Mercurial > public > python-black-scholes
changeset 19:71d1dcfcebee default tip
Move to mercurial
| author | Dennis C. M. <dennis@denniscm.com> |
|---|---|
| date | Tue, 03 Jun 2025 14:50:23 +0100 |
| parents | 69369e1e590e |
| children | |
| files | .github/ISSUE_TEMPLATE/bug_report.md .github/ISSUE_TEMPLATE/feature_request.md .github/workflows/python-publish.yml .gitignore .hgignore .repo/ISSUE_TEMPLATE/bug_report.md .repo/ISSUE_TEMPLATE/feature_request.md .repo/workflows/python-publish.yml LICENSE.md README.md |
| diffstat | 10 files changed, 399 insertions(+), 383 deletions(-) [+] |
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--- a/.github/ISSUE_TEMPLATE/bug_report.md Tue Jun 03 13:47:38 2025 +0000 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,38 +0,0 @@ ---- -name: Bug report -about: Create a report to help us improve -title: '' -labels: '' -assignees: '' - ---- - -**Describe the bug** -A clear and concise description of what the bug is. - -**To Reproduce** -Steps to reproduce the behavior: -1. Go to '...' -2. Click on '....' -3. Scroll down to '....' -4. See error - -**Expected behavior** -A clear and concise description of what you expected to happen. - -**Screenshots** -If applicable, add screenshots to help explain your problem. - -**Desktop (please complete the following information):** - - OS: [e.g. iOS] - - Browser [e.g. chrome, safari] - - Version [e.g. 22] - -**Smartphone (please complete the following information):** - - Device: [e.g. iPhone6] - - OS: [e.g. iOS8.1] - - Browser [e.g. stock browser, safari] - - Version [e.g. 22] - -**Additional context** -Add any other context about the problem here.
--- a/.github/ISSUE_TEMPLATE/feature_request.md Tue Jun 03 13:47:38 2025 +0000 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,20 +0,0 @@ ---- -name: Feature request -about: Suggest an idea for this project -title: '' -labels: '' -assignees: '' - ---- - -**Is your feature request related to a problem? Please describe.** -A clear and concise description of what the problem is. Ex. I'm always frustrated when [...] - -**Describe the solution you'd like** -A clear and concise description of what you want to happen. - -**Describe alternatives you've considered** -A clear and concise description of any alternative solutions or features you've considered. - -**Additional context** -Add any other context or screenshots about the feature request here.
--- a/.github/workflows/python-publish.yml Tue Jun 03 13:47:38 2025 +0000 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,36 +0,0 @@ -name: Upload Python Package - -on: - push: - tags: [ '*.*.*' ] - -jobs: - deploy: - runs-on: ubuntu-latest - steps: - - uses: actions/checkout@v2 - - name: Set up Python - uses: actions/setup-python@v2 - with: - python-version: '3.x' - - name: Install dependencies - run: | - python -m pip install --upgrade pip - pip install build - python -m pip install flake8 - if [ -f requirements.txt ]; then pip install -r requirements.txt; fi - - name: Lint with flake8 - run: | - # stop the build if there are Python syntax errors or undefined names - flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics - # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide - flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics - - name: Test - run: python -m unittest discover - - name: Build package - run: python -m build - - name: Publish package - uses: pypa/gh-action-pypi-publish@27b31702a0e7fc50959f5ad993c78deac1bdfc29 - with: - user: __token__ - password: ${{ secrets.PYPI_API_TOKEN }}
