def test_pnl_calculator(kwargs, recorder):
result_tuple = calculator_model.pnl_calculator(**kwargs)
result_tuple = (
pd.DataFrame(result_tuple[0]),
pd.DataFrame(result_tuple[1]),
result_tuple[2],
)
recorder.capture_list(result_tuple)
def view_calculator(strike: float, premium: float, put: bool, sell: bool,
**kwargs: Dict[str, int]):
"""
Parameters
----------
strike: float
Strike price
premium: float
Premium
put: bool
Whether option is put
sell:
Whether selling option
kwargs: Dict[str,int]
"""
price_at_expiry, pnl, break_even = calculator_model.pnl_calculator(
strike, premium, put, sell, **kwargs)
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=cfp.PLOT_DPI)
ax.plot(price_at_expiry, pnl, alpha=0.1, c="k")
ax.fill_between(price_at_expiry,
0,
pnl,
where=(pnl > 0),
facecolor="green",
alpha=0.5)
ax.fill_between(price_at_expiry,
0,
pnl,
where=(pnl < 0),
facecolor="red",
alpha=0.5)
ax.axvline(x=break_even,
c="black",
lw=3,
alpha=0.6,
label=f"Breakeven: ${break_even}")
ax.axvline(x=strike,
c="dodgerblue",
lw=3,
alpha=0.6,
label=f"Strike: ${strike}")
if sell:
ax.axhline(
y=100 * premium,
c="seagreen",
lw=3,
alpha=0.6,
label=f"Max Profit: ${100 * premium}",
)
else:
ax.axhline(
y=-100 * premium,
c="firebrick",
lw=3,
alpha=0.6,
label=f"Max Loss: ${-100 * premium}",
)
ax.set_xlabel("Price at Expiry")
ax.set_ylabel("Profit")
ax.set_title(
f"Profit for {['Buying', 'Selling'][sell]} {['Call', 'Put'][put]} option"
)
ax.grid(True)
if gtff.USE_ION:
plt.ion()
plt.legend(loc=0)
fig.tight_layout(pad=1)
plt.show()
print_string = f"""Strike: ${strike}
Premium: ${premium}
Breakeven price: ${break_even}\n"""
if sell:
print_string += f"""Max profit: ${100 * premium}
Max loss: Unlimited\n"""
else:
print_string += f"""Max profit: Unlimited
Max loss: ${-100 * premium}\n"""
console.print(print_string)
def view_calculator(
strike: float,
premium: float,
put: bool,
sell: bool,
external_axes: Optional[List[plt.Axes]] = None,
**kwargs: Dict[str, int],
):
"""
Parameters
----------
strike: float
Strike price
premium: float
Premium
put: bool
Whether option is put
sell:
Whether selling option
external_axes : Optional[List[plt.Axes]], optional
External axes (1 axis is expected in the list), by default None
kwargs: Dict[str,int]
"""
price_at_expiry, pnl, break_even = calculator_model.pnl_calculator(
strike, premium, put, sell, **kwargs
)
if not external_axes:
_, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
else:
if len(external_axes) != 1:
console.print("[red]Expected list of one axis item./n[/red]")
return
(ax,) = external_axes
ax.plot(price_at_expiry, pnl, alpha=0.1, c="k")
ax.fill_between(
price_at_expiry, 0, pnl, where=(pnl > 0), facecolor="green", alpha=0.5
)
ax.fill_between(
price_at_expiry, 0, pnl, where=(pnl < 0), facecolor="red", alpha=0.5
)
ax.axvline(x=break_even, lw=3, alpha=0.6, label=f"Breakeven: ${break_even}")
ax.axvline(x=strike, lw=3, alpha=0.6, label=f"Strike: ${strike}")
if sell:
ax.axhline(
y=100 * premium,
c="seagreen",
lw=3,
alpha=0.6,
label=f"Max Profit: ${100 * premium}",
)
else:
ax.axhline(
y=-100 * premium,
c="firebrick",
lw=3,
alpha=0.6,
label=f"Max Loss: ${-100 * premium}",
)
ax.set_xlabel("Price at Expiry")
ax.set_ylabel("Profit")
ax.set_title(
f"Profit for {['Buying', 'Selling'][sell]} {['Call', 'Put'][put]} option"
)
theme.style_primary_axis(ax)
if not external_axes:
theme.visualize_output()
print_string = f"""Strike: ${strike}
Premium: ${premium}
Breakeven price: ${break_even}\n"""
if sell:
print_string += f"""Max profit: ${100 * premium}
Max loss: Unlimited\n"""
else:
print_string += f"""Max profit: Unlimited
Max loss: ${-100 * premium}\n"""
console.print(print_string)