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Put the max-pain star on the stored real strike; hints follow the monthly expiry - #134
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…thly expiry The snapshot writer already snaps the curve's minimum to a strike the chain actually has and stores it as `MaxPainStrike`, but both options panels took the argmin of the 200-point simulated grid instead and never read that column, so the star, the dashed payout line, the delta arrow and the premium/discount bars could all sit up to half a grid step off any real strike (7605.74 against the stored 7603.93 on yesterday's ES snapshot). One helper, `max_pain_point`, now reads the stored strike and interpolates its payout off the curve, and both panels go through it; rows written before the column existed fall back to the grid argmin. The two hints and the DEFAULT_OFF rationale follow cotmetrics 0.14.0 (mspinola/cotmetrics#45), where each snapshot is taken on the nearest open standard monthly rather than the first expiry more than three days out. The history panel stays opt-in: the roll is now monthly rather than several times a week, but the stored series before 2026-09-18 is on the weeklies and has yet to accumulate a stretch on one expiry. data_architecture.md gains the strike ladder file that release starts writing, which no panel reads yet. Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
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Follows mspinola/cotmetrics#45 (merge that first; the hint text describes its behaviour).
Star on
MaxPainStrikeThe snapshot writer snaps the curve's minimum to a real strike and stores it as
MaxPainStrike, but both options panels took the argmin of the 200-point simulated grid and never read that column, so the star, the dashed payout line, the delta arrow and the premium/discount bars could sit up to half a grid step off any real strike (7605.74 vs the stored 7603.93 on the 2026-09-17 ES snapshot).max_pain_pointreads the stored strike and interpolates its payout off the curve; both panels go through it, so they agree. Rows without the column fall back to the grid argmin.Residual: the heatmap's Max Pain Pull comes from
cotmetrics.options_data.get_max_pain_for_symbol, which still takes the grid argmin. Not in this PR.Hints and the default-off rationale
Updated for cotmetrics 0.14.0: snapshots are on the nearest open standard monthly, so the history panel rolls once a month rather than several times a week. It stays in
DEFAULT_OFF_PLOTSbecause the stored series before 2026-09-18 is on the weeklies and has no stretch on one expiry yet; the comment now says exactly that.docs/data_architecture.mddocuments the strike ladder file ({symbol}_options_strikes.parquet) that 0.14.0 starts writing; no panel reads it yet.Tests
4 new in
tests/test_max_pain_strike.py(store-free, parquet in tmp_path). Suite 879 passed; ruff 0.15.22 clean atsrc tests.🤖 Generated with Claude Code