joaquinbejar · joaquinbejar · Dec 19, 2024 · Dec 13, 2024 · Dec 13, 2024 · Dec 14, 2024
diff --git a/Cargo.toml b/Cargo.toml
@@ -1,6 +1,6 @@
 [package]
 name = "optionstratlib"
-version = "0.2.4"
+version = "0.2.5"
 edition = "2021"
 authors = ["Joaquin Bejar <[email protected]>"]
 description = "OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes."

diff --git a/Draws/Options/intrinsic_value_chart.png b/Draws/Options/intrinsic_value_chart.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/bull_call_spread_profit_loss_chart.png b/Draws/Strategy/bull_call_spread_profit_loss_chart.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/call_butterfly_profit_loss_chart.png b/Draws/Strategy/call_butterfly_profit_loss_chart.png
diff --git a/Draws/Strategy/call_butterfly_profit_loss_chart_best_area.png b/Draws/Strategy/call_butterfly_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/call_butterfly_profit_loss_chart_best_ratio.png b/Draws/Strategy/call_butterfly_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/iron_butterfly_profit_loss_chart_best_area.png b/Draws/Strategy/iron_butterfly_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/iron_butterfly_profit_loss_chart_best_ratio.png b/Draws/Strategy/iron_butterfly_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/iron_condor_profit_loss_chart_best_area.png b/Draws/Strategy/iron_condor_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/iron_condor_profit_loss_chart_best_ratio.png b/Draws/Strategy/iron_condor_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/long_butterfly_spread_profit_loss_chart.png b/Draws/Strategy/long_butterfly_spread_profit_loss_chart.png
diff --git a/Draws/Strategy/long_butterfly_spread_profit_loss_chart_best_area.png b/Draws/Strategy/long_butterfly_spread_profit_loss_chart_best_area.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/long_strangle_profit_loss_chart_best_area.png b/Draws/Strategy/long_strangle_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/poor_mans_covered_call_profit_loss_chart_best_ratio.png b/Draws/Strategy/poor_mans_covered_call_profit_loss_chart_best_ratio.png
diff --git a/Draws/Strategy/short_butterfly_spread_profit_loss_chart_best_area.png b/Draws/Strategy/short_butterfly_spread_profit_loss_chart_best_area.png
diff --git a/Draws/Strategy/short_butterfly_spread_profit_loss_chart_best_ratio.png b/Draws/Strategy/short_butterfly_spread_profit_loss_chart_best_ratio.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.png b/Draws/Strategy/short_strangle_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/Draws/Strategy/short_strangle_profit_loss_chart_best_ratio.png b/Draws/Strategy/short_strangle_profit_loss_chart_best_ratio.png
diff --git a/Makefile b/Makefile
@@ -1,6 +1,8 @@
 # Makefile for common tasks in a Rust project
 # Detect current branch
 CURRENT_BRANCH := $(shell git rev-parse --abbrev-ref HEAD)
+ZIP_NAME = OptionStratLib.zip
+
 
 # Default target
 .PHONY: all
@@ -18,7 +20,7 @@ release:
 # Run tests
 .PHONY: test
 test:
-	cargo test
+	LOGLEVEL=WARN cargo test
 
 # Format the code
 .PHONY: fmt
@@ -102,4 +104,15 @@ readme: create-doc
 
 .PHONY: check-spanish
 check-spanish:
-	cd scripts && python3 spanish.py ../src && cd ..
+	cd scripts && python3 spanish.py ../src && cd ..
+
+.PHONY: zip
+zip:
+	@echo "Creating $(ZIP_NAME) without any 'target' directories, 'Cargo.lock', and hidden files..."
+	@find . -type f \
+		! -path "*/target/*" \
+		! -path "./.*" \
+		! -name "Cargo.lock" \
+		! -name ".*" \
+		| zip -@ $(ZIP_NAME)
+	@echo "$(ZIP_NAME) created successfully."
diff --git a/README.md b/README.md
@@ -2,19 +2,23 @@
 
