dekun
24 lines
562 B
Python
24 lines
562 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 ExitDecision:
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should_close: bool
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reason: str = ""
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def check_exits(
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*,
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perp_upl: float,
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initial_premium: float,
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move_pct: float,
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exit_move_pct: float,
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) -> ExitDecision:
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if initial_premium > 0 and perp_upl + 1e-9 >= initial_premium:
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return ExitDecision(True, "premium_cover")
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if exit_move_pct > 0 and move_pct + 1e-9 >= exit_move_pct:
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return ExitDecision(True, "move_pct")
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return ExitDecision(False, "")
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