Fix mixup in iron condor

CarloLepelaars · Dec 23, 2022 · 55596ec · 55596ec
1 parent bd85182
commit 55596ec
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Showing 5 changed files with 23 additions and 23 deletions.
diff --git a/blackscholes/iron_condor.py b/blackscholes/iron_condor.py
@@ -53,7 +53,7 @@ def _calc_attr(self, attribute_name: str) -> float:
         put_attr2 = getattr(self.put2, attribute_name)
         call_attr1 = getattr(self.call1, attribute_name)
         call_attr2 = getattr(self.call2, attribute_name)
-        return put_attr1() - put_attr2() - call_attr1() + call_attr2()
+        return -put_attr1() + put_attr2() + call_attr1() - call_attr2()
 
 
 class BlackScholesIronCondorShort(BlackScholesStructureBase):
@@ -107,4 +107,4 @@ def _calc_attr(self, attribute_name: str) -> float:
         put_attr2 = getattr(self.put2, attribute_name)
         call_attr1 = getattr(self.call1, attribute_name)
         call_attr2 = getattr(self.call2, attribute_name)
-        return -put_attr1() + put_attr2() + call_attr1() - call_attr2()
+        return put_attr1() - put_attr2() - call_attr1() + call_attr2()
diff --git a/blackscholes/tests/test_iron_condor.py b/blackscholes/tests/test_iron_condor.py
@@ -72,10 +72,10 @@ def test_individual_methods(self):
         for attr in test_methods:
             assert (
                 getattr(iron_condor, attr)()
-                == getattr(iron_condor.put1, attr)()
-                - getattr(iron_condor.put2, attr)()
-                - getattr(iron_condor.call1, attr)()
-                + getattr(iron_condor.call2, attr)()
+                == -getattr(iron_condor.put1, attr)()
+                + getattr(iron_condor.put2, attr)()
+                + getattr(iron_condor.call1, attr)()
+                - getattr(iron_condor.call2, attr)()
             )
 
 
@@ -136,10 +136,10 @@ def test_individual_methods(self):
         ]
         # Short iron condor = -Put1 + Put2 + Call1 - Call2
         for attr in test_methods:
-            assert (
+            (
                 getattr(iron_condor, attr)()
-                == -getattr(iron_condor.put1, attr)()
-                + getattr(iron_condor.put2, attr)()
-                + getattr(iron_condor.call1, attr)()
-                - getattr(iron_condor.call2, attr)()
+                == getattr(iron_condor.put1, attr)()
+                - getattr(iron_condor.put2, attr)()
+                - getattr(iron_condor.call1, attr)()
+                + getattr(iron_condor.call2, attr)()
             )
diff --git a/docs/6.option_structures.md b/docs/6.option_structures.md
@@ -169,26 +169,26 @@ Two conditions must hold when choosing strike prices:
 
 ### Long iron condor (`BlackScholesIronCondorLong`): 
 
-$$P(K_1) - P(K_2) - C(K_3) + C(K_4)$$
+$$-P(K_1) + P(K_2) + C(K_3) - C(K_4)$$
 
 ```python3
 from blackscholes import BlackScholesIronCondorLong
 
-butterfly = BlackScholesIronCondorLong(S=55, K1=20, K2=25, K3=45, K4=50, 
-                                       T=1.0, r=0.0025, sigma=0.15)
-butterfly.price()  ## -4.0742
-butterfly.delta()  ## -0.1572
+iron_condor = BlackScholesIronCondorLong(S=55, K1=20, K2=25, K3=45, K4=50, 
+                                         T=1.0, r=0.0025, sigma=0.15)
+iron_condor.price()  ## 4.0742
+iron_condor.delta()  ## 0.1572
 ```
 
 ### Short iron condor (`BlackScholesIronCondorShort`): 
 
-$$-P(K_1) + P(K_2) + C(K_3) - C(K_4)$$
+$$P(K_1) - P(K_2) - C(K_3) + C(K_4)$$
 
 ```python3
 from blackscholes import BlackScholesIronCondorShort
 
-butterfly = BlackScholesIronCondorShort(S=55, K1=20, K2=25, K3=45, K4=50, 
+iron_condor = BlackScholesIronCondorShort(S=55, K1=20, K2=25, K3=45, K4=50, 
                                         T=1.0, r=0.0025, sigma=0.15)
-butterfly.price()  ## 4.0742
-butterfly.delta()  ## 0.1572
+iron_condor.price()  ## -4.0742
+iron_condor.delta()  ## -0.1572
 ```
diff --git a/docs/index.md b/docs/index.md
@@ -134,6 +134,6 @@ from blackscholes import BlackScholesIronCondorLong
 
 iron_condor = BlackScholesIronCondorLong(S=55, K1=20, K2=25, K3=45, K4=50, 
                                          T=1.0, r=0.0025, sigma=0.15)
-iron_condor.price()  ## -4.0742
-iron_condor.delta()  ## -0.1572
+iron_condor.price()  ## 4.0742
+iron_condor.delta()  ## 0.1572
 ```
diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "blackscholes"
-version = "0.1.0"
+version = "0.1.1"
 description = "Black Scholes calculator for Python including all Greeks"
 authors = ["CarloLepelaars <[email protected]>"]
 license = "MIT"