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fix(types): core calculations mypy errors - isinstance checks, OptionType cast

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Bu5hm4nn
2026-03-30 00:02:54 +02:00
parent 8a00ae69d4
commit 36ba8731e6
1 changed files with 8 additions and 9 deletions
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17
app/core/calculations.py
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@@ -2,11 +2,13 @@ from __future__ import annotations
from collections.abc import Iterable, Mapping from collections.abc import Iterable, Mapping
from datetime import date, datetime from datetime import date, datetime
from typing import cast
from app.core.pricing.black_scholes import ( from app.core.pricing.black_scholes import (
DEFAULT_RISK_FREE_RATE, DEFAULT_RISK_FREE_RATE,
DEFAULT_VOLATILITY, DEFAULT_VOLATILITY,
BlackScholesInputs, BlackScholesInputs,
OptionType,
black_scholes_price_and_greeks, black_scholes_price_and_greeks,
) )
from app.models.option import OptionContract from app.models.option import OptionContract
@@ -124,10 +126,8 @@ def option_row_greeks(
if underlying_price <= 0: if underlying_price <= 0:
return dict(_ZERO_GREEKS) return dict(_ZERO_GREEKS)
try: strike_raw = row.get("strike", 0.0)
strike = float(row.get("strike", 0.0)) strike = float(strike_raw) if isinstance(strike_raw, (int, float)) else 0.0
except (TypeError, ValueError):
return dict(_ZERO_GREEKS)
if strike <= 0: if strike <= 0:
return dict(_ZERO_GREEKS) return dict(_ZERO_GREEKS)
@@ -149,12 +149,11 @@ def option_row_greeks(
if days_to_expiry <= 0: if days_to_expiry <= 0:
return dict(_ZERO_GREEKS) return dict(_ZERO_GREEKS)
try: iv_raw = row.get("impliedVolatility", 0.0) or 0.0
implied_volatility = float(row.get("impliedVolatility", 0.0) or 0.0) implied_volatility = float(iv_raw) if isinstance(iv_raw, (int, float)) else 0.0
except (TypeError, ValueError):
implied_volatility = 0.0
volatility = implied_volatility if implied_volatility > 0 else DEFAULT_VOLATILITY volatility = implied_volatility if implied_volatility > 0 else DEFAULT_VOLATILITY
option_type_typed: OptionType = cast(OptionType, option_type)
try: try:
pricing = black_scholes_price_and_greeks( pricing = black_scholes_price_and_greeks(
BlackScholesInputs( BlackScholesInputs(
@@ -163,7 +162,7 @@ def option_row_greeks(
time_to_expiry=days_to_expiry / 365.0, time_to_expiry=days_to_expiry / 365.0,
risk_free_rate=risk_free_rate, risk_free_rate=risk_free_rate,
volatility=volatility, volatility=volatility,
option_type=option_type, option_type=option_type_typed,
valuation_date=valuation, valuation_date=valuation,
) )
) )