INNER CODE UNIT · Python

get_strike

ldt9/PyOptionTrader · models/futures/short_strangle.py:228

    def get_strike(self, delta=0.16, option_type='C', call_strike_rounding='up', put_strike_rounding='down'):

        '''
        Get the strike price for the option with the given delta
        :param delta: delta of the option we want to order
        :param option_type: type of option (call or put)
        :param call_strike_rounding: rounding method for call strike
        :param put_strike_rounding: rounding method for put strike
        :return: the strike price of the desired option
        '''

        try:
            optionToTrade = 0
            for i in range(0, 1000):
                option = pd.DataFrame()
                if option_type == 'C':
                    option['Flag'] = ['c']  # 'c' for call
                else:

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