fix真盈亏只认历史币盈亏不再另扣费，刷新按固定量价重算；修模拟到期币盈亏。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-13 11:30:07 +08:00
parent aa8b16ce27
commit dd979d9dd0
7 changed files with 278 additions and 128 deletions
@@ -790,47 +790,88 @@ class SimBroker:

            prem_ccy = _premium_ccy_for_inst(inst_id)
            # 币本位到期兑付用币数量: 实值/指数 × 张数 × 乘数
+            # 注意: option_expiry_pnl 的 intrinsic 是 U,减权利金时币本位不能直接用
            if prem_ccy in ("ETH", "BTC") and float(spot) > 0:
                settle_recv = round(
                    max(0.0, (intrinsic_u / float(spot)) * sheets * ct_mult),
                    8,
                )
+                # 币盈亏 = 兑付币 − 仓位权利金币(与 options_trades.premium_paid 同口径)
+                pnl = round(float(settle_recv) - float(prem), 8)
+            else:
+                settle_recv = round(max(0.0, prem + pnl), 4)
+                pnl = round(float(pnl), 4)

            conn = self.get_db()
            try:
                conn.execute("DELETE FROM sim_option_positions WHERE inst_id=?", (inst_id,))
                try:
                    closed_at = _now()
-                    open_ids = [
-                        int(r["id"])
-                        for r in conn.execute(
-                            "SELECT id FROM options_trades WHERE inst_id=? AND status='open'",
-                            (inst_id,),
-                        ).fetchall()
-                    ]
-                    conn.execute(
+                    open_rows = conn.execute(
                        """
-                        UPDATE options_trades
-                        SET status = 'closed',
-                            close_quote = ?,
-                            premium_received = ?,
-                            realized_pnl = ?,
-                            closed_at = COALESCE(closed_at, ?),
-                            signal_note = CASE
-                                WHEN signal_note IS NULL OR TRIM(signal_note) = ''
-                                THEN '到期结算'
-                                ELSE signal_note
-                            END
-                        WHERE inst_id = ? AND status = 'open'
+                        SELECT id, premium_paid, open_fee, close_fee
+                        FROM options_trades
+                        WHERE inst_id=? AND status='open'
                        """,
-                        (
-                            round(intrinsic_u, 6),
-                            settle_recv,
-                            round(pnl, 4),
-                            closed_at,
-                            inst_id,
-                        ),
-                    )
+                        (inst_id,),
+                    ).fetchall()
+                    open_ids = [int(r["id"]) for r in open_rows]
+                    total_paid = 0.0
+                    for r in open_rows:
+                        try:
+                            total_paid += float(r["premium_paid"] or 0)
+                        except (TypeError, ValueError):
+                            pass
+                    n_open = len(open_rows) or 1
+                    for r in open_rows:
+                        paid_i = 0.0
+                        try:
+                            paid_i = float(r["premium_paid"] or 0)
+                        except (TypeError, ValueError):
+                            paid_i = 0.0
+                        ofee_i = 0.0
+                        try:
+                            ofee_i = abs(float(r["open_fee"] or 0))
+                        except (TypeError, ValueError):
+                            ofee_i = 0.0
+                        # 多笔开仓按权利金占比拆兑付;单笔拿全部
+                        if n_open == 1:
+                            recv_i = float(settle_recv)
+                        elif total_paid > 1e-12:
+                            recv_i = float(settle_recv) * (paid_i / total_paid)
+                        else:
+                            recv_i = float(settle_recv) / float(n_open)
+                        if prem_ccy in ("ETH", "BTC"):
+                            recv_i = round(recv_i, 8)
+                            pnl_i = round(recv_i - paid_i - ofee_i, 8)
+                        else:
+                            recv_i = round(recv_i, 4)
+                            pnl_i = round(recv_i - paid_i - ofee_i, 4)
+                        conn.execute(
+                            """
+                            UPDATE options_trades
+                            SET status = 'closed',
+                                close_quote = ?,
+                                premium_received = ?,
+                                realized_pnl = ?,
+                                close_index_px = COALESCE(close_index_px, ?),
+                                closed_at = COALESCE(closed_at, ?),
+                                signal_note = CASE
+                                    WHEN signal_note IS NULL OR TRIM(signal_note) = ''
+                                    THEN '到期结算'
+                                    ELSE signal_note
+                                END
+                            WHERE id = ? AND status = 'open'
+                            """,
+                            (
+                                round(intrinsic_u, 6),
+                                recv_i,
+                                pnl_i,
+                                float(spot),
+                                closed_at,
+                                int(r["id"]),
+                            ),
+                        )
                    if open_ids:
                        from lib.options.options_notify_lib import (
                            active_options_notify_cfg,