diff --git a/backtesting/credit_targeting.py b/backtesting/credit_targeting.py index 72d5c9a..a0ca7ca 100644 --- a/backtesting/credit_targeting.py +++ b/backtesting/credit_targeting.py @@ -7,6 +7,9 @@ from .option_type import OptionType class CreditTargetStrategy(OptionSpreadStrategy): credit_target: float +def iron_condor_strategy(credit_target: float) -> str: + return f'${credit_target:.2f} Iron Condor' + def create_strategies(credit_target: float, entry_time: str, number_of_contracts: int = 1): call_spread_strategy = CreditTargetStrategy( credit_target = credit_target, diff --git a/backtesting/delta_targeting.py b/backtesting/delta_targeting.py index 5283bbf..381f42b 100644 --- a/backtesting/delta_targeting.py +++ b/backtesting/delta_targeting.py @@ -7,6 +7,9 @@ from .option_type import OptionType class DeltaTargetStrategy(OptionSpreadStrategy): delta_target: float +def iron_condor_strategy(delta_target: float) -> str: + return f'{int(delta_target * 100)} Delta Iron Condor' + def create_strategies(delta_target: float, entry_time: str, number_of_contracts: int = 1): call_spread_strategy = DeltaTargetStrategy( delta_target = delta_target,