7dc5b3d734
- Add -r requirements.txt to requirements-dev.txt - Fix mypy errors: - Remove slots=True from Settings dataclass - Add explicit list[float] type annotations in hedge.py - Add type ignore comments for optional QuantLib imports - Use Sequence instead of list in GreeksTable for covariance - Fix dict type annotation in options.py - Add type ignore for nicegui attr-defined errors - Disable attr-defined error code in mypy config
107 lines
4.8 KiB
Python
107 lines
4.8 KiB
Python
from __future__ import annotations
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from typing import Any, Sequence
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from nicegui import ui
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from app.models.option import OptionContract
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class GreeksTable:
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"""Live Greeks table with simple risk-level color coding."""
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def __init__(self, options: Sequence[OptionContract | dict[str, Any]] | None = None) -> None:
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self.options: Sequence[OptionContract | dict[str, Any]] = options or []
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with ui.card().classes(
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"w-full rounded-2xl border border-slate-200 bg-white shadow-sm dark:border-slate-800 dark:bg-slate-900"
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):
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with ui.row().classes("w-full items-center justify-between"):
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ui.label("Option Greeks").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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ui.label("Live Risk Snapshot").classes(
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"rounded-full bg-violet-100 px-3 py-1 text-xs font-semibold uppercase tracking-wide text-violet-700 dark:bg-violet-500/15 dark:text-violet-300"
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)
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self.table_html = ui.html("").classes("w-full")
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self.set_options(self.options)
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def set_options(self, options: Sequence[OptionContract | dict[str, Any]]) -> None:
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self.options = options
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self.table_html.content = self._render_table()
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self.table_html.update()
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def _render_table(self) -> str:
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rows = [self._row_html(option) for option in self.options]
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return f"""
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<div class=\"overflow-x-auto\">
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<table class=\"min-w-full\">
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<thead class=\"bg-slate-100 dark:bg-slate-800\">
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<tr>
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<th class=\"px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300\">Option</th>
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<th class=\"px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300\">Delta</th>
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<th class=\"px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300\">Gamma</th>
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<th class=\"px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300\">Theta</th>
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<th class=\"px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300\">Vega</th>
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<th class=\"px-4 py-3 text-left text-xs font-semibold uppercase tracking-wide text-slate-500 dark:text-slate-300\">Rho</th>
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</tr>
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</thead>
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<tbody>{''.join(rows) if rows else self._empty_row()}</tbody>
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</table>
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</div>
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"""
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def _row_html(self, option: OptionContract | dict[str, Any]) -> str:
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if isinstance(option, OptionContract):
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label = f"{option.option_type.upper()} {option.strike:.2f}"
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greeks = {
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"delta": option.greeks.delta,
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"gamma": option.greeks.gamma,
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"theta": option.greeks.theta,
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"vega": option.greeks.vega,
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"rho": option.greeks.rho,
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}
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else:
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label = str(option.get("label") or option.get("symbol") or option.get("name") or "Option")
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greeks = {
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greek: float(option.get(greek, option.get("greeks", {}).get(greek, 0.0)))
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for greek in ("delta", "gamma", "theta", "vega", "rho")
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}
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cells = "".join(
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f'<td class="px-4 py-3 font-semibold {self._risk_class(name, value)}">{value:+.4f}</td>'
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for name, value in greeks.items()
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)
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return (
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'<tr class="border-b border-slate-200 dark:border-slate-800">'
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f'<td class="px-4 py-3 font-medium text-slate-900 dark:text-slate-100">{label}</td>'
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f"{cells}"
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"</tr>"
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)
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@staticmethod
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def _risk_class(name: str, value: float) -> str:
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magnitude = abs(value)
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if name == "gamma":
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if magnitude >= 0.08:
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return "text-rose-600 dark:text-rose-400"
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if magnitude >= 0.04:
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return "text-amber-600 dark:text-amber-400"
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return "text-emerald-600 dark:text-emerald-400"
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if name == "theta":
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if value <= -0.08:
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return "text-rose-600 dark:text-rose-400"
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if value <= -0.03:
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return "text-amber-600 dark:text-amber-400"
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return "text-emerald-600 dark:text-emerald-400"
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if magnitude >= 0.6:
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return "text-rose-600 dark:text-rose-400"
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if magnitude >= 0.3:
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return "text-amber-600 dark:text-amber-400"
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return "text-emerald-600 dark:text-emerald-400"
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@staticmethod
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def _empty_row() -> str:
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return (
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'<tr><td colspan="6" class="px-4 py-6 text-center text-slate-500 dark:text-slate-400">'
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"No options selected"
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"</td></tr>"
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)
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