Beispiel #1
0
    def __init__(self, pos_set):
        HedgeContext.__init__(self, pos_set)

        self.name = 'protective_put'

        # start profit
        self.pl.start_profit.price = self.calc_break_even()
        self.pl.start_profit.condition = '>'

        # start loss
        self.pl.start_loss.price = self.calc_break_even()
        self.pl.start_loss.condition = '<'

        # break even
        self.pl.break_even.price = self.calc_break_even()
        self.pl.break_even.condition = '=='

        # max profit
        self.pl.max_profit.amount = float('inf')
        self.pl.max_profit.limit = False
        self.pl.max_profit.price = float('inf')
        self.pl.max_profit.condition = '=='

        # max loss
        self.pl.max_loss.amount = self.calc_max_loss()
        self.pl.max_loss.limit = True
        self.pl.max_loss.price = float(self.pos_set.option.strike_price)
        self.pl.max_loss.condition = '<='
Beispiel #2
0
    def __init__(self, pos_set):
        HedgeContext.__init__(self, pos_set)

        self.name = 'protective_put'

        # start profit
        self.pl.start_profit.price = self.calc_break_even()
        self.pl.start_profit.condition = '>'

        # start loss
        self.pl.start_loss.price = self.calc_break_even()
        self.pl.start_loss.condition = '<'

        # break even
        self.pl.break_even.price = self.calc_break_even()
        self.pl.break_even.condition = '=='

        # max profit
        self.pl.max_profit.amount = float('inf')
        self.pl.max_profit.limit = False
        self.pl.max_profit.price = float('inf')
        self.pl.max_profit.condition = '=='

        # max loss
        self.pl.max_loss.amount = self.calc_max_loss()
        self.pl.max_loss.limit = True
        self.pl.max_loss.price = float(self.pos_set.option.strike_price)
        self.pl.max_loss.condition = '<='
Beispiel #3
0
    def __init__(self, pos_set):
        HedgeContext.__init__(self, pos_set)

        self.name = 'covered_call'

        # start profit
        self.pl.start_profit.price = self.calc_break_even()
        self.pl.start_profit.condition = '>'

        # start loss
        self.pl.start_loss.price = self.calc_break_even()
        self.pl.start_loss.condition = '<'

        # break even
        self.pl.break_even.price = self.calc_break_even()
        self.pl.break_even.condition = '=='

        # max profit
        self.pl.max_profit.amount = self.calc_max_profit()
        self.pl.max_profit.limit = True
        self.pl.max_profit.price = float(self.pos_set.option.strike_price)
        self.pl.max_profit.condition = '>='

        # max loss
        self.pl.max_loss.amount = self.calc_max_loss()
        self.pl.max_loss.limit = True
        self.pl.max_loss.price = 0.0
        self.pl.max_loss.condition = '=='
Beispiel #4
0
    def __init__(self, pos_set):
        HedgeContext.__init__(self, pos_set)

        self.name = 'covered_call'

        # start profit
        self.pl.start_profit.price = self.calc_break_even()
        self.pl.start_profit.condition = '>'

        # start loss
        self.pl.start_loss.price = self.calc_break_even()
        self.pl.start_loss.condition = '<'

        # break even
        self.pl.break_even.price = self.calc_break_even()
        self.pl.break_even.condition = '=='

        # max profit
        self.pl.max_profit.amount = self.calc_max_profit()
        self.pl.max_profit.limit = True
        self.pl.max_profit.price = float(self.pos_set.option.strike_price)
        self.pl.max_profit.condition = '>='

        # max loss
        self.pl.max_loss.amount = self.calc_max_loss()
        self.pl.max_loss.limit = True
        self.pl.max_loss.price = 0.0
        self.pl.max_loss.condition = '=='