ib交易k200并非直接入场 上家又是谁？（wj注：Unrealized P&L的有关解释）

如果是这样的话，比较是没有意义的。因为图1的数字是可以虚拟、可以更改的。
劳驾能否请提供两个外汇投资组合的浮动盈亏的数字存在差异的证据，以证明907版本仍然存在这个问题。从而推动他们修正此bug.

 

经过学习和研究，向大家汇报如下。请大家继续计算验证：
根据这个链接：
http://ibkb.interactivebrokers.com/node/219
The P&L in my Account Window does not match the P&L displayed on the Trader Workstation.
Overview:
Please note that both Realized and Unrealized P&L on Trader Workstation are for informational purposes only. They neither add, nor subtract, anything from your account. The actual P&L credited to or debited from the account is computed from the opening trade price to the closing trade price. This information can always be found in the daily activity statement for the account. The P&L values displayed use the market price value when computing the value that is being displayed. The system gives less weight to pre and post market transactions due to the lack of liquidity and the width of the spreads. As a result of this, the previous close is used until the NYSE market opens at 09:30 EST.

Background:
The Account Window utilizes the following formulas to calculate P&L: Unrealized P&L is the difference between the current market value of your open positions and the average cost, or Value – Average Cost; Realized P&L shows your profit on closed positions, which is the difference between your entry execution cost and exit execution cost, or (execution price + commissions to open the position) – (execution price + commissions to close the position).
The Order Management page on TWS utilizes two different P&L calculation methods. It is for the account holder to decide which calculation method they wish to have displayed: Daily P&L is calculated for all positions you currently hold using the new position calculation and the formula (current price) – (prior day’s closing price) x (total number of outstanding shares); while New Position P&L is calculated for transactions executed today using the formula (current price) – (purchase price) x (number of outstanding shares purchased today).

需要特别指出的是，期货和期货期权产品的“帐户”中的“投资组合Portfolio”部分是基于“每天”的计算基础，而TWS下单窗口的持仓组合部分则是基于“历史”的。
因为期货和期货期权是每天结算的。
举例如下：
第一天：
在500价格买入了1手某期货或期货期权，收盘在600时持仓过夜。当日赚的未平仓盈利100美元实际上已经被交易所结算，被计入当日的盈亏。在TWS下单的Portfolio部分和Account帐户的Portfolio部分两者一致，都是100美元。
第二天：
收盘在800美元，持仓过夜。当日赚的未平仓盈利200美元已经结算，计入当日盈亏。在TWS下单的Portfolio部分显示300元，在Account相应部分显示200元。
第三天：
收盘在500美元，持仓过夜。当日亏的未平仓P&L-300元结算计入当日盈亏。在TWS下单的Portfolio部分显示0元，（以为回到了进场价格）；而在Account相应部分则显示-300元。

总结如下：
TWS下单页面的Portfolio页 计算的Unrealizde P&L=当前市价-当初进场平均价
Account的Porfolio板块 计算的Unrealized P&L=当前市价-前日收盘价
TWS里同样的栏目名字，但是不同的结果，是不是TWS应该改进此不一致呢？
应该不行，因为这个数据对于股票、股票期权等其他产品都是一致的数字，仅对期货及期货期权有特别意义。牵一发动全身，无法因此而改变什么。请大家理解这个含义吧。
(我在14楼的回答为猜测内容，是为了找到问题而作的假设性推测，仅供大家参考。）

 

I think so. 指数期权在这里应属于期货期权范围。

 

在这个案例中，两者是一致的。计算实际市值，未平仓的盈亏当作已平仓盈亏来计算平仓净值。