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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

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vn.py 2018-05-13 13:42:36 +08:00
commit e661a9f5d3
1 changed files with 1 additions and 3 deletions
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vnpy/pricing/crr.py
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@ -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%） 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 import numpy as np
from math import (isnan, exp, sqrt, pow) 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 # 保留4位小数
v = round(v, 4) v = round(v, 4)
return v return v