class Iro::Strategy
def calc_rollp_long_debit_call_spread p
def calc_rollp_long_debit_call_spread p if ( p.expires_on.to_date - Time.now.to_date ).to_i < 1 return [ 0.99, '0 DTE, must exit' ] end if ( p.expires_on.to_date - Time.now.to_date ).to_i < 2 return [ 0.99, '1 DTE, must exit' ] end if ( stock.last - buffer_above_water ) < p.inner.strike return [ 0.95, "Last #{'%.2f' % stock.last} is " + "#{'%.2f' % [stock.last - p.inner.strike - buffer_above_water]} " + "below #{'%.2f' % [p.inner.strike + buffer_above_water]} water" ] end if p.inner.end_delta < threshold_delta return [ 0.79, "Delta #{p.inner.end_delta} is lower than #{threshold_delta} threshold." ] end if 1 - p.inner.end_price/p.inner.begin_price > threshold_netp return [ 0.51, "made enough #{'%.02f' % [(1.0 - p.inner.end_price/p.inner.begin_price )*100]}% profit^" ] end return [ 0.33, '-' ] end