Skip to content

Read max pain from the stored real strike, not the grid argmin (0.14.1) - #46

Merged
mspinola merged 1 commit into
mainfrom
claude/max-pain-pull-stored-strike
Sep 18, 2026
Merged

mspinola merged 1 commit into
mainfrom
claude/max-pain-pull-stored-strike

Conversation

@mspinola

Copy link
Copy Markdown
Owner

Closes the residual noted in mspinola/cot-analyzer#134.

get_max_pain_for_symbol, which feeds the heatmap's Max Pain Pull, took the argmin of the 200-point simulated curve and never read MaxPainStrike, the curve's minimum already snapped to a real strike by the writer. The argmin can sit up to half a grid step off any real strike, so the heatmap's pull was measured against a different strike from the star the analysis panels now draw. Both payouts (at max pain and at the current price) are read off the curve by interpolation at the exact prices rather than the nearest grid point. Snapshots without the column fall back to the grid argmin.

Two tests added to tests/test_options_cache.py; suite 474 passed, 2 skipped; ruff 0.15.22 clean.

🤖 Generated with Claude Code

`get_max_pain_for_symbol`, which feeds the heatmap's Max Pain Pull, took the
argmin of the 200-point simulated curve and never read `MaxPainStrike`, the
curve's minimum already snapped to a strike the chain has. The argmin can sit
up to half a grid step off any real strike, so the heatmap's pull was measured
against a different strike from the star the analysis panels draw (those were
moved onto the stored strike in cot-analyzer#134). Both payouts are now read
off the curve by interpolation at the exact prices rather than the nearest grid
point. Snapshots written before the column existed fall back to the grid argmin.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
@mspinola
mspinola merged commit 9a29319 into main Sep 18, 2026
4 checks passed
@mspinola
mspinola deleted the claude/max-pain-pull-stored-strike branch September 18, 2026 17:27
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant