27 lines
924 B
Python
27 lines
924 B
Python
from dataclasses import dataclass
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from .option_spread_strategy import OptionSpreadStrategy
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from .option_type import OptionType
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@dataclass
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class DeltaTargetStrategy(OptionSpreadStrategy):
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delta_target: float
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def create_strategies(delta_target: float, entry_time: str, number_of_contracts: int = 1):
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call_spread_strategy = DeltaTargetStrategy(
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delta_target = delta_target,
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option_type = OptionType.CALL,
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number_of_contracts = number_of_contracts,
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spread_width = 50,
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stop_loss_multiple = 1.00,
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trade_entry_time = entry_time
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)
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put_spread_strategy = DeltaTargetStrategy(
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delta_target = -delta_target,
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option_type = OptionType.PUT,
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number_of_contracts = number_of_contracts,
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spread_width = 50,
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stop_loss_multiple = 1.00,
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trade_entry_time = entry_time
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)
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return call_spread_strategy, put_spread_strategy |