Implement dual target-close paths and residual option expiry.

Document and enforce: A full dual-leg close, B perp-only when deep OTM with residual archive that does not block next open, and expiry settlement when target is missed.

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

backend/app/api/trades.py

@@ -5,6 +5,7 @@ from typing import Annotated, Any
 from fastapi import APIRouter, Depends, HTTPException
 
 from ..models.db import get_db
+from ..sim.pnl import summarize_fills_pnl
 from .auth import require_user
 
 router = APIRouter(prefix="/api/trades", tags=["trades"])
@@ -14,68 +15,6 @@ def _row(r: Any) -> dict:
     return dict(r)
 
 
-def summarize_fills_pnl(fills: list[Any]) -> dict[str, float | None]:
-    """
-    从成交明细重算腿盈亏与净盈亏。
-    价差盈亏按 fill_px（成交价）；手续费另扣。
-    净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费（开+平）。
-    """
-    rows = [dict(x) for x in fills]
-    opt_open = next(
-        (f for f in rows if f.get("leg") == "option" and f.get("action") == "open"),
-        None,
-    )
-    opt_close = next(
-        (f for f in rows if f.get("leg") == "option" and f.get("action") == "close"),
-        None,
-    )
-    perp_open = next(
-        (f for f in rows if f.get("leg") == "perp" and f.get("action") == "open"),
-        None,
-    )
-    perp_close = next(
-        (f for f in rows if f.get("leg") == "perp" and f.get("action") == "close"),
-        None,
-    )
-
-    option_pnl: float | None = None
-    if opt_open and opt_close:
-        qty = float(opt_open.get("qty_eth") or opt_close.get("qty_eth") or 0)
-        option_pnl = (float(opt_close["fill_px"]) - float(opt_open["fill_px"])) * qty
-
-    perp_pnl: float | None = None
-    if perp_open and perp_close:
-        qty = float(perp_open.get("qty_eth") or perp_close.get("qty_eth") or 0)
-        side = str(perp_open.get("side") or "")
-        o = float(perp_open["fill_px"])
-        c = float(perp_close["fill_px"])
-        if side == "long":
-            perp_pnl = (c - o) * qty
-        else:
-            perp_pnl = (o - c) * qty
-
-    fees_total = sum(float(f.get("fee") or 0) for f in rows)
-    gross = None
-    net = None
-    if option_pnl is not None and perp_pnl is not None:
-        gross = option_pnl + perp_pnl
-        net = gross - fees_total
-    elif option_pnl is not None:
-        gross = option_pnl
-        net = option_pnl - fees_total
-    elif perp_pnl is not None:
-        gross = perp_pnl
-        net = perp_pnl - fees_total
-
-    return {
-        "option_pnl": option_pnl,
-        "perp_pnl": perp_pnl,
-        "fees_total": fees_total,
-        "gross_pnl": gross,
-        "net_pnl": net,
-    }
-
-
 @router.get("/groups")
 async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict:
     db = get_db()