Make the library more Options friendly

lumibot/components/options_helper.py

@@ -1086,7 +1086,7 @@ def aggregate_portfolio_greeks(self, positions: List, underlying_asset: Asset) -
         self.strategy.log_message(f"Aggregated Greeks: {aggregated}", color="blue")
         return aggregated
 
-    def check_spread_profit(self, initial_cost: float, orders: List[Order]) -> Optional[float]:
+    def check_spread_profit(self, initial_cost: float, orders: List[Order], contract_multiplier: int = 100) -> Optional[float]:
         """
         Calculate the current profit or loss percentage of a spread based on updated market prices.
 
@@ -1096,6 +1096,8 @@ def check_spread_profit(self, initial_cost: float, orders: List[Order]) -> Optio
             The initial net cost (or credit) of establishing the spread.
         orders : List[Order]
             The list of orders that constitute the spread.
+        contract_multiplier : int, optional
+            The Option contract multiplier to use (default is 100) 
 
         Returns
         -------
@@ -1110,11 +1112,11 @@ def check_spread_profit(self, initial_cost: float, orders: List[Order]) -> Optio
                 self.strategy.log_message(f"Price unavailable for {order.asset.symbol}; cannot calculate spread profit.", color="red")
                 return None
             multiplier = -1 if order.side.lower() == "buy" else 1
-            current_value += price * order.quantity * 100  # Options standard multiplier
+            current_value += price * order.quantity * contract_multiplier 
         profit_pct = ((current_value - initial_cost) / initial_cost) * 100
         self.strategy.log_message(f"Spread profit percentage: {profit_pct:.2f}%", color="blue")
         return profit_pct
 
     # ============================================================
     # End of OptionsHelper Component
-    # ============================================================
+    # ============================================================

lumibot/entities/order.py

@@ -1096,7 +1096,11 @@ def to_position(self, quantity):
     def get_increment(self):
         increment = self.quantity
         if self.side == SELL:
-            increment = -increment
+            if not self.is_option():
+                increment = -increment
+        if self.side == BUY:
+            if self.is_option():
+                increment = -increment
         return float(increment)
 
     def is_option(self):

lumibot/strategies/strategy_executor.py

@@ -630,9 +630,9 @@ def _on_filled_order(self, position, order, price, quantity, multiplier):
         # Calculate the value of the position
         order_value = price * float(quantity)
 
-        # If option, multiply % of portfolio by 100
+        # If option, multiply % of portfolio by multiplier 
         if order.asset.asset_type == Asset.AssetType.OPTION:
-            order_value = order_value * 100
+            order_value = order_value * multiplier 
 
         # Calculate the percent of the portfolio that this position represents
         percent_of_portfolio = order_value / portfolio_value