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23 changes: 18 additions & 5 deletions opstrat/basic_single.py
Original file line number Diff line number Diff line change
Expand Up @@ -56,20 +56,32 @@ def single_plotter(op_type='c',spot=100, spot_range=10,strike=102,tr_type='b',op

def payoff_calculator():
x=spot*np.arange(100-spot_range,101+spot_range,0.01)/100

y=[]
if str.lower(op_type)=='c':
breakeven = (strike * 100)+op_pr
for i in range(len(x)):
y.append(max((x[i]-strike-op_pr),-op_pr))
if tr_type=='s':
max_loss='∞'
max_gain=op_pr
else:
max_loss=op_pr
max_gain='∞'
else:
breakeven = (strike*100)-op_pr
for i in range(len(x)):
y.append(max(strike-x[i]-op_pr,-op_pr))

if tr_type=='s':
max_loss='∞'
max_gain=op_pr
else:
max_loss=op_pr
max_gain='∞'
if str.lower(tr_type)=='s':
y=-np.array(y)
return x,y
return x,y,max_gain,max_loss,breakeven

x,y=payoff_calculator()
x,y,max_gain,max_loss,breakeven=payoff_calculator()
y0=np.zeros_like(x)

def plotter(x,y):
Expand All @@ -86,4 +98,5 @@ def plotter(x,y):
plt.savefig(file)
plt.show()

plotter(x,y)
plotter(x,y)
return {'max_loss':max_loss,'max_gain':max_gain,'breakeven':breakeven}