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>

tests/test_options_review_pnl_freeze.py

@@ -1,4 +1,4 @@
-"""复盘导入须使用冻结 U,不得用实时指数改写."""
+"""复盘真盈亏=卖光收回−买币;禁止权利金×指数冒充."""
 from __future__ import annotations
 
 import sqlite3
@@ -6,7 +6,103 @@ import unittest
 
 
 class ReviewLocalSyncFreezeTests(unittest.TestCase):
-    def test_prefers_realized_pnl_usdt_over_live_index(self):
+    def test_account_after_minus_before_is_true_pnl(self):
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_review_lib import sync_options_from_local_trades
+        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
+        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        ensure_runtime_settings_table(conn)
+        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
+        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,
+                trading_usdt_before, trading_usdt_after, pnl_settled,
+                created_at, closed_at
+            ) VALUES (
+                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
+                0.01, 0.02, 0.01, 'BTC',
+                'closed', -51.0, 85000.0,
+                1000.0, 2506.0, 1,
+                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
+            )
+            """
+        )
+        conn.commit()
+
+        class _Ex:
+            def public_get_market_ticker(self, params):
+                return {"data": [{"last": "999999"}]}
+
+        out = sync_options_from_local_trades(conn, _Ex())
+        self.assertTrue(out.get("ok"))
+        row = conn.execute(
+            "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
+            ("local_opt:1",),
+        ).fetchone()
+        self.assertIsNotNone(row)
+        # 真盈亏=after−before=1506,不是错误冻结 -51,也不是指数折算
+        self.assertAlmostEqual(float(row["realized_pnl_total"]), 1506.0, places=2)
+        healed = conn.execute(
+            "SELECT realized_pnl_usdt FROM options_trades WHERE id=1"
+        ).fetchone()
+        self.assertAlmostEqual(float(healed["realized_pnl_usdt"]), 1506.0, places=2)
+        conn.close()
+
+    def test_bridge_cash_is_true_pnl_when_no_after(self):
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_review_lib import sync_options_from_local_trades
+        from lib.options.options_spot_bridge_lib import ensure_bridge_table
+        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
+        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        ensure_bridge_table(conn)
+        ensure_runtime_settings_table(conn)
+        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
+        conn.execute(
+            """
+            INSERT INTO options_spot_bridge(
+                id, underlying, status, budget_usdt, usdt_recovered, message
+            ) VALUES (7, 'BTC', 'closed', 2200.0, 3706.0, 'done')
+            """
+        )
+        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,
+                trading_usdt_before, bridge_id, pnl_settled,
+                created_at, closed_at
+            ) VALUES (
+                'BTC-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
+                0.01, 0.02, 0.01, 'BTC',
+                'closed', 850.0, 85000.0,
+                1000.0, 7, 0,
+                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
+            )
+            """
+        )
+        conn.commit()
+        sync_options_from_local_trades(conn, None)
+        row = conn.execute(
+            "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
+            ("local_opt:1",),
+        ).fetchone()
+        # 3706 − 2200 = 1506;不是 0.01*85000
+        self.assertAlmostEqual(float(row["realized_pnl_total"]), 1506.0, places=2)
+        conn.close()
+
+    def test_index_formula_not_shown_as_true_pnl(self):
         from lib.options.options_db import init_options_tables
         from lib.options.options_review_lib import sync_options_from_local_trades
         from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
@@ -33,75 +129,13 @@ class ReviewLocalSyncFreezeTests(unittest.TestCase):
             """
         )
         conn.commit()
-
-        class _Ex:
-            def public_get_market_ticker(self, params):
-                return {"data": [{"last": "999999"}]}
-
-        out = sync_options_from_local_trades(conn, _Ex())
-        self.assertTrue(out.get("ok"))
+        sync_options_from_local_trades(conn, None)
         row = conn.execute(
-            "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
+            "SELECT realized_pnl_total, status_raw FROM options_review_trades WHERE history_key=?",
             ("local_opt:1",),
         ).fetchone()
-        self.assertIsNotNone(row)
-        # (0.02-0.01)*85000=850,不是 0.01*999999
-        self.assertAlmostEqual(float(row["realized_pnl_total"]), 850.0, places=2)
-        conn.close()
-
-    def test_second_sync_stable_when_index_moves(self):
-        from lib.options.options_db import init_options_tables
-        from lib.options.options_review_lib import sync_options_from_local_trades
-        from lib.sim.mode_lib import MODE_SIM, TRADING_MODE_KEY
-        from lib.instance.runtime_settings_lib import ensure_runtime_settings_table, runtime_set
-
-        conn = sqlite3.connect(":memory:")
-        conn.row_factory = sqlite3.Row
-        init_options_tables(conn)
-        ensure_runtime_settings_table(conn)
-        runtime_set(conn, TRADING_MODE_KEY, MODE_SIM)
-        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-USD-261008-86500-P', 'BTC', 'P', 1, 0.01,
-                0.01, 0.02, 0.01, 'BTC',
-                'closed', 800.0, 80000.0,
-                '2026-10-05 05:11:30', '2026-10-07 10:03:53'
-            )
-            """
-        )
-        conn.commit()
-
-        class _Ex1:
-            def public_get_market_ticker(self, params):
-                return {"data": [{"last": "70000"}]}
-
-        class _Ex2:
-            def public_get_market_ticker(self, params):
-                return {"data": [{"last": "120000"}]}
-
-        sync_options_from_local_trades(conn, _Ex1())
-        v1 = float(
-            conn.execute(
-                "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
-                ("local_opt:1",),
-            ).fetchone()["realized_pnl_total"]
-        )
-        sync_options_from_local_trades(conn, _Ex2())
-        v2 = float(
-            conn.execute(
-                "SELECT realized_pnl_total FROM options_review_trades WHERE history_key=?",
-                ("local_opt:1",),
-            ).fetchone()["realized_pnl_total"]
-        )
-        # (0.02-0.01)*80000=800; 实时指数变也不改
-        self.assertAlmostEqual(v1, 800.0, places=2)
-        self.assertAlmostEqual(v2, v1, places=6)
+        # 无账户/桥快照:不得用指数折 U 冒充真盈亏
+        self.assertIsNone(row["realized_pnl_total"])
         conn.close()