修复 BTC 币本位期权净盈亏被 round4 抹成 0 的精度问题。

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-10-02 14:51:59 +08:00
parent bc86723b39
commit 61808a5374
5 changed files with 52 additions and 13 deletions
+3 -1
View File
@@ -59,11 +59,13 @@ def profit_exit_hit(
def required_recycle_usdc(premium_paid: float, mult: float) -> float | None:
from lib.options.options_pricing_lib import PREMIUM_DECIMALS_COIN, round_premium_amount
prem = float(premium_paid or 0)
m = float(mult or 0)
if prem <= 0 or m <= 0:
return None
return round(prem * (1.0 + m), 4)
return round_premium_amount(prem * (1.0 + m), decimals=PREMIUM_DECIMALS_COIN)
def set_profit_exit(