fix(mcp): normalize theta/vega/rho in calc_indexes response - #52
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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
The calc_indexes API returns these Greeks as raw unscaled values that differ from what the Longbridge app displays: - theta: annualized (×252) → divide by 252 for per-trading-day - vega: scaled by 100 → divide by 100 for per-1%-IV-change - rho: scaled by 100 → divide by 100 for per-1%-rate-change Matches the normalization applied by the longbridge-terminal CLI. Fixes longbridge/developers#1014. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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## Summary - `calc_indexes` tool was returning raw unscaled Greek values that differ from what the Longbridge app displays - Apply the same normalization as `longbridge-terminal` CLI before returning results: - **theta**: raw value is annualized (×252) → divide by 252 for per-trading-day value - **vega**: raw value is scaled by 100 → divide by 100 for per-1%-IV-change value - **rho**: raw value is scaled by 100 → divide by 100 for per-1%-rate-change value ## Test plan - [ ] Start MCP server locally and call `calc_indexes` with `theta`, `vega`, `rho` fields - [ ] Verify returned values match the Longbridge app display (same as `longbridge calc-index` CLI output) Fixes longbridge/developers#1014 🤖 Generated with [Claude Code](https://claude.com/claude-code) --------- Co-authored-by: Claude Sonnet 4.6 <noreply@anthropic.com>
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Summary
calc_indexestool was returning raw unscaled Greek values that differ from what the Longbridge app displayslongbridge-terminalCLI before returning results:Test plan
calc_indexeswiththeta,vega,rhofieldslongbridge calc-indexCLI output)Fixes longbridge/developers#1014
🤖 Generated with Claude Code