修复顶栏盈亏比：币本位已平盈亏先折 U 再统计。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-08 22:31:36 +08:00
parent a45b5d1b0b
commit e8f8a76753
3 changed files with 131 additions and 65 deletions
@@ -41,5 +41,76 @@ class DisplayPnlUsdtTests(unittest.TestCase):
        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)


+class HeaderPlRatioUsdtTests(unittest.TestCase):
+    """顶栏盈亏比须先把币数量折 U,避免 ETH/BTC 混算失真."""
+
+    def test_mixed_coin_pnl_ratio_after_usdt(self):
+        from lib.options.options_stats_lib import (
+            compute_options_stats_from_history,
+            history_pnl_to_usdt,
+        )
+
+        # 赢 0.01 ETH、亏 0.0001 BTC;不折 U 时盈亏比≈0.01/0.0001=100 或反过来极小
+        # 按指数折 U: +0.01*3000=30U, -0.0001*100000=-10U → 盈亏比=3
+        history = [
+            {
+                "status": "closed",
+                "inst_id": "ETH-USD-260701-2500-C",
+                "underlying": "ETH",
+                "premium_ccy": "ETH",
+                "realized_pnl": 0.01,
+                "created_at": "2026-10-01 10:00:00",
+                "closed_at": "2026-10-01 12:00:00",
+            },
+            {
+                "status": "closed",
+                "inst_id": "BTC-USD-260701-100000-P",
+                "underlying": "BTC",
+                "premium_ccy": "BTC",
+                "realized_pnl": -0.0001,
+                "created_at": "2026-10-01 11:00:00",
+                "closed_at": "2026-10-01 13:00:00",
+            },
+        ]
+
+        class _Ex:
+            def public_get_market_ticker(self, params):
+                inst = (params or {}).get("instId") or ""
+                if inst.startswith("ETH"):
+                    return {"data": [{"last": "3000"}]}
+                if inst.startswith("BTC"):
+                    return {"data": [{"last": "100000"}]}
+                return {"data": []}
+
+        converted = history_pnl_to_usdt(history, _Ex())
+        self.assertAlmostEqual(float(converted[0]["realized_pnl"]), 30.0, places=4)
+        self.assertAlmostEqual(float(converted[1]["realized_pnl"]), -10.0, places=4)
+        stats = compute_options_stats_from_history(converted)
+        self.assertEqual(stats["win_count"], 1)
+        self.assertEqual(stats["loss_count"], 1)
+        self.assertAlmostEqual(float(stats["profit_loss_ratio"]), 3.0, places=2)
+
+    def test_raw_coin_mix_would_distort_without_convert(self):
+        from lib.options.options_stats_lib import compute_options_stats_from_history
+
+        raw = [
+            {
+                "status": "closed",
+                "realized_pnl": 0.01,
+                "created_at": "2026-10-01 10:00:00",
+                "closed_at": "2026-10-01 12:00:00",
+            },
+            {
+                "status": "closed",
+                "realized_pnl": -0.0001,
+                "created_at": "2026-10-01 11:00:00",
+                "closed_at": "2026-10-01 13:00:00",
+            },
+        ]
+        stats = compute_options_stats_from_history(raw)
+        # 未折 U: 0.01 / 0.0001 = 100, 与折 U 后的 3 截然不同
+        self.assertAlmostEqual(float(stats["profit_loss_ratio"]), 100.0, places=2)
+
+
 if __name__ == "__main__":
    unittest.main()