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_close_exec_lib.py

@@ -378,7 +378,8 @@ def close_option_by_bid1(
             open_rows = conn.execute(
                 """
                 SELECT id, premium_paid, open_fee, premium_ccy, underlying,
-                       exchange_ord_id
+                       exchange_ord_id, budget_usdt, open_index_px, fee_ccy,
+                       eth_amount, open_quote
                 FROM options_trades
                 WHERE inst_id = ? AND status = 'open'
                 ORDER BY id ASC
@@ -492,6 +493,11 @@ def close_option_by_bid1(
                     if stored_ofee <= 0:
                         allocated_ofee += row_ofee
 
+                row_budget = _safe_float(row["budget_usdt"])
+                row_open_idx = _safe_float(row["open_index_px"])
+                if (row_open_idx is None or row_open_idx <= 0) and row_budget and paid > 1e-12:
+                    # 无开仓指数时用预算/已付反推
+                    row_open_idx = float(row_budget) / paid
                 settled = settle_closed_pnl(
                     premium_paid=paid,
                     premium_received=recv,
@@ -499,12 +505,15 @@ def close_option_by_bid1(
                     close_fee=row_cfee,
                     premium_ccy=str(row["premium_ccy"] or row_ccy or premium_ccy),
                     index_px=close_idx,
+                    open_index_px=row_open_idx,
+                    budget_usdt=row_budget,
+                    fee_ccy=str(row["fee_ccy"] or row["premium_ccy"] or row_ccy or ""),
                 )
                 pnl = settled.get("realized_pnl")
                 pnl_usdt = settled.get("realized_pnl_usdt")
                 note_sql = ""
 
-                # 占位: close_quote/recv/pnl/ord/closed_at/open_fee/close_fee/fee_ccy/idx/pnl_u/[note]/id
+                # 占位: close_quote/recv/pnl/ord/closed_at/open_fee/close_fee/fee_ccy/close_idx/open_idx/pnl_u/[note]/id
                 params: list[Any] = [
                     close_px,
                     recv,
@@ -515,6 +524,7 @@ def close_option_by_bid1(
                     row_cfee,
                     str(row["premium_ccy"] or row_ccy or premium_ccy or ""),
                     settled.get("close_index_px"),
+                    settled.get("open_index_px") or row_open_idx,
                     pnl_usdt,
                 ]
                 if signal_note and i == len(open_rows) - 1:
@@ -531,7 +541,8 @@ def close_option_by_bid1(
                     SET status = 'closed', close_quote = ?, premium_received = ?,
                         realized_pnl = ?, close_ord_id = ?, closed_at = ?,
                         open_fee = ?, close_fee = ?, fee_ccy = ?,
-                        close_index_px = ?, realized_pnl_usdt = ?,
+                        close_index_px = ?, open_index_px = COALESCE(open_index_px, ?),
+                        realized_pnl_usdt = ?,
                         close_recv_accum = 0, close_sheets_accum = 0,
                         close_notional_accum = 0
                         {note_sql}

