From fd4597f7355c07414a5192766c021444094b2097 Mon Sep 17 00:00:00 2001
From: dekun <dekun@local>
Date: Sat, 25 Jul 2026 09:28:40 +0800
Subject: [PATCH] Compute option UPL as initial premium minus bid times size.

Co-authored-by: Cursor <cursoragent@cursor.com>
---
 backend/app/sim/matcher.py | 21 +++++++++++++--------
 1 file changed, 13 insertions(+), 8 deletions(-)

diff --git a/backend/app/sim/matcher.py b/backend/app/sim/matcher.py
index e7b2f06..cdca3ef 100644
--- a/backend/app/sim/matcher.py
+++ b/backend/app/sim/matcher.py
@@ -467,33 +467,38 @@ class Matcher:
         oq = get_exchange().quote(opt_inst) if opt_inst else None
         if oq is None:
             oq = snap.call if option_side == "call" else snap.put
+        initial_premium = float(pos["initial_premium"] or 0)
         option_upl = 0.0
+        option_econ = 0.0  # 真实经济盈亏：买一市值 − 开仓权利金
         est_opt_close_fee = 0.0
         opt_mark = None
         if oq and oq.bid is not None:
+            bid = float(oq.bid)
             of = option_fill(
                 action="close",
-                bid=float(oq.bid),
-                ask=float(oq.ask or oq.bid),
+                bid=bid,
+                ask=float(oq.ask or bid),
                 qty_eth=opt_qty,
                 fee_rate=fee_rate,
             )
-            option_upl = (of.fill_px - opt_entry) * opt_qty
             est_opt_close_fee = of.fee
-            opt_mark = of.fill_px
+            opt_mark = bid
+            # 浮盈亏展示：初始权利金 − 买一×数量
+            option_upl = initial_premium - bid * opt_qty
+            option_econ = bid * opt_qty - initial_premium
         elif oq:
             opt_mark = oq.bid or oq.mark_px
             if opt_mark is not None:
-                option_upl = (float(opt_mark) - opt_entry) * opt_qty
+                option_upl = initial_premium - float(opt_mark) * opt_qty
+                option_econ = float(opt_mark) * opt_qty - initial_premium
 
         est_close_fees = est_perp_close_fee + est_opt_close_fee
-        # 净盈利口径与平仓结算一致：双腿盈亏 − 预估平仓手续费
-        net_pnl = perp_upl + option_upl - est_close_fees
+        # 净盈利用经济口径（含预估平仓费）；期权浮盈亏字段单独按权利金−买一市值
+        net_pnl = perp_upl + option_econ - est_close_fees
 
         entry_idx = float(pos["entry_index_px"] or 0)
         move = abs(float(index_px) - entry_idx) if index_px is not None and entry_idx else 0.0
         move_pct = (move / entry_idx * 100.0) if entry_idx > 0 else 0.0
-        initial_premium = float(pos["initial_premium"] or 0)
         premium_gap = initial_premium - perp_upl
         leverage = self.ledger.get_setting_float("leverage", s.leverage)
         notional = abs(perp_entry * perp_qty)