investfly.models.strategy.OptionPositionSizing
class
OptionPositionSizingMode(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'.
FIXED_CONTRACTS =
<OptionPositionSizingMode.FIXED_CONTRACTS: 'FIXED_CONTRACTS'>
PCT_OF_PORTFOLIO_RISK =
<OptionPositionSizingMode.PCT_OF_PORTFOLIO_RISK: 'PCT_OF_PORTFOLIO_RISK'>
FIXED_NOTIONAL =
<OptionPositionSizingMode.FIXED_NOTIONAL: 'FIXED_NOTIONAL'>
@dataclass
class
OptionPositionSizing:
Position sizing rule for option groups. The runtime resolves contracts per signal based on the configured mode + portfolio value when the signal fires.
OptionPositionSizing( mode: OptionPositionSizingMode, fixedContracts: int | None = None, pctOfPortfolioRisk: float | None = None, fixedNotional: float | None = None)
mode: OptionPositionSizingMode