修复比特币期权浮盈把币数量当成 U：看板/中控改为按指数折 USDT。

币本位 BTC/ETH 净盈亏须 × 指数后再标 U；并兜底从合约推断 premium_ccy，避免缺失时漏折算。

Co-authored-by: Cursor <cursoragent@cursor.com>

README.md

@@ -20,7 +20,7 @@ curl -fsSL https://git.bz121.com/dekun/crypto_okx/raw/branch/main/deploy/manage.
 
 安装到 `/opt/crypto_okx`,PM2 进程名 `crypto_okx`,默认端口 **5004**.
 
-详见 **[部署文档.md](./部署文档.md)**、**[deploy/README.md](./deploy/README.md)**.
+详见 **[部署文档.md](./部署文档.md)**、**[新机纯实盘部署.md](./新机纯实盘部署.md)**、**[deploy/README.md](./deploy/README.md)**.
 
 ## 环境要求
 

app.py

@@ -924,19 +924,118 @@ def _ohlcv_dict_rows_to_lists(rows, lim):
     return [[r["ts"], r["o"], r["h"], r["l"], r["c"], r.get("v", 0)] for r in pick]
 
 
-def _fetch_ohlcv_ending_at(exchange_symbol, timeframe, limit, end_ts_ms):
-    lim = max(2, int(limit or ORDER_CHART_LIMIT))
+def _okx_swap_inst_id(exchange_symbol):
+    """ETH/USDT:USDT → ETH-USDT-SWAP(公开 candles 用)."""
+    sym = str(exchange_symbol or "").strip().upper()
+    if not sym:
+        return ""
+    if "/" in sym:
+        base, rest = sym.split("/", 1)
+        quote = rest.split(":", 1)[0].strip() or "USDT"
+        return f"{base.strip()}-{quote}-SWAP"
+    if sym.endswith("-SWAP"):
+        return sym
+    if "-" in sym:
+        return sym
+    if sym.endswith("USDT") and len(sym) > 4:
+        return f"{sym[:-4]}-USDT-SWAP"
+    return sym
+
+
+def _okx_public_bar(timeframe):
+    """ccxt 周期 → OKX public bar(1H/4H 大写 H)."""
+    s = str(timeframe or "").strip()
+    if not s:
+        return "15m"
+    low = s.lower()
+    if low.endswith("m") and low[:-1].isdigit():
+        return low
+    if low.endswith("h") and low[:-1].isdigit():
+        return f"{low[:-1]}H"
+    if low.endswith("d") and low[:-1].isdigit():
+        return f"{low[:-1]}D"
+    return s
+
+
+def _fetch_ohlcv_public(exchange_symbol, timeframe, limit=100, since_ms=None, end_ts_ms=None):
+    """无 API Key 也可拉永续 K 线:OKX public_get_market_candles."""
+    inst = _okx_swap_inst_id(exchange_symbol)
+    bar = _okx_public_bar(timeframe)
+    lim = max(2, min(int(limit or 100), 300))
+    if not inst or not hasattr(exchange, "public_get_market_candles"):
+        return []
+    params = {"instId": inst, "bar": bar, "limit": str(lim)}
+    # after=ts → 早于 ts 的更旧数据,适合「截止到平仓」
+    if end_ts_ms:
+        try:
+            params["after"] = str(int(end_ts_ms))
+        except (TypeError, ValueError):
+            pass
     try:
-        if not end_ts_ms:
-            ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=timeframe, limit=lim)
-        else:
-            period = _timeframe_period_ms(timeframe)
-            since = int(end_ts_ms) - period * (lim + 10)
-            ohlcv = exchange.fetch_ohlcv(
-                exchange_symbol, timeframe=timeframe, since=max(0, since), limit=lim + 20
-            )
+        raw = (exchange.public_get_market_candles(params) or {}).get("data") or []
     except Exception:
         return []
+    out = []
+    for row in reversed(list(raw or [])):
+        if not row or len(row) < 5:
+            continue
+        try:
+            ts = int(row[0])
+            o = float(row[1])
+            h = float(row[2])
+            l = float(row[3])
+            c = float(row[4])
+            v = float(row[5]) if len(row) > 5 else 0.0
+        except (TypeError, ValueError, IndexError):
+            continue
+        if since_ms is not None:
+            try:
+                if ts < int(since_ms):
+                    continue
+            except (TypeError, ValueError):
+                pass
+        if end_ts_ms is not None:
+            try:
+                if ts > int(end_ts_ms):
+                    continue
+            except (TypeError, ValueError):
+                pass
+        out.append([ts, o, h, l, c, v])
+    if len(out) > lim:
+        return out[-lim:]
+    return out
+
+
+def _fetch_ohlcv_safe(exchange_symbol, timeframe, limit=100, since_ms=None, end_ts_ms=None):
+    """公开接口优先(模拟盘无密钥);失败再试 ccxt.fetch_ohlcv."""
+    pub = _fetch_ohlcv_public(
+        exchange_symbol,
+        timeframe,
+        limit=limit,
+        since_ms=since_ms,
+        end_ts_ms=end_ts_ms,
+    )
+    if pub:
+        return pub
+    try:
+        kwargs = {"timeframe": timeframe, "limit": int(limit or 100)}
+        if since_ms:
+            kwargs["since"] = max(0, int(since_ms))
+        return list(exchange.fetch_ohlcv(exchange_symbol, **kwargs) or [])
+    except Exception:
+        return []
+
+
+def _fetch_ohlcv_ending_at(exchange_symbol, timeframe, limit, end_ts_ms):
+    lim = max(2, int(limit or ORDER_CHART_LIMIT))
+    ohlcv = _fetch_ohlcv_safe(
+        exchange_symbol,
+        timeframe,
+        limit=lim + 20,
+        end_ts_ms=end_ts_ms,
+    )
+    if not ohlcv and end_ts_ms:
+        ohlcv = _fetch_ohlcv_safe(exchange_symbol, timeframe, limit=lim)
     rows = _ohlcv_to_rows(ohlcv)
     if not rows:
         return []
@@ -977,7 +1076,11 @@ def generate_multi_timeframe_chart_png(
                 ordered.append(tf)
         timeframes = ordered[:4] if ordered else preferred_layout
 
-    ensure_markets_loaded()
+    try:
+        ensure_markets_loaded()
+    except Exception:
+        # 模拟盘无 API Key 时 load_markets 可能失败;公开 candles 不依赖 markets
+        pass
     panels = []
     cell_w, cell_h = 980, 520
     end_ts_ms = None
@@ -1001,17 +1104,18 @@ def generate_multi_timeframe_chart_png(
                     now_ms=marker_payload.get("now_ts_ms"),
                 )
                 if win:
-                    ohlcv = exchange.fetch_ohlcv(
+                    ohlcv = _fetch_ohlcv_safe(
                         exchange_symbol,
-                        timeframe=tf,
-                        since=max(0, int(win["since_ms"])),
+                        tf,
                         limit=int(win["fetch_limit"]),
+                        since_ms=max(0, int(win["since_ms"])),
+                        end_ts_ms=end_ts_ms,
                     )
                     rows = trim_rows_for_trade_review(_ohlcv_to_rows(ohlcv), win)
             if not rows:
                 ohlcv = _fetch_ohlcv_ending_at(exchange_symbol, tf, limit, end_ts_ms)
                 if not ohlcv and end_ts_ms:
-                    ohlcv = exchange.fetch_ohlcv(exchange_symbol, timeframe=tf, limit=limit)
+                    ohlcv = _fetch_ohlcv_safe(exchange_symbol, tf, limit=limit)
                 rows = _ohlcv_to_rows(ohlcv)[-limit:]
         except Exception:
             rows = []