 
  <div style="text-align: center;">
- <img src="doc/images/logo.png" alt="OptionStratLib" style="width: 100%; height: 200px;">
+ <img src="https://raw.githubusercontent.com/joaquinbejar/OptionStratLib/refs/heads/main/doc/images/logo.png" alt="OptionStratLib" style="width: 100%; height: 200px;">
  </div>
 
  [![Dual License](https://img.shields.io/badge/license-MIT%20and%20Apache%202.0-blue)](./LICENSE)
  [![Crates.io](https://img.shields.io/crates/v/optionstratlib.svg)](https://crates.io/crates/optionstratlib)
  [![Downloads](https://img.shields.io/crates/d/optionstratlib.svg)](https://crates.io/crates/optionstratlib)
  [![Stars](https://img.shields.io/github/stars/joaquinbejar/OptionStratLib.svg)](https://github.com/joaquinbejar/OptionStratLib/stargazers)
+ [![Issues](https://img.shields.io/github/issues/joaquinbejar/OptionStratLib.svg)](https://github.com/joaquinbejar/OptionStratLib/issues)
+ [![PRs](https://img.shields.io/github/issues-pr/joaquinbejar/OptionStratLib.svg)](https://github.com/joaquinbejar/OptionStratLib/pulls)
+
 
  [![Build Status](https://img.shields.io/github/workflow/status/joaquinbejar/OptionStratLib/CI)](https://github.com/joaquinbejar/OptionStratLib/actions)
  [![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)
+ [![Documentation](https://img.shields.io/badge/docs-latest-blue.svg)](https://docs.rs/optionstratlib)
 
- # OptionStratLib v0.2.4: Financial Options Library
+ # OptionStratLib v0.2.5: Financial Options Library
 
  ## Table of Contents
  1. [Introduction](#introduction)

diff --git a/examples/examples_chain/src/bin/option_chain.rs b/examples/examples_chain/src/bin/option_chain.rs
@@ -11,7 +11,13 @@ use tracing::info;
 
 fn main() {
     setup_logger();
-    let mut chain = OptionChain::new("SP500", pos!(5781.88), "18 oct 2024".to_string());
+    let mut chain = OptionChain::new(
+        "SP500",
+        pos!(5781.88),
+        "18 oct 2024".to_string(),
+        None,
+        None,
+    );
 
     chain.add_option(
         pos!(5520.0),

diff --git a/examples/examples_strategies/src/bin/strategy_call_butterfly.rs b/examples/examples_strategies/src/bin/strategy_call_butterfly.rs
@@ -21,26 +21,26 @@ fn main() -> Result<(), Box<dyn Error>> {
     let strategy = CallButterfly::new(
         "SP500".to_string(),
         underlying_price, // underlying_price
-        pos!(5750.0),     // long_strike_itm
-        pos!(5850.0),     // long_strike_otm
-        pos!(5800.0),     // short_strike
+        pos!(5750.0),     // long_call_strike
+        pos!(5800.0),     // short_call_low_strike
+        pos!(5850.0),     // short_call_high_strike
         ExpirationDate::Days(2.0),
         0.18,      // implied_volatility
         0.05,      // risk_free_rate
         0.0,       // dividend_yield
         pos!(1.0), // long quantity
-        pos!(2.0), // short_quantity
         85.04,     // premium_long_itm
-        31.65,     // premium_long_otm
-        53.04,     // premium_short
+        53.04,     // premium_long_otm
+        28.85,     // premium_short
+        0.78,      // premium_short
         0.78,      // open_fee_long
         0.78,      // close_fee_long
         0.73,      // close_fee_short
         0.73,      // close_fee_short
+        0.72,      // open_fee_short
     );
-
     let price_range = strategy.best_range_to_show(pos!(1.0)).unwrap();
-    let range = strategy.break_even_points[1] - strategy.break_even_points[0];
+    let range = strategy.range_of_profit().unwrap_or(PZERO);
 
     info!("Title: {}", strategy.title());
     info!("Break Even Points: {:?}", strategy.break_even_points);

diff --git a/examples/examples_strategies/src/bin/strategy_long_butterfly_spread.rs b/examples/examples_strategies/src/bin/strategy_long_butterfly_spread.rs
@@ -4,6 +4,7 @@
    Date: 25/9/24
 ******************************************************************************/
 
