`class SpreadData:
def calculate_price(self):
""""""
self.clear_price()
# Go through all legs to calculate price
for n, leg in enumerate(self.legs.values()):
# Filter not all leg price data has been received
if not leg.bid_volume or not leg.ask_volume:
self.clear_price()
return
# Calculate price
price_multiplier = self.price_multipliers[leg.vt_symbol]
if price_multiplier > 0:
self.bid_price += leg.bid_price * price_multiplier
self.ask_price += leg.ask_price * price_multiplier
else:
self.bid_price += leg.ask_price * price_multiplier
self.ask_price += leg.bid_price * price_multiplier`
这个是价差交易里面计算价格的函数
self.bid_price += leg.bid_price price_multiplier 这一行一直没有弄明白，为什么价差的买价只用单条腿的买价价格乘数计算？
而不是用主动腿（leg1)和被动腿(leg2)的差值计算？self.bid_price += leg1.bid_price price_multiplier - leg2.ask_price price_multiplier?
请教各位。
