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Greeks calculation on expiration date (#8465)
frostbyte_neo 发布于
2024-12-13 22:23:31 +00:00 | 657 次提交 在此版本后已推送到 master- Add helper method to calculate options expiration date time
This allows to compute accurate time till expiry for greek indicators to be able to calculate on the actual expiration date before market close
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Update tolerance in greek indicators tests
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Minor fix
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Modify helper method to calculate settlement time instead of expiration time
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Cache option expiration date time
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Minor changes
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Minor changes
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