fix真盈亏只认卖光收回减买币，禁止权利金指数冒充。

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

lib/options/options_account_pnl_lib.py

@@ -190,9 +190,13 @@ def try_settle_after_sellback(
         block = sellable_coin_blocks_settle(ex, uly)
         if block:
             return 0
+        try:
+            from lib.exchange.okx_options_lib import invalidate_options_balance_cache
+
+            invalidate_options_balance_cache()
+        except Exception:
+            pass
         after = fetch_trading_usdt(pack, ex)
-        if after is None:
-            return 0
         n = 0
         if bridge_id is not None:
             n = settle_closed_trades_from_trading_account(
@@ -232,21 +236,83 @@ def try_settle_after_sellback(
                 pass
 
 
+def resolve_true_pnl_usdt(
+    conn,
+    *,
+    trading_usdt_before: Any = None,
+    trading_usdt_after: Any = None,
+    bridge_id: Any = None,
+    realized_pnl_usdt: Any = None,
+    pnl_settled: Any = False,
+) -> tuple[float | None, str]:
+    """真盈亏(口径 A)=卖光标的币收回 USDT − 开仓买币花费.
+
+    优先账户快照 after−before(与上式等价);其次已关桥的「卖回累计−买币预算」.
+    绝不回退权利金×指数(那是口径 B / 期权腿).
+    返回 (pnl_u, source): account | bridge | frozen | none
+    """
+    before = _safe_float(trading_usdt_before)
+    after = _safe_float(trading_usdt_after)
+    if before is not None and after is not None:
+        return round(float(after) - float(before), 4), "account"
+
+    bid = None
+    try:
+        if bridge_id is not None and str(bridge_id).strip() != "":
+            bid = int(bridge_id)
+    except (TypeError, ValueError):
+        bid = None
+    if bid is not None:
+        try:
+            from lib.options.options_spot_bridge_lib import (
+                BRIDGE_CLOSED,
+                cash_pnl_usdt_from_bridge,
+                ensure_bridge_table,
+            )
+
+            ensure_bridge_table(conn)
+            brow = conn.execute(
+                "SELECT status, usdt_recovered FROM options_spot_bridge WHERE id=?",
+                (bid,),
+            ).fetchone()
+            if brow:
+                st = str(brow["status"] if hasattr(brow, "keys") else brow[0] or "")
+                recovered = _safe_float(
+                    brow["usdt_recovered"] if hasattr(brow, "keys") else brow[1]
+                )
+                if st == BRIDGE_CLOSED and recovered is not None:
+                    bp = cash_pnl_usdt_from_bridge(conn, bid)
+                    if bp is not None:
+                        return bp, "bridge"
+        except Exception:
+            pass
+
+    try:
+        settled = int(pnl_settled or 0) == 1
+    except (TypeError, ValueError):
+        settled = bool(pnl_settled)
+    frozen = _safe_float(realized_pnl_usdt)
+    # 仅承认「有 before 且已账户结算」的旧冻结;无快照的指数折 U 不算真盈亏
+    if settled and before is not None and frozen is not None:
+        return round(float(frozen), 4), "frozen"
+    return None, "none"
+
+
 def settle_closed_trades_from_trading_account(
     conn,
     *,
-    trading_usdt_after: float,
+    trading_usdt_after: float | None = None,
     bridge_id: int | None = None,
     trade_id: int | None = None,
 ) -> int:
-    """卖回后:对本桥/本单未结算已平仓位冻结 after−before.
+    """卖回后:对本桥/本单未结算已平仓位冻结真盈亏.
 
