/****************************************************************************** Author: Joaquín Béjar García Email: jb@taunais.com Date: 25/9/24 ******************************************************************************/ use optionstratlib::chains::chain::OptionChain; use optionstratlib::constants::ZERO; use optionstratlib::model::types::PositiveF64; use optionstratlib::model::types::{ExpirationDate, PZERO}; use optionstratlib::pos; use optionstratlib::strategies::base::Strategies; use optionstratlib::strategies::call_butterfly::CallButterfly; use optionstratlib::strategies::utils::FindOptimalSide; use optionstratlib::utils::logger::setup_logger; use optionstratlib::visualization::utils::Graph; use std::error::Error; use tracing::{debug, info}; fn main() -> Result<(), Box> { setup_logger(); let option_chain = OptionChain::load_from_json("./examples/Chains/SP500-18-oct-2024-5781.88.json")?; let underlying_price = option_chain.underlying_price; let mut strategy = CallButterfly::new( "".to_string(), underlying_price, // underlying_price PZERO, // long_strike_itm PZERO, // long_strike_otm PZERO, // short_strike ExpirationDate::Days(2.0), ZERO, // implied_volatility 0.05, // risk_free_rate ZERO, // dividend_yield pos!(2.0), // long quantity pos!(4.0), // short_quantity ZERO, // premium_long_itm ZERO, // premium_long_otm ZERO, // premium_short 0.78, // open_fee_long 0.78, // close_fee_long 0.73, // close_fee_short 0.73, // close_fee_short ); strategy.best_ratio( &option_chain, FindOptimalSide::Range(pos!(5700.0), pos!(5900.0)), ); let price_range = strategy.best_range_to_show(pos!(1.0)).unwrap(); let range = strategy.break_even_points[1] - strategy.break_even_points[0]; info!("Title: {}", strategy.title()); info!("Break Even Points: {:?}", strategy.break_even_points); info!( "Net Premium Received: ${:.2}", strategy.net_premium_received() ); info!("Max Profit: ${:.2}", strategy.max_profit()); info!("Max Loss: ${:0.2}", strategy.max_loss()); info!("Total Fees: ${:.2}", strategy.fees()); info!( "Range of Profit: ${:.2} {:.2}%", range, (range / 2.0) / underlying_price * 100.0 ); info!("Profit Ratio: {:.2}%", strategy.profit_ratio()); debug!("Strategy: {:#?}", strategy); strategy.graph( &price_range, "Draws/Strategy/call_butterfly_profit_loss_chart_best_ratio.png", 20, (1400, 933), )?; Ok(()) }