9 lines
257 B
Python
9 lines
257 B
Python
from dataclasses import dataclass
|
|
|
|
from .option_spread_strategy import OptionSpreadStrategy
|
|
|
|
@dataclass
|
|
class DeltaTargetStrategy(OptionSpreadStrategy):
|
|
# TODO: Just search closest delta instead.
|
|
delta_upper_bound: float
|
|
delta_lower_bound: float |