Jinxian Xiang

定价模型隐波计算值异常大的问题

1

当从ver1.0.9升级到ver1.1.0后，出现隐波计算值异常大的问题。  查看代码修改记录，好像是这个（[Fix] 修复计算隐含波动率函数中对calculate_vega的错误传参问题）修改引起的问题。  如果把这里的代码恢复成修改以前的参数的话，隐波计算值异常大的问题就不发生了。 但是cp参数的地方应该改成什么参数值才算正确，能否确认一下。谢谢 ``` vega: float = calculate_vega(s, k, r, t, v, cp) vega: float = calculate_vega(s, k, r, t, v) ```

Summary: After i add some data_recorder_setting in data_recorder：行情记录模块. When i restart veighna_trader, I can not connect to mt5 with ZMQError. ``` zmq.error.ZMQError: Operation cannot be accomplished in current state ```...

i fixed this error, can you check it? https://github.com/veighna-global/vnpy_mt5/issues/10

I fixed this issue, can you check it? https://github.com/veighna-global/vnpy_mt5/issues/9

TypeError: can't subtract offset-naive and offset-aware datetimes

1

Summary: When got tick data from vnpy_mt5, update_tick() have this error. In this code ``` tick.datetime - self.filter_dt ``` tick.datetime have no zoneinfo, but filter_dt have zoneinfo. Traceback (most recent...

Summary: When i start chartwizard, i got this error: /home/k-koh/miniconda3/envs/vnpy/bin/python /home/k-koh/gitlab/vnpy/examples/veighna_trader/run.py (process:6740): Gtk-WARNING **: 21:25:22.159: Locale not supported by C library. Using the fallback 'C' locale. Traceback (most recent call...

T型报价 运行过程中，PUT的最后一个OTM有时候出现Vega为0（实际上不因该为0），买隐波和卖隐波的计算值出现异常大的现象