修复币本位期权残档判定：内在价值按币报价(S-K)/S，避免与美元点差混比误杀有效买一

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-20 16:21:54 +08:00
parent b0c331aa26
commit a7bec5e121
6 changed files with 115 additions and 20 deletions
@@ -58,7 +58,13 @@ def _pos_close_refs(ex: Any, pos: dict[str, Any], quote: dict[str, Any] | None =
        if strike is None:
            strike = ps
    idx = _safe_float(pos.get("idxPx")) or _safe_float((quote or {}).get("index_px"))
-    return close_ref_prices(mark_px=mark, opt_type=str(opt_type or ""), strike=strike, index_px=idx)
+    return close_ref_prices(
+        mark_px=mark,
+        opt_type=str(opt_type or ""),
+        strike=strike,
+        index_px=idx,
+        inst_id=inst_id,
+    )


 def _avail_sheets(pos: dict[str, Any]) -> int: