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59d8b36bb0
* Fixes * Update stocks_helper.py * update git-actions set-output to new format * Update stocks_helper.py * Update terminal_helper.py * removed LineAnnotateDrawer from qa_view * lint * few changes * updates * sdk auto gen modules done * Update stocks_helper.py * updates to changed imports, and remove first sdk_modules * Update generate_sdk.py * Update generate_sdk.py * pylint * revert stocks_helper * Update generate_sdk.py * Update sdk.py * Update generate_sdk.py * full auto generation, added sdk.py/controllers creation * missed enable forecasting * added running black in subprocess after sdk files generation completes * removed deleted sdk_arg_logger * comment out tests * property doc fix * clean up * Update generate_sdk.py * make trailmap classes useable for doc generation * Update generate_sdk.py * added lineon to trailmap class for linking to func in markdown * changed lineon to dict * added full_path to trailmap for linking in docs * updated portfolio * feat: initial files * feat: added meta head * feat: added funcdef * added func_def to trailmap attributes for markdown in docs, added missing type hints to covid functions * feat: added view and merged with jaun * Update generate_sdk.py * Update generate_sdk.py * Update generate_sdk.py * Update generate_sdk.py * init * fix returns * fix: random stuff * fix: random * fixed encoding issue on windows * fix: generate tabs * update * Update generate_sdk_markdown.py * Create .pydocstyle.ini * added type hint classes for views * fixes * alt, ba * alt-economy * Update finviz_compare_model.py * fixs * Update substack_model.py * Update generate_sdk.py * last of my section * porfolio * po * Update optimizer_model.py * fixing more things * few more * keys done * update * fixes * Update generate_sdk_markdown.py * Update generate_sdk_markdown.py * mypy forecast fix * Update generate_sdk_markdown.py * Update generate_sdk_markdown.py * Update generate_sdk_markdown.py * fixes * forecast fixes * one more fix * Update coinbase_model.py * Update generate_sdk_markdown.py Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com> Co-authored-by: James Maslek <jmaslek11@gmail.com> Co-authored-by: jose-donato <zmcdonato@gmail.com> Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
61 lines
1.5 KiB
Python
61 lines
1.5 KiB
Python
"""Calculator Model"""
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___docformat__ = "numpy"
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import logging
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from typing import Dict, Tuple
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import numpy as np
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from openbb_terminal.decorators import log_start_end
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logger = logging.getLogger(__name__)
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@log_start_end(log=logger)
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def pnl_calculator(
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strike: float = 10,
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premium: float = 1,
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put: bool = False,
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sell: bool = False,
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**kwargs: Dict[str, int]
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) -> Tuple[np.ndarray, np.ndarray, float]:
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"""Calculate profit/loss for different option variables
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Parameters
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----------
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strike: float
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Strike price
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premium: float
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Premium
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put: bool
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Is this a put option
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sell: bool
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Are you selling the option
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kwargs
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Returns
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-------
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Tuple[np.ndarray, np.ndarray, float]
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Array of prices, array of profits/losses, breakeven price
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"""
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if "x_min" in kwargs and "x_max" in kwargs:
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price_at_expiry = np.linspace(kwargs["x_min"], kwargs["x_max"], 301) # type: ignore
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else:
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price_at_expiry = np.linspace(strike / 2, 1.5 * strike, 301)
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sell_factor = [1, -1][sell]
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if put:
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break_even = strike - sell_factor * premium
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pnl = strike - premium - price_at_expiry
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pnl = sell_factor * 100 * np.where(price_at_expiry < strike, pnl, -premium)
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else:
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break_even = strike + sell_factor * premium
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pnl = price_at_expiry - strike - premium
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pnl = sell_factor * 100 * np.where(price_at_expiry > strike, pnl, -premium)
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return price_at_expiry, pnl, break_even
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