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/common/static/options_panel.js

@@ -2526,10 +2526,24 @@
     }
     list.forEach(function (h) {
       const tr = document.createElement("tr");
-      const premTxt = fmtDisplay(h.premium_paid_fmt, h.premium_paid != null ? fmtUsdc(h.premium_paid) : null);
+      const premCcy = posPremiumCcy(h);
+      const unit = premCcy === "USDC" ? "U" : premCcy;
+      const premCore = fmtDisplay(
+        h.premium_paid_fmt,
+        h.premium_paid != null ? fmtPremiumAmt(h.premium_paid, premCcy) : null
+      );
+      const premTxt = premCore === "—" ? "—" : premCore + " " + unit;
       const isOpen = h.status === "open";
       const pnl = isOpen ? null : h.realized_pnl;
-      const pnlTxt = pnl != null ? fmt(pnl, 2) : "—";
+      let pnlTxt = "—";
+      if (pnl != null && !Number.isNaN(Number(pnl))) {
+        const n = Number(pnl);
+        const absCore = fmtDisplay(
+          null,
+          fmtPremiumAmt(Math.abs(n), premCcy)
+        );
+        pnlTxt = (n > 0 ? "+" : n < 0 ? "-" : "") + absCore + " " + unit;
+      }
       const pnlCls = pnl > 0 ? "pos-pnl-profit" : pnl < 0 ? "pos-pnl-loss" : "";
       const timeTxt = (h.closed_at || h.created_at || "—").replace("T", " ").slice(0, 19);
       const histKey = h.history_key || "";

lib/common/static/options_review.js

@@ -49,7 +49,7 @@
     if (v == null || v === "") return "—";
     var n = Number(v);
     if (Number.isNaN(n)) return "—";
-    return (n >= 0 ? "+" : "") + n.toFixed(2);
+    return (n >= 0 ? "+" : "") + n.toFixed(2) + "U";
   }
 
   function fmtHold(sec) {

lib/exchange/okx_options_lib.py

@@ -1437,6 +1437,7 @@ def format_option_history_row(
     ct_mult: float = 0.01,
 ) -> dict[str, Any]:
     """标准化 OKX positions-history 单条记录供前端展示."""
+    from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
     from lib.options.options_pricing_lib import total_premium
 
     inst_id = str(raw.get("instId") or "").strip()
@@ -1447,11 +1448,14 @@ def format_option_history_row(
         sheets = _safe_float(raw.get("openMaxPos"))
     sheets_i = int(abs(sheets or 0))
     eth_amount = round(abs(sheets or 0) * ct_mult, 8) if sheets else 0.0
-    premium_paid = (
+    # 模拟盘可直接带权利金;否则用开仓均价×名义
-        round(total_premium(open_avg, eth_amount), 8)
+    premium_paid = _safe_float(raw.get("_sim_premium_paid"))
-        if open_avg is not None and eth_amount > 0
+    if premium_paid is None:
-        else None
+        premium_paid = (
-    )
+            round(total_premium(open_avg, eth_amount), 8)
+            if open_avg is not None and eth_amount > 0
+            else None
+        )
     realized = _safe_float(raw.get("realizedPnl"))
     if realized is None:
         realized = _safe_float(raw.get("pnl"))
@@ -1461,6 +1465,10 @@ def format_option_history_row(
     ctime = _safe_float(raw.get("cTime"))
     opt_type, strike = option_fields_from_inst_id(inst_id)
     uly = str(raw.get("uly") or inst_id.split("-")[0] or "").replace("-USD_UM", "").replace("-USD", "")
+    row_mode = margin_mode_from_inst_id(inst_id) if inst_id else "usdc"
+    premium_ccy = str(raw.get("_sim_premium_ccy") or "").strip().upper() or premium_ccy_for_mode(
+        row_mode, uly or "ETH"
+    )
     if close_type in ("3", "4"):
         status_label = "强平"
     else:
@@ -1487,8 +1495,11 @@ def format_option_history_row(
         "close_avg_px": close_avg,
         "close_avg_px_fmt": format_option_px(close_avg, tick_sz) if close_avg is not None else None,
         "premium_paid": premium_paid,
-        "premium_paid_fmt": format_usdc_amount(premium_paid),
+        "premium_paid_fmt": format_premium_amount(premium_paid, ccy=premium_ccy),
+        "premium_ccy": premium_ccy,
+        "margin_mode": row_mode,
         "realized_pnl": realized,
+        "realized_pnl_fmt": format_premium_amount(realized, ccy=premium_ccy),
         "pnl_ratio_pct": round(pnl_ratio * 100, 2) if pnl_ratio is not None else None,
         "status": "closed",
         "status_label": status_label,
@@ -1531,7 +1542,12 @@ def format_live_option_history_row(
         "close_avg_px_fmt": None,
         "premium_paid": row.get("premium_paid"),
         "premium_paid_fmt": row.get("premium_paid_fmt"),
+        "premium_ccy": row.get("premium_ccy"),
+        "margin_mode": row.get("margin_mode"),
         "realized_pnl": row.get("upl"),
+        "realized_pnl_fmt": format_premium_amount(
+            _safe_float(row.get("upl")), ccy=str(row.get("premium_ccy") or "USDC")
+        ),
         "pnl_ratio_pct": row.get("upl_ratio_pct"),
         "status": "open",
         "status_label": "持仓中",

lib/options/options_review_lib.py

@@ -271,28 +271,85 @@ def hide_review_trade(conn: sqlite3.Connection, trade_id: int) -> dict[str, Any]
 
