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legacy.py creates rounding issues #3

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MiErnst opened this issue Sep 22, 2024 · 1 comment
Open

legacy.py creates rounding issues #3

MiErnst opened this issue Sep 22, 2024 · 1 comment

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@MiErnst
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MiErnst commented Sep 22, 2024

The line

2024-03-07T18:03:58+0100,Trade,Sell to Open,SELL_TO_OPEN,./ZBM4 OZBK4 240426P113,Future Option,Sold 2 /ZBM4 OZBK4 04/26/24 Put 113'00 @ 0.171875,343.75,2,171.87,-5.00,-2.34,1,"./ZBM4 OZBK4 ",/ZBM4,4/26/24,113,PUT,311622629,USD

Creates the following line in the output file:

03/07/2024 06:03 PM,Trade,Sell to Open,./ZBM4,Sell,Open,2,04/26/2024,113,P,1.72,2.340,343.75,Sold 2 /ZBM4 OZBK4 04/26/24 Put 113'00 @ 0.171875,Individual...39

Should be:

03/07/2024 06:03 PM,Trade,Sell to Open,./ZBM4,Sell,Open,2,04/26/2024,113,P,1.71875,2.340,343.75,Sold 2 /ZBM4 OZBK4 04/26/24 Put 113'00 @ 0.171875,Individual...39

Value should not be rounded.

@avion23
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avion23 commented Sep 22, 2024

I've fixed precision to 5 digits. I don't have a good idea how to transfer the precision to the legacy format.

Could you retest?

@avion23 avion23 reopened this Sep 22, 2024
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