-            positions,
-            btc_px=btc_px,
-            eth_px=eth_px,
-        )
-        return {"cash_usdt": cash, "equity_usdt": equity}
-
     @app.route("/api/instance/cash_curve")
     @login_required
     def api_instance_cash_curve():
-        from lib.instance.instance_cash_sample_lib import (
+        from lib.instance.instance_cash_sample_lib import query_realized_pnl_series_with_db
-            query_cash_series_with_db,
-            sample_once,
-        )
 
-        try:
-            sample_once(get_db, _fetch_equity_snapshot)
-        except Exception:
-            pass
         range_key = (request.args.get("range") or "7d").strip()
         conn = get_db()
         try:
-            return jsonify(query_cash_series_with_db(conn, range_key=range_key))
+            return jsonify(query_realized_pnl_series_with_db(conn, range_key=range_key))
         except Exception as e:
-            return jsonify({"ok": False, "msg": f"加载资金曲线失败: {e}"}), 500
+            return jsonify({"ok": False, "msg": f"加载盈亏曲线失败: {e}"}), 500
         finally:
             conn.close()
-
-    try:
-        from lib.instance.instance_cash_sample_lib import start_cash_sample_loop
-
-        start_cash_sample_loop(get_db, _fetch_equity_snapshot)
-    except Exception as e:
-        print(f"[instance_cash_sample] start skipped: {e}", flush=True)

lib/instance/templates/options_data_stats_panel.html

@@ -68,8 +68,8 @@
     </section>
 
     <section class="ods-section" aria-labelledby="ods-curve-heading">
-        <div class="ods-section-title" id="ods-curve-heading">权益曲线</div>
+        <div class="ods-section-title" id="ods-curve-heading">已实现盈亏曲线</div>
-        <p class="ods-section-desc">权益=稳定币现金+现货币折U+持仓权利金U+浮盈U;后台定时采样。</p>
+        <p class="ods-section-desc">累计已实现盈亏(期权平仓真盈亏U累加);划转/提现不影响。</p>
         <div class="ods-curve-toolbar">
             <button type="button" class="ods-range-btn active" data-range="today">今日</button>
             <button type="button" class="ods-range-btn" data-range="7d">7日</button>
@@ -78,8 +78,8 @@
             <span class="ods-curve-meta" id="ods-curve-meta">—</span>
         </div>
         <div class="ods-curve-wrap">
-            <svg id="ods-curve-svg" class="ods-curve-svg" viewBox="0 0 640 240" preserveAspectRatio="none" role="img" aria-label="权益曲线"></svg>
+            <svg id="ods-curve-svg" class="ods-curve-svg" viewBox="0 0 640 240" preserveAspectRatio="none" role="img" aria-label="已实现盈亏曲线"></svg>
         </div>
     </section>
 </div>
-<script src="/static/options_data_stats.js?v=2"></script>
+<script src="/static/options_data_stats.js?v=3"></script>

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")
+            init_cash_sample_table(conn)
-            self.assertAlmostEqual(float(out["latest"]), 950.0, places=2)
+            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()