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Change variable project_target_ranges in models.py and `engines.p…
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…y` to `profit_target_ranges`
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rgaveiga committed Jun 4, 2024
1 parent c698831 commit 995bb03
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Showing 2 changed files with 6 additions and 6 deletions.
6 changes: 3 additions & 3 deletions optionlab/engine.py
Original file line number Diff line number Diff line change
Expand Up @@ -199,7 +199,7 @@ def _run(data: EngineData) -> EngineData:
data._profit_target_range = get_profit_range(
data.stock_price_array, data.strategy_profit, inputs.profit_target
)
data.project_target_probability = get_pop(data._profit_target_range, pop_inputs)
data.profit_target_probability = get_pop(data._profit_target_range, pop_inputs)

if inputs.loss_limit is not None:
data._loss_limit_rangesm = get_profit_range(
Expand Down Expand Up @@ -414,8 +414,8 @@ def _generate_outputs(data: EngineData) -> Outputs:
if inputs.profit_target is not None:
optional_outputs[
"probability_of_profit_target"
] = data.project_target_probability
optional_outputs["project_target_ranges"] = data._profit_target_range
] = data.profit_target_probability
optional_outputs["profit_target_ranges"] = data._profit_target_range

if inputs.loss_limit is not None:
optional_outputs["probability_of_loss_limit"] = data.loss_limit_probability
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6 changes: 3 additions & 3 deletions optionlab/models.py
Original file line number Diff line number Diff line change
Expand Up @@ -325,7 +325,7 @@ class EngineData(EngineDataResults):
theta: list[float] = []
cost: list[float] = []
profit_probability: float = 0.0
project_target_probability: float = 0.0
profit_target_probability: float = 0.0
loss_limit_probability: float = 0.0


Expand Down Expand Up @@ -360,7 +360,7 @@ class Outputs(BaseModel):
Maximum return of the strategy within the stock price domain.
probability_of_profit_target : float, optional
Probability of the strategy yielding at least the profit target.
project_target_ranges : list, optional
profit_target_ranges : list, optional
A list of minimum and maximum stock prices defining
ranges in which the strategy makes at least the profit
target.
Expand Down Expand Up @@ -392,7 +392,7 @@ class Outputs(BaseModel):
theta: list[float]
vega: list[float]
probability_of_profit_target: float | None = None
project_target_ranges: list[Range] | None = None
profit_target_ranges: list[Range] | None = None
probability_of_loss_limit: float | None = None
average_profit_from_mc: float | None = None
average_loss_from_mc: float | None = None
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