距平衡改为行权价到平衡价的价差
Call 为 BE−K、Put 为 K−BE;链/下单/持仓统一;顺带修复 format_position_row 中 row_mode 引用顺序。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -349,6 +349,13 @@ def test_expiry_breakeven_coin_margin():
|
||||
) == round(2425 / (1 - 0.0187), 2)
|
||||
|
||||
|
||||
def test_strike_distance_to_be():
|
||||
from lib.options.options_pricing_lib import strike_distance_to_be
|
||||
|
||||
assert strike_distance_to_be(2390, 2430, opt_type="C") == 40.0
|
||||
assert strike_distance_to_be(2450, 2411, opt_type="P") == 39.0
|
||||
|
||||
|
||||
def test_straddle_breakeven_band_coin():
|
||||
from lib.options.options_pricing_lib import straddle_breakeven_band
|
||||
|
||||
@@ -454,4 +461,4 @@ def test_format_position_row_breakeven():
|
||||
assert row["expiry_be_px"] == 3515.6
|
||||
assert row["idx_px"] == 3480.0
|
||||
assert row["close_be_px"] is not None
|
||||
assert row["dist_expiry_be"] == 35.6
|
||||
assert row["dist_expiry_be"] == 15.6
|
||||
|
||||
Reference in New Issue
Block a user