如题,
import vnpy.app.option_master.pricing.black_scholes_cython as bsm
from vnpy.app.option_master.pricing import black_scholes
s = 4515
k = 3850
t = 0.2125
v = 0.1895
r = 0.05
cp = -1
call_price1 = bsm.calculate_price(s, k, r, t, v, cp)
call_price2 = black_scholes.calculate_price(s, k, r, t, v, cp)
print(f'call price1: {call_price1}')
print(f'call price2: {call_price2}')