From c2c7d2f171bbf566174efbd12cbc512458a7c1f1 Mon Sep 17 00:00:00 2001 From: shaoupipi Date: Sun, 13 May 2018 10:52:59 +0800 Subject: [PATCH] Update crr.py MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit import语句重复了 --- vnpy/pricing/crr.py | 4 +--- 1 file changed, 1 insertion(+), 3 deletions(-) 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