lib/options/options_coin_open_lib.py

@@ -426,6 +426,7 @@ def open_coin_option_buy_full(
 
         # 开仓手续费(折权利金单位);优先成交回包,否则查单
         open_fee = 0.0
+        idx_open = None
         try:
             from lib.options.options_pnl_settle_lib import (
                 extract_order_fee,
@@ -438,7 +439,7 @@ def open_coin_option_buy_full(
                 ex,
                 inst_id=inst_id,
                 underlying=underlying,
-                hint=(q.get("index_px") if isinstance(q, dict) else None),
+                hint=(q.get("index_px") if isinstance(q, dict) else None) or idx,
             )
             fee_hint, fee_ccy_hint = extract_order_fee(order if isinstance(order, dict) else None)
             if fee_hint <= 0 and isinstance(fill, dict):
@@ -500,6 +501,7 @@ def open_coin_option_buy_full(
             budget_usdt=buy_usdt,
             premium_ccy=premium_ccy,
             open_fee=open_fee,
+            open_index_px=idx_open,
             profit_exit_enabled=profit_exit_enabled,
             profit_exit_mult=profit_exit_mult,
         )
@@ -573,15 +575,22 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
     if open_fee < 0:
         open_fee = abs(open_fee)
     fee_ccy = str(kwargs.get("premium_ccy") or "ETH")
+    open_index_px = kwargs.get("open_index_px")
+    try:
+        open_index_px = float(open_index_px) if open_index_px is not None else None
+        if open_index_px is not None and open_index_px <= 0:
+            open_index_px = None
+    except (TypeError, ValueError):
+        open_index_px = None
     cur = conn.execute(
         """
         INSERT INTO options_trades(
             inst_id, underlying, opt_type, strike, exp_time, sheets, eth_amount,
             open_quote, premium_paid, status, signal_note, exchange_ord_id,
             margin_mode, premium_ccy, bridge_id, budget_usdt,
-            open_fee, fee_ccy,
+            open_fee, fee_ccy, open_index_px,
             profit_exit_enabled, profit_exit_mult, profit_exit_state, created_at
-        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, 'open', ?, ?, 'coin', ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
         """,
         (
             kwargs["inst_id"],
@@ -600,6 +609,7 @@ def _insert_coin_trade(conn: Any, **kwargs: Any) -> int:
             kwargs.get("budget_usdt"),
             open_fee,
             fee_ccy,
+            open_index_px,
             pe,
             pe_mult,
             pe_state,

lib/options/options_db.py

@@ -114,6 +114,7 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
         "ALTER TABLE options_trades ADD COLUMN close_fee REAL DEFAULT 0",
         "ALTER TABLE options_trades ADD COLUMN fee_ccy TEXT",
         "ALTER TABLE options_trades ADD COLUMN close_index_px REAL",
+        "ALTER TABLE options_trades ADD COLUMN open_index_px REAL",
         "ALTER TABLE options_trades ADD COLUMN realized_pnl_usdt REAL",
     ):
         try:

lib/options/options_monitor_lib.py

@@ -315,7 +315,8 @@ def sync_open_options_trades(
     rows = conn.execute(
         """
         SELECT id, inst_id, premium_paid, exp_time, created_at,
-               open_fee, premium_ccy, underlying, exchange_ord_id
+               open_fee, premium_ccy, underlying, exchange_ord_id,
+               budget_usdt, open_index_px, fee_ccy
         FROM options_trades
         WHERE status = 'open'
         """
@@ -326,7 +327,6 @@ def sync_open_options_trades(
     from lib.options.options_pnl_settle_lib import (
         resolve_close_index_px,
         settle_closed_pnl,
-        settle_exchange_realized_pnl,
     )
 
     for row in rows:
@@ -371,17 +371,24 @@ def sync_open_options_trades(
         prem_ccy = str(row["premium_ccy"] or "").strip() or "ETH"
         underly = str(row["underlying"] or "").strip()
         close_idx = resolve_close_index_px(None, inst_id=inst_id, underlying=underly)
+        budget = _safe_float(row["budget_usdt"])
+        open_idx = _safe_float(row["open_index_px"])
+        fee_ccy = str(row["fee_ccy"] or prem_ccy or "")
         if close_reason == "exchange" and realized_pnl is not None:
-            # OKX realizedPnl 已含费,禁止再减 open_fee
+            # OKX realizedPnl 已含费 → 反推毛收回,再按开仓成本折 U(不再二次扣费)
-            settled = settle_exchange_realized_pnl(
+            prem_recv = round(paid + float(realized_pnl) + open_fee, 4)
-                realized_pnl=realized_pnl,
+            settled = settle_closed_pnl(
+                premium_paid=paid,
+                premium_received=prem_recv,
+                open_fee=open_fee,
+                close_fee=0,
                 premium_ccy=prem_ccy,
                 index_px=close_idx,
-                fee_hint=open_fee,
+                open_index_px=open_idx,
+                budget_usdt=budget,
+                fee_ccy=fee_ccy,
             )
-            prem_recv = round(paid + float(realized_pnl) + open_fee, 4)
         else:
-            # 到期归零:本地权利金口径,只扣一次开仓费
             if prem_recv is None:
                 prem_recv = 0.0
             settled = settle_closed_pnl(
@@ -391,6 +398,9 @@ def sync_open_options_trades(
                 close_fee=0,
                 premium_ccy=prem_ccy,
                 index_px=close_idx,
+                open_index_px=open_idx,
+                budget_usdt=budget,
+                fee_ccy=fee_ccy,
             )
         realized_pnl = settled.get("realized_pnl")
         pnl_usdt = settled.get("realized_pnl_usdt")
@@ -405,6 +415,7 @@ def sync_open_options_trades(
                 close_ord_id = COALESCE(?, close_ord_id),
                 closed_at = COALESCE(?, closed_at),
                 close_index_px = COALESCE(?, close_index_px),
+                open_index_px = COALESCE(open_index_px, ?),
                 realized_pnl_usdt = COALESCE(?, realized_pnl_usdt),
                 fee_ccy = COALESCE(fee_ccy, ?),
                 signal_note = CASE
@@ -421,6 +432,7 @@ def sync_open_options_trades(
                 close_ord_id,
                 closed_at,
                 settled.get("close_index_px"),
+                settled.get("open_index_px"),
                 pnl_usdt,
                 prem_ccy,
                 close_reason,

