Merge branch 'main' into add-api

rgaveiga · Mar 24, 2024 · 1804d94 · 1804d94
2 parents ec079bb + 2379a4a
commit 1804d94
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -1,9 +1,14 @@
 # CHANGELOG
 
-## 1.2.0 (2024-03-21)
+## 1.2.0 (2024-03-25)
 
 - Add API to call yfinance to receive stock information and future options chain
 
+## 1.1.0 (2024-03-24)
+
+- Refactor the engine's `run` method for readability.
+- Accept dictionary of inputs to `StratgyEngine` init.
+
 ## 1.0.1 (2024-03-18)
 
 - Refactor __holidays__.py to a utils function using the `holiday` library

diff --git a/examples/black_scholes_calculator.ipynb b/examples/black_scholes_calculator.ipynb
@@ -13,26 +13,14 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 6,
+   "execution_count": 1,
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2024-03-15T17:36:52.330797Z",
-     "start_time": "2024-03-15T17:36:52.121865Z"
+     "end_time": "2024-03-15T21:15:37.010803Z",
+     "start_time": "2024-03-15T21:15:36.450216Z"
     }
    },
-   "outputs": [
-    {
-     "ename": "ImportError",
-     "evalue": "cannot import name 'get_bs_info' from 'optionlab' (/Users/mnhmbp/PycharmProjects/optionlab/optionlab/__init__.py)",
-     "output_type": "error",
-     "traceback": [
-      "\u001B[0;31m---------------------------------------------------------------------------\u001B[0m",
-      "\u001B[0;31mImportError\u001B[0m                               Traceback (most recent call last)",
-      "Cell \u001B[0;32mIn[6], line 3\u001B[0m\n\u001B[1;32m      1\u001B[0m \u001B[38;5;28;01mfrom\u001B[39;00m \u001B[38;5;21;01m__future__\u001B[39;00m \u001B[38;5;28;01mimport\u001B[39;00m print_function\n\u001B[1;32m      2\u001B[0m \u001B[38;5;28;01mfrom\u001B[39;00m \u001B[38;5;21;01m__future__\u001B[39;00m \u001B[38;5;28;01mimport\u001B[39;00m division\n\u001B[0;32m----> 3\u001B[0m \u001B[38;5;28;01mfrom\u001B[39;00m \u001B[38;5;21;01moptionlab\u001B[39;00m \u001B[38;5;28;01mimport\u001B[39;00m VERSION, get_bs_info\n\u001B[1;32m      4\u001B[0m \u001B[38;5;28;01mimport\u001B[39;00m \u001B[38;5;21;01msys\u001B[39;00m\n",
-      "\u001B[0;31mImportError\u001B[0m: cannot import name 'get_bs_info' from 'optionlab' (/Users/mnhmbp/PycharmProjects/optionlab/optionlab/__init__.py)"
-     ]
-    }
-   ],
+   "outputs": [],
    "source": [
     "from __future__ import print_function\n",
     "from __future__ import division\n",

diff --git a/examples/naked_call.ipynb b/examples/naked_call.ipynb
@@ -20,8 +20,8 @@
    "execution_count": 1,
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2024-03-15T17:50:56.431755Z",
-     "start_time": "2024-03-15T17:50:55.507652Z"
+     "end_time": "2024-03-15T21:16:28.614458Z",
+     "start_time": "2024-03-15T21:16:27.865860Z"
     }
    },
    "outputs": [],
@@ -31,7 +31,7 @@
     "import datetime as dt\n",
     "import sys\n",
     "\n",
-    "from optionlab import VERSION, StrategyEngine, Inputs\n",
+    "from optionlab import VERSION, StrategyEngine, Inputs, plot_pl\n",
     "\n",
     "%matplotlib inline"
    ]
@@ -64,11 +64,11 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 4,
+   "execution_count": 3,
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2024-03-13T02:27:33.629312Z",
-     "start_time": "2024-03-13T02:27:33.621905Z"
+     "end_time": "2024-03-15T21:16:37.874205Z",
+     "start_time": "2024-03-15T21:16:37.868325Z"
     }
    },
    "outputs": [],
@@ -100,20 +100,20 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 5,
+   "execution_count": 4,
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2024-03-13T02:27:36.676391Z",
-     "start_time": "2024-03-13T02:27:36.670314Z"
+     "end_time": "2024-03-15T21:16:40.959949Z",
+     "start_time": "2024-03-15T21:16:40.942429Z"
     }
    },
    "outputs": [
     {
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "CPU times: user 1.94 ms, sys: 1.22 ms, total: 3.16 ms\n",
-      "Wall time: 2.36 ms\n"
+      "CPU times: user 2.23 ms, sys: 1.28 ms, total: 3.51 ms\n",
+      "Wall time: 2.57 ms\n"
      ]
     }
    ],
@@ -131,11 +131,11 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 6,
+   "execution_count": 5,
    "metadata": {
     "ExecuteTime": {
-     "end_time": "2024-03-13T02:27:38.761229Z",
-     "start_time": "2024-03-13T02:27:38.445697Z"
+     "end_time": "2024-03-15T21:16:42.811428Z",
+     "start_time": "2024-03-15T21:16:42.639286Z"
     }
    },
    "outputs": [
@@ -158,7 +158,7 @@
     }
    ],
    "source": [
-    "st.plot_pl()"
+    "plot_pl(st)"
    ]
   },
   {

diff --git a/optionlab/__init__.py b/optionlab/__init__.py
@@ -36,6 +36,7 @@
         get_theta,
     )
     from .engine import StrategyEngine
+    from .plot import plot_pl
     from .support import (
         get_pl_profile,
         get_pl_profile_stock,
@@ -85,6 +86,8 @@
     "get_delta",
     "get_gamma",
     "get_theta",
+    # plot
+    "plot_pl",
     # api
     "get_options_chain",
     "get_stock_history",
@@ -128,6 +131,8 @@
     "get_delta": (__package__, ".black_scholes"),
     "get_gamma": (__package__, ".black_scholes"),
     "get_theta": (__package__, ".black_scholes"),
+    # plot
+    "plot_pl": (__package__, ".plot"),
     # api
     "get_options_chain": (__package__, ".api"),
     "get_stock_history": (__package__, ".api"),