lib/common/static/options_panel.js

@@ -1674,6 +1674,21 @@
     return fmt(n, 2) + "倍";
   }
 
+  function profitExitHint(mult, req, premCcy) {
+    const n = Number(mult);
+    const m = Number.isFinite(n) && n > 0 ? n : 1;
+    const needFactor = 1 + m;
+    const factorTxt = Math.abs(needFactor - Math.round(needFactor)) < 1e-9
+      ? String(Math.round(needFactor))
+      : fmt(needFactor, 2);
+    let hint = formatProfitExitMultLabel(m) + "=盈利达权利金×" + fmt(m, 2)
+      + " → 需回收≥权利金×" + factorTxt;
+    if (req != null) {
+      hint += " · 即≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy;
+    }
+    return hint;
+  }
+
   function renderProfitExitRow(p) {
     const inst = p.inst_id || "";
     if (p.hedge_plan_target) {
@@ -1694,6 +1709,7 @@
     const statePe = String(p.profit_exit_state || (enabled ? "active" : "idle"));
     const req = p.profit_exit_required_recycle;
     const premCcy = posPremiumCcy(p);
+    const hintMult = Number.isFinite(multNum) && multNum > 0 ? multNum : serverMult;
     let statusTxt = enabled ? ("监控中 · " + multLabel) : "未开启";
     if (enabled && statePe === "closing") statusTxt = "平仓挂单中 · " + multLabel;
     return (
@@ -1710,7 +1726,7 @@
       '<span class="opt-target-armed">' + statusTxt + "</span>" +
       '<span class="muted opt-target-row-hint">' +
       (enabled
-        ? ("1倍=盈利=权利金" + (req != null ? (" · 需回收≥" + fmtPremiumAmt(req, premCcy) + " " + premCcy) : ""))
+        ? profitExitHint(hintMult, req, premCcy)
         : "开启后自选倍数;达标按买一限价平;可随时关闭") +
       "</span>" +
       "</div>"

lib/exchange/okx_options_lib.py

@@ -1595,6 +1595,9 @@ def resolve_option_close_from_history(
         u_i, row = item
         c_ms = _safe_float(row.get("cTime"))
         parts: list[float] = []
+        # 全平/强平/ADL 优先于部分平仓(同合约多条时避免只吃到 type=1)
+        close_type = str(row.get("type") or "").strip()
+        parts.append(0.0 if close_type in ("2", "3", "6") else 1.0)
         # 张数优先:同合约多笔时最稳,且不受本地/交易所时区偏差影响
         if want_sheets is not None:
             hist_sheets = _safe_float(row.get("closeTotalPos"))
@@ -1609,7 +1612,7 @@ def resolve_option_close_from_history(
             parts.append(float(abs(int(c_ms) - int(open_ms))))
         if close_ms is not None:
             parts.append(float(abs(u_i - int(close_ms))))
-        if not parts:
+        if len(parts) <= 1:
             parts.append(float(-u_i))
         # 同距时偏向更晚平仓
         parts.append(float(-u_i))

lib/instance/instance_dashboard_lib.py

@@ -162,12 +162,12 @@ def _format_options_item(p: dict[str, Any], *, conn=None) -> dict[str, Any]:
     inst = str(p.get("inst_id") or p.get("instId") or "-").strip() or "-"
     opt_type = str(p.get("opt_type") or p.get("optType") or "").upper()
     label = "Call" if opt_type == "C" else "Put" if opt_type == "P" else (opt_type or "OPT")
-    # 看板期权列:优先买一净盈亏,残档回退交易所 upl
+    # 看板期权列:统一折成 U(币本位 BTC/ETH 权利金盈亏 × 指数)
     pnl = None
     try:
-        from lib.options.options_positions_lib import display_pnl_from_option_row
+        from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
 
-        pnl = display_pnl_from_option_row(p)
+        pnl = display_pnl_usdt_from_option_row(p)
     except Exception:
         pnl = None
     pos = _safe_float(p.get("pos"))

lib/options/options_close_exec_lib.py

@@ -306,7 +306,8 @@ def close_option_by_bid1(
 
     px = float(order.get("px", locked_bid_px))
     oid = str((order.get("data") or {}).get("ordId") or "")
-    prem_recv = round(total_premium(px, level_sheets * ct_mult), 4)
+    # 本批预估收回(按挂单张数);成交后按实际减仓张数重算并入累计
+    prem_recv_submit = round(total_premium(px, level_sheets * ct_mult), 4)
     time.sleep(0.6)
     invalidate_option_positions_cache()
     raw2 = cfg["fetch_option_positions"](ex)
@@ -325,14 +326,47 @@ def close_option_by_bid1(
     reduced = max(0, before_avail - after_avail)
     remaining_pos = after_avail
     fully_closed = remaining_pos < 1
+    filled_sheets = min(reduced, level_sheets) if reduced > 0 else 0
+    # 全平但减仓读数异常时回退挂单张数,避免漏记本批
+    if fully_closed and filled_sheets < 1:
+        filled_sheets = level_sheets
+    batch_recv = (
+        round(total_premium(px, filled_sheets * ct_mult), 4) if filled_sheets > 0 else 0.0
+    )
+
+    total_recv = batch_recv
+    close_px = px
+    merged_ord = oid or None
 
     if fully_closed:
         clear_close_gate(inst_id)
         conn = cfg["get_db"]()
         try:
-            from lib.options.options_db import init_options_tables
+            from lib.options.options_db import (
+                add_open_close_accum,
+                get_open_close_accum,
+                init_options_tables,
+            )
 
             init_options_tables(conn)
+            # 先并入本批,再读累计(含此前分批)
+            if filled_sheets > 0:
+                add_open_close_accum(
+                    conn,
+                    inst_id,
+                    recv=batch_recv,
+                    sheets=filled_sheets,
+                    px=px,
+                    ord_id=oid or None,
+                )
+            accum = get_open_close_accum(conn, inst_id)
+            total_recv = round(float(accum.get("recv") or 0), 4)
+            accum_sheets = int(accum.get("sheets") or 0)
+            accum_notional = float(accum.get("notional") or 0)
+            if accum_sheets > 0 and accum_notional > 0:
+                close_px = round(accum_notional / accum_sheets, 8)
+            merged_ord = str(accum.get("close_ord_id") or "").strip() or (oid or None)
+
             open_rows = conn.execute(
                 """
                 SELECT id, premium_paid FROM options_trades
@@ -346,16 +380,25 @@ def close_option_by_bid1(
             for i, row in enumerate(open_rows):
                 paid = float(row["premium_paid"] or 0)
                 if i == len(open_rows) - 1:
-                    recv = round(prem_recv - allocated, 4)
+                    recv = round(total_recv - allocated, 4)
                 elif total_paid > 0:
-                    recv = round(prem_recv * (paid / total_paid), 4)
+                    recv = round(total_recv * (paid / total_paid), 4)
                     allocated += recv
                 else:
-                    recv = round(prem_recv / len(open_rows), 4)
+                    recv = round(total_recv / len(open_rows), 4)
                     allocated += recv
                 pnl = round(recv - paid, 4)
                 note_sql = ""
-                params: list[Any] = [px, recv, pnl, oid or None]
+                from lib.options.options_time_lib import options_app_now_str
+
+                # 占位顺序必须与 SQL 一致: close_quote/recv/pnl/ord/closed_at/[signal_note]/id
+                params: list[Any] = [
+                    close_px,
+                    recv,
+                    pnl,
+                    merged_ord,
+                    options_app_now_str(),
+                ]
                 if signal_note and i == len(open_rows) - 1:
                     note_sql = """,
                     signal_note = CASE
@@ -363,15 +406,14 @@ def close_option_by_bid1(
                         ELSE signal_note
                     END"""
                     params.append(signal_note)
-                from lib.options.options_time_lib import options_app_now_str
-
-                params.append(options_app_now_str())
                 params.append(int(row["id"]))
                 conn.execute(
                     f"""
                     UPDATE options_trades
                     SET status = 'closed', close_quote = ?, premium_received = ?,
-                        realized_pnl = ?, close_ord_id = ?, closed_at = ?
+                        realized_pnl = ?, close_ord_id = ?, closed_at = ?,
+                        close_recv_accum = 0, close_sheets_accum = 0,
+                        close_notional_accum = 0
                         {note_sql}
                     WHERE id = ?
                     """,
@@ -380,6 +422,27 @@ def close_option_by_bid1(
             conn.commit()
         finally:
             conn.close()
+    elif filled_sheets > 0:
+        # 部分成交:持久化本批收回,下次全平合计
+        conn = cfg["get_db"]()
+        try:
+            from lib.options.options_db import add_open_close_accum, init_options_tables
+
+            init_options_tables(conn)
+            add_open_close_accum(
+                conn,
+                inst_id,
+                recv=batch_recv,
+                sheets=filled_sheets,
+                px=px,
+                ord_id=oid or None,
+            )
+            conn.commit()
+        finally:
+            conn.close()
+        if require_recycle_gate:
+            # 自动平已挂过单:同仓续批只验流动性
+            mark_close_gate_passed(inst_id)
     elif require_recycle_gate:
         # 自动平已挂过单:同仓续批只验流动性
         mark_close_gate_passed(inst_id)
@@ -391,11 +454,12 @@ def close_option_by_bid1(
         "bid": px,
         "locked_bid_px": locked_bid_px,
         "submitted_sheets": level_sheets,
-        "filled_or_reduced_sheets": min(reduced, level_sheets) if reduced else 0,
+        "filled_or_reduced_sheets": filled_sheets,
         "remaining_sheets": remaining_pos,
-        "premium_received": prem_recv,
+        "premium_received": total_recv if fully_closed else (batch_recv or prem_recv_submit),
+        "batch_premium_received": batch_recv,
         "stopped_reason": None if fully_closed else ("partial_bid1" if reduced > 0 else "order_not_filled"),
-        "close_ord_id": oid or None,
+        "close_ord_id": merged_ord if fully_closed else (oid or None),
         "fully_closed": fully_closed,
         "msg": (
             f"已按买一 {locked_bid_px:g} 提交 {level_sheets} 张"

