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

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

backend/app/api/funds.py

@@ -66,11 +66,26 @@ async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[st
     exchange = str(st.get("exchange") or s.exchange or "okx").upper()
     trading_day = datetime.now(SH).strftime("%Y-%m-%d")
 
-    # 顶栏「总交易 / 胜率 / 盈亏比」统一历史累计（全部已平组）
+    # 顶栏「总交易 / 胜率 / 盈亏比」：用展示口径净盈亏（含到期内在价值修复）
-    closed = db.fetchall(
+    closed = db.fetchall("SELECT * FROM groups WHERE status='closed'")
-        "SELECT realized_pnl FROM groups WHERE status='closed'"
+    pnls: list[float] = []
-    )
+    try:
-    pnls = [float(r["realized_pnl"] or 0) for r in closed]
+        from .trades import _enrich_group, persist_expiry_overlay_if_needed
+
+        for r in closed:
+            g = dict(r)
+            fills = db.fetchall(
+                "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC",
+                (g["group_id"],),
+            )
+            gr = _enrich_group(g, fills)
+            try:
+                persist_expiry_overlay_if_needed(db, gr, list(fills))
+            except Exception:
+                pass
+            pnls.append(float(gr.get("net_pnl") or gr.get("realized_pnl") or 0))
+    except Exception:
+        pnls = [float(r["realized_pnl"] or 0) for r in closed]
     n = len(pnls)
     wins = sum(1 for x in pnls if x > 0)
     win_rate = (wins / n) if n else 0.0
@@ -124,13 +139,42 @@ async def funds_summary(_user: Annotated[str, Depends(require_user)]) -> dict[st
                 }
             finally:
                 client.close()
+        elif exchange in ("BINANCE", "BN"):
+            from ..live.binance_trade import BinanceTradeClient
+
+            client = BinanceTradeClient()
+            try:
+                bal = client.fetch_balances()
+                funding_usdt = bal.get("funding_usdt")
+                trading_usdt = bal.get("trading_usdt")
+                funding_usdc = bal.get("funding_usdc")
+                trading_usdc = bal.get("trading_usdc")
+                r = float(rate) if rate and rate > 0 else 1.0
+                total = round(
+                    (funding_usdt or 0.0)
+                    + (trading_usdt or 0.0)
+                    + ((funding_usdc or 0.0) + (trading_usdc or 0.0)) * r,
+                    2,
+                )
+            except Exception as e:
+                return {
+                    "ok": False,
+                    "mode": mode,
+                    "exchange": exchange,
+                    "detail": str(e),
+                }
+            finally:
+                try:
+                    client.close()
+                except Exception:
+                    pass
         else:
-            # 非 OKX LIVE：暂无统一资金接口，不回退模拟账本（避免实盘显示假资金）
+            # 其它交易所：不回退模拟账本（避免实盘显示假资金）
             return {
                 "ok": False,
                 "mode": mode,
                 "exchange": exchange,
-                "detail": f"{exchange} 实盘资金摘要暂未接入，请用 OKX 或交易所 App 查看",
+                "detail": f"{exchange} 实盘资金摘要暂未接入，请用交易所 App 查看",
             }
     return {
         "ok": True,

