00a68bc767
- FastAPI + NiceGUI web application - QuantLib-based Black-Scholes pricing with Greeks - Protective put, laddered, and LEAPS strategies - Real-time WebSocket updates - TradingView-style charts via Lightweight-Charts - Docker containerization - GitLab CI/CD pipeline for VPS deployment - VPN-only access configuration
41 lines
985 B
Python
41 lines
985 B
Python
from __future__ import annotations
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from abc import ABC, abstractmethod
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from dataclasses import dataclass
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from app.models.portfolio import LombardPortfolio
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@dataclass(frozen=True)
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class StrategyConfig:
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"""Common research inputs used by all strategy implementations."""
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portfolio: LombardPortfolio
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spot_price: float
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volatility: float
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risk_free_rate: float
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class BaseStrategy(ABC):
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"""Abstract strategy interface for paper-based hedge analysis."""
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def __init__(self, config: StrategyConfig) -> None:
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self.config = config
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@property
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@abstractmethod
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def name(self) -> str: # pragma: no cover - interface only
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raise NotImplementedError
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@abstractmethod
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def calculate_cost(self) -> dict:
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raise NotImplementedError
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@abstractmethod
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def calculate_protection(self) -> dict:
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raise NotImplementedError
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@abstractmethod
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def get_scenarios(self) -> list[dict]:
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raise NotImplementedError
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