diff --git a/app_lib.py b/app_lib.py
index 55702bc..de3c3cd 100644
--- a/app_lib.py
+++ b/app_lib.py
@@ -23,7 +23,7 @@
from osl.backtest.rules import IronCondor1Sigma, LongStraddle, ShortPut16Delta
from osl.config import Settings, get_settings
from osl.data.providers import Freshness, build_provider, freshness_badge
-from osl.report.playbook import PlaybookData, StrategyRow
+from osl.report.playbook import LegRow, PlaybookData, StrategyRow
from osl.strategy.enumerate import View, enumerate_candidates
from osl.strategy.liquidity import strategy_liquidity
from osl.strategy.metrics import compute_metrics
@@ -639,6 +639,18 @@ def build_playbook_data(
break
best = rank(candidates, obj)[0]
m = best.metrics
+ legs = tuple(
+ LegRow(
+ side="Sell" if leg.sign < 0 else "Buy",
+ quantity=int(leg.quantity),
+ right=leg.right,
+ strike=float(leg.strike),
+ expiry=leg.expiration.isoformat(),
+ premium=float(leg.premium),
+ iv=float(leg.iv),
+ )
+ for leg in best.strategy.legs
+ )
rows.append(
StrategyRow(
name=best.strategy.name,
@@ -651,6 +663,8 @@ def build_playbook_data(
loss_unbounded=m.loss_unbounded,
liquidity=best.liquidity.score,
breakevens=m.breakevens,
+ net_debit=float(best.strategy.net_debit),
+ legs=legs,
)
)
diff --git a/osl/report/playbook.py b/osl/report/playbook.py
index b81223f..510e874 100644
--- a/osl/report/playbook.py
+++ b/osl/report/playbook.py
@@ -18,6 +18,10 @@
_COLUMN_GLOSSARY: tuple[tuple[str, str], ...] = (
("Objective", "The ranking goal this strategy topped (e.g. EV per risk, theta per risk)."),
("Strategy", "The option structure (vertical, iron condor, strangle, ...)."),
+ (
+ "Net",
+ "Net cash at entry, in dollars: debit (paid) is positive, credit (received) is negative.",
+ ),
("Expiry", "Expiration date of the nearest leg."),
(
"POP (RN)",
@@ -30,6 +34,29 @@
("Liquidity", "0-1 tradability score from spread, open interest, volume and ATM distance."),
)
+_TICKET_HEADERS: tuple[str, ...] = (
+ "Action",
+ "Qty",
+ "Right",
+ "Strike",
+ "Expiry",
+ "Premium (mid)",
+ "IV",
+)
+
+
+@dataclass(frozen=True)
+class LegRow:
+ """One leg of a strategy, in the form needed to actually place the trade."""
+
+ side: str # "Buy" or "Sell"
+ quantity: int
+ right: str # "C" or "P"
+ strike: float
+ expiry: str # ISO date
+ premium: float # per-share mid
+ iv: float
+
@dataclass(frozen=True)
class StrategyRow:
@@ -43,6 +70,10 @@ class StrategyRow:
loss_unbounded: bool
liquidity: float
breakevens: tuple[float, ...]
+ # Execution detail. Defaults preserve back-compat with older callers/tests
+ # that did not carry leg-level data.
+ net_debit: float = 0.0
+ legs: tuple[LegRow, ...] = ()
@dataclass(frozen=True)
@@ -90,9 +121,18 @@ def _fmt_money(x: float) -> str:
return "∞ (uncovered)" if x == float("-inf") else f"{x:,.2f}"
+def _fmt_net(x: float) -> str:
+ """Format net entry cash: positive = debit, negative = credit."""
+ if x > 0:
+ return f"${x:,.2f} debit"
+ if x < 0:
+ return f"${abs(x):,.2f} credit"
+ return "$0.00"
+
+
def _strategy_rows_html(rows: Sequence[StrategyRow]) -> str:
if not rows:
- return "| No candidates. |
"
+ return "| No candidates. |
"
out = []
for r in rows:
max_loss = "∞ (uncovered)" if r.loss_unbounded else _fmt_money(r.max_loss)
@@ -101,6 +141,7 @@ def _strategy_rows_html(rows: Sequence[StrategyRow]) -> str:
""
f"| {escape(r.objective)} | "
f"{escape(r.name)} | "
+ f"{escape(_fmt_net(r.net_debit))} | "
f"{escape(r.expiry)} | "
f"{r.pop_rn:.1%} | "
f"{r.ev:,.0f} | "
@@ -113,6 +154,39 @@ def _strategy_rows_html(rows: Sequence[StrategyRow]) -> str:
return "\n".join(out)
+def _trade_tickets_html(rows: Sequence[StrategyRow]) -> str:
+ """Per-strategy execution blocks: the exact legs (side, qty, right, strike, expiry)."""
+ if not rows or not any(r.legs for r in rows):
+ return ""
+ headers = "".join(f"{escape(h)} | " for h in _TICKET_HEADERS)
+ blocks = []
+ for r in rows:
+ if not r.legs:
+ continue
+ leg_rows = "".join(
+ "
"
+ f"| {escape(leg.side)} | "
+ f"{leg.quantity} | "
+ f"{escape(leg.right)} | "
+ f"{leg.strike:,.2f} | "
+ f"{escape(leg.expiry)} | "
+ f"{leg.premium:,.2f} | "
+ f"{leg.iv:.1%} | "
+ "
"
+ for leg in r.legs
+ )
+ bes = ", ".join(f"{b:,.2f}" for b in r.breakevens) or "—"
+ blocks.append(
+ ''
+ f"
{escape(r.objective)}: {escape(r.name)} — {escape(r.expiry)}
"
+ f"
"
+ f"
Net: {escape(_fmt_net(r.net_debit))} · "
+ f"Breakevens: {escape(bes)}
"
+ "
Trade tickets
+Exact legs for each top strategy — side, quantity, right (C/P), strike and expiry — so the trade can be entered directly.
+{_trade_tickets_html(data.strategies)}
+
How to read this table
{glossary}