Align funds bar and win-rate with OO expiry intrinsic repair; wire Binance balances.

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

backend/app/api/trades.py

@@ -330,9 +330,122 @@ def _enrich_group(g: dict, fills: list) -> dict:
     if is_oo:
         g["option2_leverage"] = _option_leverage_for_leg(g, fills, leg="option2")
     g["_view_fills"] = view_fills
+    g["_overlay_settle"] = float(settle) if settle is not None else None
+    g["_overlaid"] = overlaid
     return g
 
 
+def persist_expiry_overlay_if_needed(db: Any, g: dict, raw_fills: list) -> None:
+    """把内在价值覆盖写回库：fills / realized_pnl / settle_index，并补本地账本差额。"""
+    if not g.get("_overlaid"):
+        return
+    view_fills = g.get("_view_fills") or []
+    net = g.get("net_pnl")
+    if net is None:
+        return
+    settle = g.get("_overlay_settle")
+    group_id = str(g.get("group_id") or "")
+    if not group_id:
+        return
+    old_net = float(g.get("realized_pnl") or 0)
+    # 已对齐则跳过（避免每次列表刷库）
+    if abs(old_net - float(net)) < 0.02:
+        stored = g.get("settle_index_px")
+        try:
+            if settle is None or (
+                stored is not None and abs(float(stored) - float(settle)) < 0.05
+            ):
+                # 仍可能 fills 未写回；检查是否还有 overlay 标记需要落库
+                pass
+            else:
+                pass
+        except (TypeError, ValueError):
+            pass
+
+    raw_close = {
+        str(dict(f).get("leg")): dict(f)
+        for f in raw_fills
+        if str(dict(f).get("action") or "") == "close"
+        and str(dict(f).get("leg") or "") in ("option", "option2")
+    }
+    cash_delta = 0.0
+    updates: list[tuple] = []
+    for vf in view_fills:
+        if not isinstance(vf, dict) or not vf.get("_overlay_intrinsic"):
+            continue
+        leg = str(vf.get("leg") or "")
+        old = raw_close.get(leg)
+        if not old or old.get("id") is None:
+            continue
+        try:
+            old_px = float(old.get("fill_px") or 0)
+            new_px = float(vf.get("fill_px") or 0)
+            qty = float(vf.get("qty_eth") or old.get("qty_eth") or 0)
+        except (TypeError, ValueError):
+            continue
+        if abs(old_px - new_px) <= 1e-9:
+            continue
+        cash_delta += (new_px - old_px) * qty
+        updates.append(
+            (
+                new_px,
+                new_px,
+                new_px * qty,
+                int(old["id"]),
+            )
+        )
+
+    if not updates and abs(old_net - float(net)) < 0.02:
+        # 只缺 settle
+        if settle is None:
+            return
+        try:
+            if g.get("settle_index_px") is not None and abs(
+                float(g["settle_index_px"]) - float(settle)
+            ) < 0.05:
+                return
+        except (TypeError, ValueError):
+            pass
+
+    with db._lock:
+        for base, fill, notional, fid in updates:
+            db._conn.execute(
+                "UPDATE fills SET base_px=?, fill_px=?, notional=?, slip=0 WHERE id=?",
+                (base, fill, notional, fid),
+            )
+        db._conn.execute(
+            """UPDATE groups SET realized_pnl=?,
+               settle_index_px=COALESCE(?, settle_index_px),
+               note=CASE
+                 WHEN instr(COALESCE(note,''), 'expiry_intrinsic_repair')>0 THEN note
+                 ELSE trim(COALESCE(note,'') || ' | expiry_intrinsic_repair')
+               END
+               WHERE group_id=? AND status='closed'""",
+            (
+                float(net),
+                float(settle) if settle is not None else None,
+                group_id,
+            ),
+        )
+        db._conn.commit()
+
+    if abs(cash_delta) > 1e-9:
+        try:
+            from ..sim.ledger import Ledger
+
+            Ledger(db).apply_cash(
+                cash_delta,
+                kind="repair_option_intrinsic",
+                group_id=group_id,
+                note=f"expiry intrinsic overlay cash_delta={cash_delta:.4f}",
+                allow_negative=True,
+            )
+        except Exception:
+            pass
+    # 刷新内存中的 realized，供同请求后续使用
+    g["realized_pnl"] = float(net)
+
+
 @router.get("/groups")
 async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict:
     db = get_db()
@@ -345,7 +458,13 @@ async def list_groups(_user: Annotated[str, Depends(require_user)]) -> dict:
             (g["group_id"],),
         )
         gr = _enrich_group(g, fills)
+        try:
+            persist_expiry_overlay_if_needed(db, gr, list(fills))
+        except Exception:
+            pass
         gr.pop("_view_fills", None)
+        gr.pop("_overlay_settle", None)
+        gr.pop("_overlaid", None)
         groups.append(gr)
     return {"groups": groups}
 
@@ -362,11 +481,21 @@ async def group_detail(
         "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC", (group_id,)
     )
     gr = _enrich_group(_row(g), fills)
+    try:
+        persist_expiry_overlay_if_needed(db, gr, list(fills))
+    except Exception:
+        pass
     view_fills = gr.pop("_view_fills", None) or fills
+    gr.pop("_overlay_settle", None)
+    gr.pop("_overlaid", None)
     return {
         "group": gr,
         "fills": [
-            {k: v for k, v in (dict(x) if not isinstance(x, dict) else x).items() if k != "_overlay_intrinsic"}
+            {
+                k: v
+                for k, v in (dict(x) if not isinstance(x, dict) else x).items()
+                if k != "_overlay_intrinsic"
+            }
             for x in view_fills
         ],
         "pnl_summary": gr.get("pnl_summary"),