Rename Black Scholes model

Author: cm-jones

include/thales/strategies/black_scholes_arbitrage.h renamed to include/thales/strategies/black_scholes.h

@@ -1,5 +1,5 @@
-#ifndef THALES_STRATEGIES_BLACK_SCHOLES_ARBITRAGE_H
-#define THALES_STRATEGIES_BLACK_SCHOLES_ARBITRAGE_H
+#ifndef THALES_STRATEGIES_BLACK_SCHOLES_H
+#define THALES_STRATEGIES_BLACK_SCHOLES_H
 
 #include <thales/strategies/strategy_base.h>
 #include <thales/models/black_scholes.h>
@@ -11,25 +11,25 @@ namespace thales {
 namespace strategies {
 
 /**
- * @class BlackScholesArbitrage
- * @brief Strategy that looks for arbitrage opportunities based on Black-Scholes pricing.
+ * @class BlackScholes
+ * @brief Strategy based on Black-Scholes pricing model.
  * 
  * This strategy compares market prices of options with their theoretical prices
  * calculated using the Black-Scholes model. If the market price is significantly
  * different from the theoretical price, it generates a trading signal.
  */
-class BlackScholesArbitrage : public StrategyBase {
+class BlackScholes : public StrategyBase {
 public:
     /**
      * @brief Constructor
      * @param config The configuration for the strategy
      */
-    explicit BlackScholesArbitrage(const utils::Config& config);
+    explicit BlackScholes(const utils::Config& config);
 
     /**
      * @brief Destructor
      */
-    ~BlackScholesArbitrage() override = default;
+    ~BlackScholes() override = default;
 
     /**
      * @brief Initialize the strategy
@@ -39,44 +39,44 @@ class BlackScholesArbitrage : public StrategyBase {
 
     /**
      * @brief Execute the strategy
-     * @param marketData The market data to use for execution
+     * @param market_data The market data to use for execution
      * @param portfolio The current portfolio
      * @return A vector of signals generated by the strategy
      */
     std::vector<Signal> execute(
-        const std::vector<data::MarketData>& marketData,
+        const std::vector<data::MarketData>& market_data,
         const core::Portfolio& portfolio
     ) override;
 
     /**
      * @brief Get the symbols that the strategy is interested in
      * @return A vector of symbols
      */
-    std::vector<std::string> getSymbols() const override;
+    std::vector<std::string> get_symbols() const override;
 
 private:
     // Strategy parameters
-    double minPriceDiscrepancy_;
-    double minVolatility_;
-    double maxVolatility_;
-    int minDaysToExpiration_;
-    int maxDaysToExpiration_;
+    double min_price_discrepancy_;
+    double min_volatility_;
+    double max_volatility_;
+    int min_days_to_expiration_;
+    int max_days_to_expiration_;
 
     // Symbols to trade
     std::vector<std::string> symbols_;
 
     // Historical volatility cache
-    std::unordered_map<std::string, double> historicalVolatility_;
+    std::unordered_map<std::string, double> historical_volatility_;
 
     // Private methods
-    double calculateHistoricalVolatility(const std::vector<data::MarketData>& marketData, const std::string& symbol);
-    double calculateRiskFreeRate() const;
-    double calculateTimeToExpiration(const std::string& expirationDate) const;
-    bool isOptionEligible(const data::OptionData& option) const;
-    Signal generateSignal(const data::OptionData& option, double theoreticalPrice);
+    double calculate_historical_volatility(const std::vector<data::MarketData>& market_data, const std::string& symbol);
+    double calculate_risk_free_rate() const;
+    double calculate_time_to_expiration(const std::string& expiration_date) const;
+    bool is_option_eligible(const data::OptionData& option) const;
+    Signal generate_signal(const data::OptionData& option, double theoretical_price);
 };
 
 } // namespace strategies
 } // namespace thales
 
-#endif // THALES_STRATEGIES_BLACK_SCHOLES_ARBITRAGE_H
+#endif // THALES_STRATEGIES_BLACK_SCHOLES_H