From 36252a3da853ec3000802c563addff9655e4333b Mon Sep 17 00:00:00 2001 From: rgaveiga Date: Mon, 22 Dec 2025 21:58:17 -0300 Subject: [PATCH 1/9] Update all changes --- CHANGELOG.md | 9 + docs/optionlab.html | 181 +- docs/optionlab/black_scholes.html | 224 +-- docs/optionlab/engine.html | 28 +- docs/optionlab/models.html | 2412 ++++++++++++----------- docs/optionlab/plot.html | 24 +- docs/optionlab/support.html | 584 +++--- docs/optionlab/utils.html | 64 +- docs/search.js | 2 +- examples/black_scholes_calculator.ipynb | 11 +- examples/calendar_spread.ipynb | 12 +- examples/call_spread.ipynb | 30 +- examples/covered_call.ipynb | 14 +- examples/naked_call.ipynb | 52 +- optionlab/.gitignore | 1 + optionlab/__init__.py | 129 +- optionlab/black_scholes.py | 88 +- optionlab/engine.py | 10 +- optionlab/models.py | 26 +- optionlab/plot.py | 8 +- optionlab/price_array.py | 100 - optionlab/support.py | 214 +- optionlab/utils.py | 24 +- pyproject.toml | 2 +- tests/.gitignore | 4 +- tests/test_core.py | 145 +- tests/test_misc.py | 131 -- tests/test_models.py | 2 +- 28 files changed, 2062 insertions(+), 2469 deletions(-) delete mode 100644 optionlab/price_array.py delete mode 100644 tests/test_misc.py diff --git a/CHANGELOG.md b/CHANGELOG.md index 5f649af..4cbfbbe 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,5 +1,14 @@ # CHANGELOG +## 1.5.0 (2025-12-14) + +- Changed `get_pop` to compute the expected profit and expected loss of a strategy with the Black-Scholes model by calling a new function, `_compute_expected_returns_bs`. +- Updated docstrings. +- Removed price_array.py (a better Monte Carlo implementation is coming soon). +- The `expected_return_above_target` and `expected_return_below_target` fields in `PoPOutputs`, in models.py, are no longer optional but floats with default value of 0.0. +- The same for the `expected_profit` and `expected_loss` fields in `EngineData` and `Outputs`, both also in models.py. +- Removed test_misc.py. + ## 1.4.3 (2025-04-14) - Updated docstrings. diff --git a/docs/optionlab.html b/docs/optionlab.html index 155e707..c8d756e 100644 --- a/docs/optionlab.html +++ b/docs/optionlab.html @@ -3,14 +3,14 @@ - + optionlab API documentation - +