From 2ebc0eeb20e1e96b4fde34ddf0c7c42847664228 Mon Sep 17 00:00:00 2001
From: ojy <ed_it@eadeco.com.my>
Date: Wed, 13 May 2026 04:07:26 +0000
Subject: [PATCH] Fix expiration P/L curve in strategy analyzer
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

- Use exact (not floored) days-to-earliest-expiry so the "Expiration P/L"
  curve uses true intrinsic value — long call/put now show a flat loss floor
  at -premium, a sharp kink at the strike, and the correct breakeven, instead
  of a soft-cornered curve with ~1 day of residual time value
- Clamp the y-axis when one tail is unbounded so the loss floor stays visible
  instead of being squished to a sliver by the runaway profit/loss tail
- Slightly tighter default x-window; denser sampling (161 pts)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
---
 frontend/strategy.html | 16 ++++++++++++----
 1 file changed, 12 insertions(+), 4 deletions(-)

diff --git a/frontend/strategy.html b/frontend/strategy.html
index c6c3f5e..9210248 100644
--- a/frontend/strategy.html
+++ b/frontend/strategy.html
@@ -301,7 +301,9 @@
         get netCost() { return this.legs.reduce((s,l)=> s + legCost(l), 0); },
         get strategyName() { return detectStrategy(this.legs); },
         get maxDTE() { return Math.max(1, Math.ceil(Math.max(0, ...this.legs.map(legDTE)))); },
-        get minDTE() { return Math.max(0, Math.floor(Math.min(...this.legs.map(legDTE)))); },
+        // exact (not floored) days to the earliest expiry — so the "expiration"
+        // curve uses true intrinsic value (sharp hockey stick), not a near-expiry BS approx
+        get minDTE() { return Math.max(0, Math.min(...this.legs.map(legDTE))); },
         get dteLabel() {
           const d = new Date(Date.now() + this.dteOffset * DAY_MS);
           const ds = d.toISOString().slice(0,10);
@@ -441,19 +443,25 @@
           const strikes = legs.map(l=>l.strike);
           const minK = Math.min(...strikes), maxK = Math.max(...strikes);
           const span = maxK - minK;
-          const half = Math.max(spot*0.30, span*1.4, (maxK-spot)*1.3, (spot-minK)*1.3, 5);
+          const half = Math.max(spot*0.22, span*1.5, (maxK-spot)*1.4, (spot-minK)*1.4, 5);
           const lo = Math.max(0.01, spot - half), hi = spot + half;
-          const N = 141;
+          const expAt = this.minDTE;
+          const N = 161;
           const expData = [], tnData = [];
           let yMin = Infinity, yMax = -Infinity;
           for (let i = 0; i <= N; i++) {
             const x = lo + (hi-lo)*i/N;
-            const ye = plAt(legs, net, x, this.minDTE);
+            const ye = plAt(legs, net, x, expAt);
             const yt = plAt(legs, net, x, this.dteOffset);
             expData.push([x, +ye.toFixed(2)]);
             tnData.push([x, +yt.toFixed(2)]);
             yMin = Math.min(yMin, ye, yt); yMax = Math.max(yMax, ye, yt);
           }
+          // Keep the chart readable when one tail is (near-)unbounded: don't let it
+          // dominate the y-axis so badly the rest of the curve is a flat sliver.
+          const aHi = Math.max(yMax, 0), aLo = Math.max(-yMin, 0);
+          if (aLo > 1 && aHi > 6 * aLo) yMax = 6 * aLo;
+          if (aHi > 1 && aLo > 6 * aHi) yMin = -6 * aHi;
           const pad = Math.max((yMax - yMin) * 0.08, 1);
           yMin -= pad; yMax += pad;