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pep8 conversion of python algos #13 (#7955)

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* t status
pep8 conversion

* Minor tweaks and rebase

* Various minor fixes

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
This commit is contained in:
Louis Szeto
2024-04-20 03:14:12 +08:00
committed by GitHub
parent d2669fb0c2
commit 08a3de9e2d
33 changed files with 312 additions and 312 deletions
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Algorithm.Python/OptionIndicatorsMirrorContractsRegressionAlgorithm.py
+2 -2
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@@ -78,7 +78,7 @@ class CustomImpliedVolatility(ImpliedVolatility):
# we demonstate put-call parity calculation here, but note that it is not suitable for American options
def f(self, vol: float, time_till_expiry: float) -> float:
call_black_price = OptionGreekIndicatorsHelper.BlackTheoreticalPrice(
vol, UnderlyingPrice.Current.Value, Strike, timeTillExpiry, RiskFreeRate.Current.Value, DividendYield.Current.Value, OptionRight.Call);
vol, UnderlyingPrice.Current.Value, Strike, timeTillExpiry, RiskFreeRate.Current.Value, DividendYield.Current.Value, OptionRight.Call)
put_black_price = OptionGreekIndicatorsHelper.BlackTheoreticalPrice(
vol, UnderlyingPrice.Current.Value, Strike, timeTillExpiry, RiskFreeRate.Current.Value, DividendYield.Current.Value, OptionRight.Put);
vol, UnderlyingPrice.Current.Value, Strike, timeTillExpiry, RiskFreeRate.Current.Value, DividendYield.Current.Value, OptionRight.Put)
return Price.Current.Value + OppositePrice.Current.Value - call_black_price - put_black_price