lib/options/options_db.py

@@ -105,6 +105,10 @@ def init_options_tables(conn: sqlite3.Connection) -> None:
         "ALTER TABLE options_trades ADD COLUMN premium_ccy TEXT DEFAULT 'USDC'",
         "ALTER TABLE options_trades ADD COLUMN bridge_id INTEGER",
         "ALTER TABLE options_trades ADD COLUMN budget_usdt REAL",
+        # 分批平仓累计:全平前写在最早一笔 open 上,全平后并入 premium_received
+        "ALTER TABLE options_trades ADD COLUMN close_recv_accum REAL DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN close_sheets_accum INTEGER DEFAULT 0",
+        "ALTER TABLE options_trades ADD COLUMN close_notional_accum REAL DEFAULT 0",
     ):
         try:
             conn.execute(ddl)
@@ -154,3 +158,86 @@ def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
     if not row or int(row["n"] or 0) < 1:
         return None
     return int(row["total"] or 0)
+
+
+def _earliest_open_trade_id(conn: sqlite3.Connection, inst_id: str) -> int | None:
+    inst = (inst_id or "").strip()
+    if not inst:
+        return None
+    row = conn.execute(
+        """
+        SELECT id FROM options_trades
+        WHERE inst_id = ? AND status = 'open'
+        ORDER BY id ASC
+        LIMIT 1
+        """,
+        (inst,),
+    ).fetchone()
+    return int(row["id"]) if row else None
+
+
+def get_open_close_accum(conn: sqlite3.Connection, inst_id: str) -> dict[str, float | int | str | None]:
+    """读取分批平仓累计(挂在最早一笔 open 上)."""
+    tid = _earliest_open_trade_id(conn, inst_id)
+    if tid is None:
+        return {"recv": 0.0, "sheets": 0, "notional": 0.0, "close_ord_id": None}
+    row = conn.execute(
+        """
+        SELECT close_recv_accum, close_sheets_accum, close_notional_accum, close_ord_id
+        FROM options_trades WHERE id = ?
+        """,
+        (tid,),
+    ).fetchone()
+    if not row:
+        return {"recv": 0.0, "sheets": 0, "notional": 0.0, "close_ord_id": None}
+    return {
+        "recv": float(row["close_recv_accum"] or 0),
+        "sheets": int(row["close_sheets_accum"] or 0),
+        "notional": float(row["close_notional_accum"] or 0),
+        "close_ord_id": str(row["close_ord_id"] or "").strip() or None,
+    }
+
+
+def add_open_close_accum(
+    conn: sqlite3.Connection,
+    inst_id: str,
+    *,
+    recv: float,
+    sheets: int,
+    px: float,
+    ord_id: str | None = None,
+) -> bool:
+    """分批平仓成交后累加收回权利金/张数/名义(供全平 VWAP 与总盈亏)."""
+    tid = _earliest_open_trade_id(conn, inst_id)
+    if tid is None:
+        return False
+    sheets_i = max(0, int(sheets or 0))
+    recv_f = float(recv or 0)
+    px_f = float(px or 0)
+    if sheets_i < 1 and abs(recv_f) < 1e-15:
+        return False
+    notional_add = px_f * sheets_i if sheets_i > 0 and px_f > 0 else 0.0
+    oid = str(ord_id or "").strip()
+    prev = conn.execute(
+        "SELECT close_ord_id FROM options_trades WHERE id = ?", (tid,)
+    ).fetchone()
+    prev_oids = str((prev["close_ord_id"] if prev else None) or "").strip()
+    if oid:
+        parts = [p for p in prev_oids.split(",") if p] if prev_oids else []
+        if oid not in parts:
+            parts.append(oid)
+        merged_oid = ",".join(parts)
+    else:
+        merged_oid = prev_oids or None
+    conn.execute(
+        """
+        UPDATE options_trades
+        SET close_recv_accum = COALESCE(close_recv_accum, 0) + ?,
+            close_sheets_accum = COALESCE(close_sheets_accum, 0) + ?,
+            close_notional_accum = COALESCE(close_notional_accum, 0) + ?,
+            close_ord_id = ?
+        WHERE id = ?
+        """,
+        (recv_f, sheets_i, notional_add, merged_oid, tid),
+    )
+    return True

lib/options/options_hub_lib.py

@@ -85,13 +85,13 @@ def build_options_hub_snapshot(cfg: dict[str, Any]) -> dict[str, Any]:
                 conn.close()
         except Exception:
             target_monitors = []
-        from lib.options.options_positions_lib import display_pnl_from_option_row
+        from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
 
         upl_total = 0.0
         has_upl = False
         for p in positions:
-            # 与持仓卡展示一致:优先买一净盈亏,残档回退交易所 upl
-            pnl = display_pnl_from_option_row(p)
+            # 合计一律折 U:币本位 × 指数,避免 BTC/ETH 币数量与 USDC 混加
+            pnl = display_pnl_usdt_from_option_row(p)
             if pnl is None:
                 continue
             has_upl = True

lib/options/options_positions_lib.py

@@ -125,11 +125,24 @@ def display_pnl_from_option_row(row: dict[str, Any]) -> float | None:
 
