Updated black-scholes caslculator test

Author: rgaveiga

README.md

@@ -2,25 +2,36 @@
 
 # OptionLab
 
-This package is a lightweight library written entirely in Python, designed to provide 
-quick evaluation of option strategy ideas.
+This package is a lightweight library designed to provide quick evaluation of options trading 
+strategies. It produces various outputs:
 
-The code produces various outputs, including the profit/loss profile of the strategy on 
-a user-defined target date, the range of stock prices for which the strategy is 
-profitable (i.e., generating a return greater than \$0.01), the Greeks associated with 
-each leg of the strategy using the Black-Sholes model, the resulting debit or credit on the 
-trading account, the maximum and minimum returns within a specified lower and higher price 
-range of the underlying asset, and an estimate of the strategy's probability of profit.
+- the profit/loss profile of the strategy on a user-defined target date
+
+- the range of stock prices for which the strategy is profitable (i.e., generating a return of 
+at least \$0.01)
+
+- the Greeks (delta, theta, rho, vega and gamma) associated with each leg of the strategy 
+
+- the resulting debit or credit on the trading account 
+
+- the maximum and minimum returns within a specified lower and higher price 
+range of the underlying asset 
+
+- The expected profit when the strategy is profitable and the expected loss if it proves unprofitable 
+
+- the strategy's probability of profit.
+
+## Contact
 
 If you have any questions, corrections, comments or suggestions, just 
 [drop a message](mailto:[email protected]).
 
 You can also reach me on [Linkedin](https://www.linkedin.com/in/roberto-gomes-phd-8a718317b/) or 
-follow me on [X](https://x.com/rgaveiga). When I have some free time, which is rare, I publish articles 
-on [Medium](https://medium.com/@rgaveiga).
+follow me on [X](https://x.com/rgaveiga).
 
-If you want to support this and other open source projects that I maintain, become a 
-[sponsor on Github](https://github.com/sponsors/rgaveiga).
+> [!NOTE]
+> If you want to support this and other open source projects that I maintain, become a 
+>[sponsor on Github](https://github.com/sponsors/rgaveiga).
 
 ## Installation
 
@@ -48,8 +59,9 @@ This is free software and is provided as is. The author makes no guarantee that
 results are accurate and is not responsible for any losses caused by the use of the 
 code.
 
-Options are very risky derivatives and, like any other type of financial vehicle, 
-trading options requires due diligence. This code is provided for educational and 
-research purposes only.
-
 Bugs can be reported as issues.
+
+> [!CAUTION]
+> Options are very risky derivatives and, like any other type of financial vehicle, 
+> trading options requires due diligence. This code is provided for educational and 
+> research purposes only.

tests/test_core.py

@@ -88,7 +88,7 @@ def test_black_scholes():
     assert bs.call_theta == -8.780589609657586
     assert bs.call_rho == 0.04600635174517672
     assert bs.call_itm_prob == 0.2669832523577367
-    assert bs.call_prob_of_touch == 0.5403744790632351
+    assert round(bs.call_prob_of_touch, 12) == 0.540374479063
     assert bs.put_price == 6.27
     assert bs.put_delta == -0.7057027999944967
     assert bs.put_theta == -7.732314219179215