Fix OO trade records: include Put PnL and show dual-leg detail clearly.

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

backend/app/api/trades.py

@@ -16,35 +16,62 @@ def _row(r: Any) -> dict:
     return dict(r)
 
 
+def _is_oo_group(g: dict) -> bool:
+    return (
+        str(g.get("hedge_mode") or "") == "option_option"
+        or bool(g.get("option2_inst_id"))
+        or str(g.get("bias") or "") == "option_option"
+    )
+
+
+def _infer_settle_index(g: dict, fills: list) -> float | None:
+    settle_index = g.get("settle_index_px")
+    if settle_index is not None:
+        try:
+            v = float(settle_index)
+            if v > 0:
+                return v
+        except (TypeError, ValueError):
+            pass
+    strike = g.get("strike")
+    side = str(g.get("option_side") or "").lower()
+    if strike is None:
+        return None
+    for raw in fills:
+        f = dict(raw) if not isinstance(raw, dict) else raw
+        if str(f.get("leg")) != "option" or str(f.get("action")) != "close":
+            continue
+        if abs(float(f.get("slip") or 0)) > 1e-12:
+            continue
+        px = float(f.get("fill_px") or 0)
+        k = float(strike)
+        if side in ("call", "c"):
+            return k + px
+        if side in ("put", "p"):
+            return k - px
+        break
+    return None
+
+
+def _intrinsic(side: str, settle_index: float, strike: float) -> float:
+    s = str(side or "").lower()
+    if s in ("call", "c"):
+        return max(settle_index - strike, 0.0)
+    if s in ("put", "p"):
+        return max(strike - settle_index, 0.0)
+    return 0.0
+
+
 def _expiry_settle_info(g: dict, fills: list) -> dict | None:
     """到期结算口径：期权价 = 内在价值（指数 vs 行权价），非盘口。"""
     if str(g.get("close_reason") or "") != "expiry":
         return None
+    settle_index = _infer_settle_index(g, fills)
     strike = g.get("strike")
     side = str(g.get("option_side") or "").lower()
-    settle_index = g.get("settle_index_px")
-    if settle_index is None and strike is not None:
-        for raw in fills:
-            f = dict(raw) if not isinstance(raw, dict) else raw
-            if str(f.get("leg")) != "option" or str(f.get("action")) != "close":
-                continue
-            if abs(float(f.get("slip") or 0)) > 1e-12:
-                continue
-            px = float(f.get("fill_px") or 0)
-            k = float(strike)
-            if side in ("call", "c"):
-                settle_index = k + px
-            elif side in ("put", "p"):
-                settle_index = k - px
-            break
     intrinsic = None
     if settle_index is not None and strike is not None:
-        s = float(settle_index)
-        k = float(strike)
-        if side in ("call", "c"):
-            intrinsic = max(s - k, 0.0)
-        elif side in ("put", "p"):
-            intrinsic = max(k - s, 0.0)
+        intrinsic = _intrinsic(side, float(settle_index), float(strike))
     formula = (
         "Call: max(指数−行权价, 0)"
         if side in ("call", "c")
@@ -52,13 +79,36 @@ def _expiry_settle_info(g: dict, fills: list) -> dict | None:
         if side in ("put", "p")
         else ""
     )
-    return {
+    is_oo = _is_oo_group(g)
+    out: dict[str, Any] = {
         "settle_index_px": float(settle_index) if settle_index is not None else None,
         "strike": float(strike) if strike is not None else None,
         "intrinsic": intrinsic,
         "formula": formula,
-        "perp_note": "永续仍按市价平仓（非指数交割）",
+        "perp_note": (
+            "期期无永续腿；两腿均按内在价值结算"
+            if is_oo
+            else "永续仍按市价平仓（非指数交割）"
+        ),
+        "is_oo": is_oo,
     }
+    if is_oo:
+        strike2 = g.get("strike2")
+        side2 = str(g.get("option2_side") or "put").lower()
+        intrinsic2 = None
+        if settle_index is not None and strike2 is not None:
+            intrinsic2 = _intrinsic(side2, float(settle_index), float(strike2))
+        out["strike2"] = float(strike2) if strike2 is not None else None
+        out["intrinsic2"] = intrinsic2
+        out["formula2"] = (
+            "Put: max(行权价−指数, 0)"
+            if side2 in ("put", "p")
+            else "Call: max(指数−行权价, 0)"
+            if side2 in ("call", "c")
+            else ""
+        )
+        out["option2_side"] = side2
+    return out
 
 
 def _close_index_px(g: dict, fills: list) -> float | None:
@@ -101,10 +151,10 @@ def _move_points(g: dict, fills: list) -> float | None:
     return round(float(close_px) - e, 2)
 
