options-backtesting/backtesting/delta_targeting.py

from dataclasses import dataclass

from .option_spread_strategy import OptionSpreadStrategy

@dataclass
class DeltaTargetStrategy(OptionSpreadStrategy):
    delta_target: float
Refactor strategy creation to enable clients to more easily perform backtests 2024-01-17 19:37:37 +00:00			`from dataclasses import dataclass`

			`from .option_spread_strategy import OptionSpreadStrategy`

			`@dataclass`
			`class DeltaTargetStrategy(OptionSpreadStrategy):`
Remove bounding information from delta targeting strategy and instead use a fixed target 2024-02-01 13:56:47 +00:00			`delta_target: float`