--- a/.gitignore Tue Jun 03 13:47:38 2025 +0000 +++ /dev/null Thu Jan 01 00:00:00 1970 +0000 @@ -1,280 +0,0 @@ - -# Created by https://www.toptal.com/developers/gitignore/api/macos,python,pycharm -# Edit at https://www.toptal.com/developers/gitignore?templates=macos,python,pycharm - -### macOS ### -# General -.DS_Store -.AppleDouble -.LSOverride - -# Icon must end with two \r -Icon - - -# Thumbnails -._* - -# Files that might appear in the root of a volume -.DocumentRevisions-V100 -.fseventsd -.Spotlight-V100 -.TemporaryItems -.Trashes -.VolumeIcon.icns -.com.apple.timemachine.donotpresent - -# Directories potentially created on remote AFP share -.AppleDB -.AppleDesktop -Network Trash Folder -Temporary Items -.apdisk - -### PyCharm ### -# Covers JetBrains IDEs: IntelliJ, RubyMine, PhpStorm, AppCode, PyCharm, CLion, Android Studio, WebStorm and Rider -# Reference: https://intellij-support.jetbrains.com/hc/en-us/articles/206544839 - -# User-specific stuff -.idea/**/workspace.xml -.idea/**/tasks.xml -.idea/**/usage.statistics.xml -.idea/**/dictionaries -.idea/**/shelf - -# AWS User-specific -.idea/**/aws.xml - -# Generated files -.idea/**/contentModel.xml - -# Sensitive or high-churn files -.idea/**/dataSources/ -.idea/**/dataSources.ids -.idea/**/dataSources.local.xml -.idea/**/sqlDataSources.xml -.idea/**/dynamic.xml -.idea/**/uiDesigner.xml -.idea/**/dbnavigator.xml - -# Gradle -.idea/**/gradle.xml -.idea/**/libraries - -# Gradle and Maven with auto-import -# When using Gradle or Maven with auto-import, you should exclude module files, -# since they will be recreated, and may cause churn. Uncomment if using -# auto-import. -# .idea/artifacts -# .idea/compiler.xml -# .idea/jarRepositories.xml -# .idea/modules.xml -# .idea/*.iml -# .idea/modules -# *.iml -# *.ipr - -# CMake -cmake-build-*/ - -# Mongo Explorer plugin -.idea/**/mongoSettings.xml - -# File-based project format -*.iws - -# IntelliJ -out/ - -# mpeltonen/sbt-idea plugin -.idea_modules/ - -# JIRA plugin -atlassian-ide-plugin.xml - -# Cursive Clojure plugin -.idea/replstate.xml - -# Crashlytics plugin (for Android Studio and IntelliJ) -com_crashlytics_export_strings.xml -crashlytics.properties -crashlytics-build.properties -fabric.properties - -# Editor-based Rest Client -.idea/httpRequests - -# Android studio 3.1+ serialized cache file -.idea/caches/build_file_checksums.ser - -### PyCharm Patch ### -# Comment Reason: https://github.com/joeblau/gitignore.io/issues/186#issuecomment-215987721 - -# *.iml -# modules.xml -# .idea/misc.xml -# *.ipr - -# Sonarlint plugin -# https://plugins.jetbrains.com/plugin/7973-sonarlint -.idea/**/sonarlint/ - -# SonarQube Plugin -# https://plugins.jetbrains.com/plugin/7238-sonarqube-community-plugin -.idea/**/sonarIssues.xml - -# Markdown Navigator plugin -# https://plugins.jetbrains.com/plugin/7896-markdown-navigator-enhanced -.idea/**/markdown-navigator.xml -.idea/**/markdown-navigator-enh.xml -.idea/**/markdown-navigator/ - -# Cache file creation bug -# See https://youtrack.jetbrains.com/issue/JBR-2257 -.idea/$CACHE_FILE$ - -# CodeStream plugin -# https://plugins.jetbrains.com/plugin/12206-codestream -.idea/codestream.xml - -### Python ### -# Byte-compiled / optimized / DLL files -__pycache__/ -*.py[cod] -*$py.class - -# C extensions -*.so - -# Distribution / packaging -.Python -build/ -develop-eggs/ -dist/ -downloads/ -eggs/ -.eggs/ -lib/ -lib64/ -parts/ -sdist/ -var/ -wheels/ -share/python-wheels/ -*.egg-info/ -.installed.cfg -*.egg -MANIFEST - -# PyInstaller -# Usually these files are written by a python script from a template -# before PyInstaller builds the exe, so as to inject date/other infos into it. -*.manifest -*.spec - -# Installer logs -pip-log.txt -pip-delete-this-directory.txt - -# Unit test / coverage reports -htmlcov/ -.tox/ -.nox/ -.coverage -.coverage.