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模拟盘统计改为现货买币/卖回的真实 USDT 净盈亏，对齐钱包。

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Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-08 23:24:18 +08:00
parent 7943cd2167
commit bb9d14dd73
4 changed files with 312 additions and 2 deletions
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tests/test_options_pnl_settle.py
+97
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@@ -73,6 +73,103 @@ class SettleClosedPnlTests(unittest.TestCase):
self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 27.0, places=4)
class SimCashPnlStatsTests(unittest.TestCase):
def test_sim_cash_from_bridge_overrides_index_pnl(self):
import sqlite3
from lib.options.options_db import init_options_tables
from lib.options.options_spot_bridge_lib import ensure_bridge_table
from lib.options.options_stats_lib import sync_sim_cash_realized_pnl_usdt
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
init_options_tables(conn)
ensure_bridge_table(conn)
conn.execute(
"""
INSERT INTO options_spot_bridge(
id, underlying, status, budget_usdt, usdt_recovered
) VALUES (1, 'ETH', 'closed', 1000.0, 1952.96)
"""
)
conn.execute(
"""
INSERT INTO options_trades(
inst_id, underlying, opt_type, sheets, eth_amount,
premium_paid, premium_received, realized_pnl, premium_ccy,
status, bridge_id, budget_usdt, realized_pnl_usdt,
created_at, closed_at
) VALUES (
'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
0.01, 0.02, 0.01, 'ETH',
'closed', 1, 1000.0, 884.54,
'2026-10-06 10:00:00', '2026-10-08 14:00:00'
)
"""
)
conn.commit()
n = sync_sim_cash_realized_pnl_usdt(conn, None)
self.assertEqual(n, 1)
row = conn.execute(
"SELECT realized_pnl_usdt FROM options_trades WHERE id=1"
).fetchone()
self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 952.96, places=2)
conn.close()
def test_sim_cash_from_ledger_when_bridge_missing_recovered(self):
import sqlite3
from lib.options.options_db import init_options_tables
from lib.options.options_spot_bridge_lib import ensure_bridge_table
from lib.options.options_stats_lib import sync_sim_cash_realized_pnl_usdt
from lib.sim.db_lib import init_sim_tables
conn = sqlite3.connect(":memory:")
conn.row_factory = sqlite3.Row
init_options_tables(conn)
ensure_bridge_table(conn)
init_sim_tables(conn)
conn.execute(
"""
INSERT INTO options_spot_bridge(
id, underlying, status, budget_usdt, usdt_recovered
) VALUES (1, 'ETH', 'closed', 1000.0, NULL)
"""
)
conn.execute(
"""
INSERT INTO options_trades(
inst_id, underlying, opt_type, sheets, eth_amount,
premium_paid, premium_received, realized_pnl, premium_ccy,
status, bridge_id, budget_usdt, realized_pnl_usdt,
created_at, closed_at
) VALUES (
'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
0.01, 0.02, 0.01, 'ETH',
'closed', 1, 1000.0, 884.54,
'2026-10-06 10:00:00', '2026-10-08 14:00:00'
)
"""
)
# 买币 -1000U, 卖回 +1952.96U
conn.execute(
"""
INSERT INTO sim_ledger_entries(kind, amount, ccy, account, note, ts)
VALUES
('convert', -1000.0, 'USDT', 'trading', 'ETH/USDT mkt 2500', '2026-10-06 10:00:05'),
('convert', 1952.96, 'USDT', 'trading', 'from eth', '2026-10-08 14:00:10')
"""
)
conn.commit()
n = sync_sim_cash_realized_pnl_usdt(conn, None)
self.assertEqual(n, 1)
row = conn.execute(
"SELECT realized_pnl_usdt FROM options_trades WHERE id=1"
).fetchone()
self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 952.96, places=2)
conn.close()
class ExchangeFreezeStatsTests(unittest.TestCase):
def test_freeze_uses_exchange_coin_pnl(self):
import sqlite3