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

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-31 15:44:52 +08:00
parent 8ceb521049
commit dffcd77837
5 changed files with 72 additions and 5 deletions
+2 -2
View File
@@ -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