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>
This commit is contained in:
dekun
2026-10-13 12:39:15 +08:00
parent 839baea375
commit fc0d76d174
11 changed files with 98 additions and 211 deletions
+4 -10
View File
@@ -505,26 +505,20 @@ def close_option_by_bid1(
row_open_idx = float(bv)
except Exception:
pass
row_pc = str(row["premium_ccy"] or row_ccy or premium_ccy or "").strip().upper()
settled = settle_closed_pnl(
premium_paid=paid,
premium_received=recv,
open_fee=row_ofee,
close_fee=row_cfee,
premium_ccy=row_pc or premium_ccy,
premium_ccy=str(row["premium_ccy"] or row_ccy or premium_ccy),
index_px=close_idx,
open_index_px=row_open_idx,
budget_usdt=row_budget,
fee_ccy=str(row["fee_ccy"] or row["premium_ccy"] or row_ccy or ""),
)
pnl = settled.get("realized_pnl")
# BTC/ETH:币盈亏可落库;真盈亏U与平仓价等卖回VWAP,禁止用指数占位
if row_pc in ("ETH", "BTC"):
pnl_usdt = None
close_px_store = None
else:
pnl_usdt = settled.get("realized_pnl_usdt")
close_px_store = settled.get("close_index_px")
# 真盈亏U=期权币盈亏×平仓价
pnl_usdt = settled.get("realized_pnl_usdt")
note_sql = ""
# 占位: close_quote/recv/pnl/ord/closed_at/open_fee/close_fee/fee_ccy/close_idx/open_idx/pnl_u/[note]/id
@@ -537,7 +531,7 @@ def close_option_by_bid1(
row_ofee,
row_cfee,
str(row["premium_ccy"] or row_ccy or premium_ccy or ""),
close_px_store,
settled.get("close_index_px"),
settled.get("open_index_px") or row_open_idx,
pnl_usdt,
]