fix(lint): remove unused imports and reformat with black
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@@ -7,7 +7,6 @@ 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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@@ -412,11 +412,14 @@ def strategy_metrics_from_snapshot(
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]
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scenario_price = spot * _pct_factor(scenario_pct)
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scenario_gold_value = _as_money(gold_weight * PricePerWeight(
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amount=scenario_price,
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currency=BaseCurrency.USD,
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per_unit=WeightUnit.OUNCE_TROY,
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))
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scenario_gold_value = _as_money(
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gold_weight
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* PricePerWeight(
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amount=scenario_price,
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currency=BaseCurrency.USD,
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per_unit=WeightUnit.OUNCE_TROY,
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)
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)
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current_gold_value = _as_money(gold_weight * current_spot)
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unhedged_equity = scenario_gold_value - loan_amount
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scenario_payoff_per_unit = _strategy_option_payoff_per_unit(strategy, spot, scenario_price)
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@@ -260,16 +260,24 @@ class PricePerWeight:
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adjusted_weight = other.to_unit(self._per_unit_typed)
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return Money(amount=adjusted_weight.amount * self.amount, currency=self._currency_typed)
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if isinstance(other, Decimal):
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return PricePerWeight(amount=self.amount * other, currency=self._currency_typed, per_unit=self._per_unit_typed)
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return PricePerWeight(
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amount=self.amount * other, currency=self._currency_typed, per_unit=self._per_unit_typed
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)
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if isinstance(other, int):
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return PricePerWeight(amount=self.amount * Decimal(other), currency=self._currency_typed, per_unit=self._per_unit_typed)
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return PricePerWeight(
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amount=self.amount * Decimal(other), currency=self._currency_typed, per_unit=self._per_unit_typed
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)
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return NotImplemented
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def __rmul__(self, other: object) -> PricePerWeight:
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if isinstance(other, bool):
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return NotImplemented
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if isinstance(other, Decimal):
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return PricePerWeight(amount=self.amount * other, currency=self._currency_typed, per_unit=self._per_unit_typed)
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return PricePerWeight(
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amount=self.amount * other, currency=self._currency_typed, per_unit=self._per_unit_typed
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)
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if isinstance(other, int):
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return PricePerWeight(amount=self.amount * Decimal(other), currency=self._currency_typed, per_unit=self._per_unit_typed)
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return PricePerWeight(
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amount=self.amount * Decimal(other), currency=self._currency_typed, per_unit=self._per_unit_typed
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)
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return NotImplemented
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@@ -17,7 +17,6 @@ from app.models.backtest import (
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from app.services.backtesting.databento_source import DatabentoHistoricalPriceSource, DatabentoSourceConfig
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from app.services.backtesting.fixture_source import (
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FixtureBoundSyntheticHistoricalProvider,
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SharedHistoricalFixtureSource,
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build_backtest_ui_fixture_source,
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)
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from app.services.backtesting.historical_provider import (
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@@ -86,8 +86,7 @@ def calculate_true_pnl(
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def get_default_premium_for_product(
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underlying: str,
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product_type: str = "default"
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underlying: str, product_type: str = "default"
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) -> tuple[Decimal | None, Decimal | None]:
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"""Get default premium/spread for common gold products.
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