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
@@ -40,6 +40,8 @@ def attach_close_preview(
        row.get("opt_type") or row.get("optType"),
        _safe_float(row.get("strike") or row.get("stk")),
        _safe_float(row.get("idx_px") or row.get("idxPx")),
+        inst_id=inst_id,
+        margin_mode=row.get("margin_mode"),
    )
    # 与实盘一致:只按买一估算本轮可平
    preview = estimate_close_by_bids(