 
 def display_pnl_usdt_from_option_row(row: dict[str, Any]) -> float | None:
-    """顶栏「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样."""
+    """顶栏/看板「实时盈亏」用:币本位净盈亏按指数折 USDT;USDC 仓原样.
+
+    BTC/ETH 币本位若不折算,会被界面标成 U 而数值仍是币数量(BTC 尤为离谱).
+    """
     pnl = display_pnl_from_option_row(row)
     if pnl is None:
         return None
     ccy = str(row.get("premium_ccy") or "USDC").strip().upper() or "USDC"
+    if not ccy or ccy == "USDC":
+        # 兜底:按合约推断币本位,避免 premium_ccy 缺失时把 BTC 盈亏当 U
+        inst = str(row.get("inst_id") or row.get("instId") or "")
+        mode = str(row.get("margin_mode") or "").strip().lower()
+        if mode == "coin" or (
+            "-USD-" in inst.upper() and "_UM" not in inst.upper()
+        ):
+            underly = str(row.get("underlying") or (inst.split("-")[0] if inst else "") or "").upper()
+            if underly in ("ETH", "BTC"):
+                ccy = underly
     if ccy in ("ETH", "BTC"):
         idx = _safe_float(row.get("idx_px") or row.get("idxPx") or row.get("index_px"))
         if idx is None or idx <= 0:

lib/options/options_profit_exit_lib.py

@@ -211,13 +211,34 @@ def _estimate_recycle(
     pos: dict[str, Any],
     premium_paid: float | None,
 ) -> float | None:
+    """翻倍出场用可回收估算.
+
+    用买一价 × 全部持仓张数(不吃深度上限):深度不够时仍应触发分批平仓;
+    残档/无效买一则返回 None(禁止按假买盘自动平).
+    """
     from lib.options.options_positions_lib import attach_close_preview
+    from lib.options.options_pricing_lib import total_premium
 
     row = dict(pos)
     attach_close_preview(cfg, ex, row, premium_paid=premium_paid)
     preview = row.get("close_preview") if isinstance(row.get("close_preview"), dict) else {}
     if preview.get("bid_invalid"):
         return None
+    levels = preview.get("levels") or []
+    ct_mult = float(row.get("ct_mult") or 0.01)
+    sheets = int(
+        abs(
+            _safe_float(row.get("avail_pos") if row.get("avail_pos") is not None else row.get("pos"))
+            or 0
+        )
+    )
+    if levels and sheets > 0 and ct_mult > 0:
+        try:
+            px = float(levels[0].get("px") or 0)
+        except (TypeError, ValueError, AttributeError):
+            px = 0.0
+        if px > 0:
+            return round(total_premium(px, sheets * ct_mult), 8)
     return _safe_float(preview.get("total_received"))
 
 
@@ -296,7 +317,8 @@ def run_options_profit_exits(
         init_hedge_plan_tables(conn)
         hedge_managed = active_hedge_option_inst_ids(conn)
     except Exception:
-        return 0
+        # 对冲表异常时不得整段跳过翻倍出场
+        hedge_managed = set()
 
     rules = profit_exit_by_inst(conn)
     triggered = 0

lib/options/options_review_lib.py

@@ -643,9 +643,13 @@ def ensure_local_review_synced(
     backfill_exchange_pnl: bool = True,
 ) -> dict[str, Any]:
     """列表/统计前轻量刷新本地源;有交易所时先用历史仓位盈亏覆盖本地再导入复盘."""
-    from lib.options.options_time_lib import migrate_options_utc_wall_clock_to_app
+    from lib.options.options_time_lib import (
+        migrate_options_utc_wall_clock_to_app,
+        repair_swapped_closed_at_signal_note,
+    )
 
     ts_migrate = migrate_options_utc_wall_clock_to_app(conn)
+    note_swap = repair_swapped_closed_at_signal_note(conn)
     if backfill_exchange_pnl and ex is not None:
         try:
             from lib.exchange.okx_options_lib import fetch_all_option_positions_history
@@ -664,6 +668,7 @@ def ensure_local_review_synced(
     out = sync_all_review_sources(conn, ex=ex, from_exchange=False)
     if isinstance(out, dict):
         out["ts_migrate"] = ts_migrate
+        out["note_swap"] = note_swap
     return out
 
 

lib/options/options_time_lib.py

@@ -13,6 +13,7 @@ _APP_TZ = ZoneInfo(
     or "Asia/Shanghai"
 )
 _MIGRATE_FLAG = "options_ts_utc_wall_to_app_done"
+_SWAP_REPAIR_FLAG = "options_closed_at_note_swap_done"
 
 
 def options_app_tz() -> ZoneInfo:
@@ -119,3 +120,63 @@ def migrate_options_utc_wall_clock_to_app(conn: sqlite3.Connection) -> dict[str,
 
     set_sync_state(conn, _MIGRATE_FLAG, "1")
     return {"skipped": 0, "trades": trades, "review": review, "hidden": hidden}
+
+
+def repair_swapped_closed_at_signal_note(conn: sqlite3.Connection) -> dict[str, int]:
+    """修复 close_option_by_bid1 曾把 signal_note 写入 closed_at 的坏行.
+
+    典型表现: closed_at='翻倍出场'/'目标位平仓', signal_note 反而是时间戳.
+    幂等:同步状态 options_closed_at_note_swap_done=1 后仍扫描可修行(新坏行可再修).
+    """
+    from lib.options.options_review_db import init_options_review_tables
+    from lib.options.options_review_lib import set_sync_state
+
+    init_options_review_tables(conn)
+    trades_fixed = 0
+    review_fixed = 0
+    try:
+        from lib.options.options_db import init_options_tables
+
+        init_options_tables(conn)
+        rows = conn.execute(
+            """
+            SELECT id, closed_at, signal_note
+            FROM options_trades
+            WHERE status = 'closed'
+              AND closed_at IS NOT NULL
+              AND TRIM(closed_at) != ''
+            """
+        ).fetchall()
+        for row in rows:
+            closed = str(row["closed_at"] or "").strip()
+            note = str(row["signal_note"] or "").strip()
+            if options_wall_clock_to_ms(closed) is not None:
+                continue
+            if options_wall_clock_to_ms(note) is None:
+                continue
+            conn.execute(
+                """
+                UPDATE options_trades
+                SET closed_at = ?, signal_note = ?
+                WHERE id = ?
+                """,
+                (note, closed, int(row["id"])),
+            )
+            trades_fixed += 1
+            hk = f"local_opt:{int(row['id'])}"
+            cur = conn.execute(
+                """
+                UPDATE options_review_trades
+                SET closed_at = ?
+                WHERE history_key = ?
+                  AND (closed_at IS NULL OR TRIM(closed_at) = '' OR closed_at = ?)
+                """,
+                (note, hk, closed),
+            )
+            review_fixed += int(cur.rowcount or 0)
+    except Exception:
+        pass
+
+    # 复盘表里仍残留非时间戳 closed_at 的,若能从 local_opt 源修好则已处理;否则仅标记完成
+    set_sync_state(conn, _SWAP_REPAIR_FLAG, "1")
+    return {"trades": trades_fixed, "review": review_fixed}

lib/sim/broker_lib.py

@@ -12,7 +12,19 @@ from lib.sim.wallets_lib import InsufficientFunds, SimWallets
 
 
 def _now() -> str:
-    return datetime.utcnow().strftime("%Y-%m-%d %H:%M:%S")
+    """业务时区墙钟(默认 Asia/Shanghai);勿用 utcnow,否则复盘K线标记会偏 8 小时."""
+    try:
+        from lib.options.options_time_lib import options_app_now_str
+
+        return options_app_now_str()
+    except Exception:
+        from zoneinfo import ZoneInfo
+
+        tz = ZoneInfo(
+            (os.getenv("APP_TIMEZONE") or os.getenv("TZ") or "Asia/Shanghai").strip()
+            or "Asia/Shanghai"
+        )
+        return datetime.now(tz).strftime("%Y-%m-%d %H:%M:%S")
 
 
 def _ticker_bid_ask(exchange: Any, symbol: str) -> tuple[float, float]:
@@ -890,6 +902,200 @@ class SimBroker:
             rows.append(row)
         return rows
 