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).
+    由「毛权利金」结算.
-    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
+    币数量净盈亏 = 收回 − 已付 − 开/平手续费.
-    (交易所 realizedPnl = pnl + fee + ..., 已含手续费).
+    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(
+    pc = str(premium_ccy or "").strip().upper()
-        net,
+    close_idx = _safe_float(index_px)
-        premium_ccy=premium_ccy,
+    open_idx = _safe_float(open_index_px)
-        index_px=index_px,
+    budget = _safe_float(budget_usdt)
-        total_fee=ofee + cfee,
+    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(

lib/options/options_stats_lib.py

@@ -364,23 +364,22 @@ def freeze_missing_realized_pnl_usdt(conn, ex: Any = None) -> int:
     return updated
 
 
-def repair_double_counted_fee_pnl(conn, ex: Any = None) -> int:
+def recompute_closed_realized_pnl_usdt(conn, ex: Any = None) -> int:
-    """修复「交易所净盈亏上又减了一次手续费」导致的偏亏冻结值.
+    """强制按「平仓收回×平仓指数 − 开仓成本U − 手续费」重算已平冻结 U.
 
-    判定:存在开/平手续费,且 realized_pnl ≈ (recv-paid) - 2×fees,则改回只扣一次.
+    旧逻辑用 (收回−已付)×平仓指数,等于把开仓成本也按平仓价重估,ETH 上涨时会偏亏,
-    若无可靠 recv/paid,但 usdt ≈ (realized + fees)×index 的反向不符则跳过.
+    导致合计盈亏与余额对不上.有 budget_usdt/open_index_px 时优先用真实开仓成本.
     """
     init_options_tables(conn)
     rows = conn.execute(
         """
-        SELECT id, realized_pnl, realized_pnl_usdt, close_index_px,
+        SELECT id, realized_pnl, realized_pnl_usdt, close_index_px, open_index_px,
                inst_id, underlying, premium_ccy, premium_paid, premium_received,
-               open_fee, close_fee
+               open_fee, close_fee, fee_ccy, budget_usdt, close_quote, eth_amount,
+               open_quote
         FROM options_trades
         WHERE status = 'closed'
-          AND (COALESCE(open_fee, 0) > 0 OR COALESCE(close_fee, 0) > 0)
           AND premium_paid IS NOT NULL
-          AND premium_received IS NOT NULL
         ORDER BY id DESC
         LIMIT 300
         """
@@ -388,59 +387,72 @@ def repair_double_counted_fee_pnl(conn, ex: Any = None) -> int:
     if not rows:
         return 0
     from lib.options.options_pnl_settle_lib import resolve_close_index_px, settle_closed_pnl
+    from lib.options.options_pricing_lib import total_premium
 
