Include LIVE close-fee estimate in target PnL; rest after manual and emergency close.
Align docs so LIVE exit matches SIM fee buffer; manual full close now enters rest_seconds like auto/emergency. Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -72,7 +72,7 @@ def enrich_live_unrealized(
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logger.warning("live unrealized exchange overlay failed: %s", e)
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option_upl = float(base.get("option_upl") or 0.0) # 期权净盈亏(本地)
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# 保守预估平仓费:按现有名义×费率×2 腿,避免「刚达标、扣费后不够」
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# LIVE 达标口径:必须扣预估平仓手续费(与 SIM / 策略说明一致)
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try:
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from ..config import get_settings
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@@ -89,7 +89,7 @@ def enrich_live_unrealized(
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+ abs(float(base.get("option_qty_eth") or 0.0))
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)
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est_close = max(0.0, notional_est * fr * 2.0)
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# 资金费 signed:付出为负,直接加总
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# 资金费 signed:付出为负;再减估平仓费
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net_pnl = perp_upl + option_upl - fees_paid + funding - est_close
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out = dict(base)
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