dekun
ca66c494e7
Option open P&L stays local (option net); exit target ignores estimated close fees. Co-authored-by: Cursor <cursoragent@cursor.com>
21 lines
631 B
Python
21 lines
631 B
Python
"""实盘金额口径：统一折 USDT（USDC 等 1:1）。"""
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from __future__ import annotations
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def to_usdt(amount: float, ccy: str | None = None) -> float:
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"""按约定将币种金额折成 USDT；USDC/USD/USDT 一律 1:1。"""
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a = float(amount or 0.0)
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if a == 0.0:
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return 0.0
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c = (ccy or "USDT").strip().upper()
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if c in ("USDT", "USDC", "USD", ""):
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return a
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# 其他币种暂按面值记（极少见）；后续可扩汇率
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return a
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def abs_fee_usdt(fee: float, ccy: str | None = None) -> float:
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"""手续费记为正成本（USDT）。"""
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return abs(to_usdt(fee, ccy))
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