 
-def _option_entry_px(fills: list) -> float | None:
+def _option_entry_px(fills: list, *, leg: str = "option") -> float | None:
     for row in fills:
         f = dict(row) if not isinstance(row, dict) else row
-        if str(f.get("leg") or "") != "option" or str(f.get("action") or "") != "open":
+        if str(f.get("leg") or "") != leg or str(f.get("action") or "") != "open":
             continue
         try:
             v = float(f.get("fill_px") or 0)
@@ -116,7 +166,9 @@ def _option_entry_px(fills: list) -> float | None:
     return None
 
 
-def _option_leverage(g: dict, fills: list) -> float | None:
+def _option_leverage_for_leg(
+    g: dict, fills: list, *, leg: str = "option"
+) -> float | None:
     """开仓期权杠杆 = 开仓指数 ÷ 期权开仓均价（与选约门限口径一致）。"""
     from ..strategy.selection import option_leverage
 
@@ -124,7 +176,7 @@ def _option_leverage(g: dict, fills: list) -> float | None:
         entry = float(g.get("entry_index_px") or 0)
     except (TypeError, ValueError):
         return None
-    opt_px = _option_entry_px(fills)
+    opt_px = _option_entry_px(fills, leg=leg)
     if entry <= 0 or opt_px is None:
         return None
     lev = option_leverage(entry, opt_px)
@@ -132,6 +184,8 @@ def _option_leverage(g: dict, fills: list) -> float | None:
 
 
 def _enrich_group(g: dict, fills: list) -> dict:
+    is_oo = _is_oo_group(g)
+    g["is_oo"] = is_oo
     summary = summarize_fills_pnl(fills)
     # LIVE：优先 groups.realized_pnl（已按交易所回写，含资金费）
     if str(g.get("exec_mode") or "").upper() == "LIVE" and g.get("realized_pnl") is not None:
@@ -140,11 +194,26 @@ def _enrich_group(g: dict, fills: list) -> dict:
         if g.get("funding_usdt") is not None:
             summary["funding_usdt"] = float(g["funding_usdt"])
         summary["pnl_source"] = "live_exchange"
+    # 期期 SIM：若成交汇总缺腿但组上已有 realized_pnl，用组值兜底
+    elif (
+        is_oo
+        and g.get("realized_pnl") is not None
+        and (
+            summary.get("option_pnl") is None
+            or summary.get("option2_pnl") is None
+        )
+    ):
+        summary = dict(summary)
+        summary["net_pnl"] = float(g["realized_pnl"])
+        summary["pnl_source"] = "group_realized"
     g["pnl_summary"] = summary
     if summary.get("net_pnl") is not None:
         g["net_pnl"] = summary["net_pnl"]
     elif g.get("realized_pnl") is not None:
         g["net_pnl"] = float(g["realized_pnl"])
+    prem1 = float(g.get("initial_premium") or 0)
+    prem2 = float(g.get("initial_premium2") or 0) if is_oo else 0.0
+    g["total_initial_premium"] = prem1 + prem2 if is_oo else prem1
     g.update(hold_timing(g, fills))
     info = _expiry_settle_info(g, fills)
     if info:
@@ -154,7 +223,9 @@ def _enrich_group(g: dict, fills: list) -> dict:
     mp = _move_points(g, fills)
     g["move_points"] = mp
     g["close_index_px"] = _close_index_px(g, fills)
-    g["option_leverage"] = _option_leverage(g, fills)
+    g["option_leverage"] = _option_leverage_for_leg(g, fills, leg="option")
+    if is_oo:
+        g["option2_leverage"] = _option_leverage_for_leg(g, fills, leg="option2")
     return g
 
