feat: Complete implementation of Protective Put strategy

[joaquinbejar]

Issue #9: Implement Protective Put strategy

Title

feat: Complete implementation of Protective Put strategy

Labels

• enhancement
• strategies
• priority-medium

Description

The file src/strategies/protective_put.rs is almost empty (358 bytes). The Protective Put is a fundamental hedging strategy that should be fully implemented.

What is a Protective Put?

A Protective Put (also known as a "married put") is a hedging strategy that involves:

1. Long stock position (or equivalent)
2. Long put at or below the current price

The strategy provides downside protection while maintaining unlimited upside potential.

Current State

• File exists but is essentially empty
• Strategy is not functional
• Missing from available strategies

Target State

• Fully functional Protective Put strategy
• All required traits implemented
• Comprehensive tests and documentation

Tasks

• Implement ProtectivePut struct with all required fields:
  • Underlying position (stock/spot)
  • Long put position
  • Break-even points
• Implement Strategable trait
• Implement StrategyConstructor trait
• Implement Profit calculations
• Implement Greeks calculations
• Implement DeltaNeutrality trait
• Implement Graph trait for visualization
• Implement ProbabilityAnalysis trait
• Add comprehensive tests
• Add documentation with examples
• Run make lint-fix and make pre-push to verify

Acceptance Criteria

• Protective Put strategy is fully functional
• All trait implementations are complete
• Tests cover edge cases
• Documentation includes usage examples
• Strategy appears in prelude exports

Technical Notes

Protective Put Structure

pub struct ProtectivePut {
    /// Name/identifier for the strategy
    pub name: String,
    /// Underlying asset symbol
    pub symbol: String,
    /// Current underlying price
    pub underlying_price: Positive,
    /// Put strike price
    pub put_strike: Positive,
    /// Expiration date
    pub expiration: ExpirationDate,
    /// Implied volatility
    pub implied_volatility: Positive,
    /// Quantity of underlying shares
    pub quantity: Positive,
    /// Long put position
    pub long_put: Position,
    /// Underlying position (spot leg)
    pub underlying: Position,
    /// Break-even point
    pub break_even_points: Vec<Positive>,
}

Profit/Loss Profile

Profit
  ^
  |                    /
  |                   /
  |                  /  <- Unlimited upside
  |                 /
  |-----------------/---> Underlying Price
  |________________/
  |                 <- Max loss = Entry - Strike + Premium

Key Formulas

Max Profit = Unlimited
Max Loss = (Entry Price - Put Strike) + Put Premium
Break-even = Entry Price + Put Premium

Files to Create/Update

• src/strategies/protective_put.rs (implement)
• src/strategies/mod.rs (export)
• src/prelude.rs (add to prelude)
• tests/unit/strategies/protective_put_test.rs (tests)

Estimated Effort

Medium (4-6 hours)

Dependencies

• Requires spot/underlying leg support (Issue Base asset legs support in custom strategies #198)

Related Issues

• Issue Feature/option table #8: Implement Collar strategy
• Issue Base asset legs support in custom strategies #198: Base asset legs implementation