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1 parent 1a9b598 commit 95e67f2Copy full SHA for 95e67f2
tests/test_strategies.py
@@ -72,7 +72,7 @@ def test_long_put_butterfly_raw(multi_strike_data):
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& (results["strike_leg2"] == 212.5)
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& (results["strike_leg3"] == 215.0)
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].iloc[0]
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- # Entry: long 210 put (1.45) + short 2x 212.5 puts (-6.10) + long 215 put (5.05) = 0.40
+ # Entry: long 210 put (1.45) + short 2x 212.5 puts (2 * -3.05 = -6.10) + long 215 put (5.05) = 0.40
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assert round(row["total_entry_cost"], 2) == 0.40
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# Exit: all puts worthless = 0.025 + (-0.05) + 0.025 = 0.0
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assert round(row["total_exit_proceeds"], 2) == 0.0
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