investfly.models.strategy.ExpirationPolicy
class
ExpirationPolicyMode(builtins.str, enum.Enum):
str(object='') -> str str(bytes_or_buffer[, encoding[, errors]]) -> str
Create a new string object from the given object. If encoding or errors is specified, then the object must expose a data buffer that will be decoded using the given encoding and error handler. Otherwise, returns the result of object.__str__() (if defined) or repr(object). encoding defaults to sys.getdefaultencoding(). errors defaults to 'strict'.
CLOSE_BEFORE_DTE =
<ExpirationPolicyMode.CLOSE_BEFORE_DTE: 'CLOSE_BEFORE_DTE'>
@dataclass
class
ExpirationPolicy:
Required expiration handling policy for every deployed option strategy. Phase-1 MVP only supports CLOSE_BEFORE_DTE (mandatory user-configured DTE cutoff). Live execution does not submit exercise/DNE; paper broker settles ITM exercise/assignment at expiry only.
ExpirationPolicy( mode: ExpirationPolicyMode = <ExpirationPolicyMode.CLOSE_BEFORE_DTE: 'CLOSE_BEFORE_DTE'>, closeBeforeDte: int = 1, allowExpireWorthless: bool = False)