Initial commit: Vault Dashboard for options hedging

- FastAPI + NiceGUI web application
- QuantLib-based Black-Scholes pricing with Greeks
- Protective put, laddered, and LEAPS strategies
- Real-time WebSocket updates
- TradingView-style charts via Lightweight-Charts
- Docker containerization
- GitLab CI/CD pipeline for VPS deployment
- VPN-only access configuration

tests/test_portfolio.py

@@ -0,0 +1,22 @@
+from __future__ import annotations
+
+import pytest
+
+
+def test_ltv_calculation(sample_portfolio) -> None:
+    assert sample_portfolio.current_ltv == pytest.approx(0.60, rel=1e-12)
+    assert sample_portfolio.ltv_at_price(460.0) == pytest.approx(0.60, rel=1e-12)
+    assert sample_portfolio.ltv_at_price(368.0) == pytest.approx(0.75, rel=1e-12)
+
+
+def test_net_equity_calculation(sample_portfolio) -> None:
+    assert sample_portfolio.net_equity == pytest.approx(400_000.0, rel=1e-12)
+    assert sample_portfolio.net_equity_at_price(420.0) == pytest.approx(
+        sample_portfolio.gold_ounces * 420.0 - 600_000.0,
+        rel=1e-12,
+    )
+
+
+def test_margin_call_threshold(sample_portfolio) -> None:
+    assert sample_portfolio.margin_call_price() == pytest.approx(368.0, rel=1e-12)
+    assert sample_portfolio.ltv_at_price(sample_portfolio.margin_call_price()) == pytest.approx(0.75, rel=1e-12)