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 = '<='
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 = '<='
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 = '=='
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 = '=='