* -.cache -nosetests.xml -coverage.xml -*.cover -*.py,cover -.hypothesis/ -.pytest_cache/ -cover/ - -# Translations -*.mo -*.pot - -# Django stuff: -*.log -local_settings.py -db.sqlite3 -db.sqlite3-journal - -# Flask stuff: -instance/ -.webassets-cache - -# Scrapy stuff: -.scrapy - -# Sphinx documentation -docs/_build/ - -# PyBuilder -.pybuilder/ -target/ - -# Jupyter Notebook -.ipynb_checkpoints - -# IPython -profile_default/ -ipython_config.py - -# pyenv -# For a library or package, you might want to ignore these files since the code is -# intended to run in multiple environments; otherwise, check them in: -# .python-version - -# pipenv -# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control. -# However, in case of collaboration, if having platform-specific dependencies or dependencies -# having no cross-platform support, pipenv may install dependencies that don't work, or not -# install all needed dependencies. -#Pipfile.lock - -# PEP 582; used by e.g. github.com/David-OConnor/pyflow -__pypackages__/ - -# Celery stuff -celerybeat-schedule -celerybeat.pid - -# SageMath parsed files -*.sage.py - -# Environments -.env -.venv -env/ -venv/ -ENV/ -env.bak/ -venv.bak/ - -# Spyder project settings -.spyderproject -.spyproject - -# Rope project settings -.ropeproject - -# mkdocs documentation -/site - -# mypy -.mypy_cache/ -.dmypy.json -dmypy.json - -# Pyre type checker -.pyre/ - -# pytype static type analyzer -.pytype/ - -# Cython debug symbols -cython_debug/ - -# End of https://www.toptal.com/developers/gitignore/api/macos,python,pycharm \ No newline at end of file
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/.hgignore Tue Jun 03 14:50:23 2025 +0100 @@ -0,0 +1,280 @@ +syntax: glob +# Created by https://www.toptal.com/developers/gitignore/api/macos,python,pycharm +# Edit at https://www.toptal.com/developers/gitignore?templates=macos,python,pycharm + +### macOS ### +# General +.DS_Store +.AppleDouble +.LSOverride + +# Icon must end with two \r +Icon + + +# Thumbnails +._* + +# Files that might appear in the root of a volume +.DocumentRevisions-V100 +.fseventsd +.Spotlight-V100 +.TemporaryItems +.Trashes +.VolumeIcon.icns +.com.apple.timemachine.donotpresent + +# Directories potentially created on remote AFP share +.AppleDB +.AppleDesktop +Network Trash Folder +Temporary Items +.apdisk + +### PyCharm ### +# Covers JetBrains IDEs: IntelliJ, RubyMine, PhpStorm, AppCode, PyCharm, CLion, Android Studio, WebStorm and Rider +# Reference: https://intellij-support.jetbrains.com/hc/en-us/articles/206544839 + +# User-specific stuff +.idea/**/workspace.xml +.idea/**/tasks.xml +.idea/**/usage.statistics.xml +.idea/**/dictionaries +.idea/**/shelf + +# AWS User-specific +.idea/**/aws.xml + +# Generated files +.idea/**/contentModel.xml + +# Sensitive or high-churn files +.idea/**/dataSources/ +.idea/**/dataSources.ids +.idea/**/dataSources.local.xml +.idea/**/sqlDataSources.xml +.idea/**/dynamic.xml +.idea/**/uiDesigner.xml +.idea/**/dbnavigator.xml + +# Gradle +.idea/**/gradle.xml +.idea/**/libraries + +# Gradle and Maven with auto-import +# When using Gradle or Maven with auto-import, you should exclude module files, +# since they will be recreated, and may cause churn. Uncomment if using +# auto-import. +# .idea/artifacts +# .idea/compiler.xml +# .idea/jarRepositories.xml +# .idea/modules.xml +# .idea/*.iml +# .idea/modules +# *.iml +# *.ipr + +# CMake +cmake-build-*/ + +# Mongo Explorer plugin +.idea/**/mongoSettings.xml + +# File-based project format +*.iws + +# IntelliJ +out/ + +# mpeltonen/sbt-idea plugin +.idea_modules/ + +# JIRA plugin +atlassian-ide-plugin.xml + +# Cursive Clojure plugin +.idea/replstate.xml + +# Crashlytics plugin (for Android Studio and IntelliJ) +com_crashlytics_export_strings.xml +crashlytics.properties +crashlytics-build.properties +fabric.properties + +# Editor-based Rest Client +.idea/httpRequests + +# Android studio 3.1+ serialized cache file +.idea/caches/build_file_checksums.ser + +### PyCharm Patch ### +# Comment Reason: https://github.com/joeblau/gitignore.io/issues/186#issuecomment-215987721 + +# *.iml +# modules.xml +# .idea/misc.xml +# *.ipr + +# Sonarlint