joaquinbejar · joaquinbejar · Dec 7, 2024 · Nov 30, 2024 · Nov 30, 2024 · Dec 1, 2024
diff --git a/.gitignore b/.gitignore
@@ -2,10 +2,12 @@
 # will have compiled files and executables
 debug/
 target/
+**/target/
 
 # Remove Cargo.lock from gitignore if creating an executable, leave it for libraries
 # More information here https://doc.rust-lang.org/cargo/guide/cargo-toml-vs-cargo-lock.html
 Cargo.lock
+**/Cargo.lock
 
 # These are backup files generated by rustfmt
 **/*.rs.bk

diff --git a/Cargo.toml b/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "optionstratlib"
-version = "0.2.2"
+version = "0.2.3"
 edition = "2021"
 authors = ["Joaquin Bejar <[email protected]>"]
 description = "OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes."
@@ -11,6 +11,7 @@ homepage = "https://github.com/joaquinbejar/OptionStratLib"
 keywords = ["finance", "options", "trading"]
 categories = ["finance", "data-structures"]
 
+
 include = [
     "src/**/*.rs",
     "Cargo.toml",
@@ -29,7 +30,7 @@ include = [
 chrono = "0.4.38"
 approx = "0.5.1"
 plotters = "0.3.7"
-statrs = "0.17.1"
+statrs = "0.18.0"
 rand = "0.8.5"
 tracing = "0.1.41"
 tracing-subscriber = "0.3.19"
@@ -48,3 +49,16 @@ path = "tests/unit/mod.rs"
 name = "optionstratlib"
 path = "src/lib.rs"
 
+[workspace]
+members = [
+    "examples/examples_simulation",
+    "examples/examples_strategies_best",
+    "examples/examples_strategies",
+    "examples/examples_visualization",
+    "examples/examples_chain",
+    "examples/examples_volatility",
+]
+
+[workspace.dependencies]
+optionstratlib = { path = "." }
+tracing = "0.1.41"
diff --git a/Draws/Simulation/option_chain_from_random_walk.png b/Draws/Simulation/option_chain_from_random_walk.png
diff --git a/Draws/Strategy/bear_call_spread_profit_loss_chart.png b/Draws/Strategy/bear_call_spread_profit_loss_chart.png
diff --git a/Draws/Strategy/bear_call_spread_profit_loss_chart_best_area.png b/Draws/Strategy/bear_call_spread_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/bear_call_spread_profit_loss_chart_best_ratio.png b/Draws/Strategy/bear_call_spread_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/bear_put_spread_profit_loss_chart.png b/Draws/Strategy/bear_put_spread_profit_loss_chart.png
diff --git a/Draws/Strategy/bear_put_spread_profit_loss_chart_best_area.png b/Draws/Strategy/bear_put_spread_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/bear_put_spread_profit_loss_chart_best_ratio.png b/Draws/Strategy/bear_put_spread_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/bull_call_spread_profit_loss_chart.png b/Draws/Strategy/bull_call_spread_profit_loss_chart.png
diff --git a/Draws/Strategy/bull_call_spread_profit_loss_chart_best_area.png b/Draws/Strategy/bull_call_spread_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/bull_call_spread_profit_loss_chart_best_ratio.png b/Draws/Strategy/bull_call_spread_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/bull_put_spread_profit_loss_chart.png b/Draws/Strategy/bull_put_spread_profit_loss_chart.png
diff --git a/Draws/Strategy/bull_put_spread_profit_loss_chart_best_area.png b/Draws/Strategy/bull_put_spread_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/bull_put_spread_profit_loss_chart_best_ratio.png b/Draws/Strategy/bull_put_spread_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/iron_condor_profit_loss_chart.png b/Draws/Strategy/iron_condor_profit_loss_chart.png
diff --git a/Draws/Strategy/long_straddle_profit_loss_chart.png b/Draws/Strategy/long_straddle_profit_loss_chart.png
diff --git a/Draws/Strategy/long_straddle_profit_loss_chart_best_area.png b/Draws/Strategy/long_straddle_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/long_straddle_profit_loss_chart_best_ratio.png b/Draws/Strategy/long_straddle_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/short_straddle_profit_loss_chart.png b/Draws/Strategy/short_straddle_profit_loss_chart.png
diff --git a/Draws/Strategy/short_straddle_profit_loss_chart_best_area.png b/Draws/Strategy/short_straddle_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/short_straddle_profit_loss_chart_best_ratio.png b/Draws/Strategy/short_straddle_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/short_strangle_delta_profit_loss_chart.png b/Draws/Strategy/short_strangle_delta_profit_loss_chart.png
diff --git a/Draws/Strategy/short_strangle_profit_loss_chart_best_area.png b/Draws/Strategy/short_strangle_profit_loss_chart_best_area.png
diff --git a/README.md b/README.md
@@ -12,7 +12,7 @@
 [![Coverage](https://img.shields.io/codecov/c/github/joaquinbejar/OptionStratLib)](https://codecov.io/gh/joaquinbejar/OptionStratLib)
 [![Dependencies](https://img.shields.io/librariesio/github/joaquinbejar/OptionStratLib)](https://libraries.io/github/joaquinbejar/OptionStratLib)
 