     updated = 0
     for row in rows:
         paid = _safe_float(_row_get(row, "premium_paid"))
         recv = _safe_float(_row_get(row, "premium_received"))
+        if recv is None:
+            cq = _safe_float(_row_get(row, "close_quote"))
+            eth = _safe_float(_row_get(row, "eth_amount"))
+            if cq is not None and eth is not None and eth > 0:
+                recv = float(total_premium(cq, eth))
+        if paid is None or recv is None:
+            continue
         ofee = abs(_safe_float(_row_get(row, "open_fee")) or 0.0)
         cfee = abs(_safe_float(_row_get(row, "close_fee")) or 0.0)
-        fees = ofee + cfee
-        if paid is None or recv is None or fees <= 0:
-            continue
-        gross = float(recv) - float(paid)
-        single = round(gross - fees, 8)
-        double = round(gross - 2.0 * fees, 8)
-        cur = _safe_float(_row_get(row, "realized_pnl"))
-        usdt = _safe_float(_row_get(row, "realized_pnl_usdt"))
         ccy = str(_row_get(row, "premium_ccy") or "").strip().upper() or "ETH"
-        idx = _safe_float(_row_get(row, "close_index_px"))
+        close_idx = _safe_float(_row_get(row, "close_index_px"))
-        if idx is None or idx <= 0:
+        open_idx = _safe_float(_row_get(row, "open_index_px"))
-            idx = resolve_close_index_px(
+        budget = _safe_float(_row_get(row, "budget_usdt"))
+        if close_idx is None or close_idx <= 0:
+            close_idx = resolve_close_index_px(
                 ex,
                 inst_id=str(_row_get(row, "inst_id") or ""),
                 underlying=str(_row_get(row, "underlying") or ""),
             )
-        # 币数量层面像双重扣费,或 U 层面像双重扣费
+        if (open_idx is None or open_idx <= 0) and budget and paid > 1e-12:
-        coin_double = cur is not None and abs(cur - double) <= max(1e-8, abs(fees) * 1e-6)
+            open_idx = float(budget) / float(paid)
-        usdt_double = False
-        if usdt is not None and idx is not None and idx > 0 and ccy in ("ETH", "BTC"):
-            usdt_double = abs(usdt - double * float(idx)) <= max(0.02, abs(fees * float(idx)) * 0.05)
-        if not coin_double and not usdt_double:
-            # 若当前已是单次扣费则不动
-            continue
         settled = settle_closed_pnl(
             premium_paid=paid,
             premium_received=recv,
             open_fee=ofee,
             close_fee=cfee,
             premium_ccy=ccy,
-            index_px=idx,
+            index_px=close_idx,
+            open_index_px=open_idx,
+            budget_usdt=budget,
+            fee_ccy=str(_row_get(row, "fee_ccy") or ccy),
         )
-        if settled.get("realized_pnl_usdt") is None and settled.get("realized_pnl") is None:
+        new_usdt = settled.get("realized_pnl_usdt")
+        if new_usdt is None:
+            continue
+        old_usdt = _safe_float(_row_get(row, "realized_pnl_usdt"))
+        new_pnl = settled.get("realized_pnl")
+        # 有变化才写,避免无意义刷库
+        if (
+            old_usdt is not None
+            and abs(float(old_usdt) - float(new_usdt)) < 1e-6
+            and _safe_float(_row_get(row, "realized_pnl")) is not None
+            and new_pnl is not None
+            and abs(float(_row_get(row, "realized_pnl")) - float(new_pnl)) < 1e-10
+        ):
             continue
         conn.execute(
             """
             UPDATE options_trades
-            SET realized_pnl = ?,
+            SET realized_pnl = COALESCE(?, realized_pnl),
                 close_index_px = COALESCE(?, close_index_px),
+                open_index_px = COALESCE(open_index_px, ?),
                 realized_pnl_usdt = ?
             WHERE id = ?
             """,
             (
-                settled.get("realized_pnl"),
+                new_pnl,
                 settled.get("close_index_px"),
-                settled.get("realized_pnl_usdt"),
+                settled.get("open_index_px"),
+                float(new_usdt),
                 int(row["id"]),
             ),
         )
@@ -448,11 +460,16 @@ def repair_double_counted_fee_pnl(conn, ex: Any = None) -> int:
     return updated
 
