币本位数据统计改为U展示,已平盈亏按指数折U与浮盈口径一致。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-08-21 06:46:11 +08:00
parent d60c6ad710
commit fc24114142
3 changed files with 117 additions and 13 deletions
+19 -11
View File
@@ -2340,7 +2340,12 @@
}
}
function paintPnlStat(el, value) {
function statsPnlUnit(d) {
if (d && d.pnl_unit) return String(d.pnl_unit);
return isCoinMarginMode() ? "U" : "USDC";
}
function paintPnlStat(el, value, unit) {
if (!el) return;
if (value == null || value === "" || Number.isNaN(Number(value))) {
el.textContent = "—";
@@ -2348,7 +2353,8 @@
return;
}
const n = Number(value);
el.textContent = (n > 0 ? "+" : "") + fmt(n, 2) + " USDC";
const u = unit || "USDC";
el.textContent = (n > 0 ? "+" : "") + fmt(n, 2) + " " + u;
el.classList.toggle("pos-pnl-profit", n > 0);
el.classList.toggle("pos-pnl-loss", n < 0);
}
@@ -2378,9 +2384,10 @@
paintStatsCharts(null);
return;
}
paintPnlStat(totalPnlEl, d.total_pnl);
paintPnlStat(netRealizedEl, d.net_realized_pnl);
paintPnlStat(openFloatEl, d.open_float_pnl);
const unit = statsPnlUnit(d);
paintPnlStat(totalPnlEl, d.total_pnl, unit);
paintPnlStat(netRealizedEl, d.net_realized_pnl, unit);
paintPnlStat(openFloatEl, d.open_float_pnl, unit);
if (winEl) winEl.textContent = d.total_closed ? d.win_rate + "%" : "0%";
if (plrEl) {
plrEl.textContent = d.profit_loss_ratio != null ? String(d.profit_loss_ratio) : "—";
@@ -2388,11 +2395,11 @@
if (closedEl) closedEl.textContent = String(d.total_closed || 0);
if (profitEl) {
profitEl.textContent = d.avg_win != null && d.avg_win > 0
? fmt(d.avg_win, 2) + " USDC" : (d.win_count ? "0 USDC" : "—");
? fmt(d.avg_win, 2) + " " + unit : (d.win_count ? ("0 " + unit) : "—");
}
if (lossEl) {
lossEl.textContent = d.avg_loss != null && d.avg_loss > 0
? fmt(d.avg_loss, 2) + " USDC" : (d.loss_count ? "0 USDC" : "—");
? fmt(d.avg_loss, 2) + " " + unit : (d.loss_count ? ("0 " + unit) : "—");
}
if (avgHoldEl) avgHoldEl.textContent = fmtDuration(d.avg_hold_sec);
if (winHoldEl) winHoldEl.textContent = fmtDuration(d.avg_win_hold_sec);
@@ -2455,19 +2462,20 @@
if (ring) ring.style.setProperty("--win-pct", String(winRate));
if (ringLabel) ringLabel.textContent = d.total_closed ? winRate.toFixed(0) + "%" : "0%";
const unit = statsPnlUnit(d);
const profit = Math.max(0, Number(d.avg_win) || 0);
const loss = Math.max(0, Number(d.avg_loss) || 0);
const pnlTotal = profit + loss;
if (pnlTotal > 0) {
setBarFill(profitBar, (profit / pnlTotal) * 100);
setBarFill(lossBar, (loss / pnlTotal) * 100);
if (profitBarLabel) profitBarLabel.textContent = fmt(profit, 2) + " USDC";
if (lossBarLabel) lossBarLabel.textContent = fmt(loss, 2) + " USDC";
if (profitBarLabel) profitBarLabel.textContent = fmt(profit, 2) + " " + unit;
if (lossBarLabel) lossBarLabel.textContent = fmt(loss, 2) + " " + unit;
} else {
setBarFill(profitBar, 0);
setBarFill(lossBar, 0);
if (profitBarLabel) profitBarLabel.textContent = d.win_count ? "0 USDC" : "—";
if (lossBarLabel) lossBarLabel.textContent = d.loss_count ? "0 USDC" : "—";
if (profitBarLabel) profitBarLabel.textContent = d.win_count ? ("0 " + unit) : "—";
if (lossBarLabel) lossBarLabel.textContent = d.loss_count ? ("0 " + unit) : "—";
}
const winHold = Number(d.avg_win_hold_sec) || 0;
+10 -2
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@@ -1828,14 +1828,19 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
if ex is None:
return jsonify({"ok": False, "msg": err})
from lib.options.options_history_lib import load_options_history
from lib.options.options_margin_mode_lib import is_coin_margin_mode
from lib.options.options_positions_lib import sum_options_net_pnl_usdc