-# OptionStratLib v0.2.2: Financial Options Library
+# OptionStratLib v0.2.3: Financial Options Library
 
 ## Table of Contents
 1. [Introduction](#introduction)

diff --git a/examples/examples_chain/Cargo.toml b/examples/examples_chain/Cargo.toml
@@ -0,0 +1,9 @@
+[package]
+name = "examples_chain"
+version = "0.1.0"
+edition = "2021"
+
+[dependencies]
+optionstratlib = { path = "../.." }
+tracing = "0.1.41"
+
diff --git a/examples/option_chain.rs → ...es/examples_chain/src/bin/option_chain.rs b/examples/option_chain.rs → ...es/examples_chain/src/bin/option_chain.rs
diff --git a/examples/option_chain_from_random_walk.rs → .../src/bin/option_chain_from_random_walk.rs b/examples/option_chain_from_random_walk.rs → .../src/bin/option_chain_from_random_walk.rs
diff --git a/examples/examples_simulation/Cargo.toml b/examples/examples_simulation/Cargo.toml
@@ -0,0 +1,9 @@
+[package]
+name = "examples_simulation"
+version = "0.1.0"
+edition = "2021"
+
+[dependencies]
+optionstratlib = { path = "../.." }
+tracing = "0.1.41"
+
diff --git a/examples/random_walk.rs → ...xamples_simulation/src/bin/random_walk.rs b/examples/random_walk.rs → ...xamples_simulation/src/bin/random_walk.rs
diff --git a/examples/examples_strategies/Cargo.toml b/examples/examples_strategies/Cargo.toml
@@ -0,0 +1,9 @@
+[package]
+name = "examples_strategies"
+version = "0.1.0"
+edition = "2021"
+
+[dependencies]
+optionstratlib = { path = "../.." }
+tracing = "0.1.41"
+chrono = "0.4.38"
diff --git a/examples/examples_strategies/src/bin/strategy_bear_call_spread.rs b/examples/examples_strategies/src/bin/strategy_bear_call_spread.rs
@@ -0,0 +1,62 @@
+/******************************************************************************
+   Author: Joaquín Béjar García
+   Email: [email protected]
+   Date: 25/9/24
+******************************************************************************/
+use optionstratlib::model::types::PositiveF64;
+use optionstratlib::model::types::{ExpirationDate, PZERO};
+use optionstratlib::pos;
+use optionstratlib::strategies::base::Strategies;
+use optionstratlib::strategies::bear_call_spread::BearCallSpread;
+use optionstratlib::utils::logger::setup_logger;
+use optionstratlib::visualization::utils::Graph;
+use std::error::Error;
+use tracing::info;
+
+fn main() -> Result<(), Box<dyn Error>> {
+    setup_logger();
+
+    let underlying_price = pos!(5781.88);
+
+    let strategy = BearCallSpread::new(
+        "SP500".to_string(),
+        underlying_price, // underlying_price
+        pos!(5750.0),     // long_strike_itm
+        pos!(5820.0),     // short_strike
+        ExpirationDate::Days(2.0),
+        0.18,      // implied_volatility
+        0.05,      // risk_free_rate
+        0.0,       // dividend_yield
+        pos!(2.0), // long quantity
+        85.04,     // premium_long
+        29.85,     // premium_short
+        0.78,      // open_fee_long
+        0.78,      // open_fee_long
+        0.73,      // close_fee_long
+        0.73,      // close_fee_short
+    );
+
+    let price_range = strategy.best_range_to_show(pos!(1.0)).unwrap();
+
+    info!("Title: {}", strategy.title());
+    info!("Break Even Points: {:?}", strategy.break_even_points);
+    info!(
+        "Net Premium Received: ${:.2}",
+        strategy.net_premium_received()
+    );
+    info!("Max Profit: ${:.2}", strategy.max_profit().unwrap_or(PZERO));
+    info!("Max Loss: ${:0.2}", strategy.max_loss().unwrap_or(PZERO));
+    info!("Total Fees: ${:.2}", strategy.fees());
+    info!("Profit Area: {:.2}%", strategy.profit_area());
+    info!("Profit Ratio: {:.2}%", strategy.profit_ratio());
+
+    // Generate the profit/loss graph
+    strategy.graph(