 
+def repair_double_counted_fee_pnl(conn, ex: Any = None) -> int:
+    """兼容旧名:改为强制按开仓成本重算冻结 U."""
+    return recompute_closed_realized_pnl_usdt(conn, ex)
+
+
 def load_local_options_stats_history(conn, ex: Any = None) -> list[dict[str, Any]]:
     """本地已平(含冻结 U/手续费净额) + 当前 open,供统计/中控窗口复用."""
     init_options_tables(conn)
     try:
-        repair_double_counted_fee_pnl(conn, ex)
+        recompute_closed_realized_pnl_usdt(conn, ex)
     except Exception:
         pass
     try:

tests/test_options_pnl_settle.py

@@ -1,4 +1,4 @@
-"""期权已实现盈亏:扣手续费 + 平仓冻结 U 不跟实时指数变."""
+"""期权已实现盈亏:扣手续费 + 按开仓成本冻结 U(不跟平仓价重估开仓成本)."""
 from __future__ import annotations
 
 import unittest
@@ -11,6 +11,7 @@ from lib.options.options_pnl_settle_lib import (
 from lib.options.options_stats_lib import (
     compute_options_stats_from_history,
     history_pnl_to_usdt,
+    recompute_closed_realized_pnl_usdt,
 )
 
 
@@ -31,9 +32,8 @@ class FeeConvertTests(unittest.TestCase):
 
 
 class SettleClosedPnlTests(unittest.TestCase):
-    def test_net_of_fees_and_freeze_usdt(self):
+    def test_same_index_matches_net_times_index(self):
-        # 收回 0.02 ETH,已付 0.01,开+平手续费各 0.0005 → 净 0.009
+        # 开平指数相同:(recv-paid-fees)*idx
-        # × 3000 = 27 U
         s = settle_closed_pnl(
             premium_paid=0.01,
             premium_received=0.02,
@@ -41,10 +41,40 @@ class SettleClosedPnlTests(unittest.TestCase):
             close_fee=0.0005,
             premium_ccy="ETH",
             index_px=3000,
+            open_index_px=3000,
         )
         self.assertAlmostEqual(float(s["realized_pnl"]), 0.009, places=8)
         self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 27.0, places=4)
-        self.assertAlmostEqual(float(s["close_index_px"]), 3000.0, places=4)
+
+    def test_open_cost_not_revalued_at_close(self):
+        # 开仓 2500、平仓 3000:不得把已付也按 3000 计
+        # exit=0.02*3000=60, entry=0.01*2500=25, fee=0.0005*2500+0.0005*3000=2.75
+        # usdt=60-25-2.75=32.25  (旧口径 0.009*3000=27 偏亏)
+        s = settle_closed_pnl(
+            premium_paid=0.01,
+            premium_received=0.02,
+            open_fee=0.0005,
+            close_fee=0.0005,
+            premium_ccy="ETH",
+            index_px=3000,
+            open_index_px=2500,
+        )
+        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 32.25, places=4)
+
+    def test_budget_usdt_as_entry(self):
+        # budget=26 作为真实开仓 USDT 成本;ETH 开仓费不再重复扣
+        s = settle_closed_pnl(
+            premium_paid=0.01,
+            premium_received=0.02,
+            open_fee=0.0005,
+            close_fee=0.0005,
+            premium_ccy="ETH",
+            index_px=3000,
+            budget_usdt=26.0,
+            fee_ccy="ETH",
+        )
+        # exit=60, entry=26, close_fee_u=1.5 → 32.5
+        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 32.5, places=4)
 
     def test_usdc_freeze_is_net(self):
         s = settle_closed_pnl(
@@ -59,7 +89,6 @@ class SettleClosedPnlTests(unittest.TestCase):
         self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 1.8, places=4)
 
     def test_exchange_realized_not_fee_again(self):
-        # OKX realizedPnl 已含费:只折 U,不得再减 fee
         s = settle_exchange_realized_pnl(
             realized_pnl=0.009,
             premium_ccy="ETH",
@@ -70,67 +99,8 @@ class SettleClosedPnlTests(unittest.TestCase):
         self.assertAlmostEqual(float(s["realized_pnl_usdt"]), 27.0, places=4)
 
