fix: 修复未实现盈亏和持仓价值计算逻辑
- 修复同一市场多个订单时未实现盈亏重复计算的问题 - 按市场聚合订单,计算加权平均买入价格 - 修复持仓价值重复计算的问题 - 确保总盈亏和总盈亏百分比计算正确
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+56
-19
@@ -390,6 +390,7 @@ class CopyTradingStatisticsService(
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/**
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* 计算未实现盈亏
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* 使用链上实际持仓数量,而不是 remainingQuantity(考虑手动卖出的情况)
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* 按市场聚合订单,计算加权平均买入价格,避免重复计算
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*/
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private fun calculateUnrealizedPnl(
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buyOrders: List<CopyOrderTracking>,
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@@ -398,6 +399,9 @@ class CopyTradingStatisticsService(
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): String {
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var totalUnrealizedPnl = BigDecimal.ZERO
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// 按市场聚合订单,计算加权平均买入价格
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val marketAggregates = mutableMapOf<String, Pair<BigDecimal, BigDecimal>>() // key -> (总持仓, 总成本)
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for (order in buyOrders) {
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// 如果没有 outcomeIndex,跳过(无法确定价格和持仓)
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if (order.outcomeIndex == null) {
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@@ -408,8 +412,32 @@ class CopyTradingStatisticsService(
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// 使用 "marketId:outcomeIndex" 作为 key
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val key = "${order.marketId}:${order.outcomeIndex}"
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// 获取链上实际持仓数量(如果存在),否则使用 remainingQuantity
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val actualQty = actualPositions[key] ?: order.remainingQuantity.toSafeBigDecimal()
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// 获取订单的持仓数量(使用 remainingQuantity,因为这是该订单的持仓)
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val orderQty = order.remainingQuantity.toSafeBigDecimal()
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// 如果订单持仓 <= 0,跳过
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if (orderQty.lte(BigDecimal.ZERO)) continue
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val buyPrice = order.price.toSafeBigDecimal()
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val orderCost = orderQty.multi(buyPrice)
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// 聚合同一市场的订单
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val existing = marketAggregates[key]
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if (existing != null) {
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val totalQty = existing.first.add(orderQty)
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val totalCost = existing.second.add(orderCost)
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marketAggregates[key] = Pair(totalQty, totalCost)
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} else {
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marketAggregates[key] = Pair(orderQty, orderCost)
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}
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}
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// 计算每个市场的未实现盈亏
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for ((key, aggregate) in marketAggregates) {
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val (totalQty, totalCost) = aggregate
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// 获取链上实际持仓数量(如果存在),否则使用聚合的持仓数量
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val actualQty = actualPositions[key] ?: totalQty
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// 如果实际持仓 <= 0,说明已全部卖出(包括手动卖出),跳过未实现盈亏计算
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if (actualQty.lte(BigDecimal.ZERO)) continue
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@@ -418,9 +446,15 @@ class CopyTradingStatisticsService(
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val currentPrice = currentPrices[key]?.toSafeBigDecimal()
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?: continue // 如果没有当前价格,跳过
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val buyPrice = order.price.toSafeBigDecimal()
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// 使用实际持仓数量计算未实现盈亏
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val unrealizedPnl = currentPrice.subtract(buyPrice).multi(actualQty)
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// 计算加权平均买入价格
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val avgBuyPrice = if (totalQty.gt(BigDecimal.ZERO)) {
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totalCost.div(totalQty)
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} else {
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continue
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}
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// 使用实际持仓数量和加权平均买入价格计算未实现盈亏
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val unrealizedPnl = currentPrice.subtract(avgBuyPrice).multi(actualQty)
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totalUnrealizedPnl = totalUnrealizedPnl.add(unrealizedPnl)
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}
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@@ -430,6 +464,7 @@ class CopyTradingStatisticsService(
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/**
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* 计算持仓价值
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* 使用链上实际持仓数量和当前市场价格计算
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* 按市场聚合,避免重复计算
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*/
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private fun calculatePositionValue(
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buyOrders: List<CopyOrderTracking>,
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@@ -438,28 +473,30 @@ class CopyTradingStatisticsService(
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): String {
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var totalPositionValue = BigDecimal.ZERO
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for (order in buyOrders) {
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// 如果没有 outcomeIndex,跳过(无法确定价格和持仓)
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if (order.outcomeIndex == null) {
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logger.warn("订单缺少 outcomeIndex,跳过持仓价值计算: orderId=${order.buyOrderId}, marketId=${order.marketId}")
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continue
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}
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// 按市场聚合,获取所有不同的市场
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val marketKeys = buyOrders
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.filter { it.outcomeIndex != null }
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.map { "${it.marketId}:${it.outcomeIndex}" }
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.distinct()
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for (key in marketKeys) {
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// 获取链上实际持仓数量(如果存在)
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val actualQty = actualPositions[key]
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// 使用 "marketId:outcomeIndex" 作为 key
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val key = "${order.marketId}:${order.outcomeIndex}"
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// 如果没有链上持仓,计算该市场的总持仓(所有订单的 remainingQuantity 之和)
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val totalQty = actualQty ?: buyOrders
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.filter { it.outcomeIndex != null && "${it.marketId}:${it.outcomeIndex}" == key }
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.sumOf { it.remainingQuantity.toSafeBigDecimal() }
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// 获取链上实际持仓数量(如果存在),否则使用 remainingQuantity
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val actualQty = actualPositions[key] ?: order.remainingQuantity.toSafeBigDecimal()
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// 如果实际持仓 <= 0,说明已全部卖出(包括手动卖出),跳过持仓价值计算
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if (actualQty.lte(BigDecimal.ZERO)) continue
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// 如果持仓 <= 0,跳过
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if (totalQty.lte(BigDecimal.ZERO)) continue
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// 获取当前市场价格
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val currentPrice = currentPrices[key]?.toSafeBigDecimal()
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?: continue // 如果没有当前价格,跳过
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// 计算持仓价值:持仓数量 × 当前价格
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val positionValue = actualQty.multi(currentPrice)
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val positionValue = totalQty.multi(currentPrice)
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totalPositionValue = totalPositionValue.add(positionValue)
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}
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