Add T-shaped options chain view with straddle metrics (phase A).

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-07-11 15:00:50 +08:00
parent c9c8388250
commit 6f6545ce52
5 changed files with 443 additions and 19 deletions
+17
View File
@@ -75,6 +75,23 @@ def test_equivalent_contract_leverage():
assert lev == 144.9
def test_straddle_pricing():
from lib.options.options_pricing_lib import (
format_straddle_band,
straddle_ask_per_unit,
straddle_breakeven_band,
straddle_premium_total,
)
assert straddle_ask_per_unit(0.148, 16.2) == 16.348
assert straddle_premium_total(0.148, 16.2, 1.0) == 16.35
lo, hi = straddle_breakeven_band(1800, 16.348)
assert lo == 1783.65
assert hi == 1816.35
assert format_straddle_band(1800, 16.348) == "1784 ~ 1816"
assert straddle_ask_per_unit(0.148, None) is None
def test_estimate_expiry_value_and_profit_at_index():
from lib.options.options_pricing_lib import (
estimate_expiry_profit_at_index,