 
-class RepairDoubleFeeTests(unittest.TestCase):
-    def test_repair_detects_double_fee(self):
-        import sqlite3
-
-        from lib.options.options_db import init_options_tables
-        from lib.options.options_stats_lib import repair_double_counted_fee_pnl
-
-        conn = sqlite3.connect(":memory:")
-        conn.row_factory = sqlite3.Row
-        init_options_tables(conn)
-        # recv-paid=0.01, fees=0.001 → 单次净 0.009;错误写成双重 0.008
-        conn.execute(
-            """
-            INSERT INTO options_trades(
-                inst_id, underlying, opt_type, sheets, eth_amount,
-                premium_paid, premium_received, realized_pnl, open_fee, close_fee,
-                premium_ccy, status, close_index_px, realized_pnl_usdt
-            ) VALUES (
-                'ETH-USD-260701-2500-C', 'ETH', 'C', 1, 0.01,
-                0.01, 0.02, 0.008, 0.0005, 0.0005,
-                'ETH', 'closed', 3000, 24.0
-            )
-            """
-        )
-        conn.commit()
-        n = repair_double_counted_fee_pnl(conn, None)
-        self.assertEqual(n, 1)
-        row = conn.execute(
-            "SELECT realized_pnl, realized_pnl_usdt FROM options_trades WHERE id=1"
-        ).fetchone()
-        self.assertAlmostEqual(float(row["realized_pnl"]), 0.009, places=8)
-        self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 27.0, places=4)
-        conn.close()
-
-
 class FrozenStatsTests(unittest.TestCase):
     def test_frozen_usdt_ignores_live_index(self):
-        history = [
-            {
-                "status": "closed",
-                "inst_id": "ETH-USD-260701-2500-C",
-                "underlying": "ETH",
-                "premium_ccy": "ETH",
-                "realized_pnl": 0.01,  # 币数量
-                "realized_pnl_usdt": 25.0,  # 平仓时冻结
-                "close_index_px": 2500.0,
-                "created_at": "2026-10-01 10:00:00",
-                "closed_at": "2026-10-01 12:00:00",
-            }
-        ]
-
-        class _Ex:
-            def public_get_market_ticker(self, params):
-                return {"data": [{"last": "99999"}]}  # 实时价再变也不影响
-
-        converted = history_pnl_to_usdt(history, _Ex())
-        self.assertAlmostEqual(float(converted[0]["realized_pnl"]), 25.0, places=4)
-        stats = compute_options_stats_from_history(converted)
-        self.assertAlmostEqual(float(stats["net_realized_pnl"]), 25.0, places=4)
-
-    def test_close_index_used_when_no_frozen_usdt(self):
         history = [
             {
                 "status": "closed",
@@ -138,6 +108,7 @@ class FrozenStatsTests(unittest.TestCase):
                 "underlying": "ETH",
                 "premium_ccy": "ETH",
                 "realized_pnl": 0.01,
+                "realized_pnl_usdt": 25.0,
                 "close_index_px": 2500.0,
                 "created_at": "2026-10-01 10:00:00",
                 "closed_at": "2026-10-01 12:00:00",
@@ -150,6 +121,42 @@ class FrozenStatsTests(unittest.TestCase):
 
         converted = history_pnl_to_usdt(history, _Ex())
         self.assertAlmostEqual(float(converted[0]["realized_pnl"]), 25.0, places=4)
+        stats = compute_options_stats_from_history(converted)
+        self.assertAlmostEqual(float(stats["net_realized_pnl"]), 25.0, places=4)
+
+
+class RecomputeClosedUsdtTests(unittest.TestCase):
+    def test_recompute_uses_budget_not_close_revalue(self):
+        import sqlite3
+
+        from lib.options.options_db import init_options_tables
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        # 旧错误冻结: (0.02-0.01)*3000=30
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, premium_received, realized_pnl,
+                premium_ccy, status, budget_usdt, close_index_px, realized_pnl_usdt
+            ) VALUES (
+                'ETH-USD-260701-2500-C', 'ETH', 'C', 1, 0.01,
+                0.01, 0.02, 0.01,
+                'ETH', 'closed', 26.0, 3000, 30.0
+            )
+            """
+        )
+        conn.commit()
+        n = recompute_closed_realized_pnl_usdt(conn, None)
+        self.assertEqual(n, 1)
+        row = conn.execute(
+            "SELECT realized_pnl_usdt FROM options_trades WHERE id=1"
+        ).fetchone()
+        # exit 60 - budget 26 = 34 (无手续费列)
+        self.assertAlmostEqual(float(row["realized_pnl_usdt"]), 34.0, places=4)
+        conn.close()
 
 
 if __name__ == "__main__":