Bug: _calculate_probability_above returns 0.0 for ATM at expiry — should be 0.5

[bradsmithmba]

Summary

The expiry early-return in _calculate_probability_above returns 0.0 when current_price == target_price, but the correct value is 0.5 (equal probability of finishing above or below the strike from ATM). This zeroes out prob_profit for ATM strategies at expiration, making them appear worthless.

Evidence

src/api/enhanced_strategy_recommender.py lines 594-595:

if days <= 0:
    return 1.0 if current_price > target_price else 0.0

When current_price == target_price, returns 0.0 instead of 0.5.

Fix

if days <= 0:
    if current_price > target_price:
        return 1.0
    elif current_price == target_price:
        return 0.5
    return 0.0