Add pre-buy expiry breakeven columns to options chain table.
Show estimated expiry balance and distance from index in the chain list and order panel using ask price before opening a position. Co-authored-by: Cursor <cursoragent@cursor.com>
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@@ -67,6 +67,14 @@ def test_option_moneyness():
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assert option_moneyness_label("otm") == "虚值"
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def test_expiry_breakeven_from_ask():
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from lib.options.options_pricing_lib import expiry_breakeven_from_ask
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assert expiry_breakeven_from_ask(opt_type="C", strike=1760, ask_px=15.6) == 1775.6
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assert expiry_breakeven_from_ask(opt_type="P", strike=1760, ask_px=15.6) == 1744.4
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assert expiry_breakeven_from_ask(opt_type="C", strike=1760, ask_px=None, mark_px=14.2) == 1774.2
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def test_calc_order_size_too_small():
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r = calc_order_size(
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quote_per_unit=2000.0,
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