+use optionstratlib::greeks::equations::Greeks;
 use optionstratlib::model::types::PositiveF64;
 use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
@@ -17,40 +18,24 @@ use tracing::info;
 fn main() -> Result<(), Box<dyn Error>> {
     setup_logger();
 
-    let underlying_price = pos!(5781.88);
+    let underlying_price = pos!(5795.88);
 
     let strategy = LongButterflySpread::new(
         "SP500".to_string(),
         underlying_price, // underlying_price
-        pos!(5810.0),     // long_strike_itm
-        pos!(5820.0),     // short_strike
-        pos!(6200.0),     // long_strike_otm
+        pos!(5710.0),     // long_strike_itm
+        pos!(5780.0),     // short_strike
+        pos!(5850.0),     // long_strike_otm
         ExpirationDate::Days(2.0),
         0.18,      // implied_volatility
         0.05,      // risk_free_rate
         0.0,       // dividend_yield
         pos!(1.0), // long quantity
-        49.65,     // premium_long
-        42.93,     // premium_short
-        1.0,       // open_fee_long
-        4.0,       // open_fee_long
+        113.30,    // premium_long
+        64.20,     // premium_short
+        31.65,     // open_fee_long
+        0.07,      // open_fee_long
     );
-    // let strategy = LongButterfly::new(
-    //     "SP500".to_string(),
-    //     underlying_price, // underlying_price
-    //     pos!(5730.0),     // long_strike_itm
-    //     pos!(5740.0),     // short_strike
-    //     pos!(5850.0),     // long_strike_otm
-    //     ExpirationDate::Days(2.0),
-    //     0.18,      // implied_volatility
-    //     0.05,      // risk_free_rate
-    //     0.0,       // dividend_yield
-    //     pos!(1.0), // long quantity
-    //     98.79,     // premium_long
-    //     90.02,     // premium_short
-    //     31.65,      // open_fee_long
-    //     4.0,      // open_fee_long
-    // );
 
     let price_range = strategy.best_range_to_show(pos!(1.0)).unwrap();
 
@@ -74,5 +59,7 @@ fn main() -> Result<(), Box<dyn Error>> {
         (1400, 933),
     )?;
 
+    info!("Greeks:  {:#?}", strategy.greeks());
+
     Ok(())
 }
diff --git a/examples/examples_strategies/src/bin/strategy_short_strangle.rs b/examples/examples_strategies/src/bin/strategy_short_strangle.rs
@@ -1,3 +1,4 @@
+use optionstratlib::greeks::equations::Greeks;
 use optionstratlib::model::types::PositiveF64;
 use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
@@ -58,5 +59,7 @@ fn main() -> Result<(), Box<dyn Error>> {
         (1400, 933),
     )?;
 
+    info!("Greeks:  {:#?}", strategy.greeks());
+
     Ok(())
 }
diff --git a/examples/examples_strategies/src/bin/strategy_short_strangle_delta.rs b/examples/examples_strategies/src/bin/strategy_short_strangle_delta.rs
@@ -11,24 +11,24 @@ use tracing::info;
 fn main() -> Result<(), Box<dyn Error>> {
     setup_logger();
 
-    let underlying_price = pos!(2655.6);
+    let underlying_price = pos!(7250.6);
 
     let strategy = ShortStrangle::new(
-        "GOLD".to_string(),
+        "CL".to_string(),
         underlying_price, // underlying_price
-        pos!(2480.0),     // call_strike
-        pos!(2650.0),     // put_strike
-        ExpirationDate::Days(3.0),
-        0.1548,    // implied_volatility
+        pos!(7450.0),     // call_strike
+        pos!(7050.0),     // put_strike
+        ExpirationDate::Days(45.0),
+        0.3745,    // implied_volatility
         0.05,      // risk_free_rate
         0.0,       // dividend_yield
         pos!(2.0), // quantity
-        46.3,      // premium_short_call
-        4.6,       // premium_short_put
-        0.96,      // open_fee_short_call
-        0.96,      // close_fee_short_call
-        0.96,      // open_fee_short_put
-        0.96,      // close_fee_short_put
+        84.2,      // premium_short_call
+        353.2,     // premium_short_put
+        7.01,      // open_fee_short_call
+        7.01,      // close_fee_short_call
+        7.01,      // open_fee_short_put
+        7.01,      // close_fee_short_put
     );
 
