修复币本位统计：开仓成本按预算/开仓指数计，不再用平仓价重估。

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

lib/options/options_pnl_settle_lib.py

@@ -148,6 +148,32 @@ def freeze_pnl_to_usdt(
     }
 
 
+def fee_to_usdt(
+    fee_amt: Any,
+    fee_ccy: Any,
+    *,
+    index_px: float | None,
+) -> float:
+    """手续费折 USDT."""
+    amt = fee_amount_abs(fee_amt)
+    if amt <= 0:
+        return 0.0
+    fc = str(fee_ccy or "").strip().upper()
+    if fc in ("USDT", "USDC", "USD", ""):
+        # 空币种时按稳定币近似,避免把小数额 ETH 费当成整 U
+        if fc == "" and amt < 0.05:
+            idx = _safe_float(index_px)
+            if idx is not None and idx > 100:
+                return round(amt * float(idx), 4)
+        return round(amt, 4)
+    if fc in ("ETH", "BTC"):
+        idx = _safe_float(index_px)
+        if idx is None or idx <= 0:
+            return 0.0
+        return round(amt * float(idx), 4)
+    return round(amt, 4)
+
+
 def settle_closed_pnl(
     *,
     premium_paid: Any,
@@ -156,11 +182,18 @@ def settle_closed_pnl(
     close_fee: Any = 0,
     premium_ccy: str,
     index_px: float | None,
+    open_index_px: float | None = None,
+    budget_usdt: float | None = None,
+    fee_ccy: str | None = None,
 ) -> dict[str, float | None]:
     """
-    由「毛权利金」结算:净盈亏 = 收回 − 已付 − 开/平手续费(权利金单位).
-    仅用于本地开平仓权利金口径;不要对 OKX realizedPnl 再调此函数扣费
-    (交易所 realizedPnl = pnl + fee + ..., 已含手续费).
+    由「毛权利金」结算.
+    币数量净盈亏 = 收回 − 已付 − 开/平手续费.
+    冻结 U(币本位):
+      平仓收回×平仓指数 − 开仓成本U − 手续费U
+      开仓成本优先 budget_usdt,否则 已付×开仓指数(缺省才用平仓指数).
+    这样不会把开仓成本也按平仓价重估,避免和余额对不上.
+    不要对 OKX realizedPnl 再调此函数扣费.
     """
     paid = float(_safe_float(premium_paid) or 0.0)
     recv = float(_safe_float(premium_received) or 0.0)
@@ -171,12 +204,59 @@ def settle_closed_pnl(
     if cfee < 0:
         cfee = abs(cfee)
     net = round(recv - paid - ofee - cfee, 8)
-    return freeze_pnl_to_usdt(
-        net,
-        premium_ccy=premium_ccy,
-        index_px=index_px,
-        total_fee=ofee + cfee,
+    pc = str(premium_ccy or "").strip().upper()
+    close_idx = _safe_float(index_px)
+    open_idx = _safe_float(open_index_px)
+    budget = _safe_float(budget_usdt)
+    fc = str(fee_ccy or pc or "").strip().upper()
+
+    if pc not in ("ETH", "BTC"):
+        return freeze_pnl_to_usdt(
+            net,
+            premium_ccy=premium_ccy,
+            index_px=close_idx,
+            total_fee=ofee + cfee,
+        )
+
+    if close_idx is None or close_idx <= 0:
+        return {
+            "realized_pnl": net,
+            "close_index_px": None,
+            "open_index_px": float(open_idx) if open_idx and open_idx > 0 else None,
+            "realized_pnl_usdt": None,
+            "total_fee": round(ofee + cfee, 8),
+        }
+
+    # 开仓成本 U:预算(真实花出去的 USDT) > 已付×开仓指数 > 已付×平仓指数
+    if budget is not None and budget > 0:
+        entry_u = float(budget)
+        if open_idx is None or open_idx <= 0:
+            open_idx = (entry_u / paid) if paid > 1e-12 else close_idx
+    elif open_idx is not None and open_idx > 0:
+        entry_u = paid * float(open_idx)
+    else:
+        entry_u = paid * float(close_idx)
+        open_idx = close_idx
+
+    exit_u = recv * float(close_idx)
+    # 开仓费按开仓指数、平仓费按平仓指数折 U
+    fee_u = fee_to_usdt(ofee, fc or pc, index_px=open_idx) + fee_to_usdt(
+        cfee, fc or pc, index_px=close_idx
     )
+    # 若开仓成本已是 budget(含买币),ETH 开仓费已体现在币变少/卖回变少,不再重复扣 ETH 开仓费
+    if budget is not None and budget > 0 and (fc or pc) in ("ETH", "BTC"):
+        fee_u = fee_to_usdt(cfee, fc or pc, index_px=close_idx)
+        if str(fee_ccy or "").strip().upper() in ("USDT", "USDC", "USD"):
+            fee_u += fee_to_usdt(ofee, fee_ccy, index_px=open_idx)
+
+    usdt = round(exit_u - entry_u - fee_u, 4)
+    return {
+        "realized_pnl": net,
+        "close_index_px": float(close_idx),
+        "open_index_px": float(open_idx) if open_idx and open_idx > 0 else None,
+        "realized_pnl_usdt": usdt,
+        "total_fee": round(ofee + cfee, 8),
+    }
 
 
 def settle_exchange_realized_pnl(