diff --git a/vnpy/pricing/crr.py b/vnpy/pricing/crr.py index ca7fabcd..25253220 100644 --- a/vnpy/pricing/crr.py +++ b/vnpy/pricing/crr.py @@ -26,8 +26,6 @@ theta:当t变动1天时,price的变动(国内交易日每年240天) vega:当v涨跌1个点时,price的变动(如从16%涨到17%) ''' -from __future__ import division - import numpy as np from math import (isnan, exp, sqrt, pow) @@ -180,4 +178,4 @@ def calculateImpv(price, f, k, r, t, cp, n=15): # 保留4位小数 v = round(v, 4) - return v \ No newline at end of file + return v