+        &price_range,
+        "Draws/Strategy/bear_call_spread_profit_loss_chart.png",
+        20,
+        (1400, 933),
+    )?;
+
+    Ok(())
+}
diff --git a/examples/examples_strategies/src/bin/strategy_bear_put_spread.rs b/examples/examples_strategies/src/bin/strategy_bear_put_spread.rs
@@ -0,0 +1,62 @@
+/******************************************************************************
+   Author: Joaquín Béjar García
+   Email: [email protected]
+   Date: 25/9/24
+******************************************************************************/
+use optionstratlib::model::types::PositiveF64;
+use optionstratlib::model::types::{ExpirationDate, PZERO};
+use optionstratlib::pos;
+use optionstratlib::strategies::base::Strategies;
+use optionstratlib::strategies::bear_put_spread::BearPutSpread;
+use optionstratlib::utils::logger::setup_logger;
+use optionstratlib::visualization::utils::Graph;
+use std::error::Error;
+use tracing::info;
+
+fn main() -> Result<(), Box<dyn Error>> {
+    setup_logger();
+
+    let underlying_price = pos!(5781.88);
+
+    let strategy = BearPutSpread::new(
+        "SP500".to_string(),
+        underlying_price, // underlying_price
+        pos!(5850.0),     // long_strike
+        pos!(5720.0),     // short_strike
+        ExpirationDate::Days(2.0),
+        0.18,      // implied_volatility
+        0.05,      // risk_free_rate
+        0.0,       // dividend_yield
+        pos!(2.0), // long quantity
+        85.04,     // premium_long
+        29.85,     // premium_short
+        0.78,      // open_fee_long
+        0.78,      // open_fee_long
+        0.73,      // close_fee_long
+        0.73,      // close_fee_short
+    );
+
+    let price_range = strategy.best_range_to_show(pos!(1.0)).unwrap();
+
+    info!("Title: {}", strategy.title());
+    info!("Break Even Points: {:?}", strategy.break_even_points);
+    info!(
+        "Net Premium Received: ${:.2}",
+        strategy.net_premium_received()
+    );
+    info!("Max Profit: ${:.2}", strategy.max_profit().unwrap_or(PZERO));
+    info!("Max Loss: ${:0.2}", strategy.max_loss().unwrap_or(PZERO));
+    info!("Total Fees: ${:.2}", strategy.fees());
+    info!("Profit Area: {:.2}%", strategy.profit_area());
+    info!("Profit Ratio: {:.2}%", strategy.profit_ratio());
+
+    // Generate the profit/loss graph
+    strategy.graph(
+        &price_range,
+        "Draws/Strategy/bear_put_spread_profit_loss_chart.png",
+        20,
+        (1400, 933),
+    )?;
+
+    Ok(())
+}
diff --git a/examples/strategy_bull_call_spread.rs → ...gies/src/bin/strategy_bull_call_spread.rs b/examples/strategy_bull_call_spread.rs → ...gies/src/bin/strategy_bull_call_spread.rs
@@ -3,8 +3,8 @@
    Email: [email protected]
    Date: 25/9/24
 ******************************************************************************/
-use optionstratlib::model::types::ExpirationDate;
 use optionstratlib::model::types::PositiveF64;
+use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
 use optionstratlib::strategies::base::Strategies;
 use optionstratlib::strategies::bull_call_spread::BullCallSpread;
@@ -44,8 +44,8 @@ fn main() -> Result<(), Box<dyn Error>> {
         "Net Premium Received: ${:.2}",
         strategy.net_premium_received()
     );
-    info!("Max Profit: ${:.2}", strategy.max_profit());
-    info!("Max Loss: ${:0.2}", strategy.max_loss());
+    info!("Max Profit: ${:.2}", strategy.max_profit().unwrap_or(PZERO));
+    info!("Max Loss: ${:0.2}", strategy.max_loss().unwrap_or(PZERO));
     info!("Total Fees: ${:.2}", strategy.fees());
     info!("Profit Area: {:.2}%", strategy.profit_area());
     info!("Profit Ratio: {:.2}%", strategy.profit_ratio());

