Files
OpenFin/frontend/src
OpenSquared 5ac7b8a088 feat: 3-tier outcome scoring + options P&L simulation in Pattern Lab
Backend (pattern_lab.py):
- Replace binary HIT/MISS with FULL / PARTIAL / MISS scoring
  FULL: right direction AND ≥ 50% of expected move
  PARTIAL: right direction AND ≥ 15% of expected move (was always MISS before)
  MISS: wrong direction or negligible move
- Add direction_correct, direction_ratio, hit_type fields to all outcomes
- Add Black-Scholes ATM options P&L simulation (_bs_price, _ncdf, _sigma_for)
  Normalised to S₀=K=100, per-asset-class vol heuristic (FX 8%, indices 16%, crypto 65%)
  Supports: long call/put, straddle, strangle, call spread, put spread
- estimated_options_pnl_pct shows what the strategy would have returned

Frontend (PatternLab.tsx):
- OutcomeRow component: FULL HIT (green) / PARTIAL (amber) / MISS (red)
- Shows direction tick/cross + ratio % of target achieved
- Shows estimated options P&L with DollarSign icon
- Hit rate header shows full hits + partial count separately
- Card border: emerald = full, amber = partial, red = miss

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-22 18:36:33 +02:00
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