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rgaveiga committed Sep 13, 2024
1 parent 07286d4 commit 7efbc06
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Showing 2 changed files with 13 additions and 7 deletions.
11 changes: 7 additions & 4 deletions .gitignore
Original file line number Diff line number Diff line change
@@ -1,6 +1,9 @@
dist/
run_check/
examples/.ipynb_checkpoints/
optionlab/__pycache__/
.mypy_cache
.pytest_cache
__pycache__
dist
run_check
examples/.ipynb_checkpoints
optionlab/__pycache__
tests/__pycache__
tests/.benchmarks
9 changes: 6 additions & 3 deletions optionlab/engine.py
Original file line number Diff line number Diff line change
Expand Up @@ -5,7 +5,8 @@
from typing import Any

from numpy import array, zeros
#from numpy import ndarray

# from numpy import ndarray

from optionlab.black_scholes import get_bs_info, get_implied_vol
from optionlab.models import (
Expand All @@ -29,8 +30,9 @@
create_price_samples,
get_pop,
)
from optionlab.utils import get_nonbusiness_days
#from optionlab.utils import get_pl, pl_to_csv
from optionlab.utils import get_nonbusiness_days

# from optionlab.utils import get_pl, pl_to_csv


def run_strategy(inputs_data: Inputs | dict) -> Outputs:
Expand Down Expand Up @@ -462,6 +464,7 @@ def _generate_outputs(data: EngineData) -> Outputs:
}
)


# TODO: Delete this class in the next version; for now, leave it as a comment
# class StrategyEngine:
# def __init__(self, inputs_data: Inputs | dict):
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