Add trade move points; label option UPL price as bid not mark.
Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -61,6 +61,46 @@ def _expiry_settle_info(g: dict, fills: list) -> dict | None:
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}
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def _close_index_px(g: dict, fills: list) -> float | None:
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"""平仓时标的指数:优先 settle_index_px,否则用永续平仓价近似。"""
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raw = g.get("settle_index_px")
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if raw is not None:
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try:
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v = float(raw)
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if v > 0:
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return v
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except (TypeError, ValueError):
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pass
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for row in fills:
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f = dict(row) if not isinstance(row, dict) else row
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if str(f.get("leg") or "") == "perp" and str(f.get("action") or "") == "close":
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try:
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v = float(f.get("fill_px") or 0)
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if v > 0:
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return v
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except (TypeError, ValueError):
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pass
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break
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return None
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def _move_points(g: dict, fills: list) -> float | None:
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"""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。"""
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entry = g.get("entry_index_px")
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if entry is None:
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return None
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try:
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e = float(entry)
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except (TypeError, ValueError):
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return None
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if e <= 0:
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return None
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close_px = _close_index_px(g, fills)
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if close_px is None:
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return None
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return round(float(close_px) - e, 2)
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def _enrich_group(g: dict, fills: list) -> dict:
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summary = summarize_fills_pnl(fills)
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# LIVE:优先 groups.realized_pnl(已按交易所回写,含资金费)
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@@ -81,6 +121,9 @@ def _enrich_group(g: dict, fills: list) -> dict:
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g["expiry_settle"] = info
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if g.get("settle_index_px") is None and info.get("settle_index_px") is not None:
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g["settle_index_px"] = info["settle_index_px"]
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mp = _move_points(g, fills)
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g["move_points"] = mp
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g["close_index_px"] = _close_index_px(g, fills)
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return g
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