 

backend/app/sim/pnl.py

@@ -14,23 +14,35 @@ def _as_map(x: Any) -> dict[str, Any]:
         return {}
 
 
-def summarize_fills_pnl(fills: list[Any]) -> dict[str, float | None]:
-    """
-    价差盈亏按 fill_px；手续费另扣。
-    净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费（开+平）。
-    允许只有永续已平、期权尚未结算的半组。
-
-    手续费拆：fees_perp / fees_option；滑点合计 slip_total（SIM 记账；LIVE 应为 0）。
-    """
-    rows = [_as_map(x) for x in fills]
+def _leg_option_pnl(rows: list[dict[str, Any]], leg: str) -> float | None:
     opt_open = next(
-        (f for f in rows if f.get("leg") == "option" and f.get("action") == "open"),
+        (f for f in rows if f.get("leg") == leg and f.get("action") == "open"),
         None,
     )
     opt_close = next(
-        (f for f in rows if f.get("leg") == "option" and f.get("action") == "close"),
+        (f for f in rows if f.get("leg") == leg and f.get("action") == "close"),
         None,
     )
+    if not opt_open or not opt_close:
+        return None
+    qty = float(opt_open.get("qty_eth") or opt_close.get("qty_eth") or 0)
+    return (float(opt_close["fill_px"]) - float(opt_open["fill_px"])) * qty
+
+
+def summarize_fills_pnl(fills: list[Any]) -> dict[str, float | None]:
+    """
+    价差盈亏按 fill_px；手续费另扣。
+    净盈亏 = 各腿盈亏之和 − 全部手续费（开+平）。
+    支持永期（option+perp）与期期（option+option2）。
+
+    手续费拆：fees_perp / fees_option（含 option2）/ fees_option2；
+    滑点合计 slip_total（SIM 记账；LIVE 应为 0）。
+    """
+    rows = [_as_map(x) for x in fills]
+
+    option_pnl = _leg_option_pnl(rows, "option")
+    option2_pnl = _leg_option_pnl(rows, "option2")
+
     perp_open = next(
         (f for f in rows if f.get("leg") == "perp" and f.get("action") == "open"),
         None,
@@ -40,11 +52,6 @@ def summarize_fills_pnl(fills: list[Any]) -> dict[str, float | None]:
         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)
@@ -60,27 +67,34 @@ def summarize_fills_pnl(fills: list[Any]) -> dict[str, float | None]:
         float(f.get("fee") or 0) for f in rows if str(f.get("leg") or "") == "perp"
     )
     fees_option = sum(
-        float(f.get("fee") or 0) for f in rows if str(f.get("leg") or "") == "option"
+        float(f.get("fee") or 0)
+        for f in rows
+        if str(f.get("leg") or "") in ("option", "option2")
+    )
+    fees_option2 = sum(
+        float(f.get("fee") or 0) for f in rows if str(f.get("leg") or "") == "option2"
     )
     fees_total = fees_perp + fees_option
     slip_total = sum(float(f.get("slip") 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
+
+    parts: list[float] = []
+    if option_pnl is not None:
+        parts.append(option_pnl)
+    if option2_pnl is not None:
+        parts.append(option2_pnl)
+    if perp_pnl is not None:
+        parts.append(perp_pnl)
+
+    gross = sum(parts) if parts else None
+    net = (gross - fees_total) if gross is not None else None
 
     return {
         "option_pnl": option_pnl,
+        "option2_pnl": option2_pnl,
         "perp_pnl": perp_pnl,
         "fees_perp": fees_perp,
         "fees_option": fees_option,
+        "fees_option2": fees_option2,
         "fees_total": fees_total,
         "slip_total": slip_total,
         "gross_pnl": gross,

backend/tests/test_oo_fills_pnl.py

@@ -0,0 +1,67 @@
+"""期期成交盈亏汇总：须计入 option2（Put）腿。"""
+
+from __future__ import annotations
+
+from app.sim.pnl import summarize_fills_pnl
+
+
+def test_summarize_oo_both_legs() -> None:
+    fills = [
+        {
+            "leg": "option",
+            "action": "open",
+            "side": "long",
+            "fill_px": 12.6,
+            "qty_eth": 3.5,
+            "fee": 0.0221,
+            "slip": 0,
+        },
+        {
+            "leg": "option2",
+            "action": "open",
+            "side": "long",
+            "fill_px": 9.0,
+            "qty_eth": 5.0,
+            "fee": 0.0225,
+            "slip": 0,
+        },
+        {
+            "leg": "option",
+            "action": "close",
+            "side": "sell",
+            "fill_px": 0.0,
+            "qty_eth": 3.5,
+            "fee": 0.0,
+            "slip": 0,
+        },
+        {
+            "leg": "option2",
+            "action": "close",
+            "side": "sell",
+            "fill_px": 0.0,
+            "qty_eth": 5.0,
+            "fee": 0.0,
+            "slip": 0,
+        },
+    ]
+    s = summarize_fills_pnl(fills)
+    assert s["option_pnl"] == -12.6 * 3.5
+    assert s["option2_pnl"] == -9.0 * 5.0
+    assert s["perp_pnl"] is None
+    assert abs(float(s["fees_option"] or 0) - 0.0446) < 1e-9
+    assert abs(float(s["gross_pnl"] or 0) - (-44.1 - 45.0)) < 1e-9
+    assert abs(float(s["net_pnl"] or 0) - (-89.1 - 0.0446)) < 1e-9
+
+
+def test_summarize_perp_option_unchanged() -> None:
+    fills = [
+        {"leg": "option", "action": "open", "fill_px": 10, "qty_eth": 2, "fee": 0.1, "slip": 0},
+        {"leg": "perp", "action": "open", "side": "short", "fill_px": 100, "qty_eth": 1, "fee": 0.2, "slip": 0},
+        {"leg": "option", "action": "close", "fill_px": 12, "qty_eth": 2, "fee": 0.1, "slip": 0},
+        {"leg": "perp", "action": "close", "side": "short", "fill_px": 98, "qty_eth": 1, "fee": 0.2, "slip": 0},
+    ]
+    s = summarize_fills_pnl(fills)
+    assert s["option_pnl"] == 4.0
+    assert s["perp_pnl"] == 2.0
+    assert s["option2_pnl"] is None
+    assert abs(float(s["net_pnl"] or 0) - (6.0 - 0.6)) < 1e-9