 
 
-def sync_options_from_local_trades(conn: sqlite3.Connection) -> dict[str, Any]:
+def sync_options_from_local_trades(
-    """从本地 options_trades 已平仓记录导入复盘快照(不访问交易所)."""
+    conn: sqlite3.Connection,
+    ex: Any | None = None,
+) -> dict[str, Any]:
+    """从本地 options_trades 已平仓记录导入复盘快照(不访问交易所).
+
+    币本位权利金/盈亏按指数折算成 USDT(U) 写入,复盘页统一按 U 展示.
+    """
     init_options_review_tables(conn)
     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
 
     init_options_tables(conn)
     rows = conn.execute(
         """
         SELECT id, inst_id, underlying, opt_type, strike, exp_time, sheets,
-               open_quote, close_quote, premium_paid, realized_pnl,
+               open_quote, close_quote, premium_paid, premium_received, realized_pnl,
-               created_at, closed_at, signal_note, status
+               premium_ccy, created_at, closed_at, signal_note, status
         FROM options_trades
         WHERE status = 'closed'
         ORDER BY id DESC
         LIMIT 500
         """
     ).fetchall()
+
+    def _index_px(underly: str) -> float | None:
+        u = (underly or "ETH").strip().upper() or "ETH"
+        pub = ex
+        if pub is None:
+            try:
+                from lib.sim.hooks import _APP_MODULE
+
+                pub = getattr(_APP_MODULE, "exchange", None) if _APP_MODULE else None
+            except Exception:
+                pub = None
+        if pub is None:
+            return None
+        try:
+            t = pub.fetch_ticker(f"{u}/USDT") or {}
+            last = t.get("last") or t.get("close")
+            return float(last) if last is not None else None
+        except Exception:
+            return None
+
+    def _to_usdt(amount: float | None, *, ccy: str, idx: float | None) -> float | None:
+        if amount is None:
+            return None
+        unit = (ccy or "USDC").strip().upper()
+        if unit in ("ETH", "BTC"):
+            if idx is None or idx <= 0:
+                return None
+            return round(float(amount) * float(idx), 4)
+        return round(float(amount), 4)
+
     inserted = updated = skipped = 0
+    idx_cache: dict[str, float | None] = {}
     for r in rows:
         trade_id = int(r["id"])
         history_key = f"local_opt:{trade_id}"
+        inst = str(r["inst_id"] or "")
+        underly = str(r["underlying"] or (inst.split("-")[0] if inst else "ETH") or "ETH")
+        ccy = str(r["premium_ccy"] or "").strip().upper()
+        if not ccy:
+            ccy = premium_ccy_for_mode(margin_mode_from_inst_id(inst), underly)
+        if underly not in idx_cache:
+            idx_cache[underly] = _index_px(underly)
+        idx = idx_cache.get(underly)
         pnl = _safe_float(r["realized_pnl"])
+        if pnl is None:
+            paid0 = _safe_float(r["premium_paid"])
+            recv0 = _safe_float(r["premium_received"])
+            if paid0 is not None and recv0 is not None:
+                pnl = recv0 - paid0
+        prem = _safe_float(r["premium_paid"])
+        pnl_u = _to_usdt(pnl, ccy=ccy, idx=idx)
+        prem_u = _to_usdt(prem, ccy=ccy, idx=idx)
+        if ccy in ("ETH", "BTC") and idx is None:
+            pnl_u = pnl
+            prem_u = prem
         opened_at = r["created_at"]
         closed_at = r["closed_at"]
         action = upsert_option_history_row(
@@ -308,8 +365,8 @@ def sync_options_from_local_trades(conn: sqlite3.Connection) -> dict[str, Any]:
                 "sheets": r["sheets"],
                 "open_avg_px": r["open_quote"],
                 "close_avg_px": r["close_quote"],
-                "premium_paid": r["premium_paid"],
+                "premium_paid": prem_u if prem_u is not None else prem,
-                "realized_pnl": pnl,
+                "realized_pnl": pnl_u if pnl_u is not None else pnl,
                 "created_at": opened_at,
                 "closed_at": closed_at,
                 "status_label": "已平",
@@ -552,7 +609,7 @@ def sync_all_review_sources(
             conn, ex, limit=options_limit, fetch_fn=fetch_fn, format_fn=format_fn
         )
     else:
-        out["options"] = sync_options_from_local_trades(conn)
+        out["options"] = sync_options_from_local_trades(conn, ex=ex)
     out["hedge"] = sync_hedge_plans_closed(conn)
     return out
 
@@ -579,7 +636,7 @@ def ensure_local_review_synced(
             backfill_hedge_option_legs_realized_pnl(conn, hist)
         except Exception:
             pass
-    return sync_all_review_sources(conn, from_exchange=False)
+    return sync_all_review_sources(conn, ex=ex, from_exchange=False)
 
 
 def _row_to_dict(row: Any) -> dict[str, Any]:

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)