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fix(strategies): remove IRON_BUTTERFLY enum alias that shadowed BUTTERFLY (#4) #26

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fix(strategies): remove IRON_BUTTERFLY enum alias that shadowed BUTTERFLY (#4) #26

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6 changes: 5 additions & 1 deletion src/strategies/base.py
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Original file line number Diff line number Diff line change
Expand Up @@ -49,8 +49,12 @@ class StrategyType(Enum):

# Complex strategies
IRON_CONDOR = "iron_condor"
# BUTTERFLY is the canonical member for the iron butterfly strategy
# (see IronButterflyStrategy.get_strategy_type and the factory registry).
# A second IRON_BUTTERFLY = "butterfly" member previously aliased BUTTERFLY
# (identical value), so the two were the same object and collided as dict
# keys. Removed to eliminate the silent shadowing.
BUTTERFLY = "butterfly"
IRON_BUTTERFLY = "butterfly"


class StrategyCategory(Enum):
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6 changes: 3 additions & 3 deletions tests/models/test_scoring_engine.py
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Expand Up @@ -28,7 +28,7 @@ def sample_probabilities(self):
StrategyType.IRON_CONDOR: 0.35,
StrategyType.BULL_CALL_SPREAD: 0.25,
StrategyType.LONG_STRADDLE: 0.20,
StrategyType.IRON_BUTTERFLY: 0.15,
StrategyType.BUTTERFLY: 0.15,
StrategyType.BEAR_PUT_SPREAD: 0.05
}

Expand Down Expand Up @@ -66,7 +66,7 @@ def sample_risk_metrics(self):
'volatility': 0.35,
'backtest_samples': 75
},
StrategyType.IRON_BUTTERFLY: {
StrategyType.BUTTERFLY: {
'max_drawdown': 0.10,
'var_95': 0.04,
'win_rate': 0.65,
Expand Down Expand Up @@ -95,7 +95,7 @@ def sample_expected_returns(self):
StrategyType.IRON_CONDOR: 0.12,
StrategyType.BULL_CALL_SPREAD: 0.15,
StrategyType.LONG_STRADDLE: 0.20,
StrategyType.IRON_BUTTERFLY: 0.08,
StrategyType.BUTTERFLY: 0.08,
StrategyType.BEAR_PUT_SPREAD: 0.10
}

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