from lib.options.options_stats_lib import compute_options_stats_from_history
from lib.options.options_stats_lib import (
compute_options_stats_from_history,
history_pnl_to_usdt,
)
raw_live = cfg["fetch_option_positions"](ex)
if raw_live is None:
return jsonify({"ok": False, "msg": "获取期权持仓失败"})
history = load_options_history(ex, cfg)
stats = compute_options_stats_from_history(history)
# 币本位已平盈亏按指数折 U,与持仓浮盈/合计口径一致
stats = compute_options_stats_from_history(history_pnl_to_usdt(history, ex))
open_float = sum_options_net_pnl_usdc(cfg, ex, raw_live)
net_realized = _safe_float(stats.get("net_realized_pnl")) or 0.0
total_pnl = None
@@ -1843,12 +1848,15 @@ def register_options_routes(app: Flask, cfg: dict[str, Any]) -> None:
total_pnl = round(net_realized + float(open_float), 4)
elif stats.get("total_closed"):
total_pnl = round(net_realized, 4)
# 币本位统计统一标 U;USDC 模式仍标 USDC
pnl_unit = "U" if is_coin_margin_mode() else "USDC"
return jsonify(
{
"ok": True,
**stats,
"open_float_pnl": open_float,
"total_pnl": total_pnl,
"pnl_unit": pnl_unit,
}
)
+88
View File
@@ -8,6 +8,94 @@ from lib.instance.instance_embed_context_lib import profit_loss_ratio_from_avera
from lib.options.options_db import init_options_tables
def _safe_float(v: Any) -> float | None:
if v is None or v == "":
return None
try:
return float(v)
except (TypeError, ValueError):
return None
def _underlying_index_usdt(ex: Any, underly: str) -> float | None:
"""取标的 USDT 近似指数(币本位已平盈亏折 U).优先公开 ticker,避免私钥失败."""
u = (underly or "ETH").strip().upper() or "ETH"
pubs: list[Any] = []
try:
from lib.sim.hooks import _APP_MODULE, _sim_public_exchange
pub = _sim_public_exchange(ex) if _APP_MODULE is not None else None
if pub is not None:
pubs.append(pub)
except Exception:
pass
if ex is not None and ex not in pubs:
pubs.append(ex)
from lib.exchange.okx_options_lib import fetch_index_price
for pub in pubs:
try:
if hasattr(pub, "public_get_market_ticker"):
rows = (pub.public_get_market_ticker({"instId": f"{u}-USDT"}) or {}).get("data") or []
if rows:
last = _safe_float(rows[0].get("last") or rows[0].get("lastPx"))
if last is not None and last > 0:
return float(last)
except Exception:
pass
try:
px = fetch_index_price(pub, f"{u}-USD")
if px is not None and float(px) > 0:
return float(px)
except Exception:
pass
try:
t = pub.fetch_ticker(f"{u}/USDT") or {}
last = _safe_float(t.get("last") or t.get("close"))
if last is not None and last > 0:
return float(last)
except Exception:
continue
return None
def history_pnl_to_usdt(history: list[dict[str, Any]], ex: Any = None) -> list[dict[str, Any]]:
"""
统计用:币本位 realized_pnl(ETH/BTC) 按指数折成 U;USDC 原样.
折算失败的币仓剔除盈亏字段,避免把「币数量」当成 U.
"""
from lib.options.options_margin_mode_lib import margin_mode_from_inst_id, premium_ccy_for_mode
idx_cache: dict[str, float | None] = {}
out: list[dict[str, Any]] = []
for row in history:
r = dict(row)
if r.get("status") == "open":
out.append(r)
continue
pnl = _safe_float(r.get("realized_pnl"))
if pnl is None:
out.append(r)
continue
inst = str(r.get("inst_id") or "")
underly = str(r.get("underlying") or (inst.split("-")[0] if inst else "ETH") or "ETH")
ccy = str(r.get("premium_ccy") or "").strip().upper()
if not ccy:
ccy = premium_ccy_for_mode(margin_mode_from_inst_id(inst), underly)
if ccy in ("ETH", "BTC"):
if underly not in idx_cache:
idx_cache[underly] = _underlying_index_usdt(ex, underly)
idx = idx_cache.get(underly)
if idx is None or idx <= 0:
r["realized_pnl"] = None
else:
r["realized_pnl"] = round(float(pnl) * float(idx), 4)
else:
r["realized_pnl"] = round(float(pnl), 4)
out.append(r)
return out
def _parse_ts(raw: Any) -> datetime | None:
if raw is None or raw == "":
return None