qchen34--tradingagents
wehub-resource-sync
75 行
1.7 KiB
Python
75 行
1.7 KiB
Python
from __future__ import annotations
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from dataclasses import dataclass
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@dataclass(frozen=True)
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class StyleProfile:
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key: str
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label: str
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dte: int
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ivr_min: float
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rsi_max: float
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put_otm: float
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call_otm: float
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put_tp: float
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call_tp: float
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put_sl: float | None
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confirm_days: int = 0
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cooldown_days: int = 0
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roll_preferred: bool = False
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roll_stop_threshold: float | None = None
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cc_min_cost_basis: bool = False
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cc_pause_below_cost_ratio: float | None = None
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entry_cycle_days: int = 7
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STYLE_PROFILES: dict[str, StyleProfile] = {
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"aggressive": StyleProfile(
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key="aggressive",
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label="激进",
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dte=7,
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ivr_min=20.0,
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rsi_max=65.0,
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put_otm=0.06,
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call_otm=0.02,
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put_tp=0.50,
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call_tp=0.80,
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put_sl=None,
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entry_cycle_days=7,
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),
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"neutral": StyleProfile(
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key="neutral",
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label="中性",
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dte=21,
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ivr_min=35.0,
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rsi_max=50.0,
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put_otm=0.09,
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call_otm=0.06,
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put_tp=0.50,
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call_tp=0.50,
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put_sl=2.0, # loss >= 200% premium
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entry_cycle_days=21,
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),
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"conservative": StyleProfile(
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key="conservative",
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label="保守",
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dte=45,
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ivr_min=50.0,
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rsi_max=40.0,
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put_otm=0.12,
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call_otm=0.0, # near cost basis
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put_tp=0.50,
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call_tp=0.50,
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put_sl=1.5, # 150%
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confirm_days=1,
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cooldown_days=5,
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roll_preferred=True,
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roll_stop_threshold=1.0, # start considering roll at 100% loss
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cc_min_cost_basis=True,
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cc_pause_below_cost_ratio=0.90,
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entry_cycle_days=30,
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),
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}
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