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:
@@ -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(
|
||||
|
||||
Reference in New Issue
Block a user