12 lines
461 B
Python
12 lines
461 B
Python
from __future__ import annotations
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from typing import List
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from ..dsl import Asset, MarketSignal
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def generate_options_signals(symbol: str, underlying_price: float) -> MarketSignal:
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asset = Asset(symbol=symbol, asset_type="option")
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# Very naive option price proxy for this MVP: static premium around 5% of underlying
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price = max(1.0, underlying_price * 0.05)
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import time
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return MarketSignal(asset=asset, price=price, timestamp=time.time())
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