修复期权历史/复盘金额为0：模拟盘合成历史、币本位按ETH精度展示，复盘折算为U。

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

lib/sim/broker_lib.py

@@ -2,6 +2,7 @@
 
 from __future__ import annotations
 
+import os
 import uuid
 from datetime import datetime
 from typing import Any, Callable
@@ -888,3 +889,124 @@ class SimBroker:
                 row["expTime"] = str(exp_ms)
             rows.append(row)
         return rows
+
+    def option_positions_history_okx_rows(
+        self,
+        exchange: Any = None,
+        *,
+        inst_id: str | None = None,
+        limit: int = 200,
+    ) -> list[dict[str, Any]]:
+        """模拟盘历史仓位:从本地已平 options_trades 合成 OKX positions-history 字段.
+
+        实盘 positions-history 在模拟模式不可用,期权历史/复盘依赖此合成数据.
+        """
+        from datetime import datetime
+        from zoneinfo import ZoneInfo
+
+        from lib.exchange.okx_options_lib import option_fields_from_inst_id
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
+
+        tz = ZoneInfo(
+            (os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
+            or "Asia/Shanghai"
+        )
+
+        def _to_ms(ts: Any) -> int | None:
+            if ts is None:
+                return None
+            raw = str(ts).strip()
+            if not raw:
+                return None
+            for fmt, ln in (
+                ("%Y-%m-%d %H:%M:%S", 19),
+                ("%Y-%m-%d %H:%M:%S.%f", 26),
+                ("%Y-%m-%d %H:%M", 16),
+            ):
+                try:
+                    dt = datetime.strptime(raw[:ln], fmt).replace(tzinfo=tz)
+                    return int(dt.timestamp() * 1000)
+                except ValueError:
+                    continue
+            return None
+
+        conn = self.get_db()
+        try:
+            init_options_tables(conn)
+            sql = """
+                SELECT id, inst_id, underlying, sheets, open_quote, close_quote,
+                       premium_paid, premium_received, realized_pnl, premium_ccy,
+                       created_at, closed_at
+                FROM options_trades
+                WHERE status = 'closed'
+            """
+            params: list[Any] = []
+            if inst_id:
+                sql += " AND inst_id = ?"
+                params.append(str(inst_id).strip())
+            sql += " ORDER BY id DESC LIMIT ?"
+            params.append(int(max(1, min(int(limit), 500))))
+            rows = conn.execute(sql, params).fetchall()
+        finally:
+            conn.close()
+
+        out: list[dict[str, Any]] = []
+        for r in rows:
+            iid = str(r["inst_id"] or "").strip()
+            if not iid:
+                continue
+            sheets = float(r["sheets"] or 0)
+            if sheets <= 0:
+                continue
+            open_px = float(r["open_quote"] or 0) or None
+            close_px = float(r["close_quote"] or 0) or None
+            paid = float(r["premium_paid"] or 0) if r["premium_paid"] is not None else None
+            recv = float(r["premium_received"] or 0) if r["premium_received"] is not None else None
+            pnl = float(r["realized_pnl"]) if r["realized_pnl"] is not None else None
+            if pnl is None and paid is not None and recv is not None:
+                pnl = round(recv - paid, 8)
+            if pnl is None:
+                pnl = 0.0
+            if paid is None and open_px is not None:
+                paid = round(open_px * sheets * 0.01, 8)
+            ccy = str(r["premium_ccy"] or "").strip().upper()
+            if not ccy:
+                u = str(r["underlying"] or iid.split("-")[0] or "ETH")
+                ccy = premium_ccy_for_mode(margin_mode_from_inst_id(iid), u)
+            if close_px is None and exchange is not None:
+                try:
+                    bid, _ask, _ = _option_bid_ask(exchange, iid)
+                    if bid and float(bid) > 0:
+                        close_px = float(bid)
+                except Exception:
+                    pass
+            open_ms = _to_ms(r["created_at"])
+            close_ms = _to_ms(r["closed_at"]) or open_ms
+            opt_type, strike = option_fields_from_inst_id(iid)
+            uly = str(r["underlying"] or iid.split("-")[0] or "").upper()
+            pnl_ratio = None
+            if paid is not None and abs(float(paid)) > 1e-12:
+                pnl_ratio = float(pnl) / float(paid)
+            out.append(
+                {
+                    "instId": iid,
+                    "uly": f"{uly}-USD" if margin_mode_from_inst_id(iid) == "coin" else f"{uly}-USD_UM",
+                    "posId": f"sim-{int(r['id'])}",
+                    "openAvgPx": str(open_px) if open_px is not None else "",
+                    "closeAvgPx": str(close_px) if close_px is not None else "",
+                    "closeTotalPos": str(sheets),
+                    "openMaxPos": str(sheets),
+                    "realizedPnl": str(round(pnl, 8)),
+                    "pnl": str(round(pnl, 8)),
+                    "pnlRatio": str(round(pnl_ratio, 8)) if pnl_ratio is not None else "",
+                    "cTime": str(open_ms or ""),
+                    "uTime": str(close_ms or ""),
+                    "type": "2",
+                    "optType": opt_type or "",
+                    "stk": str(strike) if strike is not None else "",
+                    "_sim_premium_ccy": ccy,
+                    "_sim_premium_paid": paid,
+                }
+            )
+        return out

lib/sim/hooks.py

@@ -355,6 +355,31 @@ def _patch_okx_options_lib(app_module: Any) -> None:
             pass
         return _orig_fetch_pos(ex)
 
+    _orig_fetch_hist = getattr(opt_lib, "fetch_option_position_history", None)
+    _orig_fetch_all_hist = getattr(opt_lib, "fetch_all_option_positions_history", None)
+
+    def fetch_option_position_history(ex, inst_id, limit=50):
+        try:
+            if _GET_DB is not None and is_sim_mode(_GET_DB):
+                return broker().option_positions_history_okx_rows(
+                    ex, inst_id=inst_id, limit=limit
+                )
+        except Exception:
+            pass
+        if callable(_orig_fetch_hist):
+            return _orig_fetch_hist(ex, inst_id, limit=limit)
+        return []
+
+    def fetch_all_option_positions_history(ex, *, limit=200):
+        try:
+            if _GET_DB is not None and is_sim_mode(_GET_DB):
+                return broker().option_positions_history_okx_rows(ex, limit=limit)
+        except Exception:
+            pass
+        if callable(_orig_fetch_all_hist):
+            return _orig_fetch_all_hist(ex, limit=limit)
+        return []
+
     opt_lib.options_header_balances = options_header_balances
     opt_lib.fetch_options_balances = fetch_options_balances
     opt_lib.options_api_ready = options_api_ready
@@ -363,6 +388,8 @@ def _patch_okx_options_lib(app_module: Any) -> None:
     opt_lib.fetch_option_order = fetch_option_order
     opt_lib.wait_option_order_full_fill = wait_option_order_full_fill
     opt_lib.fetch_option_positions = fetch_option_positions
+    opt_lib.fetch_option_position_history = fetch_option_position_history
+    opt_lib.fetch_all_option_positions_history = fetch_all_option_positions_history
     opt_lib._sim_hooks_applied = True
 
     _patch_spot_bridge_lib()
@@ -533,6 +560,8 @@ def patch_options_cfg(cfg: dict[str, Any]) -> dict[str, Any]:
         "fetch_option_positions",
         "fetch_option_order",
         "wait_option_order_full_fill",
+        "fetch_option_position_history",
+        "fetch_all_option_positions_history",
     ):
         if key in cfg and hasattr(opt_lib, key):
             cfg[key] = getattr(opt_lib, key)