Thetagang

Latest version: v1.12.2

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0.1.26

**Full Changelog**: https://github.com/brndnmtthws/thetagang/compare/v0.1.25...v0.1.26

0.1.25

**Full Changelog**: https://github.com/brndnmtthws/thetagang/compare/v0.1.24...v0.1.25

0.1.24

* Bump version.

* Increase wait time from 60 -> 90s.

Sometimes 60s is not sufficient for loading data.


* Fix keyword handling bug w/ IBC and RaiseRequestErrors.

* Add `max_dte` config, and limit quantity on roll.

Sometimes we end up with contracts really far out (sometimes becoming
LEAPs) if we're winning too much and rolling too many times. To limit
this, don't roll contracts if their DTE is > roll_when.max_dte, if
specified.

Additionally, apply the `target.maximum_new_contracts` limit when
rolling contracts _before_ they approach their DTE limit to avoid
bunching too many contracts together at the same strike and expiry.


* This value should be a float.

0.1.23

* Bump version.

* Add `RaiseRequestErrors` to config validation.

This fixes issue 180.

0.1.22

* Bump version for next release.

* Round to 5 decimal places when checking weights sum.

* Bump to stable openjdk.

* Fix delta validation, add request errors

If thetagang gets a timeout from ib_insync when fetching portfolio
positions, it proceeds as if nothing happened. It loads the config
file, but without knowing the portfolio positions, it starts to
write puts instead of writing/rolling calls.

I also removed unused imports from the files I touched.


* Bump dependencies.

* Revert "Bump to stable openjdk."

This reverts commit a34eb483e6b4d5710d2329e052b75a90c33d2efb.

Derp, 11 is the LTS.


* Drop Docker armv7 builds.

I'm dropping the Docker builds for armv7 because it's too much trouble
to maintain. If someone wants to figure out how to make it reliable, I'd
welcome their contributions.


* Make 'RaiseRequestErrors' optional.

* Add `UseSSL=true` setting to jts.ini.

This should resolve the issue described at
https://github.com/IbcAlpha/IBC/issues/133 if you bump into it.


* Try another jts.ini path.

* Try another jts.ini path.

0.1.21

* Bump version.

* In the event submission fails, report and continue.

* When trying to write new puts, allow failure so we can continue.

* Ignore positions where avgcost or position count is zero.

* Fix quotes w/ installer.

* Drop chmod.

* Bump dependencies, TWS version.

* Upgrade to current IBC, 3.8.7.

* Use the default port of 7497.

* dos2unix.

* Bump jdk version.

* Bump jdk to latest.

* Try this a slightly different way (to fix jfx).

* Use the uberjar instead.

* Add the jar.

* Add this other jar (what does it do? no one knows).

* Fix cache keys.

* Use jdk 11, openjfx.

* Improve chain scanning.

* Remove these.

* Use the greater of the model price, or midpoint.

* Remove uninstall file as it messes things up.

* Update README.md

* Using snapshot data doesn't work, suppress illegal access warnings.

* Refactor contracts/tickers so it's less confusing.

* Improve order submission handling.

* Whitelist javax access.

* Remove extraneous G.

* Whitelist this package too.

* Fix package name.

* Whitelist another.

* Refactor waiting/timeouts.

* Derp, this doesn't work in python.

* Remove print statement.

* Filter out tickers missing prices.

* Fallback to model price if needed.

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