fix(features): correct debit-spread max profit, width - debit (#16)

src/features/position_models.py

@@ -236,11 +236,15 @@ def calculate_max_profit(self) -> int:
 
         # For spreads and complex strategies, calculate based on strike differences
         elif self.strategy_type in [StrategyType.BULL_CALL_SPREAD, StrategyType.BEAR_PUT_SPREAD]:
+            # Debit spread: max profit = spread width - net debit paid. The old
+            # max(width - debit, debit) fallback returned the debit (i.e. the
+            # max loss) whenever the debit exceeded half the width, which is
+            # never the correct max profit.
             spread_width = abs(self.strikes[1] - self.strikes[0])
-            net_credit = sum(
-                -qty * price for qty, price in zip(self.quantities, self.entry_prices)
-            )
-            return max(spread_width * abs(self.quantities[0]) - abs(net_credit), abs(net_credit))
+            net_debit = abs(sum(
+                qty * price for qty, price in zip(self.quantities, self.entry_prices)
+            ))
+            return spread_width * abs(self.quantities[0]) - net_debit
 
         elif self.strategy_type in [StrategyType.BEAR_CALL_SPREAD, StrategyType.BULL_PUT_SPREAD]:
             net_credit = sum(

tests/test_position_state.py

@@ -91,6 +91,25 @@ def test_max_profit_calculation(self):
         lc_max = self.long_call.calculate_max_profit()
         self.assertEqual(lc_max, 0)
 
+    def test_debit_spread_max_profit_when_debit_exceeds_half_width(self):
+        """Bull call spread max profit must be width - debit, even when the
+        net debit exceeds half the spread width (regression for issue #16)."""
+        # Width 1000c, net debit 800c (long 900c - short 100c). Max profit is
+        # 1000 - 800 = 200c. The old max(width-debit, debit) returned 800c.
+        bull_call_spread = Position(
+            strategy_type=StrategyType.BULL_CALL_SPREAD,
+            entry_date=self.entry_date,
+            expiration_date=self.expiration_date,
+            strikes=[10000, 11000],
+            option_types=[OptionType.CALL, OptionType.CALL],
+            quantities=[1, -1],
+            entry_prices=[900, 100],
+            current_prices=[950, 120],
+            underlying_price_at_entry=10000,
+            current_underlying_price=10000
+        )
+        self.assertEqual(bull_call_spread.calculate_max_profit(), 200)
+
     def test_max_loss_calculation(self):
         """Test maximum loss calculation."""
         # Long call max loss is premium paid