Claude/fx option pnl calculator 011 c ue wd v7 a hhxpax fy qoi qa - #665

Open

jhangianirohit wants to merge 44 commits into

Pierian-Data:masterfrom

jhangianirohit:claude/fx-option-pnl-calculator-011CUeWdV7AHhxpaxFyQoiQA

Commits on Oct 22, 2025

Commits on Oct 30, 2025

Merge pull request #1 from jhangianirohit/codex/build-fx-volatility-trading-analytics-system
jhangianirohit
authored
e3fbe8e

Commits on Oct 31, 2025

Add FX option P&L calculator with delta hedging
claude
committed
ffc46fe
Fix hedge P&L sign error
claude
committed
26cc3f6
Implement realized/unrealized P&L tracking and format display
claude
committed
8421349
Expand calculator to handle multiple strikes simultaneously
claude
committed
a3e5dd6
Fix delta targets for OTM calls and enhance strike verification
claude
committed
2d9d586
Fix put strike calculation - inverted bisection logic and search bounds
claude
committed
d0e080c
Replace iterative solver with direct closed-form strike calculation
claude
committed
5b1ebe7
Use exact strike calculation formula as specified
claude
committed
2f39b48
Replace strike calculator with exact provided implementation
claude
committed
aa7bd2a
Expand calculator to 10-minute intervals with 145 data points
claude
committed
5fcbb8b
Change notional to 100M settlement currency with variable base notional
claude
committed
1ac7718
Fix missing variable reference - change NOTIONAL to baseNotional
claude
committed
6cd59a6
Complete debugging instrumentation with error handling
claude
committed
bc8b622
Add comprehensive logging for HTML generation and DOM updates
claude
committed
e14bf75

Commits on Nov 1, 2025

Add test script for calculator logic validation
claude
committed
853d1d5
Add realized volatility calculation and display
claude
committed
2ab805c

Commits on Nov 2, 2025

Commits on Nov 3, 2025

Fix custom strike UI issues and add P&L color coding
claude
committed
d24243f
Redesign summary table to column-based layout with statistics
claude
committed
b61a56f
Fix JavaScript error: remove duplicate volDifference variable declaration
claude
committed
a115fb9
Simplify strike summary table with standardized delta labels
claude
committed
2eecc0d
Add interactive P&L path charts with proper time scaling
claude
committed
7ccfe86
Fix click handlers: use event listeners instead of inline onclick
claude
committed
c3d3804
Update Chart.js CDN to use auto-updating version
claude
committed
c702529
Fix Chart.js CDN URL to use non-minified UMD version
claude
committed
66cc8a6
Add Chart.js fallback CDN and load verification
claude
committed
39dcf2e
Replace Chart.js with custom Canvas-based charts (no external dependencies)
claude
committed
b9e8aa4
Add spot price series on secondary Y-axis and adjust line weights
claude
committed
e8ac95e
Pass spot data to drawCustomChart function
claude
committed
42fff0e
Add Option Expiry Override feature for custom option tenors
claude
committed
03368d7

Commits on Nov 5, 2025

Update Single Pair Mode with improved defaults and expiry UI
claude
committed
fb5759b
Add comprehensive Batch Analysis Mode for multiple currency pairs
claude
committed
ac8b217
Fix 4 critical bugs in Batch Analysis Mode
claude
committed
9c1773a

Commits on Nov 10, 2025

Add Analysis Window Selection feature for Batch Analysis
claude
committed
6b75331
Fix 3 critical bugs in Batch Analysis Mode
claude
committed
87333a0
COMPREHENSIVE UI REDESIGN - Professional Trading Tool
claude
committed
e4aa1ce