plugin +# https://plugins.jetbrains.com/plugin/7973-sonarlint +.idea/**/sonarlint/ + +# SonarQube Plugin +# https://plugins.jetbrains.com/plugin/7238-sonarqube-community-plugin +.idea/**/sonarIssues.xml + +# Markdown Navigator plugin +# https://plugins.jetbrains.com/plugin/7896-markdown-navigator-enhanced +.idea/**/markdown-navigator.xml +.idea/**/markdown-navigator-enh.xml +.idea/**/markdown-navigator/ + +# Cache file creation bug +# See https://youtrack.jetbrains.com/issue/JBR-2257 +.idea/$CACHE_FILE$ + +# CodeStream plugin +# https://plugins.jetbrains.com/plugin/12206-codestream +.idea/codestream.xml + +### Python ### +# Byte-compiled / optimized / DLL files +__pycache__/ +*.py[cod] +*$py.class + +# C extensions +*.so + +# Distribution / packaging +.Python +build/ +develop-eggs/ +dist/ +downloads/ +eggs/ +.eggs/ +lib/ +lib64/ +parts/ +sdist/ +var/ +wheels/ +share/python-wheels/ +*.egg-info/ +.installed.cfg +*.egg +MANIFEST + +# PyInstaller +# Usually these files are written by a python script from a template +# before PyInstaller builds the exe, so as to inject date/other infos into it. +*.manifest +*.spec + +# Installer logs +pip-log.txt +pip-delete-this-directory.txt + +# Unit test / coverage reports +htmlcov/ +.tox/ +.nox/ +.coverage +.coverage.* +.cache +nosetests.xml +coverage.xml +*.cover +*.py,cover +.hypothesis/ +.pytest_cache/ +cover/ + +# Translations +*.mo +*.pot + +# Django stuff: +*.log +local_settings.py +db.sqlite3 +db.sqlite3-journal + +# Flask stuff: +instance/ +.webassets-cache + +# Scrapy stuff: +.scrapy + +# Sphinx documentation +docs/_build/ + +# PyBuilder +.pybuilder/ +target/ + +# Jupyter Notebook +.ipynb_checkpoints + +# IPython +profile_default/ +ipython_config.py + +# pyenv +# For a library or package, you might want to ignore these files since the code is +# intended to run in multiple environments; otherwise, check them in: +# .python-version + +# pipenv +# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control. +# However, in case of collaboration, if having platform-specific dependencies or dependencies +# having no cross-platform support, pipenv may install dependencies that don't work, or not +# install all needed dependencies. +#Pipfile.lock + +# PEP 582; used by e.g. github.com/David-OConnor/pyflow +__pypackages__/ + +# Celery stuff +celerybeat-schedule +celerybeat.pid + +# SageMath parsed files +*.sage.py + +# Environments +.env +.venv +env/ +venv/ +ENV/ +env.bak/ +venv.bak/ + +# Spyder project settings +.spyderproject +.spyproject + +# Rope project settings +.ropeproject + +# mkdocs documentation +/site + +# mypy +.mypy_cache/ +.dmypy.json +dmypy.json + +# Pyre type checker +.pyre/ + +# pytype static type analyzer +.pytype/ + +# Cython debug symbols +cython_debug/ + +# End of https://www.toptal.com/developers/gitignore/api/macos,python,pycharm
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/.repo/ISSUE_TEMPLATE/bug_report.md Tue Jun 03 14:50:23 2025 +0100 @@ -0,0 +1,38 @@ +--- +name: Bug report +about: Create a report to help us improve +title: '' +labels: '' +assignees: '' + +--- + +**Describe the bug** +A clear and concise description of what the bug is. + +**To Reproduce** +Steps to reproduce the behavior: +1. Go to '...' +2. Click on '....' +3. Scroll down to '....' +4. See error + +**Expected behavior** +A clear and concise description of what you expected to happen. + +**Screenshots** +If applicable, add screenshots to help explain your problem. + +**Desktop (please complete the following information):** + - OS: [e.g. iOS] + - Browser [e.g. chrome, safari] + - Version [e.g. 22] + +**Smartphone (please complete the following information):** + - Device: [e.g. iPhone6] + - OS: [e.g. iOS8.1] + - Browser [e.g. stock browser, safari] + - Version [e.g. 22] + +**Additional context** +Add any other context about the problem here.
