期权新增买卖方向和盈亏算法展示

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-07-26 13:49:54 +08:00
parent c8ed098bfc
commit 8076cbbd51
4 changed files with 108 additions and 8 deletions
@@ -156,6 +156,7 @@ class OptionTrade(Base):
    product_code: Mapped[str] = mapped_column(String(10))
    contract_code: Mapped[str] = mapped_column(String(10), index=True)
    option_type: Mapped[str] = mapped_column(String(4))
+    direction: Mapped[str] = mapped_column(String(4))
    strike_price: Mapped[float] = mapped_column(Float)
    open_date: Mapped[date] = mapped_column(Date)
    open_price: Mapped[float] = mapped_column(Float)
@@ -170,5 +171,8 @@ class OptionTrade(Base):
        if self.close_price is None:
            return None
        mul = 20  # glass futures point value
-        result = (self.close_price - self.open_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
+        if self.direction == "sell":
+            result = (self.open_price - self.close_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
+        else:
+            result = (self.close_price - self.open_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
        return round(result, 2)