+    优先 after−before;账户 after 缺失时用桥「卖回−买币」.
     已 pnl_settled=1 的行永不改写.
     """
     after = _safe_float(trading_usdt_after)
-    if after is None:
-        return 0
-    after = round(float(after), 8)
+    if after is not None:
+        after = round(float(after), 8)
     clauses = ["status='closed'", "COALESCE(pnl_settled, 0)=0", "trading_usdt_before IS NOT NULL"]
     params: list[Any] = []
     if trade_id is not None:
@@ -259,7 +325,7 @@ def settle_closed_trades_from_trading_account(
         return 0
     rows = conn.execute(
         f"""
-        SELECT id, trading_usdt_before, realized_pnl_usdt
+        SELECT id, trading_usdt_before, realized_pnl_usdt, bridge_id
         FROM options_trades
         WHERE {" AND ".join(clauses)}
         """,
@@ -267,10 +333,27 @@ def settle_closed_trades_from_trading_account(
     ).fetchall()
     updated = 0
     for row in rows:
+        tid = int(row["id"] if hasattr(row, "keys") else row[0])
         before = _safe_float(row["trading_usdt_before"] if hasattr(row, "keys") else row[1])
         if before is None:
             continue
-        pnl_u = round(float(after) - float(before), 4)
+        row_bid = row["bridge_id"] if hasattr(row, "keys") else row[3]
+        if row_bid is None and bridge_id is not None:
+            row_bid = bridge_id
+        after_use = after
+        if after_use is not None:
+            pnl_u = round(float(after_use) - float(before), 4)
+        else:
+            pnl_u, src = resolve_true_pnl_usdt(
+                conn,
+                trading_usdt_before=before,
+                trading_usdt_after=None,
+                bridge_id=row_bid,
+                pnl_settled=0,
+            )
+            if pnl_u is None or src != "bridge":
+                continue
+            after_use = round(float(before) + float(pnl_u), 8)
         conn.execute(
             """
             UPDATE options_trades
@@ -279,7 +362,7 @@ def settle_closed_trades_from_trading_account(
                 pnl_settled = 1
             WHERE id = ? AND COALESCE(pnl_settled, 0)=0
             """,
-            (after, pnl_u, int(row["id"] if hasattr(row, "keys") else row[0])),
+            (after_use, pnl_u, tid),
         )
         updated += 1
     return updated

lib/options/options_review_lib.py

@@ -429,8 +429,7 @@ def sync_options_from_local_trades(
 ) -> dict[str, Any]:
     """从本地 options_trades 已平仓记录导入复盘快照(不访问交易所).
 
