dekun
35 lines
891 B
Python
35 lines
891 B
Python
from __future__ import annotations
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from dataclasses import dataclass
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@dataclass(slots=True)
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class Signal:
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bias: str # call_ask_gt_put | put_ask_gt_call
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option_side: str # call | put
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perp_side: str # long | short
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call_ask: float
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put_ask: float
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def decide(call_ask: float | None, put_ask: float | None) -> Signal | None:
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if call_ask is None or put_ask is None:
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return None
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if call_ask > put_ask:
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return Signal(
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bias="call_ask_gt_put",
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option_side="call",
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perp_side="short",
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call_ask=float(call_ask),
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put_ask=float(put_ask),
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)
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if put_ask > call_ask:
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return Signal(
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bias="put_ask_gt_call",
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option_side="put",
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perp_side="long",
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call_ask=float(call_ask),
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put_ask=float(put_ask),
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)
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return None
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