修复币本位买盘残档误判：内在价值按币报价(点差/指数)计算。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-20 17:21:49 +08:00
parent 1bb7f9b0ba
commit e39dbd47c5
3 changed files with 73 additions and 8 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(