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>

tests/test_options_pnl_settle.py

@@ -75,7 +75,7 @@ class SettleClosedPnlTests(unittest.TestCase):
         self.assertAlmostEqual(float(s["realized_pnl_usdt"]), expect, places=2)
 
     def test_sim_loss_remaining_minus_fees(self):
-        """亏损:剩余权利金U − 手续费U − 初始U(同一式)."""
+        """亏损:费先扣进币盈亏,再按用户式折 U(不另扣手续费U)."""
         s = settle_closed_pnl(
             premium_paid=0.01,
             premium_received=0.004,
@@ -85,8 +85,30 @@ class SettleClosedPnlTests(unittest.TestCase):
             index_px=2500,
             open_index_px=3000,
         )
-        # 0.004*2500 - 0.01*3000 - (0.0001*3000+0.0001*2500) = 10 - 30 - 0.55 = -20.55
-        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), -20.55, places=2)
+        # net_coin=-0.0062; U=-0.0062*2500 - 0.01*(3000-2500)=-20.5
+        self.assertAlmostEqual(float(s["realized_pnl"]), -0.0062, places=8)
+        self.assertAlmostEqual(float(s["realized_pnl_usdt"]), -20.5, places=2)
+
+    def test_resolve_loss_does_not_deduct_fee_again(self):
+        """历史币盈亏已含费;resolve 只跑用户式,不再用 open_fee/close_fee 扣第二遍."""
+        from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade
+
+        # coin 已是 recv-paid-fees=-0.0062
+        pnl, src = resolve_true_pnl_usdt_from_trade(
+            premium_paid=0.01,
+            premium_received=0.004,
+            realized_pnl=-0.0062,
+            open_index_px=3000,
+            close_index_px=2500,
+            open_fee=0.0001,
+            close_fee=0.0001,
+            premium_ccy="ETH",
+        )
+        self.assertEqual(src, "premium_move")
+        # -0.0062*2500 - 0.01*(3000-2500) = -15.5 - 5 = -20.5
+        self.assertAlmostEqual(float(pnl), -20.5, places=2)
+        # 若再扣一遍费会更亏于 -20.5
+        self.assertGreater(float(pnl), -20.55)
 
     def test_budget_ignored_for_usdt(self):
         # budget 不得抬高开仓成本