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/strategies/__init__.py

@@ -1,6 +1,6 @@
 from .base import BaseStrategy, StrategyConfig
 from .engine import StrategySelectionEngine
-from .laddered_put import LadderSpec, LadderedPutStrategy
+from .laddered_put import LadderedPutStrategy, LadderSpec
 from .lease import LeaseAnalysisSpec, LeaseStrategy
 from .protective_put import ProtectivePutSpec, ProtectivePutStrategy
 

app/strategies/engine.py

@@ -3,10 +3,14 @@ from __future__ import annotations
 from dataclasses import dataclass
 from typing import Literal
 
-from app.core.pricing.black_scholes import DEFAULT_GLD_PRICE, DEFAULT_RISK_FREE_RATE, DEFAULT_VOLATILITY
+from app.core.pricing.black_scholes import (
+    DEFAULT_GLD_PRICE,
+    DEFAULT_RISK_FREE_RATE,
+    DEFAULT_VOLATILITY,
+)
 from app.models.portfolio import LombardPortfolio
 from app.strategies.base import BaseStrategy, StrategyConfig
-from app.strategies.laddered_put import LadderSpec, LadderedPutStrategy
+from app.strategies.laddered_put import LadderedPutStrategy, LadderSpec
 from app.strategies.lease import LeaseStrategy
 from app.strategies.protective_put import ProtectivePutSpec, ProtectivePutStrategy
 
@@ -54,11 +58,21 @@ class StrategySelectionEngine:
             ProtectivePutStrategy(config, ProtectivePutSpec(label="OTM_90", strike_pct=0.90, months=12)),
             LadderedPutStrategy(
                 config,
-                LadderSpec(label="50_50_ATM_OTM95", weights=(0.5, 0.5), strike_pcts=(1.0, 0.95), months=12),
+                LadderSpec(
+                    label="50_50_ATM_OTM95",
+                    weights=(0.5, 0.5),
+                    strike_pcts=(1.0, 0.95),
+                    months=12,
+                ),
             ),
             LadderedPutStrategy(
                 config,
-                LadderSpec(label="33_33_33_ATM_OTM95_OTM90", weights=(1 / 3, 1 / 3, 1 / 3), strike_pcts=(1.0, 0.95, 0.90), months=12),
+                LadderSpec(
+                    label="33_33_33_ATM_OTM95_OTM90",
+                    weights=(1 / 3, 1 / 3, 1 / 3),
+                    strike_pcts=(1.0, 0.95, 0.90),
+                    months=12,
+                ),
             ),
             LeaseStrategy(config),
         ]
@@ -73,7 +87,10 @@ class StrategySelectionEngine:
             protection_ltv = protection.get("hedged_ltv_at_threshold")
             if protection_ltv is None:
                 duration_rows = protection.get("durations", [])
-                protection_ltv = min((row["hedged_ltv_at_threshold"] for row in duration_rows), default=1.0)
+                protection_ltv = min(
+                    (row["hedged_ltv_at_threshold"] for row in duration_rows),
+                    default=1.0,
+                )
             comparisons.append(
                 {
                     "name": strategy.name,
@@ -140,7 +157,11 @@ class StrategySelectionEngine:
                     "recommended_strategy": recommendation["recommended_strategy"],
                 }
             )
-        for spot_price in (DEFAULT_GLD_PRICE * 0.9, DEFAULT_GLD_PRICE, DEFAULT_GLD_PRICE * 1.1):
+        for spot_price in (
+            DEFAULT_GLD_PRICE * 0.9,
+            DEFAULT_GLD_PRICE,
+            DEFAULT_GLD_PRICE * 1.1,
+        ):
             engine = StrategySelectionEngine(
                 portfolio_value=self.portfolio_value,
                 loan_amount=self.loan_amount,

app/strategies/laddered_put.py

@@ -3,7 +3,11 @@ from __future__ import annotations
 from dataclasses import dataclass
 
 from app.strategies.base import BaseStrategy, StrategyConfig
-from app.strategies.protective_put import DEFAULT_SCENARIO_CHANGES, ProtectivePutSpec, ProtectivePutStrategy
+from app.strategies.protective_put import (
+    DEFAULT_SCENARIO_CHANGES,
+    ProtectivePutSpec,
+    ProtectivePutStrategy,
+)
 
 
 @dataclass(frozen=True)
@@ -31,10 +35,16 @@ class LadderedPutStrategy(BaseStrategy):
 
     def _legs(self) -> list[tuple[float, ProtectivePutStrategy]]:
         legs: list[tuple[float, ProtectivePutStrategy]] = []
-        for index, (weight, strike_pct) in enumerate(zip(self.spec.weights, self.spec.strike_pcts, strict=True), start=1):
+        for index, (weight, strike_pct) in enumerate(
+            zip(self.spec.weights, self.spec.strike_pcts, strict=True), start=1
+        ):
             leg = ProtectivePutStrategy(
                 self.config,
-                ProtectivePutSpec(label=f"{self.spec.label}_leg_{index}", strike_pct=strike_pct, months=self.spec.months),
+                ProtectivePutSpec(
+                    label=f"{self.spec.label}_leg_{index}",
+                    strike_pct=strike_pct,
+                    months=self.spec.months,
+                ),
             )
             legs.append((weight, leg))
         return legs

app/strategies/protective_put.py

@@ -3,12 +3,28 @@ from __future__ import annotations
 from dataclasses import dataclass
 from datetime import date, timedelta
 
-from app.core.pricing.black_scholes import BlackScholesInputs, black_scholes_price_and_greeks
+from app.core.pricing.black_scholes import (
+    BlackScholesInputs,
+    black_scholes_price_and_greeks,
+)
 from app.models.option import Greeks, OptionContract
 from app.models.strategy import HedgingStrategy
 from app.strategies.base import BaseStrategy, StrategyConfig
 
-DEFAULT_SCENARIO_CHANGES = (-0.6, -0.5, -0.4, -0.3, -0.2, -0.1, 0.0, 0.1, 0.2, 0.3, 0.4, 0.5)
+DEFAULT_SCENARIO_CHANGES = (
+    -0.6,
+    -0.5,
+    -0.4,
+    -0.3,
+    -0.2,
+    -0.1,
+    0.0,
+    0.1,
+    0.2,
+    0.3,
+    0.4,
+    0.5,
+)
 
 
 @dataclass(frozen=True)