first commit
This commit is contained in:
@@ -0,0 +1,15 @@
|
||||
"""OKX / 欧式期权惯例:到期日当日 08:00 UTC(上海 16:00)。"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime, timezone
|
||||
|
||||
|
||||
def expiry_ms_from_ymd(ymd: str) -> int:
|
||||
"""YYMMDD → 到期毫秒时间戳(UTC 08:00)。"""
|
||||
ymd = (ymd or "").strip()
|
||||
if len(ymd) != 6 or not ymd.isdigit():
|
||||
raise ValueError(f"invalid expiry ymd: {ymd!r}")
|
||||
yy, mm, dd = int(ymd[0:2]), int(ymd[2:4]), int(ymd[4:6])
|
||||
dt = datetime(2000 + yy, mm, dd, 8, 0, 0, tzinfo=timezone.utc)
|
||||
return int(dt.timestamp() * 1000)
|
||||
Reference in New Issue
Block a user