options-backtesting/backtesting/delta_targeting.py

30 lines
1.0 KiB
Python

from dataclasses import dataclass
from .option_spread_strategy import OptionSpreadStrategy
from .option_type import OptionType
@dataclass
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,
option_type = OptionType.CALL,
number_of_contracts = number_of_contracts,
spread_width = 50,
stop_loss_multiple = 1.00,
trade_entry_time = entry_time
)
put_spread_strategy = DeltaTargetStrategy(
delta_target = -delta_target,
option_type = OptionType.PUT,
number_of_contracts = number_of_contracts,
spread_width = 50,
stop_loss_multiple = 1.00,
trade_entry_time = entry_time
)
return call_spread_strategy, put_spread_strategy