docs/更新说明.md

@@ -5,6 +5,20 @@
 
 ---
 
+## 2026-08-11 — 期期交易记录展示与盈亏汇总
+
+### 变更
+
+1. `summarize_fills_pnl` 计入 `option2`（Put）盈亏与手续费，期期净盈亏不再漏腿。  
+2. 交易记录列表/详情：期期显示「期期·看涨+看跌」、Call/Put 合约与权利金、双腿结算与 Call/Put 盈亏；成交文案不再出现 `option2平仓sell`。  
+3. 到期结算信息补充 Put 行权价/内在价值。
+
+### 审计
+
+截图 G-20260807-01：详情按永期模板只显 Call，初始权利金漏 Put，成交腿标签乱码，净盈亏汇总缺 Put。
+
+---
+
 ## 2026-08-08 — 策略格式三页文档
 
 ### 变更

frontend/src/labels.ts

@@ -11,11 +11,14 @@ const SIDE_ZH: Record<string, string> = {
   short: "空",
   call: "看涨",
   put: "看跌",
+  buy: "多",
+  sell: "平",
 };
 
 const LEG_ZH: Record<string, string> = {
   perp: "永续",
   option: "期权",
+  option2: "Put",
 };
 
 const ACTION_ZH: Record<string, string> = {
@@ -27,6 +30,7 @@ const CLOSE_REASON_ZH: Record<string, string> = {
   fixed_usdt: "固定净盈利达标·双腿全平",
   premium_multiple: "权利金倍数达标·双腿全平",
   target_perp_only: "净盈利达标·只平永续(期权归档)",
+  target_oo_win: "期期达标·平盈利腿(亏损腿残留)",
   residual_premium_close: "残留期权·权利金回收中途平",
   semi_target_points: "半自动·指数到行权价±波动点且净利>0·双腿全平",
   semi_perp_exit: "半自动·永续净利锁定达标·双腿全平",
@@ -47,11 +51,20 @@ export function sideZh(v: string | null | undefined): string {
   return SIDE_ZH[v] || v;
 }
 
-/** 永续方向 / 期权方向，如「多/看跌」 */
+/** 永续方向 / 期权方向，如「多/看跌」；期期为「期期·看涨+看跌」 */
 export function positionSidesZh(
   perp: string | null | undefined,
   option: string | null | undefined,
+  opts?: {
+    isOo?: boolean;
+    option2?: string | null;
+  },
 ): string {
+  if (opts?.isOo) {
+    const a = sideZh(option || "call");
+    const b = sideZh(opts.option2 || "put");
+    return `期期·${a}+${b}`;
+  }
   return `${sideZh(perp)}/${sideZh(option)}`;
 }
 
