optionstratlib 0.17.0

use crate::chains::OptionChainBuildParams;
use positive::Positive;
use pretty_simple_display::{DebugPretty, DisplaySimple};
use serde::{Deserialize, Serialize};

/// `OptionSeriesBuildParams` is a struct that represents the parameters required to
/// generate multiple option chains (series) along with their respective expiration details.
///
/// # Fields
///
/// * `chain_params` (`OptionChainBuildParams`) - Contains the configuration and parameters needed
///   for building the option chains. This might include parameters like underlying asset details,
///   strike prices, and other relevant metadata. This field is private but accessible
///   within the same module.
///
/// * `series` (`Vec<Positive>`) - A collection of positive values indicating the number
///   of option chains to build and their associated days to expiration. Each value in the vector
///   specifies a particular series to generate with its distinct expiration timeline.
#[derive(DebugPretty, DisplaySimple, Clone, Serialize, Deserialize)]
pub struct OptionSeriesBuildParams {
    /// Parameters for building option chains
    pub(crate) chain_params: OptionChainBuildParams,

    /// Number of options chain to build and its days to expiration
    pub(crate) series: Vec<Positive>,
}

impl OptionSeriesBuildParams {
    /// Constructs a new instance of the `Self` type.
    ///
    /// # Parameters
    /// - `chain_params`: An instance of `OptionChainBuildParams` representing the parameters
    ///   for building an option chain. It can be `Some` value with valid
    ///   parameters or `None`.
    /// - `series`: A vector of `Positive` values representing the series data used for initialization.
    ///
    /// # Returns
    /// - A new `Self` instance initialized with the provided `chain_params` and `series`.
    ///
    #[inline]
    #[must_use]
    pub fn new(chain_params: OptionChainBuildParams, series: Vec<Positive>) -> Self {
        Self {
            chain_params,
            series,
        }
    }

    /// Sets the underlying price for the chain parameters in the current context.
    ///
    /// This method updates the underlying price by delegating it to the `set_underlying_price`
    /// method of the `chain_params` object. The `price` provided must be of type `Positive`,
    /// which ensures the value is valid and strictly positive.
    ///
    /// # Parameters
    /// - `price`: A reference to a `Positive` value representing the new underlying price
    ///   to be set. The `Positive` type guarantees that only valid positive values are accepted.
    ///
    /// # Panics
    /// This function does not explicitly panic, but any implementation detail within
    /// the `set_underlying_price` method of `chain_params` that could panic needs to
    /// be considered by the caller.
    ///
    #[inline]
    pub fn set_underlying_price(&mut self, price: &Positive) {
        let price = Some(Box::new(*price));
        self.chain_params.set_underlying_price(price);
    }

    /// Sets the implied volatility for the chain parameters.
    ///
    /// # Parameters
    /// - `volatility`: An `Option` containing a `Positive` value representing the implied volatility.
    ///   If `Some`, updates the implied volatility; if `None`, clears the previously set value.
    ///
    /// # Description
    /// This function allows updating or clearing the implied volatility value used by the `chain_params`.
    /// Implied volatility is often used in financial calculations and represents the market's forecast
    /// of a likely movement in a security's price. This method delegates the update to the
    /// `set_implied_volatility` method of the `chain_params` field.
    ///
    /// # Notes
    /// - `Positive` is a type that enforces the input to always be positive.
    /// - Use `Some(value)` to set a new positive implied volatility.
    /// - Pass `None` to clear the existing implied volatility.
    ///
    #[inline]
    pub fn set_implied_volatility(&mut self, volatility: Positive) {
        self.chain_params.set_implied_volatility(volatility);
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use positive::{Positive, pos_or_panic, spos};

    use crate::ExpirationDate;
    use crate::chains::utils::OptionDataPriceParams;
    use rust_decimal_macros::dec;

    #[test]
    fn test_display_empty_series() {
        let expiration = ExpirationDate::Days(pos_or_panic!(30.0));
        let price_params = OptionDataPriceParams::new(
            Some(Box::new(Positive::HUNDRED)),
            Some(expiration),
            Some(dec!(0.05)),
            spos!(0.02),
            Some("AAPL".to_string()),
        );
        let chain_params = OptionChainBuildParams::new(
            "AAPL".to_string(),
            spos!(1000.0),
            10,
            spos!(5.0),
            dec!(-0.2),
            dec!(0.1),
            pos_or_panic!(0.02),
            2,
            price_params,
            pos_or_panic!(0.2),
        );

        let params = OptionSeriesBuildParams {
            chain_params,
            series: vec![],
        };
        let result = r#"{"chain_params":{"symbol":"AAPL","volume":1000,"chain_size":10,"strike_interval":5,"skew_slope":"-0.2","smile_curve":"0.1","spread":0.02,"decimal_places":2,"price_params":{"underlying_price":100,"expiration_date":{"days":30.0},"risk_free_rate":"0.05","dividend_yield":0.02,"underlying_symbol":"AAPL"},"implied_volatility":0.2},"series":[]}"#;
        assert_eq!(params.to_string(), result);
    }

    #[test]
    fn test_debug_empty_series() {
        let expiration = ExpirationDate::Days(pos_or_panic!(30.0));
        let price_params = OptionDataPriceParams::new(
            Some(Box::new(Positive::HUNDRED)),
            Some(expiration),
            Some(dec!(0.05)),
            spos!(0.02),
            Some("AAPL".to_string()),
        );
        let chain_params = OptionChainBuildParams::new(
            "AAPL".to_string(),
            spos!(1000.0),
            10,
            spos!(5.0),
            dec!(-0.2),
            dec!(0.1),
            pos_or_panic!(0.02),
            2,
            price_params,
            pos_or_panic!(0.2),
        );

        let params = OptionSeriesBuildParams {
            chain_params,
            series: vec![],
        };
        let result = r#"{
  "chain_params": {
    "symbol": "AAPL",
    "volume": 1000,
    "chain_size": 10,
    "strike_interval": 5,
    "skew_slope": "-0.2",
    "smile_curve": "0.1",
    "spread": 0.02,
    "decimal_places": 2,
    "price_params": {
      "underlying_price": 100,
      "expiration_date": {
        "days": 30.0
      },
      "risk_free_rate": "0.05",
      "dividend_yield": 0.02,
      "underlying_symbol": "AAPL"
    },
    "implied_volatility": 0.2
  },
  "series": []
}"#;
        let debug_result = format!("{params:?}");
        assert_eq!(debug_result, result);
    }
}