     let price_range = strategy.best_range_to_show(pos!(1.0)).unwrap();

diff --git a/examples/examples_strategies_best/src/bin/strategy_bear_call_spread_best_area.rs b/examples/examples_strategies_best/src/bin/strategy_bear_call_spread_best_area.rs
@@ -54,7 +54,7 @@ fn main() -> Result<(), Box<dyn Error>> {
         range,
         (range / 2.0) / underlying_price * 100.0
     );
-    info!("Profit Ratio: {:.2}%", strategy.profit_ratio());
+    info!("Profit Area: {:.2}%", strategy.profit_area());
 
     if strategy.profit_ratio() > ZERO {
         debug!("Strategy:  {:#?}", strategy);

diff --git a/examples/examples_strategies_best/src/bin/strategy_bull_call_spread_best_area.rs b/examples/examples_strategies_best/src/bin/strategy_bull_call_spread_best_area.rs
@@ -16,7 +16,6 @@ fn main() -> Result<(), Box<dyn Error>> {
 
     let option_chain =
         OptionChain::load_from_json("./examples/Chains/SP500-18-oct-2024-5781.88.json")?;
-    // println!("{}", option_chain);
     let underlying_price = option_chain.underlying_price;
     let mut strategy = BullCallSpread::new(
         "SP500".to_string(),

diff --git a/examples/examples_strategies_best/src/bin/strategy_bull_call_spread_best_ratio.rs b/examples/examples_strategies_best/src/bin/strategy_bull_call_spread_best_ratio.rs
@@ -16,7 +16,6 @@ fn main() -> Result<(), Box<dyn Error>> {
 
     let option_chain =
         OptionChain::load_from_json("./examples/Chains/SP500-18-oct-2024-5781.88.json")?;
-    // println!("{}", option_chain);
     let underlying_price = option_chain.underlying_price;
     let mut strategy = BullCallSpread::new(
         "SP500".to_string(),

diff --git a/examples/examples_strategies_best/src/bin/strategy_call_butterfly_best_area.rs b/examples/examples_strategies_best/src/bin/strategy_call_butterfly_best_area.rs
@@ -13,7 +13,6 @@ use optionstratlib::strategies::call_butterfly::CallButterfly;
 use optionstratlib::strategies::utils::FindOptimalSide;
 use optionstratlib::utils::logger::setup_logger;
 use optionstratlib::visualization::utils::Graph;
-use std::env;
 use std::error::Error;
 use tracing::{debug, info};
 
@@ -33,14 +32,15 @@ fn main() -> Result<(), Box<dyn Error>> {
         0.05,      // risk_free_rate
         ZERO,      // dividend_yield
         pos!(2.0), // long quantity
-        pos!(4.0), // short_quantity
+        ZERO,      // short_quantity
         ZERO,      // premium_long_itm
         ZERO,      // premium_long_otm
         ZERO,      // premium_short
         0.78,      // open_fee_long
         0.78,      // close_fee_long
         0.73,      // close_fee_short
         0.73,      // close_fee_short
+        0.73,      // close_fee_short
     );
 
     strategy.best_area(

diff --git a/examples/examples_strategies_best/src/bin/strategy_call_butterfly_best_ratio.rs b/examples/examples_strategies_best/src/bin/strategy_call_butterfly_best_ratio.rs
@@ -32,14 +32,15 @@ fn main() -> Result<(), Box<dyn Error>> {
         0.05,      // risk_free_rate
         ZERO,      // dividend_yield
         pos!(2.0), // long quantity
-        pos!(4.0), // short_quantity
+        ZERO,      // short_quantity
         ZERO,      // premium_long_itm
         ZERO,      // premium_long_otm
         ZERO,      // premium_short
         0.78,      // open_fee_long
         0.78,      // close_fee_long
         0.73,      // close_fee_short
         0.73,      // close_fee_short
+        0.73,
     );
 