@@ -60,18 +73,33 @@ export function fillDescZh(
   action: string,
   side: string,
   closeReason?: string | null,
+  isOo?: boolean,
 ): string {
+  const isExpiry = closeReason === "expiry";
+  if (leg === "option2") {
+    if (action === "open") return "Put开多";
+    if (action === "close" && isExpiry) return "Put到期结算";
+    if (action === "close") return "Put平多";
+  }
+  if (leg === "option") {
+    if (isOo) {
+      if (action === "open") return "Call开多";
+      if (action === "close" && isExpiry) return "Call到期结算";
+      if (action === "close") return "Call平多";
+    }
+    if (action === "open") return "期权开多";
+    if (action === "close" && isExpiry) return "期权到期结算";
+    if (action === "close") return "期权平多";
+  }
+  if (leg === "perp" && action === "open")
+    return sideZh(side) === "多" ? "永续开多" : "永续开空";
+  if (leg === "perp" && action === "close") {
+    const s = sideZh(side);
+    return s === "多" || side === "long" ? "永续平多" : "永续平空";
+  }
   const l = LEG_ZH[leg] || leg;
   const a = ACTION_ZH[action] || action;
   const s = SIDE_ZH[side] || side;
-  if (leg === "option" && action === "close" && closeReason === "expiry") {
-    return "期权到期结算";
-  }
-  // 期权买入开仓：「期权开多」；永续：「永续开多/开空」
-  if (leg === "option" && action === "open") return "期权开多";
-  if (leg === "option" && action === "close") return "期权平多";
-  if (leg === "perp" && action === "open") return s === "多" ? "永续开多" : "永续开空";
-  if (leg === "perp" && action === "close") return s === "多" ? "永续平多" : "永续平空";
   return `${l}${a}${s}`;
 }
 

frontend/src/pages/Trades.tsx

@@ -10,9 +10,11 @@ import {
 
 type PnlSummary = {
   option_pnl: number | null;
+  option2_pnl?: number | null;
   perp_pnl: number | null;
   fees_perp?: number;
   fees_option?: number;
+  fees_option2?: number;
   fees_total: number;
   slip_total?: number;
   gross_pnl: number | null;
@@ -25,6 +27,11 @@ type ExpirySettle = {
   intrinsic: number | null;
   formula: string;
   perp_note: string;
+  is_oo?: boolean;
+  strike2?: number | null;
+  intrinsic2?: number | null;
+  formula2?: string;
+  option2_side?: string | null;
 };
 
 type Group = {
@@ -34,9 +41,13 @@ type Group = {
   option_side: string | null;
   perp_side: string | null;
   option_inst_id?: string | null;
+  option2_inst_id?: string | null;
+  option2_side?: string | null;
   perp_inst_id?: string | null;
   expiry_ymd?: string | null;
   initial_premium: number;
+  initial_premium2?: number | null;
+  total_initial_premium?: number | null;
   realized_pnl: number;
   net_pnl?: number | null;
   close_reason: string | null;
@@ -47,16 +58,30 @@ type Group = {
   hold_ms?: number | null;
   hold_basis?: string | null;
   strike?: number | null;
+  strike2?: number | null;
   settle_index_px?: number | null;
   entry_index_px?: number | null;
   close_index_px?: number | null;
   move_points?: number | null;
   option_leverage?: number | null;
+  option2_leverage?: number | null;
   exec_mode?: string | null;
+  hedge_mode?: string | null;
+  is_oo?: boolean;
   expiry_settle?: ExpirySettle | null;
   pnl_summary?: PnlSummary;
 };
 
+function isOoGroup(g: Group | null | undefined): boolean {
+  if (!g) return false;
+  return (
+    g.is_oo === true ||
+    g.hedge_mode === "option_option" ||
+    !!g.option2_inst_id ||
+    g.bias === "option_option"
+  );
+}
+
 type Fill = {
   id: number;
   leg: string;
@@ -111,6 +136,24 @@ function groupPnl(g: Group) {
   return g.net_pnl ?? g.pnl_summary?.net_pnl ?? g.realized_pnl;
 }
 
