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Releases: brndnmtthws/thetagang

v0.1.23: Add `RaiseRequestErrors` to config validation.

25 Sep 14:47
434d010
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  • Bump version.

  • Add RaiseRequestErrors to config validation.

    This fixes issue #180.

v0.1.22

31 Aug 14:14
8a6eeb7
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  • 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 a34eb48.

    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
    IbcAlpha/IBC#133 if you bump into it.

  • Try another jts.ini path.

  • Try another jts.ini path.

v0.1.21

25 Jul 14:13
e6a4474
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  • 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.

v0.1.20

17 May 15:47
v0.1.20
6e16ec8
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This release allows one to specify a primary exchange, for example when you want to wheel stocks instead of ETFs.

For example, in thetagang.toml to wheel BRK.B:

 [symbols."BRK.B"]
 # For symbols that require an exchange, which is typically any company stock,
 # you must specify the primary exchange.
 primary_exchange = "NYSE"
 weight = 0.1

v0.1.19

12 Apr 18:23
254d9a6
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  • Bump version.

  • Disable checksum on installer (they keep changing the binary).

  • Fix installer, add ITM column.

  • argument required on different python versions.

  • Fix this bad value.

  • Update README.md

  • Rename function.

v0.1.18: Fix calculation of buying power.

08 Apr 20:06
f407829
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  • Bump version.

  • Smart market and avg price for positions.

  • Update tws hash.

  • Add comment about TWS version.

  • Auto-pad position columns.

  • Improve position output a little more.

  • Improve formatting, but more!!

  • Add sweet gif.

  • Include thousands separator for greater readability.

  • Drop uneeded decimal places.

  • Rearrange account values, include decimal w/ cushion.

  • For options, need to div by multiplier for avg price.

  • Fix calculation of buying power.

    This doesn't need to include other positions, as net liquidity already
    accounts for those.

v0.1.17

10 Mar 16:32
92450ac
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  • Bump version.

  • Make sure long/short positions are filtered.

  • Ignore longs when rolling.

v0.1.16

08 Mar 15:55
4f160ba
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  • Bump version.

  • Add some colour about chain scanning.

  • Make sure target calls (when writing calls) is correct.

  • Improve function name, don't let call values go short.

v0.1.15

04 Mar 14:55
ca5b0a0
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  • Bump version.

  • Tidy up log message.

  • Add FAQ and a few known errors.

  • Update README.md

  • Add config log message about rolling ITM.

  • Fix raising exception.

  • Exclude current exp when rolling.

  • Increase timeout when waiting on data 3->5s.

  • Increase number of iterations from 10 to 25 when waiting on orders/data.

  • Improve handling of waiting on data, fail gracefully.

v0.1.14

17 Feb 15:47
9d24ccd
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  • Bump version.

  • Update README.md

  • Allow delta to be specified per right or symbol.

    You can now set target.puts/calls.delta or symbol.S.delta to alter
    delta on a per-symbol or contract type basis.

  • Also allow separate delta per-symbol.

  • When writing calls, strike should be >= avgCost.

  • Use python3 -m pip command.

  • Simply default config value handling.

    Also fixed default value for min_pnl.

  • Clarify percent vs ratio.

  • Handle case of empty list.