Add detailed refactoring plan for core classes and constants#2
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Comprehensive plan covering: - Centralize duplicated constants (multipliers dict in 9 files, etc.) into scripts/constants.py with ProductSpec NamedTuple and str Enums - Fix bugs: LC missing comma, update_sec_lots wrong list, init_sec_by_month typo, desc case mismatch - Full rename of Option attrs (K→strike, char→option_type, ki→knock_in, ko→knock_out, bvol→barrier_vol, direc→direction) across all callers - Type hints on Future, Option, and Portfolio classes - Simplify check_active (69→30 lines), moneyness (52→20 lines), compute_net_greeks (70→20 lines), decompose update_sec_by_month - Extract duplicated Greeks computation into shared helper https://claude.ai/code/session_01AMLHS99Saq5oyzykzQUGL8
- Create scripts/constants.py with ProductSpec NamedTuple, multipliers,
contract_mths, month/sym maps, op_ticksize, and scalar constants
- Add str Enums: OptionType, BarrierStyle, BarrierDirection, SecurityType,
PositionFlag for future use
- Replace inline constant definitions with imports in 8 consumer files:
classes.py, calc.py, portfolio.py, simulation.py, hedge.py, util.py,
prep_data.py, fetch_data.py
- Fix LC missing-comma bug ('V' 'Z' -> 'V', 'Z') in contract_mths
- Fix CT months inconsistency (fetch_data.py had extra 'V')
- Fix time.clock() -> time.perf_counter() (removed in Python 3.8)
- Remove unused timeit import from portfolio.py
https://claude.ai/code/session_01AMLHS99Saq5oyzykzQUGL8
- Add type hints to all Future methods
- Remove unused mutable default parameter instructions={}
- Remove verbose docstring (methods are self-documenting)
https://claude.ai/code/session_01AMLHS99Saq5oyzykzQUGL8
…thods Rename Option attributes across entire codebase (14 files): - K -> strike, char -> option_type, direc -> direction - ki -> knock_in, ko -> knock_out - bvol -> barrier_vol, bvol2 -> barrier_vol2 - Remove self.r (inline as 0) Add type hints to all Option methods. Extract _sum_greeks_over_ttms() helper and _is_itm() helper. Remove debug print statements. Rename corresponding keyword arguments in calc.py functions: _compute_value, _barrier_euro, _barrier_amer, _compute_greeks, _euro_barrier_amer_greeks, _euro_barrier_euro_greeks. Update all callers: simulation.py, hedge.py, util.py, portfolio.py, signals.py, prep_data.py, and all test files. https://claude.ai/code/session_01AMLHS99Saq5oyzykzQUGL8
Bug fixes: - update_sec_lots: hedge_futures -> hedge_options for options lookup - update_sec_lots: 'Option'/'Future' -> 'option'/'future' (match get_desc()) - init_sec_by_month: dict[prod] -> dic[prod] (was writing to builtin) - init_sec_by_month: add missing 'flag' arg to update_greeks_by_month Extract _get_position_lists() helper to DRY the flag-based dispatch pattern repeated in 6 methods. Simplify compute_net_greeks() from 70 lines (3 separate loops) to 25 lines (single unified loop). Replace magic number 2.8 with BREAKEVEN_FACTOR constant. https://claude.ai/code/session_01AMLHS99Saq5oyzykzQUGL8
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