+function groupDirectionZh(g: Group) {
+  return positionSidesZh(g.perp_side, g.option_side, {
+    isOo: isOoGroup(g),
+    option2: g.option2_side,
+  });
+}
+
+function groupLeverageZh(g: Group) {
+  if (isOoGroup(g)) {
+    const a =
+      g.option_leverage != null ? `${fmt(g.option_leverage, 0)}x` : "—";
+    const b =
+      g.option2_leverage != null ? `${fmt(g.option2_leverage, 0)}x` : "—";
+    return `${a}/${b}`;
+  }
+  return g.option_leverage != null ? `${fmt(g.option_leverage, 0)}x` : "—";
+}
+
 /** 开仓→平仓指数点数（带符号） */
 function fmtMovePoints(n: number | null | undefined) {
   if (n == null || Number.isNaN(n)) return "—";
@@ -272,8 +315,7 @@ export default function TradesPage() {
           <div className="trade-row-main mono">
             <span className="trade-row-id">{g.group_id}</span>
             <span className="trade-row-meta">
-              {statusZh(g.status)} ·{" "}
-              {positionSidesZh(g.perp_side, g.option_side)}
+              {statusZh(g.status)} · {groupDirectionZh(g)}
             </span>
             <span className="trade-row-times">
               开 {fmtTime(openMs)} · 平 {fmtTime(closeMs)} · 周期{" "}
@@ -281,8 +323,8 @@ export default function TradesPage() {
               {g.move_points != null
                 ? ` · 波动 ${fmtMovePoints(g.move_points)}`
                 : ""}
-              {g.option_leverage != null
-                ? ` · 期权杠杆 ${fmt(g.option_leverage, 0)}x`
+              {isOoGroup(g) || g.option_leverage != null
+                ? ` · ${isOoGroup(g) ? "杠杆" : "期权杠杆"} ${groupLeverageZh(g)}`
                 : ""}
             </span>
           </div>
@@ -343,7 +385,7 @@ export default function TradesPage() {
                     <th>开仓时间</th>
                     <th>平仓时间</th>
                     <th>持仓时长</th>
-                    <th>期权杠杆</th>
+                    <th>杠杆</th>
                     <th>波动点数</th>
                     <th>盈亏金额</th>
                     <th>平仓方式</th>
@@ -366,18 +408,12 @@ export default function TradesPage() {
                       >
                         <td className="mono">{seq}</td>
                         <td className="mono trade-table-id">{g.group_id}</td>
-                        <td className="mono">
-                          {positionSidesZh(g.perp_side, g.option_side)}
-                        </td>
+                        <td className="mono">{groupDirectionZh(g)}</td>
                         <td className="mono">{statusZh(g.status)}</td>
                         <td className="mono">{fmtTime(openMs)}</td>
                         <td className="mono">{fmtTime(closeMs)}</td>
                         <td className="mono">{fmtHold(g.hold_ms)}</td>
-                        <td className="mono">
-                          {g.option_leverage != null
-                            ? `${fmt(g.option_leverage, 0)}x`
-                            : "—"}
-                        </td>
+                        <td className="mono">{groupLeverageZh(g)}</td>
                         <td className="mono">{fmtMovePoints(g.move_points)}</td>
                         <td className={`mono ${pnlClass(listPnl)}`}>
                           {fmt(listPnl)}
@@ -487,6 +523,19 @@ export default function TradesPage() {
 
