From ab7daa31e60f68490b404126e2b2c8b4a0bb5e93 Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Sat, 25 Jul 2026 09:32:12 +0800
Subject: [PATCH] Fix option UPL to bid times size minus initial premium.

Co-authored-by: Cursor <cursoragent@cursor.com>
---
 backend/app/sim/matcher.py | 13 +++++--------
 1 file changed, 5 insertions(+), 8 deletions(-)

diff --git a/backend/app/sim/matcher.py b/backend/app/sim/matcher.py
index cdca3ef..6cc5019 100644
--- a/backend/app/sim/matcher.py
+++ b/backend/app/sim/matcher.py
@@ -469,7 +469,6 @@ class Matcher:
             oq = snap.call if option_side == "call" else snap.put
         initial_premium = float(pos["initial_premium"] or 0)
         option_upl = 0.0
-        option_econ = 0.0  # 真实经济盈亏：买一市值 − 开仓权利金
         est_opt_close_fee = 0.0
         opt_mark = None
         if oq and oq.bid is not None:
@@ -483,18 +482,16 @@ class Matcher:
             )
             est_opt_close_fee = of.fee
             opt_mark = bid
-            # 浮盈亏展示：初始权利金 − 买一×数量
-            option_upl = initial_premium - bid * opt_qty
-            option_econ = bid * opt_qty - initial_premium
+            # 浮盈亏：买一×数量 − 初始权利金
+            option_upl = bid * opt_qty - initial_premium
         elif oq:
             opt_mark = oq.bid or oq.mark_px
             if opt_mark is not None:
-                option_upl = initial_premium - float(opt_mark) * opt_qty
-                option_econ = float(opt_mark) * opt_qty - initial_premium
+                option_upl = float(opt_mark) * opt_qty - initial_premium
 
         est_close_fees = est_perp_close_fee + est_opt_close_fee
-        # 净盈利用经济口径（含预估平仓费）；期权浮盈亏字段单独按权利金−买一市值
-        net_pnl = perp_upl + option_econ - est_close_fees
+        # 净盈利：永续浮盈 + 期权浮盈 − 预估平仓手续费
+        net_pnl = perp_upl + option_upl - est_close_fees
 
         entry_idx = float(pos["entry_index_px"] or 0)
         move = abs(float(index_px) - entry_idx) if index_px is not None and entry_idx else 0.0