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对齐持仓未实现盈亏口径

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boris
2026-09-07 06:26:34 +08:00
parent 1d1c93f8e2
commit c3f88ebf12
1 changed files with 9 additions and 1 deletions
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crates/fidc-core/src/portfolio.rs
+9 -1
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@@ -323,6 +323,13 @@ impl Position {
.to_f64() .to_f64()
} }
pub fn unrealized_average_price_pnl(&self) -> f64 {
if self.quantity == 0 || !self.average_price.is_finite() || self.average_price <= 0.0 {
return 0.0;
}
(self.last_price - self.average_price) * self.quantity as f64
}
pub fn pnl(&self) -> f64 { pub fn pnl(&self) -> f64 {
self.realized_pnl.to_f64() + self.unrealized_pnl() self.realized_pnl.to_f64() + self.unrealized_pnl()
} }
@@ -1180,7 +1187,7 @@ impl PortfolioState {
} else { } else {
0.0 0.0
}, },
unrealized_pnl: position.unrealized_entry_pnl(), unrealized_pnl: position.unrealized_average_price_pnl(),
realized_pnl: position.realized_entry_pnl(), realized_pnl: position.realized_entry_pnl(),
pnl: position.entry_pnl(), pnl: position.entry_pnl(),
trading_pnl: position.trading_pnl, trading_pnl: position.trading_pnl,
@@ -1441,6 +1448,7 @@ mod tests {
assert!((position.average_price - 7.5).abs() < 1e-12); assert!((position.average_price - 7.5).abs() < 1e-12);
assert!((position.average_cost - 7.55).abs() < 1e-12); assert!((position.average_cost - 7.55).abs() < 1e-12);
assert!((position.average_entry_price().unwrap() - 5.0).abs() < 1e-12); assert!((position.average_entry_price().unwrap() - 5.0).abs() < 1e-12);
assert!((position.unrealized_average_price_pnl() + 150.0).abs() < 1e-12);
assert!((realized + 405.0).abs() < 1e-12); assert!((realized + 405.0).abs() < 1e-12);
assert!((position.unrealized_pnl() - 95.0).abs() < 1e-12); assert!((position.unrealized_pnl() - 95.0).abs() < 1e-12);
assert!((position.pnl() + 310.0).abs() < 1e-12); assert!((position.pnl() + 310.0).abs() < 1e-12);