diff --git a/examples/examples_strategies/src/bin/strategy_bull_put_spread.rs b/examples/examples_strategies/src/bin/strategy_bull_put_spread.rs
@@ -0,0 +1,62 @@
+/******************************************************************************
+   Author: Joaquín Béjar García
+   Email: [email protected]
+   Date: 25/9/24
+******************************************************************************/
+use optionstratlib::model::types::PositiveF64;
+use optionstratlib::model::types::{ExpirationDate, PZERO};
+use optionstratlib::pos;
+use optionstratlib::strategies::base::Strategies;
+use optionstratlib::strategies::bull_put_spread::BullPutSpread;
+use optionstratlib::utils::logger::setup_logger;
+use optionstratlib::visualization::utils::Graph;
+use std::error::Error;
+use tracing::info;
+
+fn main() -> Result<(), Box<dyn Error>> {
+    setup_logger();
+
+    let underlying_price = pos!(5781.88);
+
+    let strategy = BullPutSpread::new(
+        "SP500".to_string(),
+        underlying_price, // underlying_price
+        pos!(5750.0),     // long_strike_itm
+        pos!(5920.0),     // short_strike
+        ExpirationDate::Days(2.0),
+        0.18,      // implied_volatility
+        0.05,      // risk_free_rate
+        0.0,       // dividend_yield
+        pos!(2.0), // long quantity
+        15.04,     // premium_long
+        89.85,     // premium_short
+        0.78,      // open_fee_long
+        0.78,      // open_fee_long
+        0.73,      // close_fee_long
+        0.73,      // close_fee_short
+    );
+
+    let price_range = strategy.best_range_to_show(pos!(1.0)).unwrap();
+
+    info!("Title: {}", strategy.title());
+    info!("Break Even Points: {:?}", strategy.break_even_points);
+    info!(
+        "Net Premium Received: ${:.2}",
+        strategy.net_premium_received()
+    );
+    info!("Max Profit: ${:.2}", strategy.max_profit().unwrap_or(PZERO));
+    info!("Max Loss: ${:0.2}", strategy.max_loss().unwrap_or(PZERO));
+    info!("Total Fees: ${:.2}", strategy.fees());
+    info!("Profit Area: {:.2}%", strategy.profit_area());
+    info!("Profit Ratio: {:.2}%", strategy.profit_ratio());
+
+    // Generate the profit/loss graph
+    strategy.graph(
+        &price_range,
+        "Draws/Strategy/bull_put_spread_profit_loss_chart.png",
+        20,
+        (1400, 933),
+    )?;
+
+    Ok(())
+}
diff --git a/examples/strategy_call_butterfly.rs → ...tegies/src/bin/strategy_call_butterfly.rs b/examples/strategy_call_butterfly.rs → ...tegies/src/bin/strategy_call_butterfly.rs
@@ -3,8 +3,8 @@
    Email: [email protected]
    Date: 25/9/24
 ******************************************************************************/
-use optionstratlib::model::types::ExpirationDate;
 use optionstratlib::model::types::PositiveF64;
+use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
 use optionstratlib::strategies::base::Strategies;
 use optionstratlib::strategies::call_butterfly::CallButterfly;
@@ -48,8 +48,8 @@ fn main() -> Result<(), Box<dyn Error>> {
         "Net Premium Received: ${:.2}",
         strategy.net_premium_received()
     );
-    info!("Max Profit: ${:.2}", strategy.max_profit());
-    info!("Max Loss: ${:0.2}", strategy.max_loss());
+    info!("Max Profit: ${:.2}", strategy.max_profit().unwrap_or(PZERO));
+    info!("Max Loss: ${:0.2}", strategy.max_loss().unwrap_or(PZERO));
     info!("Total Fees: ${:.2}", strategy.fees());
     info!(
         "Range of Profit: ${:.2} {:.2}%",