               {!detailLoading && !detailErr && selectedGroup ? (
                 <>
+                  {(() => {
+                    const oo = isOoGroup(selectedGroup);
+                    const callInst =
+                      selectedGroup.option_inst_id ||
+                      optionInstFromFills(fills) ||
+                      "—";
+                    const putInst = selectedGroup.option2_inst_id || "—";
+                    const totalPrem =
+                      selectedGroup.total_initial_premium ??
+                      (Number(selectedGroup.initial_premium || 0) +
+                        Number(selectedGroup.initial_premium2 || 0));
+                    return (
+                      <>
                   <div className="trade-hold-summary">
                     <div className="kv">
                       <span>状态</span>
@@ -498,22 +547,32 @@ export default function TradesPage() {
                       </span>
                     </div>
                     <div className="kv">
-                      <span>方向</span>
-                      <span className="mono">
-                        {positionSidesZh(
-                          selectedGroup.perp_side,
-                          selectedGroup.option_side,
-                        )}
-                      </span>
+                      <span>策略</span>
+                      <span className="mono">{oo ? "期期对冲" : "永期对冲"}</span>
                     </div>
                     <div className="kv">
-                      <span>期权合约</span>
+                      <span>方向</span>
                       <span className="mono">
-                        {selectedGroup.option_inst_id ||
-                          optionInstFromFills(fills) ||
-                          "—"}
+                        {groupDirectionZh(selectedGroup)}
                       </span>
                     </div>
+                    {oo ? (
+                      <>
+                        <div className="kv">
+                          <span>Call合约</span>
+                          <span className="mono">{callInst}</span>
+                        </div>
+                        <div className="kv">
+                          <span>Put合约</span>
+                          <span className="mono">{putInst}</span>
+                        </div>
+                      </>
+                    ) : (
+                      <div className="kv">
+                        <span>期权合约</span>
+                        <span className="mono">{callInst}</span>
+                      </div>
+                    )}
                     <div className="kv">
                       <span>期权到期日</span>
                       <span className="mono">
@@ -526,12 +585,15 @@ export default function TradesPage() {
                         )}
                       </span>
                     </div>
-                    {selectedGroup.strike != null &&
-                    !selectedGroup.expiry_settle ? (
+                    {!selectedGroup.expiry_settle &&
+                    (selectedGroup.strike != null ||
+                      (oo && selectedGroup.strike2 != null)) ? (
                       <div className="kv">
                         <span>行权价</span>
                         <span className="mono">
-                          {fmt(selectedGroup.strike, 0)}
+                          {oo
+                            ? `Call ${fmt(selectedGroup.strike, 0)} / Put ${fmt(selectedGroup.strike2, 0)}`
+                            : fmt(selectedGroup.strike, 0)}
                         </span>
                       </div>
                     ) : null}
@@ -563,21 +625,42 @@ export default function TradesPage() {
                       </span>
                     </div>
                     <div className="kv">
-                      <span>期权杠杆</span>
+                      <span>{oo ? "杠杆(Call/Put)" : "期权杠杆"}</span>
                       <span className="mono">
-                        {selectedGroup.option_leverage != null
-                          ? `${fmt(selectedGroup.option_leverage, 0)}x`
-                          : "—"}
-                      </span>
-                    </div>
-                    <div className="kv">
-                      <span>初始权利金</span>
-                      <span className="mono">
-                        {selectedGroup.initial_premium != null
-                          ? `${fmt(selectedGroup.initial_premium)} USDT`
-                          : "—"}
+                        {groupLeverageZh(selectedGroup)}
                       </span>
                     </div>
+                    {oo ? (
+                      <>
+                        <div className="kv">
+                          <span>Call权利金</span>
+                          <span className="mono">
+                            {fmt(selectedGroup.initial_premium)} USDT
+                          </span>
+                        </div>
+                        <div className="kv">
+                          <span>Put权利金</span>
+                          <span className="mono">
+                            {fmt(selectedGroup.initial_premium2)} USDT
+                          </span>
+                        </div>
+                        <div className="kv">
+                          <span>初始权利金合计</span>
+                          <span className="mono">
+                            {fmt(totalPrem)} USDT
+                          </span>
+                        </div>
+                      </>
+                    ) : (
+                      <div className="kv">
+                        <span>初始权利金</span>
+                        <span className="mono">
+                          {selectedGroup.initial_premium != null
+                            ? `${fmt(selectedGroup.initial_premium)} USDT`
+                            : "—"}
+                        </span>
+                      </div>
+                    )}
                     <div className="kv">
                       <span>波动点数</span>
                       <span className="mono">
@@ -591,9 +674,13 @@ export default function TradesPage() {
                   </div>
 
                   <p className="trade-detail-hint">
-                    {selectedGroup.close_reason === "expiry"
-                      ? "到期结算：期权按「指数 vs 行权价」的内在价值入账（非盘口）；永续仍按市价平。净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费。"
-                      : "成交价为成交均价（未预先扣费）；手续费单独列出。净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费。"}
+                    {oo
+                      ? selectedGroup.close_reason === "expiry"
+                        ? "期期到期：Call/Put 均按「指数 vs 行权价」内在价值结算（非盘口）。净盈亏 = Call盈亏 + Put盈亏 − 全部手续费。"
+                        : "期期对冲：双腿均为期权，无永续。成交价为成交均价；手续费单独列出。净盈亏 = Call盈亏 + Put盈亏 − 全部手续费。"
+                      : selectedGroup.close_reason === "expiry"
+                        ? "到期结算：期权按「指数 vs 行权价」的内在价值入账（非盘口）；永续仍按市价平。净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费。"
+                        : "成交价为成交均价（未预先扣费）；手续费单独列出。净盈亏 = 期权盈亏 + 永续盈亏 − 全部手续费。"}
                   </p>
 