     strategy.best_ratio(

diff --git a/examples/examples_strategies_best/src/bin/strategy_iron_butterfly_best_area.rs b/examples/examples_strategies_best/src/bin/strategy_iron_butterfly_best_area.rs
@@ -1,5 +1,6 @@
 use optionstratlib::chains::chain::OptionChain;
 use optionstratlib::constants::ZERO;
+use optionstratlib::greeks::equations::Greeks;
 use optionstratlib::model::types::PositiveF64;
 use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
@@ -69,5 +70,7 @@ fn main() -> Result<(), Box<dyn Error>> {
         )?;
     }
 
+    info!("Greeks:  {:#?}", strategy.greeks());
+
     Ok(())
 }
diff --git a/examples/examples_strategies_best/src/bin/strategy_iron_butterfly_best_ratio.rs b/examples/examples_strategies_best/src/bin/strategy_iron_butterfly_best_ratio.rs
@@ -1,5 +1,6 @@
 use optionstratlib::chains::chain::OptionChain;
 use optionstratlib::constants::ZERO;
+use optionstratlib::greeks::equations::Greeks;
 use optionstratlib::model::types::PositiveF64;
 use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
@@ -68,6 +69,7 @@ fn main() -> Result<(), Box<dyn Error>> {
             (1400, 933),
         )?;
     }
+    info!("Greeks:  {:#?}", strategy.greeks());
 
     Ok(())
 }
diff --git a/examples/examples_strategies_best/src/bin/strategy_iron_condor_best_area.rs b/examples/examples_strategies_best/src/bin/strategy_iron_condor_best_area.rs
@@ -1,5 +1,6 @@
 use optionstratlib::chains::chain::OptionChain;
 use optionstratlib::constants::ZERO;
+use optionstratlib::greeks::equations::Greeks;
 use optionstratlib::model::types::PositiveF64;
 use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
@@ -69,6 +70,6 @@ fn main() -> Result<(), Box<dyn Error>> {
             (1400, 933),
         )?;
     }
-
+    info!("Greeks:  {:#?}", strategy.greeks());
     Ok(())
 }
diff --git a/examples/examples_strategies_best/src/bin/strategy_iron_condor_best_ratio.rs b/examples/examples_strategies_best/src/bin/strategy_iron_condor_best_ratio.rs
@@ -1,5 +1,6 @@
 use optionstratlib::chains::chain::OptionChain;
 use optionstratlib::constants::ZERO;
+use optionstratlib::greeks::equations::Greeks;
 use optionstratlib::model::types::PositiveF64;
 use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
@@ -69,6 +70,6 @@ fn main() -> Result<(), Box<dyn Error>> {
             (1400, 933),
         )?;
     }
-
+    info!("Greeks:  {:#?}", strategy.greeks());
     Ok(())
 }
diff --git a/examples/examples_strategies_best/src/bin/strategy_long_straddle_best_area.rs b/examples/examples_strategies_best/src/bin/strategy_long_straddle_best_area.rs
@@ -1,5 +1,6 @@
 use optionstratlib::chains::chain::OptionChain;
 use optionstratlib::constants::ZERO;
+use optionstratlib::greeks::equations::Greeks;
 use optionstratlib::model::types::PositiveF64;
 use optionstratlib::model::types::{ExpirationDate, PZERO};
 use optionstratlib::pos;
@@ -34,7 +35,6 @@ fn main() -> Result<(), Box<dyn Error>> {
         0.82,      // close_fee_short_put
     );
     strategy.best_area(&option_chain, FindOptimalSide::All);
-    // info!("Option Chain: {}", option_chain);
     debug!("Strategy:  {:#?}", strategy);
     let price_range = strategy.best_range_to_show(pos!(1.0)).unwrap();
     let range = strategy.range_of_profit().unwrap_or(PZERO);
@@ -63,6 +63,6 @@ fn main() -> Result<(), Box<dyn Error>> {
             (1400, 933),
         )?;
     }
-
+    info!("Greeks:  {:#?}", strategy.greeks());
     Ok(())
 }