fix复盘真盈亏改为期权币盈亏×平仓价，不再绑卖回与初始权利金差。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-10-13 12:39:15 +08:00
parent 839baea375
commit fc0d76d174
11 changed files with 98 additions and 211 deletions
@@ -245,7 +245,7 @@ def settle_closed_trades_from_trading_account(
 ) -> int:
    """卖回后:拍 after 快照,并冻结复盘真盈亏.

-    realized_pnl_usdt = (权利金+币盈亏)×卖回VWAP − 初始权利金U;
+    realized_pnl_usdt = 期权币盈亏×平仓价(卖回VWAP优先);
    不含现货多买.账户 after 仅审计.已 pnl_settled=1 的行永不改写.
    """
    from lib.options.options_pnl_settle_lib import resolve_true_pnl_usdt_from_trade