                   {selectedGroup.expiry_settle ? (
@@ -607,26 +694,54 @@ export default function TradesPage() {
                           )}
                         </span>
                       </div>
-                      <div className="kv">
-                        <span>行权价</span>
-                        <span className="mono">
-                          {fmt(selectedGroup.expiry_settle.strike, 0)}
-                        </span>
-                      </div>
-                      <div className="kv">
-                        <span>内在价值</span>
-                        <span className="mono">
-                          {fmt(selectedGroup.expiry_settle.intrinsic)}
-                          {selectedGroup.expiry_settle.formula
-                            ? ` · ${selectedGroup.expiry_settle.formula}`
-                            : ""}
-                        </span>
-                      </div>
+                      {oo ? (
+                        <>
+                          <div className="kv">
+                            <span>Call行权价 / 内在价值</span>
+                            <span className="mono">
+                              {fmt(selectedGroup.expiry_settle.strike, 0)} /{" "}
+                              {fmt(selectedGroup.expiry_settle.intrinsic)}
+                              {selectedGroup.expiry_settle.formula
+                                ? ` · ${selectedGroup.expiry_settle.formula}`
+                                : ""}
+                            </span>
+                          </div>
+                          <div className="kv">
+                            <span>Put行权价 / 内在价值</span>
+                            <span className="mono">
+                              {fmt(selectedGroup.expiry_settle.strike2, 0)} /{" "}
+                              {fmt(selectedGroup.expiry_settle.intrinsic2)}
+                              {selectedGroup.expiry_settle.formula2
+                                ? ` · ${selectedGroup.expiry_settle.formula2}`
+                                : ""}
+                            </span>
+                          </div>
+                        </>
+                      ) : (
+                        <>
+                          <div className="kv">
+                            <span>行权价</span>
+                            <span className="mono">
+                              {fmt(selectedGroup.expiry_settle.strike, 0)}
+                            </span>
+                          </div>
+                          <div className="kv">
+                            <span>内在价值</span>
+                            <span className="mono">
+                              {fmt(selectedGroup.expiry_settle.intrinsic)}
+                              {selectedGroup.expiry_settle.formula
+                                ? ` · ${selectedGroup.expiry_settle.formula}`
+                                : ""}
+                            </span>
+                          </div>
+                        </>
+                      )}
                     </div>
                   ) : null}
 
                   {fills.map((f) => {
-                    const isOpt = f.leg === "option";
+                    const isOpt =
+                      f.leg === "option" || f.leg === "option2";
                     const pxLabel = isOpt ? "权利金" : "价";
                     const notional =
                       isOpt && f.action === "open"
@@ -640,6 +755,7 @@ export default function TradesPage() {
                             f.action,
                             f.side,
                             selectedGroup.close_reason,
+                            oo,
                           )}
                           {f.inst_id ? (
                             <span className="meta"> · {f.inst_id}</span>
@@ -660,24 +776,51 @@ export default function TradesPage() {
 
                   {summary ? (
                     <div className="trade-pnl-block">
-                      <div className="kv">
-                        <span>期权盈亏</span>
-                        <span className={`mono ${pnlClass(summary.option_pnl)}`}>
-                          {fmt(summary.option_pnl)}
-                        </span>
-                      </div>
-                      <div className="kv">
-                        <span>永续盈亏</span>
-                        <span className={`mono ${pnlClass(summary.perp_pnl)}`}>
-                          {fmt(summary.perp_pnl)}
-                        </span>
-                      </div>
-                      <div className="kv">
-                        <span>永续手续费</span>
-                        <span className="mono">
-                          {fmt(summary.fees_perp ?? 0, 4)}
-                        </span>
-                      </div>
+                      {oo ? (
+                        <>
+                          <div className="kv">
+                            <span>Call盈亏</span>
+                            <span
+                              className={`mono ${pnlClass(summary.option_pnl)}`}
+                            >
+                              {fmt(summary.option_pnl)}
+                            </span>
+                          </div>
+                          <div className="kv">
+                            <span>Put盈亏</span>
+                            <span
+                              className={`mono ${pnlClass(summary.option2_pnl)}`}
+                            >
+                              {fmt(summary.option2_pnl)}
+                            </span>
+                          </div>
+                        </>
+                      ) : (
+                        <>
+                          <div className="kv">
+                            <span>期权盈亏</span>
+                            <span
+                              className={`mono ${pnlClass(summary.option_pnl)}`}
+                            >
+                              {fmt(summary.option_pnl)}
+                            </span>
+                          </div>
+                          <div className="kv">
+                            <span>永续盈亏</span>
+                            <span
+                              className={`mono ${pnlClass(summary.perp_pnl)}`}
+                            >
+                              {fmt(summary.perp_pnl)}
+                            </span>
+                          </div>
+                          <div className="kv">
+                            <span>永续手续费</span>
+                            <span className="mono">
+                              {fmt(summary.fees_perp ?? 0, 4)}
+                            </span>
+                          </div>
+                        </>
+                      )}
                       <div className="kv">
                         <span>期权手续费</span>
                         <span className="mono">
@@ -707,6 +850,9 @@ export default function TradesPage() {
                       </div>
                     </div>
                   ) : null}
+                      </>
+                    );
+                  })()}
                 </>
               ) : null}
             </div>