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

CHANGELOG.md

@@ -8,6 +8,13 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Added
 
+- **Rust, Python, Node.js:** Document normalization formulas for `SecurityCalcIndex` Greeks fields: `theta` (divide by 252 for per-trading-day), `vega` and `rho` (divide by 100 for per-unit change). The raw API values differ from Longbridge app display values by these factors.
+- **Rust:** `Config::header(key, value)` builder method to inject custom headers into every HTTP request and WebSocket upgrade request.
+- **Rust, Python:** `ContentContext` adds three new methods:
+  - `topic_detail(topic_id)` — get detail of a single topic.
+  - `list_topic_replies(opts)` — list replies for a topic, with optional page/size filtering.
+  - `create_topic_reply(opts)` — create a reply under a topic.
+- **Rust, Python:** New types `ListTopicRepliesOptions`, `CreateReplyOptions`, and `TopicReply` to support the above methods.
 - **All languages (Rust/Python/Node.js/Java/C/C++):** Six new `FundamentalContext` methods:
   - `BusinessSegments` — GET `/v1/quote/fundamentals/business-segments`: latest business segment breakdown.
   - `BusinessSegmentsHistory` — GET `/v1/quote/fundamentals/business-segments/history`: historical business and regional segment breakdowns with optional `report` and `cate` filters.

nodejs/index.d.ts

@@ -2153,11 +2153,31 @@ export declare class SecurityCalcIndex {
   get delta(): Decimal | null
   /** Gamma */
   get gamma(): Decimal | null
-  /** Theta */
+  /**
+   * Theta
+   *
+   * The raw value returned by the API is annualized (scaled by 252 trading
+   * days per year). To obtain the standard per-calendar-day theta, divide
+   * by 252: `theta / 252`.
+   */
   get theta(): Decimal | null
-  /** Vega */
+  /**
+   * Vega
+   *
+   * The raw value returned by the API is expressed per 1 percentage-point
+   * change in implied volatility (i.e. the value has been multiplied by
+   * 100). To obtain the standard vega (per unit change in IV), divide by
+   * 100: `vega / 100`.
+   */
   get vega(): Decimal | null
-  /** Rho */
+  /**
+   * Rho
+   *
+   * The raw value returned by the API is expressed per 1 percentage-point
+   * change in the risk-free rate (i.e. the value has been multiplied by
+   * 100). To obtain the standard rho (per unit change in rate), divide by
+   * 100: `rho / 100`.
+   */
   get rho(): Decimal | null
 }
 

nodejs/src/quote/types.rs

@@ -1336,12 +1336,26 @@ pub struct SecurityCalcIndex {
     #[js(opt)]
     gamma: Option<Decimal>,
     /// Theta
+    ///
+    /// The raw value returned by the API is annualized (scaled by 252 trading
+    /// days per year). To obtain the standard per-calendar-day theta, divide
+    /// by 252: `theta / 252`.
     #[js(opt)]
     theta: Option<Decimal>,
     /// Vega
+    ///
+    /// The raw value returned by the API is expressed per 1 percentage-point
+    /// change in implied volatility (i.e. the value has been multiplied by
+    /// 100). To obtain the standard vega (per unit change in IV), divide by
+    /// 100: `vega / 100`.
     #[js(opt)]
     vega: Option<Decimal>,
     /// Rho
+    ///
+    /// The raw value returned by the API is expressed per 1 percentage-point
+    /// change in the risk-free rate (i.e. the value has been multiplied by
+    /// 100). To obtain the standard rho (per unit change in rate), divide by
+    /// 100: `rho / 100`.
     #[js(opt)]
     rho: Option<Decimal>,
 }

python/pysrc/longbridge/openapi.pyi

@@ -2787,16 +2787,30 @@ class SecurityCalcIndex:
     theta: Optional[Decimal]
     """
     Theta
+
+    The raw value returned by the API is annualized (scaled by 252 trading
+    days per year). To obtain the standard per-calendar-day theta, divide
+    by 252: ``theta / 252``.
     """
 
     vega: Optional[Decimal]
     """
     Vega
+
+    The raw value returned by the API is expressed per 1 percentage-point
+    change in implied volatility (i.e. the value has been multiplied by
+    100). To obtain the standard vega (per unit change in IV), divide by
+    100: ``vega / 100``.
     """
 
     rho: Optional[Decimal]
     """
     Rho
+
+    The raw value returned by the API is expressed per 1 percentage-point
+    change in the risk-free rate (i.e. the value has been multiplied by
+    100). To obtain the standard rho (per unit change in rate), divide by
+    100: ``rho / 100``.
     """
 
 class QuotePackageDetail:

python/src/quote/types.rs

@@ -1299,12 +1299,26 @@ pub(crate) struct SecurityCalcIndex {
     #[py(opt)]
     gamma: Option<PyDecimal>,
     /// Theta
+    ///
+    /// The raw value returned by the API is annualized (scaled by 252 trading
+    /// days per year). To obtain the standard per-calendar-day theta, divide
+    /// by 252: `theta / 252`.
     #[py(opt)]
     theta: Option<PyDecimal>,
     /// Vega
+    ///
+    /// The raw value returned by the API is expressed per 1 percentage-point
+    /// change in implied volatility (i.e. the value has been multiplied by
+    /// 100). To obtain the standard vega (per unit change in IV), divide by
+    /// 100: `vega / 100`.
     #[py(opt)]
     vega: Option<PyDecimal>,
     /// Rho
+    ///
+    /// The raw value returned by the API is expressed per 1 percentage-point
+    /// change in the risk-free rate (i.e. the value has been multiplied by
+    /// 100). To obtain the standard rho (per unit change in rate), divide by
+    /// 100: `rho / 100`.
     #[py(opt)]
     rho: Option<PyDecimal>,
 }

rust/src/quote/types.rs

@@ -1730,10 +1730,24 @@ pub struct SecurityCalcIndex {
     /// Gamma
     pub gamma: Option<Decimal>,
     /// Theta
+    ///
+    /// The raw value returned by the API is annualized (scaled by 252 trading
+    /// days per year). To obtain the standard per-calendar-day theta, divide
+    /// by 252: `theta / 252`.
     pub theta: Option<Decimal>,
     /// Vega
+    ///
+    /// The raw value returned by the API is expressed per 1 percentage-point
+    /// change in implied volatility (i.e. the value has been multiplied by
+    /// 100). To obtain the standard vega (per unit change in IV), divide by
+    /// 100: `vega / 100`.
     pub vega: Option<Decimal>,
     /// Rho
+    ///
+    /// The raw value returned by the API is expressed per 1 percentage-point
+    /// change in the risk-free rate (i.e. the value has been multiplied by
+    /// 100). To obtain the standard rho (per unit change in rate), divide by
+    /// 100: `rho / 100`.
     pub rho: Option<Decimal>,
 }