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market_intel/packages/domain/move_points.py
T
2026-08-01 10:33:19 +08:00

11 lines
335 B
Python

"""波动点数口径 v1:到期指数 − 时段代表指数。"""
from __future__ import annotations
MOVE_POINTS_FORMULA_VERSION = "1.0"
def move_points(settle_index_px: float, index_at_t: float) -> float:
"""signed 点数;绝对值由调用方取 abs。"""
return float(settle_index_px) - float(index_at_t)