计算指标可配置
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@@ -472,7 +472,7 @@ namespace YLErp.Modules.EodModule
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r.DeltaLots = (r.Delta ?? 0) / um.ContractSize;
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}
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r.Rho *= 100;
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greeksHandleService.Handle(r);
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greeksHandleService.Handle(r,um);
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if (r.trade == null)
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{
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r.TradeSinglePrice = r.etcTradePrice / r.TradeAmount;
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@@ -1206,7 +1206,7 @@ namespace YLErp.Modules.EodModule
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}
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r.Rho *= 100;
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greeksHandleService.Handle(r);
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greeksHandleService.Handle(r,um);
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r.CountRatio = um.CountRatio;
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r.TradeOriginalAmount = r.OriginalNotional / um.CountRatio;
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r.etcTradePrice = ConsTrade.TradeTypesForHedge.Contains(r.TradeType)
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