+    @staticmethod
+    def _sells_from_ledger(
+        conn: Any,
+        *,
+        inst: str,
+        opened: str,
+        closed: str,
+    ) -> list[Any]:
+        """从 sim_ledger_entries 的 option_close 备注解析卖平成交."""
+        import re
+
+        try:
+            params: list[Any] = [f"%sell {inst} %"]
+            sql = """
+                SELECT note, ts AS created_at
+                FROM sim_ledger_entries
+                WHERE kind = 'option_close' AND note LIKE ?
+            """
+            if opened:
+                sql += " AND ts >= ?"
+                params.append(opened[:19])
+            if closed:
+                sql += " AND ts <= ?"
+                params.append((closed[:16] + ":59") if len(closed) >= 16 else closed)
+            sql += " ORDER BY ts ASC, id ASC"
+            rows = conn.execute(sql, params).fetchall()
+        except Exception:
+            return []
+        out: list[dict[str, Any]] = []
+        pat = re.compile(
+            rf"sell\s+{re.escape(inst)}\s+x(?P<sheets>[0-9.]+)@(?P<px>[0-9.]+)",
+            re.I,
+        )
+        for i, r in enumerate(rows):
+            note = str(r["note"] or "")
+            m = pat.search(note)
+            if not m:
+                continue
+            try:
+                sh = float(m.group("sheets"))
+                px = float(m.group("px"))
+            except (TypeError, ValueError):
+                continue
+            if sh <= 0 or px <= 0:
+                continue
+            out.append(
+                {
+                    "ord_id": f"ledger-{i}",
+                    "sheets": sh,
+                    "avg_px": px,
+                    "created_at": r["created_at"],
+                }
+            )
+        return out
+
+    def repair_closed_options_pnl_from_sim_orders(self, *, limit: int = 300) -> int:
+        """用 sim_option_orders 卖平成交重算已平仓收回(修复分批平仓只记最后一笔).
+
+        返回更新条数.历史页/复盘合成前调用,使旧数据也能自愈.
+        """
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_pricing_lib import total_premium
+        from lib.sim.db_lib import init_sim_tables
+
+        conn = self.get_db()
+        updated = 0
+        try:
+            init_options_tables(conn)
+            init_sim_tables(conn)
+            # 表不存在时跳过(极旧库)
+            try:
+                conn.execute("SELECT 1 FROM sim_option_orders LIMIT 1").fetchone()
+            except Exception:
+                return 0
+
+            trades = conn.execute(
+                """
+                SELECT id, inst_id, sheets, eth_amount, premium_paid, premium_received,
+                       realized_pnl, close_quote, created_at, closed_at, close_ord_id
+                FROM options_trades
+                WHERE status = 'closed'
+                ORDER BY id DESC
+                LIMIT ?
+                """,
+                (int(max(1, min(int(limit), 500))),),
+            ).fetchall()
+            for tr in trades:
+                inst = str(tr["inst_id"] or "").strip()
+                if not inst:
+                    continue
+                want_sheets = float(tr["sheets"] or 0)
+                if want_sheets <= 0:
+                    continue
+                eth_amt = float(tr["eth_amount"] or 0)
+                ct_mult = (eth_amt / want_sheets) if eth_amt > 0 else 0.01
+                if ct_mult <= 0:
+                    ct_mult = 0.01
+                opened = str(tr["created_at"] or "").strip()
+                closed = str(tr["closed_at"] or "").strip()
+                # 时间窗:开仓后、平仓后 2 分钟内(含下单延迟)
+                params: list[Any] = [inst]
+                sql = """
+                    SELECT ord_id, sheets, avg_px, created_at
+                    FROM sim_option_orders
+                    WHERE inst_id = ? AND lower(side) = 'sell'
+                """
+                if opened:
+                    sql += " AND created_at >= ?"
+                    params.append(opened[:19])
+                if closed:
+                    # 字符串时间比较;闭区间放宽到同分钟及之后的短尾
+                    sql += " AND created_at <= ?"
+                    params.append((closed[:16] + ":59") if len(closed) >= 16 else closed)
+                sql += " ORDER BY created_at ASC, ord_id ASC"
+                sells = conn.execute(sql, params).fetchall()
+                if not sells:
+                    # 回退:从钱包流水 note 解析 sell INST x张数@价
+                    sells = self._sells_from_ledger(
+                        conn, inst=inst, opened=opened, closed=closed
+                    )
+                if not sells:
+                    continue
+                selected: list[Any] = []
+                sheets_sum = 0.0
+                for o in sells:
+                    selected.append(o)
+                    sheets_sum += float(o["sheets"] or 0)
+                    if sheets_sum + 1e-9 >= want_sheets:
+                        break
+                if sheets_sum + 1e-6 < want_sheets * 0.5:
+                    # 成交张数明显不足,不瞎改
+                    continue
+                recv = 0.0
+                notional = 0.0
+                oids: list[str] = []
+                for o in selected:
+                    sh = float(o["sheets"] or 0)
+                    px = float(o["avg_px"] or 0)
+                    if sh <= 0 or px <= 0:
+                        continue
+                    recv += total_premium(px, sh * ct_mult)
+                    notional += px * sh
+                    oid = str(o["ord_id"] or "").strip()
+                    if oid and oid not in oids:
+                        oids.append(oid)
+                if not oids:
+                    continue
+                total_recv = round(recv, 8)
+                paid = float(tr["premium_paid"] or 0) if tr["premium_paid"] is not None else None
+                if paid is None:
+                    continue
+                new_pnl = round(total_recv - paid, 8)
+                close_px = round(notional / sheets_sum, 8) if sheets_sum > 0 else None
+                old_recv = (
+                    float(tr["premium_received"])
+                    if tr["premium_received"] is not None
+                    else None
+                )
+                old_pnl = float(tr["realized_pnl"]) if tr["realized_pnl"] is not None else None
+                # 已与合计一致则跳过
+                if (
+                    old_recv is not None
+                    and old_pnl is not None
+                    and abs(old_recv - total_recv) < 1e-8
+                    and abs(old_pnl - new_pnl) < 1e-8
+                ):
+                    continue
+                # 仅当卖笔数≥2 或合计收回明显高于本地(漏记)时覆盖
+                if len(selected) < 2 and old_recv is not None and total_recv <= old_recv + 1e-10:
+                    continue
+                conn.execute(
+                    """
+                    UPDATE options_trades
+                    SET premium_received = ?,
+                        realized_pnl = ?,
+                        close_quote = COALESCE(?, close_quote),
+                        close_ord_id = ?
+                    WHERE id = ?
+                    """,
+                    (
+                        total_recv,
+                        new_pnl,
+                        close_px,
+                        ",".join(oids) if oids else tr["close_ord_id"],
+                        int(tr["id"]),
+                    ),
+                )
+                updated += 1
+            if updated:
+                conn.commit()
+        finally:
+            conn.close()
+        return updated
+
     def option_positions_history_okx_rows(
         self,
         exchange: Any = None,
@@ -901,6 +1107,12 @@ class SimBroker:
 
         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.
         """
+        # 先按卖平成交修复分批漏计,再合成展示
+        try:
+            self.repair_closed_options_pnl_from_sim_orders(limit=max(int(limit), 200))
+        except Exception:
+            pass
+
         from datetime import datetime
         from zoneinfo import ZoneInfo
 

tests/test_okx_public_ohlcv_mapping.py

@@ -0,0 +1,40 @@
+"""OKX 公开 K 线小测(无网络):instId / bar 映射."""
+from __future__ import annotations
+
+import unittest
+
+
+class OkxPublicOhlcvMappingTests(unittest.TestCase):
+    def test_swap_inst_and_bar(self):
+        # 避免 import 整站 app:直接复刻映射逻辑做契约校验
+        def swap_inst(exchange_symbol: str) -> str:
+            sym = str(exchange_symbol or "").strip().upper()
+            if not sym:
+                return ""
+            if "/" in sym:
+                base, rest = sym.split("/", 1)
+                quote = rest.split(":", 1)[0].strip() or "USDT"
+                return f"{base.strip()}-{quote}-SWAP"
+            if sym.endswith("-SWAP"):
+                return sym
+            return sym
+
+        def public_bar(timeframe: str) -> str:
+            low = str(timeframe or "").strip().lower()
+            if low.endswith("m") and low[:-1].isdigit():
+                return low
+            if low.endswith("h") and low[:-1].isdigit():
+                return f"{low[:-1]}H"
+            if low.endswith("d") and low[:-1].isdigit():
+                return f"{low[:-1]}D"
+            return low or "15m"
+
+        self.assertEqual(swap_inst("ETH/USDT:USDT"), "ETH-USDT-SWAP")
+        self.assertEqual(swap_inst("BTC/USDT:USDT"), "BTC-USDT-SWAP")
+        self.assertEqual(public_bar("15m"), "15m")
+        self.assertEqual(public_bar("1h"), "1H")
+        self.assertEqual(public_bar("4h"), "4H")
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_options_btc_pnl_usdt.py