diff --git a/examples/strategy_custom.rs → ...les_strategies/src/bin/strategy_custom.rs b/examples/strategy_custom.rs → ...les_strategies/src/bin/strategy_custom.rs
diff --git a/examples/strategy_graph.rs → ...ples_strategies/src/bin/strategy_graph.rs b/examples/strategy_graph.rs → ...ples_strategies/src/bin/strategy_graph.rs
@@ -3,8 +3,8 @@
    Email: [email protected]
    Date: 20/8/24
 ******************************************************************************/
-use optionstratlib::model::types::ExpirationDate;
 use optionstratlib::model::types::PositiveF64;
+use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
 use optionstratlib::strategies::base::Strategies;
 use optionstratlib::strategies::bull_call_spread::BullCallSpread;
@@ -38,8 +38,8 @@ fn main() -> Result<(), Box<dyn Error>> {
     info!("Title: {}", strategy.title());
     info!("Break Even {:?}", strategy.break_even());
     info!("Net Premium Received: {}", strategy.net_premium_received());
-    info!("Max Profit: {}", strategy.max_profit());
-    info!("Max Loss: {}", strategy.max_loss());
+    info!("Max Profit: {}", strategy.max_profit().unwrap_or(PZERO));
+    info!("Max Loss: {}", strategy.max_loss().unwrap_or(PZERO));
     info!("Total Cost: {}", strategy.total_cost());
 
     // Generate the intrinsic value graph

diff --git a/examples/strategy_iron_condor.rs → ...trategies/src/bin/strategy_iron_condor.rs b/examples/strategy_iron_condor.rs → ...trategies/src/bin/strategy_iron_condor.rs
@@ -1,5 +1,5 @@
-use optionstratlib::model::types::ExpirationDate;
 use optionstratlib::model::types::PositiveF64;
+use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
 use optionstratlib::strategies::base::Strategies;
 use optionstratlib::strategies::iron_condor::IronCondor;
@@ -42,8 +42,8 @@ fn main() -> Result<(), Box<dyn Error>> {
         "Net Premium Received: ${:.2}",
         strategy.net_premium_received()
     );
-    info!("Max Profit: ${:.2}", strategy.max_profit());
-    info!("Max Loss: ${:.2}", strategy.max_loss());
+    info!("Max Profit: ${:.2}", strategy.max_profit().unwrap_or(PZERO));
+    info!("Max Loss: ${:.2}", strategy.max_loss().unwrap_or(PZERO));
     info!("Total Fees: ${:.2}", strategy.fees());
     info!(
         "Range of Profit: ${:.2} {:.2}%",