-    盈亏优先用已冻结 realized_pnl_usdt(模拟盘现金口径 / 平仓时指数),
-    禁止每次同步用实时指数重算,否则复盘数字会跟盘跳动.
+    真盈亏=卖光收回−买币(after−before / 已关桥);禁止权利金×指数冒充.
     """
     init_options_review_tables(conn)
     from lib.options.options_db import init_options_tables
@@ -462,8 +461,8 @@ def sync_options_from_local_trades(
                eth_amount, open_quote, close_quote, premium_paid, premium_received,
                realized_pnl, realized_pnl_usdt, close_index_px, open_index_px,
                budget_usdt, premium_ccy, created_at, closed_at, signal_note, status,
-               trading_usdt_before, pnl_settled, initial_premium_usdt,
-               open_fee, close_fee, exchange_ord_id, close_ord_id
+               trading_usdt_before, trading_usdt_after, bridge_id, pnl_settled,
+               initial_premium_usdt, open_fee, close_fee, exchange_ord_id, close_ord_id
         FROM options_trades
         WHERE status = 'closed'
         ORDER BY id DESC
@@ -560,8 +559,6 @@ def sync_options_from_local_trades(
             settled = int(r["pnl_settled"] or 0) == 1
         except Exception:
             settled = False
-        # 有账户快照未结算:交易记录显示待结算(真盈亏=卖回后 after−before)
-        acct_pending = _safe_float(r["trading_usdt_before"]) is not None and not settled
         close_idx = _safe_float(r["close_index_px"])
         open_idx = _safe_float(r["open_index_px"])
         # 折算指数:仅用于初始权利金/期权手续费展示,不用于真盈亏
@@ -573,14 +570,60 @@ def sync_options_from_local_trades(
         else:
             idx = idx_cache.get(underly)
         prem = _safe_float(r["premium_paid"])
-        # 交易记录真盈亏=口径 A(卖光币后账户差分);未结算不写假 U
-        if acct_pending:
-            pnl_u = None
-        elif frozen_usdt is not None and (settled or _safe_float(r["trading_usdt_before"]) is None):
-            pnl_u = round(float(frozen_usdt), 4)
-        else:
-            # 旧单无账户快照:不回退币×价冒充真盈亏
-            pnl_u = None
+        # 真盈亏=卖光收回−买币(账户 after−before 或已关桥);禁止权利金×指数冒充
+        from lib.options.options_account_pnl_lib import resolve_true_pnl_usdt
+
+        pnl_u, pnl_src = resolve_true_pnl_usdt(
+            conn,
+            trading_usdt_before=r["trading_usdt_before"],
+            trading_usdt_after=r["trading_usdt_after"],
+            bridge_id=r["bridge_id"],
+            realized_pnl_usdt=frozen_usdt,
+            pnl_settled=settled,
+        )
+        # 快照能算真盈亏但冻结值偏离:纠偏写回(仅纠正错账,不改口径)
+        before_f = _safe_float(r["trading_usdt_before"])
+        after_f = _safe_float(r["trading_usdt_after"])
+        if (
+            pnl_src == "account"
+            and pnl_u is not None
+            and before_f is not None
+            and after_f is not None
+            and (not settled or frozen_usdt is None or abs(float(frozen_usdt) - float(pnl_u)) > 0.05)
+        ):
+            try:
+                conn.execute(
+                    """
+                    UPDATE options_trades
+                    SET realized_pnl_usdt = ?, pnl_settled = 1
+                    WHERE id = ?
+                    """,
+                    (pnl_u, trade_id),
+                )
+                settled = True
+            except Exception:
+                pass
+        elif pnl_src == "bridge" and pnl_u is not None and not settled:
+            try:
+                after_heal = (
+                    round(float(before_f) + float(pnl_u), 8) if before_f is not None else None
+                )
+                conn.execute(
+                    """
+                    UPDATE options_trades
+                    SET realized_pnl_usdt = ?,
+                        trading_usdt_after = COALESCE(trading_usdt_after, ?),
+                        pnl_settled = 1
+                    WHERE id = ? AND COALESCE(pnl_settled, 0)=0
+                    """,
+                    (pnl_u, after_heal, trade_id),
+                )
+                settled = True
+            except Exception:
+                pass
+        acct_pending = pnl_u is None and (
+            before_f is not None or r["bridge_id"] is not None
+        )
         # 初始权利金(U)=开仓指数×权利金币量;不含多买
         stored_initial = _safe_float(r["initial_premium_usdt"])
         open_idx_for_prem = open_idx if (open_idx is not None and open_idx > 0) else idx

lib/options/options_spot_bridge_lib.py

@@ -184,9 +184,10 @@ def add_bridge_usdt_recovered(
 
 
 def cash_pnl_usdt_from_bridge(conn: sqlite3.Connection, bridge_id: int | None) -> float | None:
-    """桥上现货净 USDT(卖回−买币预算).仅供对账,不得当作期权已实现盈亏.
+    """桥上真盈亏(U)=累计卖回 USDT − 开仓买币预算.
 
-    买币预算含权利金本金与缓冲;用此值当盈利会把权利金本金算进去.
+    与账户 after−before 等价(一次一仓、无中途划转时);可作口径 A 回退.
+    不是期权腿币盈亏(口径 B).
     """
     if bridge_id is None:
         return None

lib/options/templates/options_review_panel.html

@@ -229,7 +229,7 @@
             <span class="or-step" aria-hidden="true">1</span>
             <div>
                 <div class="or-section-title" id="or-list-title">期权交易记录</div>
-                <p class="or-section-desc">盈亏为卖光币后的账户真盈亏；点「复盘」填写表单。期权历史仅记期权腿币收益，不含现货。</p>
+                <p class="or-section-desc">真盈亏=卖光币收回 USDT − 开仓买币花费；点「复盘」填写表单。期权历史仅记期权腿币收益，不含现货。</p>
             </div>
         </div>
         <div class="options-strike-table-wrap or-trades-table-wrap" id="or-trades-wrap">
@@ -239,7 +239,7 @@
                         <th>类型</th>
                         <th>标的/合约</th>
                         <th>初始权利金</th>
-                        <th title="卖回完成后交易账户 USDT 差分">真盈亏</th>
+                        <th title="卖光收回USDT − 开仓买币花费(账户after−before)">真盈亏</th>
                         <th>盈利率</th>
                         <th title="仅期权开/平手续费">手续费</th>
                         <th>开仓时间</th>