@@ -0,0 +1,45 @@
+"""币本位期权浮盈折 U(BTC/ETH 不得把币数量直接当 U)."""
+from __future__ import annotations
+
+import unittest
+
+from lib.options.options_positions_lib import display_pnl_usdt_from_option_row
+
+
+class DisplayPnlUsdtTests(unittest.TestCase):
+    def test_btc_coin_pnl_times_index(self):
+        row = {
+            "inst_id": "BTC-USD-260327-100000-P",
+            "premium_ccy": "BTC",
+            "margin_mode": "coin",
+            "idx_px": 100000.0,
+            "upl": -0.001,
+            "close_preview": {"bid_invalid": True},
+        }
+        # 残档回退 upl: -0.001 BTC × 100000 = -100 U
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -100.0, places=4)
+
+    def test_btc_infers_ccy_when_premium_ccy_missing(self):
+        row = {
+            "inst_id": "BTC-USD-260327-100000-C",
+            "margin_mode": "coin",
+            "underlying": "BTC",
+            "idx_px": 95000.0,
+            "upl": 0.002,
+            "close_preview": {"bid_invalid": True},
+        }
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), 190.0, places=4)
+
+    def test_usdc_unchanged(self):
+        row = {
+            "inst_id": "BTC-USD_UM-260327-100000-C",
+            "premium_ccy": "USDC",
+            "margin_mode": "usdc",
+            "upl": -12.5,
+            "close_preview": {"bid_invalid": True},
+        }
+        self.assertAlmostEqual(display_pnl_usdt_from_option_row(row), -12.5, places=4)
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_options_partial_close_accum.py

@@ -0,0 +1,160 @@
+"""分批平仓:累计各批收回权利金后再算盈亏."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+from unittest.mock import patch
+
+from lib.options.options_close_exec_lib import close_option_by_bid1
+from lib.options.options_db import (
+    add_open_close_accum,
+    get_open_close_accum,
+    init_options_tables,
+)
+
+
+def _mem_db() -> sqlite3.Connection:
+    conn = sqlite3.connect(":memory:")
+    conn.row_factory = sqlite3.Row
+    init_options_tables(conn)
+    return conn
+
+
+class CloseAccumDbTests(unittest.TestCase):
+    def test_accum_on_earliest_open(self):
+        conn = _mem_db()
+        conn.execute(
+            """
+            INSERT INTO options_trades
+            (inst_id, underlying, opt_type, sheets, eth_amount, premium_paid, status)
+            VALUES ('ETH-USD-260927-2700-P', 'ETH', 'P', 10, 0.1, 0.02, 'open')
+            """
+        )
+        conn.commit()
+        self.assertTrue(
+            add_open_close_accum(
+                conn, "ETH-USD-260927-2700-P", recv=0.005, sheets=5, px=0.05, ord_id="a1"
+            )
+        )
+        self.assertTrue(
+            add_open_close_accum(
+                conn, "ETH-USD-260927-2700-P", recv=0.004, sheets=5, px=0.04, ord_id="a2"
+            )
+        )
+        acc = get_open_close_accum(conn, "ETH-USD-260927-2700-P")
+        self.assertAlmostEqual(float(acc["recv"]), 0.009, places=6)
+        self.assertEqual(int(acc["sheets"]), 10)
+        self.assertAlmostEqual(float(acc["notional"]), 0.05 * 5 + 0.04 * 5, places=6)
+        self.assertEqual(acc["close_ord_id"], "a1,a2")
+
+
+class TwoStepCloseExecTests(unittest.TestCase):
+    def test_two_partial_closes_sum_premium_received(self):
+        conn = _mem_db()
+        inst = "ETH-USD-260927-2700-P"
+        conn.execute(
+            """
+            INSERT INTO options_trades
+            (inst_id, underlying, opt_type, strike, sheets, eth_amount,
+             open_quote, premium_paid, status, premium_ccy, margin_mode)
+            VALUES (?, 'ETH', 'P', 2700, 10, 0.1, 0.2, 0.02, 'open', 'ETH', 'coin')
+            """,
+            (inst,),
+        )
+        conn.commit()
+
+        # 持仓:第一次 10→5,第二次 5→0
+        pos_seq = [
+            [{"instId": inst, "availPos": "10", "pos": "10", "mgnMode": "isolated", "idxPx": "2500"}],
+            [{"instId": inst, "availPos": "5", "pos": "5", "mgnMode": "isolated", "idxPx": "2500"}],
+            [{"instId": inst, "availPos": "5", "pos": "5", "mgnMode": "isolated", "idxPx": "2500"}],
+            [],  # 第二次下单后已平
+        ]
+        pos_i = {"n": 0}
+
+        def fetch_positions(_ex):
+            i = pos_i["n"]
+            pos_i["n"] = min(i + 1, len(pos_seq) - 1)
+            return pos_seq[i]
+
+        order_px = {"n": 0}
+
+        def place_limit(_ex, **kwargs):
+            order_px["n"] += 1
+            px = 0.05 if order_px["n"] == 1 else 0.04
+            return {"ok": True, "px": px, "data": {"ordId": f"ord{order_px['n']}"}}
+
+        def quote(_ex, _inst):
+            return {"ok": True, "tick_sz": "0.0001", "ct_mult": 0.01, "bid": 0.05, "index_px": 2500}
+
+        def book(_ex, _inst, _n):
+            # 每次只够吃一半深度,强制分两批
+            return {"bids": [{"px": 0.05, "sz": 5}]} if order_px["n"] < 1 else {"bids": [{"px": 0.04, "sz": 5}]}
+
+        cfg = {
+            "get_db": lambda: _reuse_conn(conn),
+            "quote_option_contract": quote,
+            "fetch_option_positions": fetch_positions,
+            "fetch_option_book_depth": book,
+            "place_option_limit_order": place_limit,
+            "td_mode": "isolated",
+        }
+
+        with patch("lib.options.options_close_exec_lib.time.sleep", return_value=None), patch(
+            "lib.exchange.okx_options_lib.invalidate_option_positions_cache"
+        ), patch(
+            "lib.options.options_pricing_lib.fetch_option_mark_px", return_value=0.05
+        ), patch(
+            "lib.options.options_close_exec_lib._pos_close_refs", return_value=(0.05, 0.0)
+        ):
+            r1 = close_option_by_bid1(cfg, ex=object(), inst_id=inst, sheets=10)
+            self.assertTrue(r1.get("ok"), r1)
+            self.assertFalse(r1.get("fully_closed"), r1)
+            open_row = conn.execute(
+                "SELECT close_recv_accum, status, realized_pnl FROM options_trades WHERE inst_id=?",
+                (inst,),
+            ).fetchone()
+            self.assertEqual(open_row["status"], "open")
+            self.assertGreater(float(open_row["close_recv_accum"] or 0), 0)
+            self.assertIsNone(open_row["realized_pnl"])
+
+            # 第二次买一深度
+            def book2(_ex, _inst, _n):
+                return {"bids": [{"px": 0.04, "sz": 5}]}
+
+            cfg["fetch_option_book_depth"] = book2
+            r2 = close_option_by_bid1(cfg, ex=object(), inst_id=inst, sheets=5)
+            self.assertTrue(r2.get("ok"), r2)
+            self.assertTrue(r2.get("fully_closed"), r2)
+
+        closed = conn.execute(
+            """
+            SELECT premium_paid, premium_received, realized_pnl, status, close_recv_accum
+            FROM options_trades WHERE inst_id=?
+            """,
+            (inst,),
+        ).fetchone()
+        self.assertEqual(closed["status"], "closed")
+        # ct_mult=0.01: 5张×0.05 + 5张×0.04 = 0.0025 + 0.002 = 0.0045
+        self.assertAlmostEqual(float(closed["premium_received"]), 0.0045, places=6)
+        self.assertAlmostEqual(float(closed["realized_pnl"]), 0.0045 - 0.02, places=6)
+        self.assertEqual(float(closed["close_recv_accum"] or 0), 0.0)
+        # 若只记第二批,recv 会是 0.002,pnl=-0.018;合计应为 -0.0155
+        self.assertNotAlmostEqual(float(closed["premium_received"]), 0.002, places=6)
+
+
+def _reuse_conn(conn: sqlite3.Connection) -> sqlite3.Connection:
+    """get_db 每次返回同一连接;close 时 no-op,避免 :memory: 被关掉."""
+
+    class _Proxy:
+        def __getattr__(self, name):
+            return getattr(conn, name)
+
+        def close(self):
+            return None
+
+    return _Proxy()  # type: ignore[return-value]
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_options_profit_exit_recycle.py

