Fix linting issues: line length, import sorting, unused variables

- Set ruff/black line length to 120
- Reformatted code with black
- Fixed import ordering with ruff
- Disabled lint for UI component files with long CSS strings
- Updated pyproject.toml with proper tool configuration

app/core/calculations.py

@@ -1,6 +1,6 @@
 from __future__ import annotations
 
-from typing import Iterable
+from collections.abc import Iterable
 
 from app.models.option import OptionContract
 from app.models.portfolio import LombardPortfolio

app/core/pricing/__init__.py

@@ -40,7 +40,11 @@ __all__ = [
 ]
 
 try:  # pragma: no cover - optional QuantLib modules
-    from .american_pricing import AmericanOptionInputs, AmericanPricingResult, american_option_price_and_greeks
+    from .american_pricing import (
+        AmericanOptionInputs,
+        AmericanPricingResult,
+        american_option_price_and_greeks,
+    )
     from .volatility import implied_volatility
 except ImportError:  # pragma: no cover - optional dependency
     AmericanOptionInputs = None

app/core/pricing/american_pricing.py

@@ -105,15 +105,9 @@ def _american_price(
     calendar = ql.NullCalendar()
 
     spot_handle = ql.QuoteHandle(ql.SimpleQuote(used_spot))
-    dividend_curve = ql.YieldTermStructureHandle(
-        ql.FlatForward(valuation_ql, params.dividend_yield, day_count)
-    )
-    risk_free_curve = ql.YieldTermStructureHandle(
-        ql.FlatForward(valuation_ql, used_rate, day_count)
-    )
-    volatility_curve = ql.BlackVolTermStructureHandle(
-        ql.BlackConstantVol(valuation_ql, calendar, used_vol, day_count)
-    )
+    dividend_curve = ql.YieldTermStructureHandle(ql.FlatForward(valuation_ql, params.dividend_yield, day_count))
+    risk_free_curve = ql.YieldTermStructureHandle(ql.FlatForward(valuation_ql, used_rate, day_count))
+    volatility_curve = ql.BlackVolTermStructureHandle(ql.BlackConstantVol(valuation_ql, calendar, used_vol, day_count))
 
     process = ql.BlackScholesMertonProcess(
         spot_handle,
@@ -129,7 +123,9 @@ def _american_price(
     return float(option.NPV())
 
 
-def american_option_price_and_greeks(params: AmericanOptionInputs) -> AmericanPricingResult:
+def american_option_price_and_greeks(
+    params: AmericanOptionInputs,
+) -> AmericanPricingResult:
     """Price an American option and estimate Greeks with finite differences.
 
     Notes:

app/core/pricing/black_scholes.py

@@ -1,8 +1,8 @@
 from __future__ import annotations
 
+import math
 from dataclasses import dataclass
 from datetime import date, timedelta
-import math
 from typing import Any, Literal
 
 try:  # pragma: no cover - optional dependency
@@ -97,8 +97,7 @@ def _analytic_black_scholes(params: BlackScholesInputs, option_type: OptionType)
     sigma = params.volatility
     sqrt_t = math.sqrt(t)
     d1 = (
-        math.log(params.spot / params.strike)
-        + (params.risk_free_rate - params.dividend_yield + 0.5 * sigma**2) * t
+        math.log(params.spot / params.strike) + (params.risk_free_rate - params.dividend_yield + 0.5 * sigma**2) * t
     ) / (sigma * sqrt_t)
     d2 = d1 - sigma * sqrt_t
     disc_r = math.exp(-params.risk_free_rate * t)
@@ -126,7 +125,14 @@ def _analytic_black_scholes(params: BlackScholesInputs, option_type: OptionType)
 
     gamma = (disc_q * pdf_d1) / (params.spot * sigma * sqrt_t)
     vega = params.spot * disc_q * pdf_d1 * sqrt_t
-    return PricingResult(price=float(price), delta=float(delta), gamma=float(gamma), theta=float(theta), vega=float(vega), rho=float(rho))
+    return PricingResult(
+        price=float(price),
+        delta=float(delta),
+        gamma=float(gamma),
+        theta=float(theta),
+        vega=float(vega),
+        rho=float(rho),
+    )
 
 
 def black_scholes_price_and_greeks(params: BlackScholesInputs) -> PricingResult:
@@ -143,12 +149,8 @@ def black_scholes_price_and_greeks(params: BlackScholesInputs) -> PricingResult:
     calendar = ql.NullCalendar()
 
     spot_handle = ql.QuoteHandle(ql.SimpleQuote(params.spot))
-    dividend_curve = ql.YieldTermStructureHandle(
-        ql.FlatForward(valuation_ql, params.dividend_yield, day_count)
-    )
-    risk_free_curve = ql.YieldTermStructureHandle(
-        ql.FlatForward(valuation_ql, params.risk_free_rate, day_count)
-    )
+    dividend_curve = ql.YieldTermStructureHandle(ql.FlatForward(valuation_ql, params.dividend_yield, day_count))
+    risk_free_curve = ql.YieldTermStructureHandle(ql.FlatForward(valuation_ql, params.risk_free_rate, day_count))
     volatility = ql.BlackVolTermStructureHandle(
         ql.BlackConstantVol(valuation_ql, calendar, params.volatility, day_count)
     )

app/core/pricing/volatility.py

@@ -93,12 +93,8 @@ def implied_volatility(
     calendar = ql.NullCalendar()
 
     spot_handle = ql.QuoteHandle(ql.SimpleQuote(spot))
-    dividend_curve = ql.YieldTermStructureHandle(
-        ql.FlatForward(valuation_ql, dividend_yield, day_count)
-    )
-    risk_free_curve = ql.YieldTermStructureHandle(
-        ql.FlatForward(valuation_ql, risk_free_rate, day_count)
-    )
+    dividend_curve = ql.YieldTermStructureHandle(ql.FlatForward(valuation_ql, dividend_yield, day_count))
+    risk_free_curve = ql.YieldTermStructureHandle(ql.FlatForward(valuation_ql, risk_free_rate, day_count))
     volatility_curve = ql.BlackVolTermStructureHandle(
         ql.BlackConstantVol(valuation_ql, calendar, initial_guess, day_count)
     )