fix(types): core calculations mypy errors - isinstance checks, OptionType cast
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@@ -2,11 +2,13 @@ from __future__ import annotations
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from collections.abc import Iterable, Mapping
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from datetime import date, datetime
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from typing import cast
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from app.core.pricing.black_scholes import (
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DEFAULT_RISK_FREE_RATE,
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DEFAULT_VOLATILITY,
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BlackScholesInputs,
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OptionType,
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black_scholes_price_and_greeks,
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)
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from app.models.option import OptionContract
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@@ -124,10 +126,8 @@ def option_row_greeks(
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if underlying_price <= 0:
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return dict(_ZERO_GREEKS)
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try:
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strike = float(row.get("strike", 0.0))
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except (TypeError, ValueError):
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return dict(_ZERO_GREEKS)
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strike_raw = row.get("strike", 0.0)
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strike = float(strike_raw) if isinstance(strike_raw, (int, float)) else 0.0
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if strike <= 0:
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return dict(_ZERO_GREEKS)
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@@ -149,12 +149,11 @@ def option_row_greeks(
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if days_to_expiry <= 0:
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return dict(_ZERO_GREEKS)
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try:
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implied_volatility = float(row.get("impliedVolatility", 0.0) or 0.0)
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except (TypeError, ValueError):
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implied_volatility = 0.0
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iv_raw = row.get("impliedVolatility", 0.0) or 0.0
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implied_volatility = float(iv_raw) if isinstance(iv_raw, (int, float)) else 0.0
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volatility = implied_volatility if implied_volatility > 0 else DEFAULT_VOLATILITY
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option_type_typed: OptionType = cast(OptionType, option_type)
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try:
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pricing = black_scholes_price_and_greeks(
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BlackScholesInputs(
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@@ -163,7 +162,7 @@ def option_row_greeks(
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time_to_expiry=days_to_expiry / 365.0,
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risk_free_rate=risk_free_rate,
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volatility=volatility,
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option_type=option_type,
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option_type=option_type_typed,
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valuation_date=valuation,
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)
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)
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