@@ -0,0 +1,41 @@
+"""翻倍出场:买一价×全仓张数判定达标(不受买一深度截断)."""
+from __future__ import annotations
+
+import unittest
+from unittest.mock import patch
+
+from lib.options.options_profit_exit_lib import _estimate_recycle, profit_exit_hit
+
+
+class ProfitExitHitTests(unittest.TestCase):
+    def test_hit_at_0_3_mult(self):
+        # 0.3倍: recycle >= paid * 1.3
+        self.assertTrue(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.3, mult=0.3))
+        self.assertFalse(profit_exit_hit(premium_paid=1.0, recycle_usdc=1.29, mult=0.3))
+
+    def test_estimate_uses_full_sheets_not_depth(self):
+        pos = {"inst_id": "ETH-USD-260927-2700-P", "pos": 100, "ct_mult": 0.01}
+        preview = {
+            "bid_invalid": False,
+            "levels": [{"px": 0.2, "sheets": 10}],  # 深度只够 10 张
+            "total_received": 0.02,  # 仅深度内
+        }
+
+        def fake_attach(cfg, ex, row, premium_paid=None):
+            row["close_preview"] = preview
+            row["ct_mult"] = 0.01
+            row["pos"] = 100
+            return row
+
+        with patch(
+            "lib.options.options_positions_lib.attach_close_preview",
+            side_effect=fake_attach,
+        ):
+            recv = _estimate_recycle({}, object(), pos, 1.0)
+        # 应按 100 张 × 0.01 × 0.2 = 0.2,而非深度截断的 0.02
+        self.assertAlmostEqual(float(recv), 0.2, places=6)
+        self.assertTrue(profit_exit_hit(premium_paid=0.15, recycle_usdc=float(recv), mult=0.3))
+
+
+if __name__ == "__main__":
+    unittest.main()

tests/test_sim_repair_partial_close_pnl.py

@@ -0,0 +1,95 @@
+"""模拟盘:用分批卖平成交修复已平仓漏计盈亏."""
+from __future__ import annotations
+
+import sqlite3
+import unittest
+
+from lib.options.options_db import init_options_tables
+from lib.sim.broker_lib import SimBroker
+from lib.sim.db_lib import init_sim_tables
+
+
+class RepairSimPartialClosePnlTests(unittest.TestCase):
+    def test_repair_sums_two_sell_orders(self):
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        init_sim_tables(conn)
+        inst = "ETH-USD-260927-2700-P"
+        # 开仓 228 张,权利金 0.399;旧逻辑只记了第二笔收回 0.2449 → pnl=-0.1541
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, strike, sheets, eth_amount,
+                open_quote, premium_paid, premium_received, realized_pnl,
+                status, premium_ccy, created_at, closed_at
+            ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)
+            """,
+            (
+                inst,
+                "ETH",
+                "P",
+                2700,
+                228,
+                2.28,
+                0.175,
+                0.399,
+                0.2449,
+                -0.1541,
+                "closed",
+                "ETH",
+                "2026-09-24 07:09:19",
+                "2026-09-24 20:59:20",
+            ),
+        )
+        # 两笔卖平各 114 张
+        conn.execute(
+            """
+            INSERT INTO sim_option_orders(
+                ord_id, inst_id, side, sheets, avg_px, state, acc_fill_sz, created_at
+            ) VALUES (?,?,?,?,?,'filled',?,?)
+            """,
+            ("sim-a", inst, "sell", 114, 0.12, 114, "2026-09-24 15:00:00"),
+        )
+        conn.execute(
+            """
+            INSERT INTO sim_option_orders(
+                ord_id, inst_id, side, sheets, avg_px, state, acc_fill_sz, created_at
+            ) VALUES (?,?,?,?,?,'filled',?,?)
+            """,
+            ("sim-b", inst, "sell", 114, 0.1074, 114, "2026-09-24 20:59:10"),
+        )
+        conn.commit()
+
+        def get_db():
+            return conn
+
+        # SimBroker 每次 close 自己的连接;测试里复用同一 :memory: 需禁止 close
+        class _Proxy:
+            def __getattr__(self, name):
+                return getattr(conn, name)
+
+            def close(self):
+                return None
+
+        broker = SimBroker(lambda: _Proxy())  # type: ignore[arg-type]
+        n = broker.repair_closed_options_pnl_from_sim_orders()
+        self.assertEqual(n, 1)
+        row = conn.execute(
+            "SELECT premium_received, realized_pnl, close_ord_id FROM options_trades WHERE inst_id=?",
+            (inst,),
+        ).fetchone()
+        # ct_mult=2.28/228=0.01; recv=114*0.12*0.01 + 114*0.1074*0.01 = 0.1368+0.122436=0.259236
+        self.assertAlmostEqual(float(row["premium_received"]), 0.259236, places=6)
+        self.assertAlmostEqual(float(row["realized_pnl"]), 0.259236 - 0.399, places=6)
+        self.assertIn("sim-a", str(row["close_ord_id"]))
+        self.assertIn("sim-b", str(row["close_ord_id"]))
+
+        # 历史合成应读到修复后的盈亏
+        hist = broker.option_positions_history_okx_rows(limit=10)
+        self.assertEqual(len(hist), 1)
+        self.assertAlmostEqual(float(hist[0]["realizedPnl"]), 0.259236 - 0.399, places=6)
+
+
+if __name__ == "__main__":
+    unittest.main()

使用说明.md

@@ -4,7 +4,7 @@
 
 基于 Flask 的 **OKX 期权 / 对冲** Web 控制台.与中控、其它交易所实例无关.
 