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/.repo/ISSUE_TEMPLATE/feature_request.md Tue Jun 03 14:50:23 2025 +0100 @@ -0,0 +1,20 @@ +--- +name: Feature request +about: Suggest an idea for this project +title: '' +labels: '' +assignees: '' + +--- + +**Is your feature request related to a problem? Please describe.** +A clear and concise description of what the problem is. Ex. I'm always frustrated when [...] + +**Describe the solution you'd like** +A clear and concise description of what you want to happen. + +**Describe alternatives you've considered** +A clear and concise description of any alternative solutions or features you've considered. + +**Additional context** +Add any other context or screenshots about the feature request here.
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/.repo/workflows/python-publish.yml Tue Jun 03 14:50:23 2025 +0100 @@ -0,0 +1,36 @@ +name: Upload Python Package + +on: + push: + tags: [ '*.*.*' ] + +jobs: + deploy: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v2 + - name: Set up Python + uses: actions/setup-python@v2 + with: + python-version: '3.x' + - name: Install dependencies + run: | + python -m pip install --upgrade pip + pip install build + python -m pip install flake8 + if [ -f requirements.txt ]; then pip install -r requirements.txt; fi + - name: Lint with flake8 + run: | + # stop the build if there are Python syntax errors or undefined names + flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics + # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide + flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics + - name: Test + run: python -m unittest discover + - name: Build package + run: python -m build + - name: Publish package + uses: pypa/gh-action-pypi-publish@27b31702a0e7fc50959f5ad993c78deac1bdfc29 + with: + user: __token__ + password: ${{ secrets.PYPI_API_TOKEN }}
--- a/LICENSE.md Tue Jun 03 13:47:38 2025 +0000 +++ b/LICENSE.md Tue Jun 03 14:50:23 2025 +0100 @@ -1,10 +1,26 @@ -MIT License +Copyright 2025 Dennis Micro Computers + +Redistribution and use in source and binary forms, with or without +modification, are permitted provided that the following conditions are met: -Copyright (c) 2023 Dennis Concepción Martín +1. Redistributions of source code must retain the above copyright notice, this +list of conditions and the following disclaimer. + +2. Redistributions in binary form must reproduce the above copyright notice, +this list of conditions and the following disclaimer in the documentation +and/or other materials provided with the distribution. -Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: +3. Neither the name of the copyright holder nor the names of its contributors +may be used to endorse or promote products derived from this software without +specific prior written permission. -The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. - -THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. - +THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS “AS IS” AND +ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED +WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE +DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE +FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL +DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR +SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER +CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, +OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE +OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
--- a/README.md Tue Jun 03 13:47:38 2025 +0000 +++ b/README.md Tue Jun 03 14:50:23 2025 +0100 @@ -1,7 +1,7 @@ - # python-black-scholes -A command line utility to calculate the theoretical call and put price of an European option using the black-scholes model. +A command line utility to calculate the theoretical call and put price of an +European option using the black-scholes model. ## Usage