Skip to content

Commit 3089be9

Browse files
authored
Update all changes (#47)
1 parent b4af980 commit 3089be9

28 files changed

+2062
-2469
lines changed

CHANGELOG.md

Lines changed: 9 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,5 +1,14 @@
11
# CHANGELOG
22

3+
## 1.5.0 (2025-12-14)
4+
5+
- Changed `get_pop` to compute the expected profit and expected loss of a strategy with the Black-Scholes model by calling a new function, `_compute_expected_returns_bs`.
6+
- Updated docstrings.
7+
- Removed price_array.py (a better Monte Carlo implementation is coming soon).
8+
- The `expected_return_above_target` and `expected_return_below_target` fields in `PoPOutputs`, in models.py, are no longer optional but floats with default value of 0.0.
9+
- The same for the `expected_profit` and `expected_loss` fields in `EngineData` and `Outputs`, both also in models.py.
10+
- Removed test_misc.py.
11+
312
## 1.4.3 (2025-04-14)
413

514
- Updated docstrings.

docs/optionlab.html

Lines changed: 33 additions & 148 deletions
Large diffs are not rendered by default.

docs/optionlab/black_scholes.html

Lines changed: 112 additions & 112 deletions
Large diffs are not rendered by default.

docs/optionlab/engine.html

Lines changed: 14 additions & 14 deletions
Large diffs are not rendered by default.

docs/optionlab/models.html

Lines changed: 1208 additions & 1204 deletions
Large diffs are not rendered by default.

docs/optionlab/plot.html

Lines changed: 12 additions & 12 deletions
Large diffs are not rendered by default.

docs/optionlab/support.html

Lines changed: 322 additions & 262 deletions
Large diffs are not rendered by default.

docs/optionlab/utils.html

Lines changed: 32 additions & 32 deletions
Large diffs are not rendered by default.

docs/search.js

Lines changed: 1 addition & 1 deletion
Some generated files are not rendered by default. Learn more about customizing how changed files appear on GitHub.

examples/black_scholes_calculator.ipynb

Lines changed: 6 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -24,7 +24,8 @@
2424
"source": [
2525
"from __future__ import print_function\n",
2626
"from __future__ import division\n",
27-
"from optionlab import VERSION, get_bs_info\n",
27+
"from optionlab import __version__\n",
28+
"from optionlab.black_scholes import get_bs_info\n",
2829
"import sys"
2930
]
3031
},
@@ -43,13 +44,13 @@
4344
"output_type": "stream",
4445
"text": [
4546
"Python version: 3.11.9 | packaged by Anaconda, Inc. | (main, Apr 19 2024, 16:40:41) [MSC v.1916 64 bit (AMD64)]\n",
46-
"OptionLab version: 1.4.3\n"
47+
"OptionLab version: 1.5.0\n"
4748
]
4849
}
4950
],
5051
"source": [
5152
"print(f\"Python version: {sys.version}\")\n",
52-
"print(f\"OptionLab version: {VERSION}\")"
53+
"print(f\"OptionLab version: {__version__}\")"
5354
]
5455
},
5556
{
@@ -105,8 +106,8 @@
105106
"name": "stdout",
106107
"output_type": "stream",
107108
"text": [
108-
"CPU times: total: 0 ns\n",
109-
"Wall time: 4 ms\n"
109+
"CPU times: total: 15.6 ms\n",
110+
"Wall time: 7.02 ms\n"
110111
]
111112
}
112113
],

0 commit comments

Comments
 (0)