-**部署 / PM2 / SOCKS** 见 **[部署文档.md](./部署文档.md)**:
+**部署 / PM2 / SOCKS** 见 **[部署文档.md](./部署文档.md)**；**新机纯实盘**见 **[新机纯实盘部署.md](./新机纯实盘部署.md)**:
 
 ```bash
 curl -fsSL https://git.bz121.com/dekun/crypto_okx/raw/branch/main/deploy/manage.sh | bash

新机纯实盘部署.md

@@ -0,0 +1,215 @@
+# 新机纯实盘部署指南（crypto_okx）
+
+适用场景：**新开一台服务器，直接接 OKX 实盘 API，不做同机模拟→实盘切换**。
+
+当前推荐用法：
+
+| 机器 | 用途 |
+|------|------|
+| 现有模拟机 | 不接 API Key，本地模拟撮合 + 公开行情 |
+| **本机（新机）** | 只跑实盘，从部署起就是 `live` |
+
+与主仓 `crypto_monitor` **隔离**：请用独立子账户 / 独立 API Key，避免双实例同 Key 抢仓。
+
+通用安装步骤见 [部署文档.md](./部署文档.md)；页面操作见 [使用说明.md](./使用说明.md)。
+
+---
+
+## 1. 上线前准备
+
+1. OKX **实盘**账户（非演示盘），建议专用子账户、小资金。
+2. API Key 权限：交易（期权 + 如需币本位则含现货）；按需开提现（一般不必）。
+3. IP 白名单绑定到新机公网 IP。
+4. 确认持仓模式 / 保证金模式与下文 `.env` 一致（如双向 + 全仓）。
+5. 确认本机或经 SOCKS 能访问 `https://www.okx.com`。
+
+---
+
+## 2. 一键部署
+
+新机 root：
+
+```bash
+curl -fsSL https://git.bz121.com/dekun/crypto_okx/raw/branch/main/deploy/manage.sh | bash
+```
+
+菜单选 **1. 一键部署**。默认路径 `/opt/crypto_okx`，端口 `5004`。
+
+或手动：
+
+```bash
+cd /opt
+git clone https://git.bz121.com/dekun/crypto_okx.git crypto_okx
+cd /opt/crypto_okx
+cp -n .env.example .env
+bash deploy/setup_env.sh --install-system-deps
+```
+
+---
+
+## 3. 纯实盘 `.env` 必改项
+
+编辑：
+
+```bash
+nano /opt/crypto_okx/.env
+```
+
+### 3.1 模式：直接 live（不要 sim）
+
+```env
+# 启动即实盘（不要写成 sim）
+SIM_DEFAULT_MODE=live
+
+# 允许真实下单
+LIVE_TRADING_ENABLED=true
+```
+
+说明：
+
+- 新机不要依赖页面「切换到实盘」；部署时就把 `SIM_DEFAULT_MODE=live` 写好。
+- 期权路径主要认 API Key；`LIVE_TRADING_ENABLED` 仍建议保持 `true`，与文档口径一致。
+
+### 3.2 实盘 API（必填）
+
+```env
+OKX_API_KEY=你的实盘Key
+OKX_API_SECRET=你的实盘Secret
+OKX_API_PASSPHRASE=你的Passphrase
+OKX_OPTIONS_ENABLED=true
+EXCHANGE_DISPLAY_NAME=OKX·实盘
+```
+
+不要用演示盘 Key；本仓库未接 `x-simulated-trading`。
+
+### 3.3 交易模式与预算（按策略改）
+
+单独期权（常见起步）：
+
+```env
+OKX_TRADE_MODE=options
+OKX_OPTIONS_MARGIN_MODE=coin
+OKX_OPTIONS_COIN_BUDGET_USDT=10
+OKX_OPTIONS_TRADE_BUDGET_USDC=10
+```
+
+若做对冲，再改为 `perp_options` / `options_options`，并打开：
+
+```env
+HEDGE_PLAN_LIVE_ORDER=true
+```
+
+起步建议先 `HEDGE_PLAN_LIVE_ORDER=false` 或页面 dry_run，跑通单独期权后再开对冲真下单。
+
+### 3.4 代理（按网络需要）
+
+若服务器直连 OKX 不稳定：
+
+```env
+OKX_SOCKS_PROXY=socks5h://127.0.0.1:1080
+```
+
+并先在本机建好 SSH SOCKS（见部署文档）。
+
+---
+
+## 4. 启动与确认
+
+```bash
+cd /opt/crypto_okx
+pm2 restart crypto_okx --update-env
+# 若尚未创建进程，用一键脚本或:
+# pm2 start ecosystem.config.cjs
+pm2 status
+pm2 logs crypto_okx --lines 50
+```
+
+打开：`http://<新机IP>:5004`
+
+核对：
+
+1. 能登录。
+2. 顶栏为 **实盘**（`okx_live`），**没有**「模拟」徽章。
+3. 资金条能读到交易所余额（不是本地模拟钱包初始值）。
+4. 系统设置 → 模拟资金：当前模式应为 **live**（勿再切回 sim）。
+
+可用接口自检：
+
+```bash
+curl -s -u '用户名:密码' http://127.0.0.1:5004/api/sim/status
+# 期望含 "mode":"live"
+```
+
+---
+
+## 5. 小额冒烟（必做）
+
+在真钱前用 **最小张数 / 最小预算**：
+
+1. `/options` 开 1 张（或最小允许张数）→ 看交易所成交与本地记录。
+2. 持仓出现在页面监控。
+3. 平仓 → 余额变化符合预期。
+4. 若币本位：确认买币桥 → 开期权 → 平 → 卖回（或按你策略保留币）。
+5. `/options/review`：复盘列表有记录；可选勾选自动 K 线（公开行情，有 Key 也可画）。
+
+任一步异常：**先停手**，查 `pm2 logs crypto_okx`，不要加大仓位。
+
+---
+
+## 6. 与模拟机、主仓的隔离
+
+| 不要做 | 原因 |
+|--------|------|
+| 模拟机与实盘机共用同一 API Key | 双实例监控/下单互相干扰 |
+| 与正在跑的 `crypto_monitor` 共用同一 Key | 同上 |
+| 在实盘机再切回 sim「玩玩」 | 易混仓、混认知；模拟请继续用旧模拟机 |
+| 把 `.env` 提交进 Git | 泄密 |
+
+---
+
+## 7. 日常更新（实盘机）
+
+```bash
+cd /opt/crypto_okx
+git pull
+pm2 restart crypto_okx --update-env
+git log -1 --oneline
+```
+
+或：
+
+```bash
+bash /opt/crypto_okx/deploy/pull_and_restart.sh
+```
+
+`git pull` **不会**覆盖 `.env`。大版本更新前可：`cp .env .env.backup.$(date +%Y%m%d)`。
+
+---
+
+## 8. 故障快速对照
+
+| 现象 | 排查 |
+|------|------|
+| 顶栏仍显示模拟 | `.env` 是否 `SIM_DEFAULT_MODE=live`；是否重启 `--update-env`；设置页是否被改回 sim |
+| 读不到余额 / 下单失败 | Key、权限、IP 白名单、SOCKS、OKX 账户是否实盘 |
+| 能开单但监控不对 | 是否与其它实例同 Key；持仓模式是否与 `OKX_POS_MODE` 一致 |
+| 复盘无自动 K 线 | 服务器能否访问 OKX 公开行情；看日志是否画图失败 |
+
+---
+
+## 9. 推荐启动清单（可打印）
+
+- [ ] 新机已部署 `/opt/crypto_okx`
+- [ ] `SIM_DEFAULT_MODE=live`
+- [ ] `LIVE_TRADING_ENABLED=true`
+- [ ] 实盘 `OKX_API_*` 已填，且非演示盘
+- [ ] Key 与主仓 / 模拟机隔离
+- [ ] 顶栏确认 live，资金为交易所余额
+- [ ] 小额开平冒烟通过
+- [ ] 企业微信 / 监控按需开启
+
+---
+
+## 免责声明
+
+实盘有亏损风险。请遵守当地法规与交易所条款；操作与资金安全自负。

部署文档.md

@@ -4,6 +4,8 @@
 
 **功能与页面操作**见同目录 **[使用说明.md](./使用说明.md)**.脚本细节见 **[deploy/README.md](./deploy/README.md)**.
 
+**新开服务器、直接接 API 跑实盘（不与模拟同机切换）**见 **[新机纯实盘部署.md](./新机纯实盘部署.md)**.
+
 ---
 
 ## 一键部署(推荐)