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docs: document SecurityCalcIndex Greeks normalization (theta/vega/rho)#528

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huacnlee merged 2 commits into
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fix-1014
May 20, 2026
Merged

docs: document SecurityCalcIndex Greeks normalization (theta/vega/rho)#528
huacnlee merged 2 commits into
mainfrom
fix-1014

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@huacnlee huacnlee commented May 20, 2026

Summary

Ref longbridge/developers#1014

  • Documents the normalization required for SecurityCalcIndex Greeks fields to match Longbridge app display values
  • theta: raw API value is annualized (×252); divide by 252 to get per-trading-day theta
  • vega: raw API value is scaled by 100; divide by 100 to get per-1%-IV-change vega
  • rho: raw API value is scaled by 100; divide by 100 to get per-1%-rate-change rho
  • Adds doc comments to Rust, Python, and Node.js bindings (including Python .pyi type stubs)

Test plan

  • Verify Rust doc comments appear in cargo doc output for SecurityCalcIndex
  • Verify Python .pyi stubs show the updated docstrings in IDEs
  • Check Node.js index.d.ts reflects the JSDoc comments

Fixes longbridge/developers#1014

🤖 Generated with Claude Code

huacnlee and others added 2 commits May 20, 2026 19:03
The raw API values for theta, vega, and rho in SecurityCalcIndex differ
from the values displayed by the Longbridge app:
- theta: raw is annualized (×252); divide by 252 for per-trading-day
- vega:  raw is scaled by 100; divide by 100 for per-1%-IV-change
- rho:   raw is scaled by 100; divide by 100 for per-1%-rate-change

Adds doc comments explaining the normalization to Rust, Python, and
Node.js bindings. Fixes longbridge/developers#1014.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
@huacnlee huacnlee merged commit e9e0411 into main May 20, 2026
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@huacnlee huacnlee deleted the fix-1014 branch May 20, 2026 11:22
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API返回的期权theta和vega数据,和app不一样,差好多

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