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check_exit_policy

optionstratlib_simulation::simulation::exit

Function check_exit_policy 

Source 
pub fn check_exit_policy(
    policy: &ExitPolicy,
    initial_premium: Decimal,
    current_premium: Decimal,
    step_num: usize,
    days_left: Positive,
    underlying_price: Positive,
    is_long: bool,
) -> Option<ExitPolicy>
Expand description

Checks if an exit policy is triggered for an option position.

§Parameters

  • policy - The exit policy to evaluate
  • initial_premium - The initial premium (paid for long, received for short)
  • current_premium - The current premium value
  • step_num - Current step number
  • days_left - Days remaining to expiration
  • underlying_price - Current underlying price
  • is_long - true for long positions (bought), false for short positions (sold)

§Returns

Some(policy) if the policy is triggered, None otherwise

§Logic

For Long positions (bought options):

  • Profit: current_premium > initial_premium (premium increases)
  • Loss: current_premium < initial_premium (premium decreases)

For Short positions (sold options):

  • Profit: current_premium < initial_premium (premium decreases)
  • Loss: current_premium > initial_premium (premium increases)