Add trade move points; label option UPL price as bid not mark.

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

backend/app/api/trades.py

@@ -61,6 +61,46 @@ def _expiry_settle_info(g: dict, fills: list) -> dict | None:
     }
 
 
+def _close_index_px(g: dict, fills: list) -> float | None:
+    """平仓时标的指数：优先 settle_index_px，否则用永续平仓价近似。"""
+    raw = g.get("settle_index_px")
+    if raw is not None:
+        try:
+            v = float(raw)
+            if v > 0:
+                return v
+        except (TypeError, ValueError):
+            pass
+    for row in fills:
+        f = dict(row) if not isinstance(row, dict) else row
+        if str(f.get("leg") or "") == "perp" and str(f.get("action") or "") == "close":
+            try:
+                v = float(f.get("fill_px") or 0)
+                if v > 0:
+                    return v
+            except (TypeError, ValueError):
+                pass
+            break
+    return None
+
+
+def _move_points(g: dict, fills: list) -> float | None:
+    """开仓指数 → 平仓指数的点数（带符号：上涨为正）。持仓中无平仓价则空。"""
+    entry = g.get("entry_index_px")
+    if entry is None:
+        return None
+    try:
+        e = float(entry)
+    except (TypeError, ValueError):
+        return None
+    if e <= 0:
+        return None
+    close_px = _close_index_px(g, fills)
+    if close_px is None:
+        return None
+    return round(float(close_px) - e, 2)
+
+
 def _enrich_group(g: dict, fills: list) -> dict:
     summary = summarize_fills_pnl(fills)
     # LIVE：优先 groups.realized_pnl（已按交易所回写，含资金费）
@@ -81,6 +121,9 @@ def _enrich_group(g: dict, fills: list) -> dict:
         g["expiry_settle"] = info
         if g.get("settle_index_px") is None and info.get("settle_index_px") is not None:
             g["settle_index_px"] = info["settle_index_px"]
+    mp = _move_points(g, fills)
+    g["move_points"] = mp
+    g["close_index_px"] = _close_index_px(g, fills)
     return g
 
 

backend/app/live/executor.py

@@ -1108,10 +1108,11 @@ class OkxLiveExecutor(Matcher):
             net = summary.get("net_pnl")
             if net is None:
                 net = opt_pnl + perp_pnl - of_fee - pf_fee
+            close_index = float(spot) if spot is not None else None
             self.db._conn.execute(
                 """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,
-                   fees=?, slip_cost=? WHERE group_id=?""",
-                ("closed", now, reason, float(net), fees, slip, group_id),
+                   fees=?, slip_cost=?, settle_index_px=COALESCE(?, settle_index_px) WHERE group_id=?""",
+                ("closed", now, reason, float(net), fees, slip, close_index, group_id),
             )
             self.db._conn.execute(
                 """UPDATE positions SET

backend/app/sim/matcher.py

@@ -583,7 +583,7 @@ class Matcher:
             ).fetchone()
             fees = float(g["fees"] or 0) + pf.fee + of.fee
             slip = float(g["slip_cost"] or 0) + pf.slip + of.slip
-            settle_index = float(spot) if is_expiry and spot is not None else None
+            settle_index = float(spot) if spot is not None else None
             self.db._conn.execute(
                 """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,
                    fees=?, slip_cost=?, note=NULL, settle_index_px=? WHERE group_id=?""",
@@ -1045,7 +1045,7 @@ class Matcher:
             )
             est_opt_close_fee = of.fee
             opt_mark = bid
-            # 浮盈亏：买一×数量 − 初始权利金
+            # 浮盈亏：买一×数量 − 初始权利金（对齐可市价卖出）
             option_upl = bid * opt_qty - initial_premium
         elif oq:
             opt_mark = oq.bid or oq.mark_px