options-backtesting/backtesting/option_spread_strategy.py

13 lines
296 B
Python

from dataclasses import dataclass
from .option_type import OptionType
@dataclass
class OptionSpreadStrategy:
option_type: OptionType
number_of_contracts: int
spread_width: int
stop_loss_multiple: float
trade_entry_time: str
entry_slippage: float
exit_slippage: float