fix: get close price by profit (#188)

No-Trade-No-Life · Oct 16, 2023 · b47dd36 · b47dd36
1 parent f0b97f0
commit b47dd36
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Showing 4 changed files with 22 additions and 2 deletions.
diff --git a/common/changes/@yuants/data-model/2023-10-16-12-37.json b/common/changes/@yuants/data-model/2023-10-16-12-37.json
@@ -0,0 +1,10 @@
+{
+  "changes": [
+    {
+      "packageName": "@yuants/data-model",
+      "comment": "bug fix",
+      "type": "patch"
+    }
+  ],
+  "packageName": "@yuants/data-model"
+}
diff --git a/common/changes/@yuants/kernel/2023-10-16-12-37.json b/common/changes/@yuants/kernel/2023-10-16-12-37.json
@@ -0,0 +1,10 @@
+{
+  "changes": [
+    {
+      "packageName": "@yuants/kernel",
+      "comment": "bug fix",
+      "type": "patch"
+    }
+  ],
+  "packageName": "@yuants/kernel"
+}
diff --git a/libraries/data-model/src/utils.ts b/libraries/data-model/src/utils.ts
@@ -110,7 +110,7 @@ export const getClosePriceByDesiredProfit = (
 
   const beta = desiredProfit / (variant_coefficient * volume * (product.value_scale ?? 1));
 
-  if (product.value_unit === 'BASE') {
+  if (product.value_unit === 'NORM') {
     return openPrice + beta / cross_product_exchange_rate;
   }
   if (product.quoted_currency === currency) {

diff --git a/libraries/kernel/src/utils.ts b/libraries/kernel/src/utils.ts
@@ -65,7 +65,7 @@ export const getClosePriceByDesiredProfit = (
 
   const beta = desiredProfit / (variant_coefficient * volume * (product.value_speed ?? 1));
 
-  if (product.is_underlying_base_currency) {
+  if (!product.is_underlying_base_currency) {
     return openPrice + beta / cross_product_exchange_rate;
   }
   if (product.quoted_currency === currency) {