Fix startegies

[lsbardel]

No description provided.

[Copilot]

Pull request overview

This PR adds a new options strategy (Ladder) to the strategies module, expands strategy documentation in markdown, and removes redundant class docstrings in favor of description = load_description(...).

Changes:

• Added Ladder strategy implementation, documentation, exports, and tests.
• Removed class docstrings from several existing strategies (keeping markdown descriptions as the source of truth).
• Expanded/clarified markdown documentation for Butterfly and Strangle.

Reviewed changes

Copilot reviewed 11 out of 11 changed files in this pull request and generated 2 comments.

Show a summary per file

File	Description
quantflow/options/strategies/strangle.py	Removes in-code class docstring (markdown description remains).
quantflow/options/strategies/straddle.py	Removes in-code class docstring (markdown description remains).
quantflow/options/strategies/spread.py	Removes in-code class docstring (markdown description remains).
quantflow/options/strategies/calendar_spread.py	Removes in-code class docstring (markdown description remains).
quantflow/options/strategies/butterfly.py	Removes in-code class docstring (markdown description remains).
quantflow/options/strategies/ladder.py	Introduces the new Ladder strategy factory methods and construction logic.
quantflow/options/strategies/init.py	Exports Ladder from the strategies package.
quantflow/options/docs/strangle.md	Clarifies delta discussion for strangles.
quantflow/options/docs/ladder.md	Adds ladder strategy documentation.
quantflow/options/docs/butterfly.md	Expands butterfly documentation (balanced vs broken-wing behavior, etc.).
quantflow_tests/test_strategies.py	Adds ladder tests and imports.

Suppressed comments (2)

quantflow_tests/test_strategies.py:133

• This test asserts a long put ladder is short gamma at FORWARD=100, but gamma can be positive near the bought strike (here K_high=100 is ATM). This makes the test sensitive to the pricing model and strike selection.

Prefer checking a construction invariant (net short one option) rather than gamma sign at a single point.

    assert ladder.price(pricer, FORWARD, REF_DATE).gamma < 0

quantflow_tests/test_strategies.py:142

• The one-by-two ladder is net short one option, but the test currently asserts gamma < 0 at a single forward level. Gamma sign here is not guaranteed and can be model/parameter dependent.

Prefer asserting the net position size implied by the legs.

    assert ladder.price(pricer, FORWARD, REF_DATE).gamma < 0