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"),

backend/app/live/binance_executor.py

@@ -1035,6 +1035,12 @@ class BinanceLiveExecutor(Matcher):
                     ),
                 )
         now = int(time.time() * 1000)
+        settle_px = None
+        if reason == "expiry":
+            try:
+                settle_px = self._close_spot_px(get_session().snapshot())
+            except Exception:
+                settle_px = None
         for i, (leg, inst, qty, contracts) in enumerate(legs):
             if not inst:
                 continue
@@ -1042,6 +1048,29 @@ class BinanceLiveExecutor(Matcher):
                 px, fee, notional, cash = self._live_option_settlement_fill(
                     option_inst_id=inst, qty_eth=qty, group_id=group_id
                 )
+                if settle_px is not None and qty > 0:
+                    if leg == "option":
+                        side = str(pos.get("option_side") or "call")
+                        strike = self._group_strike(group_id, inst)
+                    else:
+                        side = str(pos.get("option2_side") or "put")
+                        try:
+                            strike = float(pos.get("strike2") or 0) or None
+                        except (TypeError, ValueError):
+                            strike = None
+                    if strike is not None:
+                        iv = float(
+                            option_intrinsic(
+                                option_side=side,
+                                strike=float(strike),
+                                spot=float(settle_px),
+                            )
+                        )
+                        tol = max(0.5, abs(iv) * 0.05)
+                        if abs(float(px) - iv) > tol:
+                            px = iv
+                            notional = iv * float(qty)
+                            cash = notional - float(fee or 0)
             else:
                 px, fee, notional, cash = 0.0, 0.0, 0.0, 0.0
             if abs(cash) > 1e-12:
@@ -1082,12 +1111,6 @@ class BinanceLiveExecutor(Matcher):
         )
         summary = summarize_fills_pnl(list(fill_rows))
         net = float(summary.get("net_pnl") or 0.0)
-        settle_px = None
-        if reason == "expiry":
-            try:
-                settle_px = self._close_spot_px(get_session().snapshot())
-            except Exception:
-                settle_px = None
         with self.db._lock:
             self.db._conn.execute(
                 """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,

backend/app/live/executor.py

@@ -1082,6 +1082,12 @@ class OkxLiveExecutor(Matcher):
                     ),
                 )
         now = int(time.time() * 1000)
+        settle_px = None
+        if reason == "expiry":
+            try:
+                settle_px = self._close_spot_px(get_session().snapshot())
+            except Exception:
+                settle_px = None
         for i, (leg, inst, qty, contracts) in enumerate(legs):
             if not inst:
                 continue
@@ -1089,6 +1095,30 @@ class OkxLiveExecutor(Matcher):
                 px, fee, notional, cash = self._live_option_settlement_fill(
                     option_inst_id=inst, qty_eth=qty, group_id=group_id
                 )
+                # 账单近零但指数已知：按内在价值对齐本地成交与入账
+                if settle_px is not None and qty > 0:
+                    if leg == "option":
+                        side = str(pos.get("option_side") or "call")
+                        strike = self._group_strike(group_id, inst)
+                    else:
+                        side = str(pos.get("option2_side") or "put")
+                        try:
+                            strike = float(pos.get("strike2") or 0) or None
+                        except (TypeError, ValueError):
+                            strike = None
+                    if strike is not None:
+                        iv = float(
+                            option_intrinsic(
+                                option_side=side,
+                                strike=float(strike),
+                                spot=float(settle_px),
+                            )
+                        )
+                        tol = max(0.5, abs(iv) * 0.05)
+                        if abs(float(px) - iv) > tol:
+                            px = iv
+                            notional = iv * float(qty)
+                            cash = notional - float(fee or 0)
             else:
                 px, fee, notional, cash = 0.0, 0.0, 0.0, 0.0
             if abs(cash) > 1e-12:
@@ -1129,12 +1159,6 @@ class OkxLiveExecutor(Matcher):
         )
         summary = summarize_fills_pnl(list(fill_rows))
         net = float(summary.get("net_pnl") or 0.0)
-        settle_px = None
-        if reason == "expiry":
-            try:
-                settle_px = self._close_spot_px(get_session().snapshot())
-            except Exception:
-                settle_px = None
         with self.db._lock:
             self.db._conn.execute(
                 """UPDATE groups SET status=?, close_at_ms=?, close_reason=?, realized_pnl=?,

docs/更新说明.md

@@ -5,6 +5,20 @@
 
 ---
 
+## 2026-08-11 — 顶栏资金/胜率与期期到期账对齐
+
+### 变更
+
+1. 到期内在价值覆盖写回 `fills` / `realized_pnl` / `settle_index`，并补本地账本差额。  
+2. 顶栏胜率按修复后净盈亏统计（不再因库内错误 realized 显示 0%）。  
+3. LIVE 币安接入 `fetch_balances` 资金摘要；期期到期账单近零时按内在价值入账。
+
+### 审计
+
+详情已显示 +115.62，但顶栏胜率 0%、资金仍按旧账/OKX 余额 → 展示盈亏未落库，且币安成交对不上 OKX 资金条。
+
+---
+
 ## 2026-08-11 — 期期到期盈亏：错误近零成交按内在价值覆盖
 
 ### 变更