feat: strategy builder

This commit is contained in:
OpenSquared
2026-07-19 10:55:56 +02:00
parent 5d8bfa3371
commit 67952e01fa
5 changed files with 35 additions and 26 deletions

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@@ -44,7 +44,7 @@ class PriceRequest(BaseModel):
class ConstraintsIn(BaseModel):
max_legs: int = 4
delta_threshold: float = 0.15
delta_threshold: Optional[float] = 0.15
max_loss_cap: Optional[float] = None
objective: str = "net_pnl" # "net_pnl" | "return_on_risk" | "prob_weighted"
top_n: int = 20