Update examples

rgaveiga · Jan 15, 2025 · c4bc9b5 · c4bc9b5
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Showing 11 changed files with 190 additions and 431 deletions.
diff --git a/.gitignore b/.gitignore
@@ -2,4 +2,5 @@
 .pytest_cache
 __pycache__
 dist
-run_check
+run_check
+*.old
diff --git a/examples/black_scholes_calculator.ipynb b/examples/black_scholes_calculator.ipynb
@@ -43,7 +43,7 @@
      "output_type": "stream",
      "text": [
       "Python version: 3.11.9 | packaged by Anaconda, Inc. | (main, Apr 19 2024, 16:40:41) [MSC v.1916 64 bit (AMD64)]\n",
-      "OptionLab version: 1.3.4\n"
+      "OptionLab version: 1.4.1\n"
      ]
     }
    ],
@@ -106,7 +106,7 @@
      "output_type": "stream",
      "text": [
       "CPU times: total: 0 ns\n",
-      "Wall time: 4.36 ms\n"
+      "Wall time: 5.82 ms\n"
      ]
     }
    ],

diff --git a/examples/calendar_spread.ipynb b/examples/calendar_spread.ipynb
diff --git a/examples/call_spread.ipynb b/examples/call_spread.ipynb
@@ -164,8 +164,8 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "CPU times: total: 19.6 s\n",
-      "Wall time: 20.7 s\n"
+      "CPU times: total: 32.3 s\n",
+      "Wall time: 33.7 s\n"
      ]
     }
    ],
@@ -240,7 +240,9 @@
       "Maximum profit: 5.00\n",
       "Profitable stock price range:\n",
       "      304.96 ---> inf\n",
-      "Probability of Profit (PoP): 99.1\n"
+      "Probability of Profit (PoP): 99.1\n",
+      "Expected profit: 5.00\n",
+      "Expected loss: -503.00\n"
      ]
     }
    ],
@@ -253,7 +255,9 @@
     "for low, high in out.profit_ranges:\n",
     "    print(f\"      {low:.2f} ---> {high:.2f}\")\n",
     "\n",
-    "print(f\"Probability of Profit (PoP): {out.probability_of_profit * 100.0:.1f}\")"
+    "print(f\"Probability of Profit (PoP): {out.probability_of_profit * 100.0:.1f}\")\n",
+    "print(f\"Expected profit: {out.expected_profit:.2f}\")\n",
+    "print(f\"Expected loss: {out.expected_loss:.2f}\")"
    ]
   },
   {
@@ -269,7 +273,7 @@
     {
      "data": {
       "text/plain": [
-       "[<matplotlib.lines.Line2D at 0x1c8fff7ccd0>]"
+       "[<matplotlib.lines.Line2D at 0x1f26fc97490>]"
       ]
      },
      "execution_count": 9,
@@ -383,8 +387,8 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "CPU times: total: 18.9 s\n",
-      "Wall time: 20.4 s\n"
+      "CPU times: total: 30.1 s\n",
+      "Wall time: 31 s\n"
      ]
     }
    ],
@@ -459,7 +463,9 @@
       "Maximum profit: 8707.00\n",
       "Profitable stock price range:\n",
       "      342.94 ---> inf\n",
-      "Probability of Profit (PoP): 49.1\n"
+      "Probability of Profit (PoP): 49.1\n",
+      "Expected profit: 1367.00\n",
+      "Expected loss: -1338.00\n"
      ]
     }
    ],
@@ -472,7 +478,9 @@
     "for low, high in out.profit_ranges:\n",
     "    print(f\"      {low:.2f} ---> {high:.2f}\")\n",
     "\n",
-    "print(f\"Probability of Profit (PoP): {out.probability_of_profit * 100.0:.1f}\")"
+    "print(f\"Probability of Profit (PoP): {out.probability_of_profit * 100.0:.1f}\")\n",
+    "print(f\"Expected profit: {out.expected_profit:.2f}\")\n",
+    "print(f\"Expected loss: {out.expected_loss:.2f}\")"
    ]
   },
   {
@@ -488,7 +496,7 @@
     {
      "data": {
       "text/plain": [
-       "[<matplotlib.lines.Line2D at 0x1c8996863d0>]"
+       "[<matplotlib.lines.Line2D at 0x1f272e5ed50>]"
       ]
      },
      "execution_count": 15,

diff --git a/examples/covered_call.ipynb b/examples/covered_call.ipynb
diff --git a/examples/naked_call.ipynb b/examples/naked_call.ipynb
diff --git a/examples/pop_calculator.ipynb b/examples/pop_calculator.ipynb